Pome

Lemma 18.34.1666CB6C16A6B7

Lemma 18.34.16.66CB6C16A6B7 The measure

A9FF4DD46DA7 18.34.17
\begin{equation} \mathrm{d}J_ v(x,y)=\frac{|C_ v(x,y)|^2}{N_ m} \, \mathrm{d}\nu (x)\, \mathrm{d}\nu (y) \end{equation}

on $X\times X$ is a symmetric probability measure whose two marginals are equal to $\mu _ v$. The operator $\mathcal Q_ v$ is a selfadjoint, positive semidefinite contraction of $L^2(\mu _ v)$; it fixes the constant functions $\mu _ v$-almost everywhere and preserves integrals against $\mu _ v$.

Proof. Orthonormality gives $\int _ X|C_ v(x,y)|^2\, \mathrm{d}\nu (y)=B_ v(x)$, so the first marginal of $J_ v$ is $\mu _ v$. By symmetry so is the second, and the total mass identity shows that $J_ v$ has mass one. Off $Z_ m$, dividing $|C_ v(x,\cdot )|^2\, \mathrm{d}\nu $ by $B_ v(x)$ gives the squared Riesz-vector density in (18.34.10). Thus the probabilities $\sigma _{v,x}$ are the conditional probabilities of $J_ v$ given the first coordinate, and $\mathcal Q_ v$ is the associated Markov operator. Since these conditional probabilities have mass one and the marginal of $J_ v$ is $\mu _ v$, the operator $\mathcal Q_ v$ fixes constants and preserves integrals; Jensen's inequality shows that it is a contraction of $L^2(\mu _ v)$, and the symmetry of $J_ v$ shows that it is selfadjoint. For $f\in L^2(\mu _ v)$, expanding the finite sum gives

\[ \langle \mathcal Q_ v f,f\rangle _{L^2(\mu _ v)} =\frac1{N_ m}\sum _{i,j} \left|\int _ X fF_ i\overline{F_ j}\, \mathrm{d}\nu \right|^2\geq 0. \]

Each of these integrals is independent of the phases, and it exists because $|F_ i\overline{F_ j}|\leq B_ v$ and $f\in L^1(\mu _ v)$. This proves positivity. $\square$

Cite this page

Comments

Corrections, questions, and mathematical discussion are welcome. Sign in with GitHub to comment. Comments are public.