The Gelfand transform, positive linear functionals, and positive-definite functions

Jordan Bell
June 24, 2015

1 Introduction

In this note, unless we say otherwise every vector space or algebra we speak about is over ℂ.

If A is a Banach algebra and e∈A satisfies x⁢e=x and e⁢x=x for all x∈A, and also ∥e∥=1, we say that e is unity and that A is unital.

If A is a unital Banach algebra and x∈A, the spectrum of x is the set σ⁢(x) of those λ∈ℂ for which λ⁢e-x is not invertible. It is a fact that if A is a unital Banach algebra and x∈A, then σ⁢(x)≠∅.11 1 Walter Rudin, Functional Analysis, second ed., p. 253, Theorem 10.13.

If A and B are Banach algebras and T:A→B is a map, we say that T is an isomorphism of Banach algebras if T is an algebra isomorphism and an isometry.

Theorem 1 (Gelfand-Mazur).

If A is a Banach algebra and every nonzero element of A is invertible, then there is an isomorphism of Banach algebras A→ℂ.

Proof.

Let x∈A. σ⁢(x)≠∅. If λ1,λ2∈σ⁢(x), then neither λ1⁢e-x nor λ2⁢e-x is invertible, so they are both 0: x=λ1⁢e and x=λ2⁢e, whence λ1=λ2. Therefore σ⁢(x) has precisely one element, which we denote by λ⁢(x), and which satisfies

x=λ⁢(x)⁢e.

If x,y∈A, then x+y=λ⁢(x)⁢e+λ⁢(y)⁢e=(λ⁢(x)+λ⁢(y))⁢e and also x+y=λ⁢(x+y)⁢e, so λ⁢(x+y)=λ⁢(x)+λ⁢(y). If x∈A and α∈ℂ, then α⁢x=α⁢λ⁢(x)⁢e and also α⁢x=λ⁢(α⁢x)⁢e, so λ⁢(α⁢x)=α⁢λ⁢(x). Hence x↦λ⁢(x) is linear. If λ0∈ℂ, then λ⁢(λ0⁢e)=λ0, showing that x↦λ⁢(x) is onto. If λ⁢(x)=λ⁢(y) then x=λ⁢(x)⁢e=λ⁢(y)⁢e=y, showing that x↦λ⁢(x) is one-to-one. Therefore x↦λ⁢(x) is a linear isomorphism A→ℂ.

If x∈A, then x=λ⁢(x)⁢e gives

∥x∥=∥λ⁢(x)⁢e∥=|λ⁢(x)|⁢∥e∥=|λ⁢(x)|,

showing that the map x↦λ⁢(x) is an isometry A→ℂ. ∎

2 Complex homomorphisms

An ideal J of an algebra A is said to be proper if J≠A. An ideal is called maximal if it is a maximal element in the collection of proper ideals of A ordered by set inclusion.

The following theorem, which is proved using the fact that a maximal ideal is closed, the fact that a quotient of a Banach algebra with a closed ideal is a Banach algebra, and the Gelfand-Mazur theorem, states some basic facts about algebra homomorphisms from a Banach algebra to ℂ.22 2 Walter Rudin, Functional Analysis, second ed., p. 277, Theorem 11.5.

Theorem 2.

If A is a commutative unital Banach algebra and Δ is the set of all nonzero algebra homomorphisms A→ℂ, then:

  1. 1.

    If M is a maximal ideal of A then there is some h∈Δ for which M=ker⁡h.

  2. 2.

    If h∈Δ then ker⁡h is a maximal ideal of A.

  3. 3.

    x∈A is invertible if and only if h⁢(x)≠0 for all h∈Δ.

  4. 4.

    x∈A is invertible if and only if x does not belong to any proper ideal of A.

  5. 5.

    λ∈σ⁢(x) if and only if there is some h∈Δ for which h⁢(x)=λ.

3 The Gelfand transform and maximal ideals

Suppose that A is a commutative unital Banach algebra and that Δ is the set of all nonzero algebra homomorphisms A→ℂ. For each x∈A, we define x^:Δ→ℂ by

x^⁢(h)=h⁢(x),h∈Δ.

We call x^ the Gelfand transform of x, and we call the map Γ:A→ℂΔ defined by Γ⁢(x)=x^ the Gelfand transform.

We define A^={x^:x∈A}, and we call the set Δ with the initial topology for A^ the maximal ideal space of A. That is, the topology of Δ is the coarsest topology on Δ such that each x^:Δ→ℂ is continuous. If X is a topological space, we denote by C⁢(X) the set of all continuous functions X→ℂ. C⁢(X) is a commutative unital algebra, although it need not be a Banach algebra.

The radical of A, denoted rad⁢A, is the intersection of all maximal ideals of A. If rad⁢A={0}, we say that A is semisimple.

The following theorem establishes some basic facts about the Gelfand transform and the maximal ideal space.33 3 Walter Rudin, Functional Analysis, second ed., p. 280, Theorem 11.9.

Theorem 3.

If A is a commutative unital Banach algebra and Δ is the maximal ideal space of A, then:

  1. 1.

    Γ:A→C⁢(Δ) is an algebra homomorphism with ker⁡Γ=rad⁢A.

  2. 2.

    If x∈A, then im⁢x^=σ⁢(x).

  3. 3.

    Δ is a compact Hausdorff space.

Proof.

Let x,y∈A and α∈ℂ. For h∈Δ,

Γ(αx+y)(h)=h(αx+y)=αh(x)+h(y)=αΓ(x)(h)+Γ(y)(h)=(Γ(x)+Γ(y)(h),

showing that Γ⁢(α⁢x+y)=α⁢Γ⁢(x)+Γ⁢(y), and

Γ⁢(x⁢y)⁢(h)=h⁢(x⁢y)=h⁢(x)⁢h⁢(y)=Γ⁢(x)⁢(h)⁢Γ⁢(y)⁢(h)=(Γ⁢(x)⁢Γ⁢(y))⁢(h),

showing that Γ⁢(x⁢y)=Γ⁢(x)⁢Γ⁢(y). Therefore Γ:A→C⁢(Δ) is an algebra homomorphism. x∈ker⁡Γ is equivalent to h⁢(x)=0 for all h∈Δ, which is equivalent to x∈ker⁡h for all h∈Δ. But by Theorem 2, {ker⁡h:h∈Δ} is equal to the set of all maximal ideals of A, so x∈ker⁡Γ is equivalent to x∈rad⁢A, i.e. ker⁡Γ=rad⁢A.

Let x∈A. If λ∈im⁢x^ then there is some h∈Δ for which x^⁢(h)=λ, and by Theorem 2, this yields λ∈σ⁢(x). Hence im⁢x^⊆σ⁢(x). If λ∈σ⁢(x), then by Theorem 2 there is some h∈Δ for which h⁢(x)=λ, i.e. there is some h∈Δ for which x^⁢(h)=λ, i.e. λ∈im⁢x^. Hence σ⁢(x)⊆im⁢x^. Therefore, im⁢x^=σ⁢(x).

It is straightforward to check that the topology of Δ is the subspace topology inherited from A* with the weak-* topology; in particular, the topology of Δ is Hausdorff. Therefore, to prove that Δ is compact it suffices to prove that Δ is a weak-* compact subset of A*. Let

K={λ∈A*:∥λ∥≤1}.

By the Banach-Alaoglu theorem, K is a weak-* compact subset of A*. If h∈Δ, then because h is an algebra homomorphism A→ℂ it follows that ∥h∥≤1.44 4 Walter Rudin, Functional Analysis, second ed., p. 249, Theorem 10.7. Thus, Δ⊂K. Therefore, to prove that Δ is compact it suffices to prove that Δ is a weak-* closed subset of A*.

Suppose that hi∈Δ is a net that weak-* converges to λ∈A*. Then hi⁢(e)→λ⁢(e), i.e. 1→λ⁢(e), so λ⁢(e)=1. Thus λ≠0. Let x,y∈A. On the one hand, hi⁢(x⁢y)→λ⁢(x⁢y), and on the other hand, hi⁢(x)→λ⁢(x) and hi⁢(y)→λ⁢(y), so hi⁢(x)⁢hi⁢(y)→λ⁢(x)⁢λ⁢(y) and hence hi⁢(x⁢y)=hi⁢(x)⁢hi⁢(y)→λ⁢(x)⁢λ⁢(y). Therefore, λ⁢(x⁢y)=λ⁢(x)⁢λ⁢(y), and because λ∈A* is linear, this shows that λ:A→ℂ is an algebra homomorphism, and hence that λ∈Δ. Therefore Δ is a weak-* closed subset of A*. ∎

If A is a commutative unital Banach algebra, the above theorem shows that Γ:A→A^ is an algebra isomorphism if and only if rad⁢A={0}, i.e., Γ is an algebra isomorphism if and only if A is semisimple.

The above theorem tells us that if A is a commutative unital Banach algebra and x∈A, then im⁢x^=σ⁢(x). This gives us

∥x^∥∞=ρ⁢(x), (1)

where ρ⁢(x) is the spectral radius of x, defined by

ρ(x)=sup{|λ|:λ∈σ(x)}.

Therefore, x^=0 is equivalent to ρ⁢(x)=0, and so by the above theorem, x∈rad⁢A is equivalent to ρ⁢(x)=0. Moreover, it is a fact that ρ⁢(x)≤∥x∥.55 5 Walter Rudin, Functional Analysis, second ed., p. 253, Theorem 10.13. Therefore,

∥x^∥∞≤∥x∥. (2)

In the proof of Theorem 3 we used the fact66 6 Walter Rudin, Functional Analysis, second ed., p. 249, Theorem 10.7. that the norm of any algebra homomorphism from a Banach algebra to ℂ is ≤1. In particular, this means that any algebra homomorphism from a Banach algebra to ℂ is continuous. The following theorem shows that any algebra homomorphism from a Banach algebra to a commutative unital semisimple Banach algebra is continuous.77 7 Walter Rudin, Functional Analysis, second ed., p. 281, Theorem 11.10.

Theorem 4.

Suppose that A is a Banach algebra and that B is a commutative unital semisimple Banach algebra. If ψ:A→B is an algebra homomorphism, then ψ is continuous.

Proof.

Because ψ:A→B is linear, to prove that ψ is continuous, by the closed graph theorem88 8 Walter Rudin, Functional Analysis, second ed., p. 51, Theorem 2.15. it suffices to prove that

G={(x,ψ⁢(x)):x∈A}

is closed in A×B. To prove that G is closed in A×B, it suffices to prove that if (xn,yn)∈G converges to (x,y)∈A×B then (x,y)∈G.

Let h∈ΔB. Then ϕ=h∘ψ:A→ℂ is an algebra homomorphism. Because h:B→ℂ and ϕ:A→ℂ are algebra homomorphisms with codomain ℂ, they are both continuous. Therefore, h⁢(yn)→h⁢(y) and ϕ⁢(xn)→ϕ⁢(x). Therefore,

h⁢(y)=lim⁡h⁢(yn)=lim⁡h⁢(ψ⁢(xn))=lim⁡(h∘ψ)⁢(xn)=lim⁡ϕ⁢(xn)=ϕ⁢(x)=h⁢(ψ⁢(x)),

so h⁢(y-ψ⁢(x))=0. This is true for all h∈ΔB, hence y-ψ⁢(x)∈rad⁢B. But B is semisimple, so y-ψ⁢(x)=0, i.e. y=ψ⁢(x), so (x,y)∈G. ∎

If A is a commutative unital Banach algebra and x∈A, we recorded in (2) that ∥x^∥∞≤∥x∥. The following lemma99 9 Walter Rudin, Functional Analysis, second ed., p. 282, Lemma 11.11. shows that if ∥x2∥=∥x∥2 and x≠0, then inf⁡∥x^∥∞∥x∥≥1, hence that ∥x^∥∞=∥x∥. Therefore, if ∥x2∥=∥x∥2 for all x∈A, then Γ:A→C⁢(Δ) is an isometry.

Lemma 5.

Let A be a commutative unital Banach algebra. If

r=infx≠0⁡∥x2∥∥x∥2,s=infx≠0⁡∥x^∥∞∥x∥,

then s2≤r≤s.

Theorem 3 shows that if A is a commutative unital Banach algebra, then Γ:A→C⁢(Δ) is an algebra homomorphism. Therefore Γ⁢(A)=A^ is a subalgebra of C⁢(Δ). Moreover, Theorem 3 also shows that Δ is a compact Hausdorff space. Therefore, C⁢(Δ) is a unital Banach algebra with the supremum norm. (If X is a topological space then C⁢(X) is an algebra, but need not be a Banach algebra.) For A^ to be a Banach subalgebra of C⁢(Δ) it is necessary and sufficient that A^ be a closed subset of the Banach algebra C⁢(Δ). The following theorem gives conditions under which this occurs.1010 10 Walter Rudin, Functional Analysis, second ed., p. 282, Theorem 11.12.

Theorem 6.

If A is a commutative unital Banach algebra, then A is semisimple and A^ is a closed subset of C⁢(Δ) if and only if there exists some K<∞ such that ∥x∥2≤K⁢∥x2∥ for all x∈A.

Proof.

Suppose that there is some 0<K<∞ such that x∈A implies that ∥x∥2≤K⁢∥x2∥. Then

r=infx≠0⁡∥x2∥∥x∥2≥infx≠0⁡∥x2∥K⁢∥x2∥=1K.

By Lemma 5, with s=infx≠0⁡∥x^∥∞∥x∥ we have

1K≤s,

hence ∥x^∥∞≥1K⁢∥x∥. Thus, if x∈A then ∥x^∥∞≥1K⁢∥x∥, from which it follows that Γ:A→C⁢(Δ) is one-to-one. Since Γ is one-to-one, by Theorem 3 we get that A is semisimple. Suppose that x^n∈A^ converges to x^∈A^, i.e. ∥x^n-x^∥∞→0, i.e. ∥Γ⁢(xn-x)∥∞→0. But ∥Γ⁢(xn-x)∥∞≥1K⁢∥xn-x∥, so ∥xn-x∥→0, showing that Γ-1:A^→A is bounded. Therefore Γ:A→A^ is bilipschitz, and so A^ is a complete metric space, from which it follows that A^ is a closed subset of C⁢(Δ).

Suppose that A is semisimple and that A^ is a closed subset of C⁢(Δ). The fact that A is semisimple gives us by Theorem 3 that Γ:A→A^ is a bijection. The fact that A^ is closed means that A^ is a Banach algebra. Because Γ:A→A^ is continuous, linear, and a bijection, by the open mapping theorem1111 11 Walter Rudin, Functional Analysis, second ed., p. 49, Corollary 2.12. it follows that there are positive real numbers a,b such that if x∈A then

a⁢∥x∥≤∥Γ⁢x∥∞≤b⁢∥x∥.

Then infx≠0⁡∥x^∥∞∥x∥≥a. By Lemma 5, it follows that infx≠0⁡∥x2∥∥x∥2≥a2. Hence, for all x≠0 we have ∥x∥2≤K⁢∥x2∥, with K=1a2. ∎

4 L1

Let M⁢(ℝn) denote the set of all complex Borel measures on ℝn, and let S:ℝn×ℝn→ℝn be defined by S⁢(x,y)=x+y. For μ1,μ2∈M⁢(ℝn), we denote by μ1×μ2 the product measure on ℝn×ℝn, and we define the convolution of μ1 and μ2 to be μ1*μ2=S*⁢(μ1×μ2), the pushforward of μ1×μ2 with respect to S. That is, if E is a Borel subset of ℝn, then

(μ1*μ2)⁢(E) = (S*⁢(μ1×μ2))⁢(E)
= (μ1×μ2)⁢(S-1⁢(E))
= ∫ℝn∫ℝnχE⁢(x+y)⁢𝑑μ1⁢(x)⁢𝑑μ2⁢(y).

With convolution as multiplication, M⁢(ℝn) is an algebra.

If μ∈M⁢(ℝn), the variation of μ is the measure |μ|∈M⁢(ℝn), where for a Borel subset E of ℝn, we define |μ|⁢(E) to be the supremum of ∑A∈π|μ⁢(A)| over all partitions π of E into finitely many disjoint Borel subsets. The total variation of μ is ∥μ∥=|μ|⁢(ℝn). One proves that ∥⋅∥ is a norm on M⁢(ℝn) and that with this norm, M⁢(ℝn) is a Banach algebra.1212 12 See Walter Rudin, Real and Complex Analysis, third ed., chapter 6.

Let mn be Lebesgue measure on ℝn, let δ be the Dirac measure on ℝn, and let A be the set of those μ∈M⁢(ℝn) for which there is some f∈L1⁢(ℝn) and some α∈ℂ with which

d⁢μ=f⁢d⁢mn+α⁢d⁢δ.

One proves that A is a Banach subalgebra of M⁢(ℝn). A is a unital Banach algebra, with unity δ. In particular, A is a unital Banach algebra that contains the Banach algebra L1⁢(ℝn).

If f+α⁢δ,g+β⁢δ∈A (identifying f∈L1⁢(ℝn) with the complex Borel measure whose Radon-Nikodym derivative with respect to mn is f), then

(f+α⁢δ)*(g+β⁢δ)=(f*g+β⁢f+α⁢g)+α⁢β⁢δ, (3)

where

(f*g)⁢(x)=∫ℝnf⁢(y)⁢g⁢(x-y)⁢𝑑mn⁢(y).

If t∈ℝn, let et⁢(x)=exp⁡(i⁢t⋅x), and if f∈L1⁢(ℝn), define f^:ℝn→ℂ, the Fourier transform of f, by

f^⁢(t)=∫ℝnf⁢e-t⁢𝑑mn,t∈ℝn.

If t∈ℝn, define ht:A→ℂ by

ht⁢(f+α⁢δ)=f^⁢(t)+α,f+α⁢δ∈A,

and define h∞:A→ℂ by

h∞⁢(f+α⁢δ)=α,f+α⁢δ∈A.

By (3) it is apparent that for each t∈ℝn∪{∞}, the map ht is a homomorphism of algebras. It can be proved that Δ={ht:t∈ℝn}∪{h∞}.1313 13 Walter Rudin, Functional Analysis, second ed., p. 285. Let ℝn∪{∞} be the one-point compactification of ℝn, and define T:ℝn∪{∞}→Δ by T⁢(t)=ht, which is a bijection.

Suppose that tk→t in ℝn. If f+α⁢δ∈A, then because f^:ℝn→ℂ is continuous, we have

T⁢(tk)⁢(f+α⁢δ)=htk⁢(f+α⁢δ)=f^⁢(tk)+α→f^⁢(t)+α=T⁢(t)⁢(f+α⁢δ).

Suppose that tk→∞. If f+α⁢δ∈A, then by the Riemann-Lebesgue lemma we have f^⁢(tk)→0, and hence

T⁢(tk)⁢(f+α⁢δ)=f^⁢(tk)+α→α=h∞⁢(f+α⁢δ)=T⁢(∞)⁢(f+α⁢δ).

Therefore, T:ℝn∪{∞}→Δ is continuous.

Suppose that htk→ht in Δ, tk,t∈ℝn. If f+α⁢δ∈A, then htk⁢(f+α⁢δ)→ht⁢(f+α⁢δ). But htk⁢(f+α⁢δ)=f^⁢(tk)+α and ht⁢(f+α⁢δ)=f^⁢(t)+α, so f^⁢(tk)→f^⁢(t). Because this is true for all f∈L1⁢(ℝn), it follows that tk→t. Suppose that htk→h∞ in Δ, tk∈ℝn. If f+α⁢δ∈A, then htk⁢(f+α⁢δ)→h∞⁢(f+α⁢δ), i.e. f^⁢(tk)+α→α, i.e. f^⁢(tk)→0. Because this is true for all f∈L1⁢(ℝn), it follows that tk→∞. Therefore, T-1:Δ→ℝn∪{∞} is continuous, and so Δ is homeomorphic to the one-point compactification of ℝn.

5 Involutions

If A is an algebra, an involution of A is a map :*A→A satisfying

  1. 1.

    (x+y)*=x*+y*

  2. 2.

    (α⁢x)*=α¯⁢x*

  3. 3.

    (x⁢y)*=y*⁢x*

  4. 4.

    x**=x.

We say that x is self-adjoint if x*=x.

Following Rudin, if A is a Banach algebra with an involution :*A→A satisfying

∥x⁢x*∥=∥x∥2,x∈A,

we say that A is a B*-algebra.

The following theorem shows that a commutative unital B*-algebra with maximal ideal space Δ is isomorphic as a B*-algebra to C⁢(Δ).1414 14 Walter Rudin, Functional Analysis, second ed., p. 289, Theorem 11.18. (An isomorphism of B*-algebras is an isomorphism of Banach algebras that preserves the involution; the involution on C⁢(Δ) is (x↦f(x))↦(x↦f⁢(x)¯).)

Theorem 7 (Gelfand-Naimark).

If A is a commutative unital B*-algebra, then Γ:A→C⁢(Δ) is an isomorphism of Banach algebras, and if x∈A then Γ⁢(x*)=Γ⁢(x)¯.

Proof.

Let u∈A be self-adjoint, let h∈Δ, and let h⁢(u)=α+i⁢β. For t∈ℝ, put z=u+i⁢t⁢e. We have

h⁢(z)=h⁢(u)+h⁢(i⁢t⁢e)=α+i⁢β+i⁢t=α+i⁢(β+t),

and

z⁢z*=(u+i⁢t⁢e)⁢(u-i⁢t⁢e)=u2+t2⁢e,

hence

α2+(β+t)2=|h⁢(z)|2≤∥z∥2=∥z⁢z*∥=∥u2+t2⁢e∥≤∥u∥2+t2,

i.e.

α2+β2+2⁢β⁢t≤∥u∥2.

Because this is true for all t∈ℝ, it follows that β=0. Therefore, if u∈A is self-adjoint then h⁢(u)∈ℝ.

Furthermore, if x∈A then with 2⁢u=x+x* and 2⁢v=i⁢(x*-x) we have x=u+i⁢v with u and v self-adjoint. Then x*=u-i⁢v, and so

h⁢(x*)=h⁢(u-i⁢v)=h⁢(u)-i⁢h⁢(v)=h⁢(x)¯.

This shows that if x∈A then Γ⁢(x*)=Γ⁢(x)¯. In particular, A^ is closed under complex conjugation. If h1≠h2, then there is some x∈A for which h1⁢(x)≠h2⁢(x), i.e. x^⁢(h1)≠x^⁢(h2), so A^ separates points in Δ. Because A^ is a unital Banach algebra, it follows from the Stone-Weierstrass theorem that A^ is dense in C⁢(Δ).

Let x∈A. With y=x⁢x*, we have y*=(x⁢x*)*=x**⁢x*=x⁢x*=y, from which it follows that ∥y2∥=∥y∥2. Assume by induction that ∥ym∥=∥y∥m, for m=2n. Then, as (ym)*=ym,

∥y2⁢m∥=∥ym⁢ym∥=∥ym⁢(ym)*∥=∥ym∥2=(∥y∥m)2=∥y∥2⁢m.

The spectral radius formula1515 15 Walter Rudin, Functional Analysis, second ed., p. 253, Theorem 10.13. gives

ρ⁢(y)=lim⁡∥yn∥1/n,

and because ∥ym∥=∥y∥m for m=2n, we have lim⁡∥ym∥1/m=∥y∥. Because the limit of this subsequence is ∥y∥, the limit of ∥yn∥1/n is also ∥y∥, so we obtain

ρ⁢(y)=∥y∥.

But (1) tells us ∥y^∥∞=ρ⁢(y), so we have ∥y^∥∞=∥y∥. Because y=x⁢x*, using Γ⁢(x*)=Γ⁢(x)¯ and the fact that Γ is an algebra homomorphism, we get

Γ⁢(y)=Γ⁢(x⁢x*)=Γ⁢(x)⁢Γ⁢(x*)=Γ⁢(x)⁢Γ⁢(x)¯=|Γ⁢(x)|2.

That is, y^=|x^|2 and with ∥y^∥∞=∥y∥ we obtain

∥x^∥∞2=∥y^∥∞=∥y∥=∥x⁢x*∥=∥x∥2,

i.e.

∥x^∥∞=∥x∥.

This shows that Γ:A→C⁢(Δ) is an isometry. In particular, Γ maps closed sets to closed sets, so A^=Γ⁢(A) is a closed subset of C⁢(Δ). We have already established that A^ is dense in C⁢(Δ), so A^=C⁢(Δ). The fact that Γ is an isometry yields that Γ is one-to-one, and the fact that A^=C⁢(Δ) means that that Γ is onto, hence Γ is a bijection, and therefore it is an isomorphism of algebras. Because Γ is an isometry, it is an isomorphism of Banach algebras. ∎

The following theorem states conditions under which a self-adjoint element of a unital Banach algebra with an involution has a square root.1616 16 Walter Rudin, Functional Analysis, second ed., p. 294, Theorem 11.26.

Theorem 8.

Let A be a unital Banach algebra with an involution :*A→A. If x∈A is self-adjoint and σ⁢(x) contains no real λ with λ≤0, then there is some self-adjoint y∈A satisfying y2=x.

If A is a Banach algebra and x∈A, we say that x∈A is normal if x⁢x*=x*⁢x. If A is a Banach algebra with involution :*A→A, by x≥0 we mean that x is self-adjoint and σ⁢(x)⊆[0,∞), and we say that x is positive. The following theorem states basic facts about the spectrum of elements of a unital B*-algebra.1717 17 Walter Rudin, Functional Analysis, second ed., p. 294, Theorem 11.28.

Theorem 9.

If A is a unital B*-algebra, then:

  1. 1.

    If x is self-adjoint, then σ⁢(x)⊆ℝ.

  2. 2.

    If x is normal, then ρ⁢(x)=∥x∥.

  3. 3.

    If x∈A, then ρ⁢(x⁢x*)=∥x∥2.

  4. 4.

    If x≥0 and y≥0, then x+y≥0.

  5. 5.

    If x∈A, then x⁢x*≥0.

  6. 6.

    If x∈A, then e+x⁢x* is invertible.

6 Positive linear functionals

Suppose that A is a Banach algebra with an involution :*A→A. If F:A→ℂ is a linear map such that F⁢(x⁢x*) is real and ≥0 for all x∈A, we say that F is a positive linear functional. In particular, if h∈Δ and x∈A, then from Theorem 7 we have h⁢(x*)=h⁢(x)¯, and so h⁢(x⁢x*)=h⁢(x)⁢h⁢(x*)=h⁢(x)⁢h⁢(x)¯=|h⁢(x)|2≥0. Thus, the elements of Δ are positive linear functionals.

We shall use the following theorem to prove the theorem after it.1818 18 Walter Rudin, Functional Analysis, second ed., p. 137, Theorem 5.20.

Theorem 10.

If X is a real or complex Banach space, X1 and X2 are closed subspaces of X, and X=X1+X2, then there is some γ<∞ such that for every x∈X there are x1∈X1,x2∈X2 satisfying x=x1+x2 and

∥x1∥+∥x2∥≤γ⁢∥x∥.

The following theorem establishes some basic properties of positive linear functionals on a unital Banach algebra with an involution.1919 19 Walter Rudin, Functional Analysis, second ed., p. 296, Theorem 11.31.

Theorem 11.

Suppose that A is a unital Banach algebra with an involution :*A→A. If F:A→ℂ is a positive linear functional, then:

  1. 1.

    F⁢(x*)=F⁢(x)¯.

  2. 2.

    |F⁢(x⁢y*)|2≤F⁢(x⁢x*)⁢F⁢(y⁢y*).

  3. 3.

    |F⁢(x)|2≤F⁢(e)⁢F⁢(x⁢x*)≤F⁢(e)2⁢ρ⁢(x⁢x*).

  4. 4.

    If x is normal, then |F⁢(x)|≤F⁢(e)⁢ρ⁢(x).

  5. 5.

    If A is commutative, then ∥F∥=F⁢(e).

  6. 6.

    If there is some β such that ∥x*∥≤β⁢∥x∥ for all x∈A, then ∥F∥≤β1/2⁢F⁢(e).

  7. 7.

    F is a bounded linear map.

Proof.

Suppose that x,y∈A. For any α∈ℂ, we have on the one hand F⁢((x+α⁢y)⁢(x+α⁢y)*)≥0, and on the other hand

F⁢((x+α⁢y)⁢(x+α⁢y)*)=F⁢((x+α⁢y)⁢(x*+α¯⁢y*))=F⁢(x⁢x*+α¯⁢x⁢y*+α⁢y⁢x*+|α|2⁢y⁢y*).

Therefore,

F⁢(x⁢x*)+α¯⁢F⁢(x⁢y*)+α⁢F⁢(y⁢x*)+|α|2⁢F⁢(y⁢y*)≥0. (4)

Applying (4) with α=1 gives

F⁢(x⁢x*)+F⁢(x⁢y*)+F⁢(y⁢x*)+F⁢(y⁢y*)≥0.

In particular, this expression is real, and because F⁢(x⁢x*) and F⁢(y⁢y*) are real we get that F⁢(x⁢y*)+F⁢(y⁢x*) is real, so Im⁢F⁢(y⁢x*)=-Im⁢F⁢(x⁢y*). Applying (4) with α=i gives

F⁢(x⁢x*)-i⁢F⁢(x⁢y*)+i⁢F⁢(y⁢x*)+F⁢(y⁢y*)≥0.

In particular, this expression is real, and so -i⁢F⁢(x⁢y*)+i⁢F⁢(y⁢x*) is real, i.e. F⁢(x⁢y*)-F⁢(y⁢x*) is imaginary, so Re⁢F⁢(y⁢x*)=Re⁢F⁢(x⁢y*). Therefore F⁢(y⁢x*)=F⁢(x⁢y*)¯. Using y=e yields

F⁢(x*)=F⁢(x)¯.

Suppose that x,y∈A and that F⁢(x⁢y*)≠0. For any t∈ℝ, using (4) with α=t|F⁢(x⁢y*)|⁢F⁢(x⁢y*) gives

F⁢(x⁢x*)+t|F⁢(x⁢y*)|⁢F⁢(x⁢y*)¯⁢F⁢(x⁢y*)+t|F⁢(x⁢y*)|⁢F⁢(x⁢y*)⁢F⁢(y⁢x*)+t2⁢F⁢(y⁢y*)≥0,

i.e.

F⁢(x⁢x*)+t⁢|F⁢(x⁢y*)|+t|F⁢(x⁢y*)|⁢F⁢(x⁢y*)⁢F⁢(y⁢x*)+t2⁢F⁢(y⁢y*)≥0,

and as F⁢(y⁢x*)=F⁢((x⁢y*)*)=F⁢(x⁢y*)¯, we have

F⁢(x⁢x*)+2⁢t⁢|F⁢(x⁢y*)|+t2⁢F⁢(y⁢y*)≥0.

For t=-|F⁢(x⁢y*)|F⁢(y⁢y*) this is

F⁢(x⁢x*)-2⁢|F⁢(x⁢y*)|2F⁢(y⁢y*)+|F⁢(x⁢y*)|2F⁢(y⁢y*)≥0,

i.e.

|F⁢(x⁢y*)|2≤F⁢(x⁢x*)⁢F⁢(y⁢y*).

Suppose that x∈A. Because x⁢e*=x and e⁢e*=e, we have

|F⁢(x)|2≤F⁢(e)⁢F⁢(x⁢x*).

We shall prove that F⁢(x⁢x*)≤F⁢(e)⁢ρ⁢(x⁢x*). Let t>ρ⁢(x⁢x*). It then follows that σ⁢(t⁢e-x⁢x*) is contained in the open right half-plane, and thus by Theorem 8 there is some self-adjoint u∈A satisfying u2=t⁢e-x⁢x*. Then

F⁢(t⁢e-x⁢x*)=F⁢(u2)=F⁢(u⁢u*)≥0,

so

F⁢(x⁢x*)≤t⁢F⁢(e).

Because this is true for all t>ρ⁢(x⁢x*), we obtain

F⁢(x⁢x*)≤F⁢(e)⁢ρ⁢(x⁢x*).

Suppose that x is normal. It is a fact that if x and y belong to a unital Banach algebra and x⁢y=y⁢x, then σ⁢(x⁢y)⊆σ⁢(x)⁢σ⁢(y).2020 20 Walter Rudin, Functional Analysis, second ed., p. 293, Theorem 11.23. Thus σ⁢(x⁢x*)⊆σ⁢(x)⁢σ⁢(x*), from which we get

ρ⁢(x⁢x*)≤ρ⁢(x)⁢ρ⁢(x*).

It is a fact that σ⁢(x*)=σ⁢(x)¯,2121 21 Walter Rudin, Functional Analysis, second ed., p. 288, Theorem 11.15., so we have ρ⁢(x)=ρ⁢(x*), and thus

ρ⁢(x⁢x*)≤ρ⁢(x)2.

But |F⁢(x)|2≤F⁢(e)2⁢ρ⁢(x⁢x*), so we have |F⁢(x)|2≤F⁢(e)2⁢ρ⁢(x)2, i.e.

|F⁢(x)|≤F⁢(e)⁢ρ⁢(x).

Suppose that A is commutative, and let x∈A. Since A is commutative, x is normal and hence we have |F⁢(x)|≤F⁢(e)⁢ρ⁢(x), and as always we have ρ⁢(x)≤∥x∥. Therefore, for every x∈A we have

|F⁢(x)|≤F⁢(e)⁢∥x∥.

This implies that ∥F∥≤F⁢(e), and because the above inequality is an equality for x=e, we have ∥F∥=F⁢(e).

Suppose that there is some β such that ∥x*∥≤β⁢∥x∥ for all x∈A. We have ρ⁢(x⁢x*)≤∥x⁢x*∥≤∥x∥⁢∥x*∥≤β⁢∥x∥2. (We merely stipulated that A is a unital Banach algebra with an involution; if we had demanded that A be a B*-algebra, then we would have ∥x⁢x*∥=∥x∥⁢∥x*∥=∥x∥2.) Using |F⁢(x)|2≤F⁢(e)2⁢ρ⁢(x⁢x*) then gives us |F⁢(x)|2≤β⁢F⁢(e)2⁢∥x∥2, hence

|F⁢(x)|≤β1/2⁢F⁢(e)⁢∥x∥.

If F⁢(e)=0, then |F⁢(x)|2≤0 for all x∈A, and hence F=0, which indeed is bounded. Otherwise, F⁢(e)>0, and F is bounded if and only if 1F⁢(e)⁢F is bounded. Therefore, to prove that F is bounded it suffices to prove that F is bounded in the case where F⁢(e)=1.

Let H be the set of all self-adjoint elements of A. H and i⁢H are real vector spaces. For any x∈A, defining 2⁢u=x+x* and 2⁢v=i⁢(x*-x), we have x=u+i⁢v, and u,v are self-adjoint. It follows that

A=H+i⁢H.

Because the elements of H are self-adjoint, the restriction of F to H is a real-linear map H→ℝ. For u∈H, because u is self-adjoint it is in particular normal, and so |F⁢(x)|≤F⁢(e)⁢ρ⁢(x)≤F⁢(e)⁢∥x∥=∥x∥, because F⁢(e)=1. Hence the restriction of F to H is a real-linear map H→ℝ with norm 1, and therefore there is a unique bounded real-linear map Φ:H¯→ℝ whose restriction to H is equal to the restriction of F to H, and ∥Φ∥=1.

Suppose that y∈H¯∩i⁢H¯. There are un∈H with un→y and there are vn∈H with i⁢vn→y. Then un2→y2 and -vn2→y, or vn2→-y2. Because |F⁢(un)|2≤F⁢(e)⁢F⁢(un⁢un*)=F⁢(un2), we have

|F⁢(un)|2≤F⁢(un2)≤F⁢(un2+vn2).

Because un and vn are self-adjoint, un2+vn2 is normal and hence

|F⁢(un2+vn2)|≤F⁢(e)⁢ρ⁢(un2+vn2)=ρ⁢(un2+vn2)≤∥un2+vn2∥,

and so we have

|F⁢(un)|2≤∥un2+vn2∥.

But un2→y and vn2→-y, so ∥un2+vn2∥→∥y-y∥=0. Therefore, F⁢(un)→0, and so

Φ⁢(y)=lim⁡F⁢(un)→0.

That is, if y∈H¯∩i⁢H¯, then F⁢(y)=0.

Because A=H+i⁢H, certainly A=H¯+i⁢H¯, so by Theorem 10 there is some γ<∞ such that for all x∈A, there are x1∈H¯ and x2∈H¯ satisfying

x=x1+i⁢x2,∥x1∥+∥x2∥≤γ⁢∥x∥.

Let x∈A and let x=x1+i⁢x2, where x1,x2 satisfy the above, and let x=u+i⁢v with u,v∈H, namely 2⁢u=x+x* and 2⁢v=i⁢(x*-x). Supposing that x1-u and x2-v∈H¯∩i⁢H¯, which Rudin asserts but whose truth is not apparent to me, we obtain F⁢(x1-u)=0 and F⁢(x2-v)=0, or F⁢(x1)=F⁢(u) and F⁢(x2)=F⁢(v). Then,

F⁢(x)=F⁢(u+i⁢v)=F⁢(u)+i⁢F⁢(v)=F⁢(x1)+i⁢F⁢(x2)=Φ⁢(x1)+i⁢Φ⁢(x2),

and therefore, because ∥Φ∥=1 and because ∥x1∥+∥x2∥≤γ⁢∥x∥,

|F⁢(x)|≤|Φ⁢(x1)+i⁢Φ⁢(x2)|≤|Φ⁢(x1)|+|Φ⁢(x2)|≤∥x1∥+∥x2∥≤γ⁢∥x∥,

showing that ∥F∥≤γ, and in particular that F is bounded. ∎

7 The Riesz-Markov theorem and extreme points

We say that a positive Borel measure μ on a compact Hausdorff space X is regular if for every Borel subset E of X we have

μ⁢(E)=sup⁡{μ⁢(F):F is compact and F⊆E}

and

μ⁢(E)=inf⁡{μ⁢(G):G is open and E⊆G}.

We say that a complex Borel measure μ on a compact Hausdorff space is regular if the positive Borel measure |μ| is regular, and we write ∥μ∥=|μ|⁢(X). The following is the Riesz-Markov theorem, stated for complex Borel measures on a compact Hausdorff space.2222 22 Walter Rudin, Real and Complex Analysis, third ed., p. 130, Theorem 6.19.

Theorem 12 (Riesz-Markov).

Suppose that X is a compact Hausdorff space. If Λ is a bounded linear functional on C⁢(X), then there is one and only one regular complex Borel measure μ on X satisfying

Λ⁢f=∫Xf⁢𝑑μ,f∈C⁢(X).

This measure μ satisfies ∥μ∥=∥Λ∥.

The following theorem uses the Riesz-Markov theorem to define a correspondence between positive linear functionals on a commutative unital Banach algebra with a symmetric involution and regular positive Borel measures on its maximal ideal space.2323 23 Walter Rudin, Functional Analysis, second ed., p. 299, Theorem 11.33.

Theorem 13.

Suppose that A is a commutative unital Banach algebra with an involution :*A→A satisfying

h⁢(x*)=h⁢(x)¯,x∈A,h∈Δ. (5)

Let K be the set of all positive linear functionals F:A→ℂ satisfying F⁢(e)≤1, and let M be the set of all regular positive Borel measures μ on Δ satisfying μ⁢(Δ)≤1. K and M are convex sets. If μ∈M, then F:A→ℂ defined by

Fμ⁢(x)=∫Δx^⁢𝑑μ,x∈A,

belongs to K, and this map μ↦Fμ is an isometric bijection M→K.

Proof.

If F1,F2∈K and 0≤t≤1, then (1-t)⁢F1+t⁢F2 is linear, and it is straightforward to check that it is positive. Moreover, ((1-t)⁢F1+t⁢F2)⁢(e)=(1-t)⁢F1⁢(e)+t⁢F2⁢(e)≤(1-t)+t=1, so (1-t)⁢F1+t⁢F2∈K. Therefore K is a convex set.

Suppose that μ1,μ2∈M, that a1,a2 are nonnegative real numbers, and let μ=a1⁢μ1+a2⁢μ2. If E is a Borel subset of Δ, then for any ϵ>0 there are compact subsets F1,F2 of Δ such that μ1⁢(E)<μ1⁢(F1)-ϵ and μ2⁢(E)<μ2⁢(F2)-ϵ. With F=F1∪F2, we have

μ⁢(F) = a1⁢μ1⁢(F)+a2⁢μ2⁢(F)
≥ a1⁢μ1⁢(F1)+a2⁢μ2⁢(F2)
≥ a1⁢(μ1⁢(E)+ϵ)+a2⁢(μ2⁢(E)+ϵ)
= μ⁢(E)+(a1+a2)⁢ϵ.

It follows that μ⁢(E)=sup⁡{μ⁢(F):F is compact and F⊆E}. If E is a Borel subset of Δ, then for any ϵ>0 there are open subsets G1,G2 of Δ such that μ1⁢(E)>μ1⁢(G1)-ϵ and μ2⁢(E)>μ2⁢(G2)-ϵ. With G=G1∩G2, we have

μ⁢(G) = a1⁢μ1⁢(G)+a2⁢μ2⁢(G)
≤ a1⁢μ1⁢(G1)+a2⁢μ2⁢(G2)
< a1⁢(μ1⁢(E)+ϵ)+a2⁢(μ2⁢(E)+ϵ)
= μ⁢(E)+(a1+a2)⁢ϵ.

It follows that μ⁢(E)=inf⁡{μ⁢(G):G is open and E⊆G}. Therefore, μ=a1⁢μ1+a2⁢μ2 is a regular positive Borel measure. In particular, if 0≤t≤1 and a1=1-t, a2=t, then μ is a regular positive Borel measure. Finally, for μ=(1-t)⁢μ1+t⁢μ2, 0≤t≤1, we have, because μ1⁢(Δ)≤1 and μ2⁢(Δ)≤1,

μ⁢(Δ)=(1-t)⁢μ1⁢(Δ)+t⁢μ2⁢(Δ)≤(1-t)+t=1,

so μ∈M, showing that M is a convex set.

Let μ∈M. It is apparent that Fμ:A→ℂ is linear. For x∈A, we have Γ⁢(x⁢x*)=Γ⁢(x)⁢Γ⁢(x*), and as Γ⁢(x*)=Γ⁢(x)¯ by (5), we get Γ⁢(x⁢x*)=|Γ⁢(x)|2. As |Γ⁢(x)|2⁢(h)≥0 for all h∈Δ, we have

Fμ⁢(x⁢x*)=∫ΔΓ⁢(x⁢x*)⁢𝑑μ=∫Δ|Γ⁢(x)|2⁢𝑑μ≥0,

showing that Fμ is a positive linear functional. Furthermore, e^⁢(h)=h⁢(e)=1 for all h∈Δ, so

Fμ⁢(e)=μ⁢(Δ)≤1,

showing that Fμ∈K.

If x∈rad⁢A, then ρ⁢(x)=0 by (1), and so F⁢(x)=0 by Theorem 11. We define F^:A^→ℂ

F^⁢(x^)=F⁢(x);

this makes sense because if x^=y^ then Γ⁢(x-y)=0, and so by Theorem 3 we have x-y∈rad⁢A and hence F⁢(x-y)=0, i.e. so F⁢(x)=F⁢(y). For x∈A, x is normal because A is commutative so we have by Theorem 11 that

|F^⁢(x^)|=|F⁢(x)|≤F⁢(e)⁢ρ⁢(x)

and by (1) we have ρ⁢(x)=∥x^∥∞, so

|F^⁢(x^)|≤F⁢(e)⁢∥x^∥∞.

As F^⁢(e^)=F⁢(e), it follows that ∥F^∥=F⁢(e). By (5) and because A^ separates points in Δ, applying the Stone-Weierstrass we obtain that A^ is dense in C⁢(Δ). Because F^ is a continuous linear functional on the dense subspace A^ of C⁢(Δ), there is a unique continuous linear functional Λ on C⁢(Δ) such that Λ=F^ on A^, and ∥Λ∥=∥F^∥. Applying Theorem 12, there is one and only one regular complex Borel measure μ on X that satisfies

Λ⁢f=∫Δf⁢𝑑μ,f∈C⁢(Δ), (6)

and ∥μ∥=∥Λ∥=∥F^∥=F⁢(e). It follows that μ↦Fμ is one-to-one. Because e^⁢(h)=1 for all h∈Δ,

μ⁢(Δ)=∫ΔχΔ⁢𝑑μ=∫Δe^⁢𝑑μ=Λ⁢e^=F^⁢(e^)=F⁢(e)=∥μ∥=|μ|⁢(Δ).

The fact that μ⁢(Δ)=|μ|⁢(Δ) implies that μ is a positive measure. The above equalities also state μ⁢(Δ)=F⁢(e), and since F∈K we have F⁢(e)≤1, hence μ⁢(Δ)≤1. Therefore, μ∈M. For x∈A, as x^∈C⁢(Δ) we have by (6) that

Fμ⁢(x)=∫Δx^⁢𝑑μ=Λ⁢x^=F^⁢(x^)=F⁢(x),

showing that F=Fμ. This shows that μ↦Fμ is onto, and therefore μ↦Fμ is a bijection M→K. ∎

Because the map μ↦Fμ in the above theorem is an isometric bijection M→K, it follows that that μ is an extreme point of M if and only if Fμ is an extreme point of K.

It is a fact that the set of extreme points of the set of regular Borel probability measures on a compact Hausdorff space X is {δx:x∈X}.2424 24 Barry Simon, Convexity: An Analytic Viewpoint, p. 128, Example 8.16. Given this, one proves that the set of extreme points of M is {0}∪{δh:h∈Δ}. For x∈A, F0⁢(x)=0, i.e. F0=0. For h∈Δ and x∈A,

Fδh⁢(x)=∫Δx^⁢𝑑δh=x^⁢(h)=h⁢(x),

so Fδh=h. Therefore, the extreme points of K are {0}∪Δ, that is, the set of algebra homomorphisms A→ℂ.

Corollary 14.

Suppose that A is a commutative unital Banach algebra with involution :*A→A satisfying

h⁢(x*)=h⁢(x)¯,x∈A,h∈Δ.

If K is the set of all positive linear functionals F:A→ℂ satisfying F⁢(e)≤1, then

ext⁢K={0}∪Δ.

Moreover, it is straightforward to check that the set K in the above corollary is a weak-* closed subset of A*: if Fi∈K is a net that weak-* converges to Λ∈A*, one checks that Λ⁢(x⁢x*)≥0 for all x∈A and that Λ⁢e≤1. By the Banach-Alaoglu theorem, the set B={Λ∈A*:∥Λ∥≤1} is weak-* compact, and if F∈K then ∥F∥=F⁢(e) by Theorem 11 and F⁢(e)≤1, so K⊆B. Hence, K is a weak-* compact subset of A*. Therefore, the Krein-Milman theorem2525 25 Walter Rudin, Functional Analysis, second ed., p. 75, Theorem 3.23. tells us that K is equal to the weak-* closure of the convex hull of the set of its extreme points, and by the above corollary this means that K is equal to the weak-* closure of the convex hull of {0}∪Δ.

8 Positive definite functions

A function ϕ:ℝn→ℂ is said to be positive-definite if r≥1, x1,…,xr∈ℝn,c1,…,cr∈ℂ imply that

∑i,j=1rci⁢cj¯⁢ϕ⁢(xi-xj)≥0;

in particular, for ϕ to be positive-definite demands that the left-hand side of this inequality is real.

A positive-definite function need not be measurable. For example, ℝ is a vector space over ℚ, and if ψ:ℝ→ℝ is a vector space automorphism of ℝ over ℚ, one proves that x↦ei⁢ψ⁢(x) is a positive-definite function ℝ→ℂ, and that there are ψ for which x↦ei⁢ψ⁢(x) is not measurable.

The following theorem states some basic facts about positive-definite functions. More material on positive-definite functions is presented in Bogachev; for example, if ϕ:ℝn→ℂ is a measurable positive-definite function, then there is a continuous positive-definite function ℝn→ℂ that is equal to ϕ almost everywhere.2626 26 Vladimir I. Bogachev, Measure Theory, vol. 1, p. 221, Theorem 3.10.20. See also Anthony W. Knapp, Basic Real Analysis, p. 406.

Theorem 15.

If ϕ:ℝn→ℂ is positive-definite, then

ϕ⁢(0)≥0, (7)

and for all x∈ℝn we have

ϕ⁢(x)¯=ϕ⁢(-x) (8)

and

|ϕ⁢(x)|≤ϕ⁢(0). (9)
Proof.

Using r=1 and c1=1, we have for all x1∈ℝn that ϕ⁢(x1-x1)≥0, i.e. ϕ⁢(0)≥0.

Using r=2, for x1,x2∈ℝn and c1,c2∈ℂ we have

c1⁢c1¯⁢ϕ⁢(x1-x1)+c1⁢c2¯⁢ϕ⁢(x1-x2)+c2⁢c1¯⁢ϕ⁢(x2-x1)+c2⁢c2¯⁢ϕ⁢(x2-x2)≥0.

Take x1=x and x2=0, with which

|c1|2⁢ϕ⁢(0)+c1⁢c2¯⁢ϕ⁢(x)+c2⁢c1¯⁢ϕ⁢(-x)+|c2|2⁢ϕ⁢(0)≥0;

in particular, the left-hand side is real, and because ϕ⁢(0) is real by (7), this implies that c1⁢c2¯⁢ϕ⁢(x)+c2⁢c1¯⁢ϕ⁢(-x) is real. That is, it is equal to its complex conjugate:

c1⁢c2¯⁢ϕ⁢(x)+c2⁢c1¯⁢ϕ⁢(-x)=c1¯⁢c2⁢ϕ⁢(x)¯+c2¯⁢c1⁢ϕ⁢(-x)¯.

The fact that this holds every c1,c2∈ℂ implies that ϕ⁢(x)¯=ϕ⁢(-x).

Again using that

c1⁢c1¯⁢ϕ⁢(x1-x1)+c1⁢c2¯⁢ϕ⁢(x1-x2)+c2⁢c1¯⁢ϕ⁢(x2-x1)+c2⁢c2¯⁢ϕ⁢(x2-x2)≥0,

with x1=x,x2=0 and c2=1 we get

|c1|2⁢ϕ⁢(0)+c1⁢ϕ⁢(x)+c1¯⁢ϕ⁢(-x)+ϕ⁢(0)≥0.

Applying (8) gives

|c1|2⁢ϕ⁢(0)+c1⁢ϕ⁢(x)+c1⁢ϕ⁢(x)¯+ϕ⁢(0)≥0.

For c1∈ℂ such that |c1|=1,

2⁢ϕ⁢(0)+2⁢R⁢e⁢(c1⁢ϕ⁢(x))≥0,

or

-Re⁢(c1⁢ϕ⁢(x))≤ϕ⁢(0).

Thus, taking c1∈ℂ such that |c1|=1 and for which -Re⁢(c1⁢ϕ⁢(x))=|ϕ⁢(x)|, we get |ϕ⁢(x)|≤ϕ⁢(0). ∎

The following lemma about positive-definite functions follows a proof in Bogachev.2727 27 Vladimir I. Bogachev, Measure Theory, vol. 1, p. 221, Lemma 3.10.19.

Lemma 16.

If ϕ:ℝn→ℂ is a measurable positive-definite function and f∈L1⁢(ℝn) is nonnegative, then

∫ℝn∫ℝnϕ⁢(x-y)⁢f⁢(x)⁢f⁢(y)⁢𝑑mn⁢(x)⁢𝑑mn⁢(y)≥0.
Proof.

For r≥2 and for any x1,…,xr and c1=1,…,cr=1, we have

∑j,k=1rϕ⁢(xj-xk)≥0,

or

r⁢ϕ⁢(0)+∑j≠kϕ⁢(xj-xk)≥0.

By (9), ϕ is bounded. It follows that we can integrate both sides of the above inequality over (ℝn)r with respect to the positive measure

f⁢(x1)⁢⋯⁢f⁢(xr)⁢d⁢mn⁢(x1)⁢⋯⁢d⁢mn⁢(xr).

Writing

I=∫ℝnf⁢(x)⁢𝑑mn⁢(x),

we obtain

r⁢ϕ⁢(0)⁢Ir+∑j≠k∫ℝn⋯⁢∫ℝnϕ⁢(xj-xk)⁢f⁢(x1)⁢⋯⁢f⁢(xr)⁢𝑑mn⁢(x1)⁢⋯⁢𝑑mn⁢(xr)≥0,

and so, writing

J=∫ℝn∫ℝnϕ⁢(x-y)⁢f⁢(x)⁢f⁢(y)⁢𝑑mn⁢(x)⁢𝑑mn⁢(y),

we have

r⁢ϕ⁢(0)⁢Ir+∑j≠kJ⁢Ir-2≥0,

or

r⁢ϕ⁢(0)⁢Ir+r⁢(r-1)⁢J⁢Ir-2≥0.

If I=0, then because f is nonnegative it follows that f is 0 almost everywhere, in which case J=0, so the claim is true. If I>0, then dividing by r⁢(r-1)⁢Ir-2 we obtain

1r-1⁢ϕ⁢(0)⁢I2+J≥0.

This inequality holds for all r≥2, so taking r→∞ yields

J≥0,

which is the claim. ∎

For f,g∈L1⁢(ℝn),

(f*g)⁢(x)=∫ℝnf⁢(y)⁢g⁢(x-y)⁢𝑑mn⁢(y).

The support of a function f:ℝn→ℂ, denoted supp⁢f, is the closure of the set {x∈ℝn:f⁢(x)≠0}. We denote by Cc⁢(ℝn) the set of all continuous functions f:ℝn→ℂ such that supp⁢f is a compact set. It is straightforward to check that an element of Cc⁢(ℝn) is uniformly continuous on ℝn. The following theorem is similar to the previous lemma, but applies to functions that need not be nonnegative.2828 28 Gerald B. Folland, A Course in Abstract Harmonic Analysis, p. 85, Proposition 3.35.

Theorem 17.

For f:ℝn→ℂ, define f~:ℝn→ℂ by f~⁢(x)=f⁢(-x)¯. If ϕ:ℝn→ℂ is a continuous positive-definite function, then for all f∈Cc⁢(ℝn), we have

∫ℝn(f*f~)⁢ψ≥0.

If μ is a complex Borel measure on ℝn, the Fourier transform of μ is the function μ^:ℝn→ℂ defined by

μ^⁢(ξ)=∫ℝne-ξ⁢𝑑μ,ξ∈ℝn.

One proves using the dominated convergence theorem that μ^ is continuous.

Theorem 18.

If μ is a finite positive Borel measure on ℝn, then μ^:ℝn→ℂ is positive-definite.

Proof.

For ξ1,…,ξr∈ℝn and c1,…,cr∈ℂ, we have

∑j,k=1rcj⁢ck¯⁢μ^⁢(ξj-ξk) = ∑j,k=1rcj⁢ck¯⁢∫ℝne-i⁢(ξj-ξk)⋅x⁢𝑑μ⁢(x)
= ∫ℝn∑j,k=1rcj⁢e-i⁢ξj⋅x⁢ck⁢e-i⁢ξk⋅x¯⁢d⁢μ⁢(x)
= ∫ℝn(∑j=1rcj⁢e-i⁢ξj⋅x)⁢(∑k=1rck⁢e-i⁢ξk⋅x)¯⁢𝑑μ⁢(x)
= ∫ℝn|∑j=1rcj⁢e-i⁢ξj⋅x|2⁢𝑑μ⁢(x)
≥ 0.

∎

The following proof of Bochner’s theorem follows an exercise in Rudin.2929 29 Walter Rudin, Functional Analysis, second ed., p. 303, Exercise 14. Other references on Bochner’s theorem are the following: Barry Simon, Convexity: An Analytic Viewpoint, p. 153, Theorem 9.17; Edwin Hewitt and Kenneth A. Ross, Abstract Harmonic Analysis, vol. II, p. 293, Theorem 33.3; Mark A. Pinsky, Introduction to Fourier Analysis and Wavelets, p. 220, Theorem 3.9.16; Walter Rudin, Fourier Analysis on Groups, p. 19, Theorem 1.4.3; Yitzhak Katznelson, An Introduction to Harmonic Analysis, third ed., p. 170; Vladimir I. Bogachev, Measure Theory, vol. II, p. 121, Theorem 7.13.1; Gerald B. Folland, A Course in Abstract Harmonic Analysis, p. 95, Theorem 4.18.

Theorem 19 (Bochner).

If ϕ:ℝn→ℂ is continuous and positive-definite, then there is some finite positive Borel measure ν on ℝn for which ϕ=ν^.

Proof.

Let A be the Banach algebra defined in §4, whose elements are those complex Borel measures μ on ℝn for which there is some f∈L1⁢(ℝn) and some α∈ℂ such that

d⁢μ=f⁢d⁢mn+α⁢d⁢δ,

where mn is Lebesgue measure on ℝn. For f+α⁢δ,g+β⁢δ∈A, we have

(f+α⁢δ)*(g+β⁢δ)=(f*g+β⁢f+α⁢g)+α⁢β⁢δ;

we are identifying f∈L1⁢(ℝn) with the complex Borel measure whose Radon-Nikodym derivative with respect to mn is f. The norm on A is the total variation norm of a complex measure; one checks that for f+α⁢δ this is

∥f+α⁢δ∥=∥f∥+|α|,

where ∥f∥=∫ℝn|f⁢(x)|⁢𝑑mn⁢(x).

For f∈L1⁢(ℝn), we define f~∈L1⁢(ℝn) by f~⁢(x)=f⁢(-x)¯, and we define :*A→A by

(f+α⁢δ)*=f~+α¯⁢δ,f+α⁢δ∈A.

On the one hand,

((f+α⁢δ)*(g+β⁢δ))* = ((f*g+β⁢f+α⁢g)+α⁢β⁢δ)*
= f*g~+β¯⁢f~+α¯⁢g~+α⁢β¯⁢δ
= f*g~+β¯⁢f~+α¯⁢g~+α⁢β¯⁢δ,

and

f*g~⁢(x)=∫ℝnf⁢(y)⁢g⁢(-x-y)⁢𝑑mn⁢(y)¯.

On the other hand,

(g+β⁢δ)**(f+α⁢δ)* = (g~+β¯⁢δ)*(f~+α¯⁢δ)
= (g~*f~+α¯⁢g~+β¯⁢f~)+β⁢α¯⁢δ,

and

(g~*f~)⁢(x) = ∫ℝng~⁢(y)⁢f~⁢(x-y)⁢𝑑mn⁢(y)
= ∫ℝng⁢(-y)¯⁢f⁢(-x+y)¯⁢𝑑mn⁢(y)
= ∫ℝng⁢(-y-x)⁢f⁢(y)⁢𝑑mn⁢(y)¯.

Therefore we have

((f+α⁢δ)*(g+β⁢δ))*=(g+β⁢δ)**(f+α⁢δ)*.

Thus :*A→A is an involution (the other properties demanded of an involution are immediate).

We define F:A→ℂ by

F⁢(f+α⁢δ)=∫ℝnf⁢ϕ⁢𝑑mn+α⁢ϕ⁢(0),f+α⁢δ∈A.

It is apparent that F is linear, and because |ϕ⁢(x)|≤ϕ⁢(0) for all x,

|F⁢(f+α⁢δ)| ≤ |∫ℝnf⁢ϕ⁢𝑑mn|+|α|⁢ϕ⁢(0)
≤ ∫ℝn|f|⁢|ϕ|⁢𝑑mn+|α|⁢ϕ⁢(0)
≤ ϕ⁢(0)⁢∫ℝn|f|⁢𝑑mn+|α|⁢ϕ⁢(0)
= ϕ⁢(0)⁢∥f+α⁢δ∥,

from which it follows that ∥F∥=ϕ⁢(0), and in particular that F is bounded. Let A0={f+α⁢δ∈A:f∈Cc⁢(ℝn)}. Because F:A→ℂ is bounded and A0 is a dense subset of A, to prove that F is a positive linear functional it suffices to prove that for all f+α⁢δ∈A0 we have F⁢((f+α⁢δ)*(f+α⁢δ)*)≥0.

For g∈Cc⁢(ℝn), by Theorem 17 we obtain

F⁢(g*g*)=F⁢(g*g~)=∫ℝn(g*g~)⁢ϕ⁢𝑑mn≥0. (10)

Define η:ℝn→ℝ by

η⁢(x)={exp⁡(-11-|x|2)|x|<10|x|≥1,

and for ϵ>0, define ηϵ:ℝn→ℝ by ηϵ⁢(x)=ϵ-n⁢η⁢(xϵ). Let f+α⁢δ∈A0 and define gϵ=f+α⁢ηϵ∈Cc⁢(ℝn). From (10) we have F⁢(gϵ*gϵ*)≥0 for any ϵ>0. On the other hand,

F⁢(gϵ*gϵ*) = F⁢((f+α⁢ηϵ)*(f~+α¯⁢ηϵ))
= F⁢(f*f~+α¯⁢f*ηϵ+α⁢ηϵ*f~+|α|2⁢ηϵ*ηϵ)
= F⁢(f*f~)+α¯⁢∫ℝn(f*ηϵ)⁢ϕ⁢𝑑mn+α⁢∫ℝn(ηϵ*f~)⁢ϕ⁢𝑑mn
+|α|2⁢∫ℝn(ηϵ*ηϵ)⁢ϕ⁢𝑑mn.

We take as granted that

∫ℝn(f*ηϵ)⁢ϕ⁢𝑑mn→∫ℝnf⁢ϕ⁢𝑑mn

as ϵ→0, that

∫ℝn(ηϵ*f~)⁢ϕ⁢𝑑mn→∫ℝnf~⁢ϕ⁢𝑑mn

as ϵ→0, and that

∫ℝn(ηϵ*ηϵ)⁢ϕ⁢𝑑mn→ϕ⁢(0)

as ϵ→0. Furthermore,

F⁢((f+α⁢δ)*(f+α⁢δ)*) = F⁢((f+α⁢δ)*(f~+α¯⁢δ))
= F⁢(f*f~+α¯⁢f+α⁢f~+|α|2)

Thus

F⁢(gϵ*gϵ*)→F⁢((f+α⁢δ)*(f+α⁢δ)*)

as ϵ→0. Since F⁢(gϵ*gϵ*)≥0 for all ϵ>0, it follows that

F⁢((f+α⁢δ)*(f+α⁢δ)*)≥0.

Therefore, F:A→ℂ is a positive linear functional.

Because F is a positive linear functional and F⁢(e)=F⁢(δ)=1, we can apply Theorem 12, according to which there is a regular positive Borel measure μ on Δ satisfying

F⁢(f+α⁢δ)=∫ΔΓ⁢(f+α⁢δ)⁢𝑑μ,f+α⁢δ∈A,

and hence, from the definition of F,

∫ℝnf⁢ϕ⁢𝑑mn+α⁢ϕ⁢(0)=∫ΔΓ⁢(f+α⁢δ)⁢𝑑μ,f+α∈A.

We state the following again from §4 for easy access. If t∈ℝn, define ht:A→ℂ by

ht⁢(f+α⁢δ)=f^⁢(t)+α,f+α⁢δ∈A,

and also define h∞:A→ℂ by

h∞⁢(f+α⁢δ)=α,f+α⁢δ∈A.

Let ℝn∪{∞} be the one-point compactification of ℝn. We proved in §4 that the map T:ℝn∪{∞}→Δ defined by T⁢(t)=ht is a homeomorphism. With ν=(T-1)*⁢μ we have μ=T*⁢ν, and then

∫ΔΓ⁢(f+α⁢δ)⁢𝑑μ = ∫ΔΓ⁢(f)⁢𝑑μ+α⁢∫ΔΓ⁢(δ)⁢𝑑μ
= ∫ΔΓ⁢(f)⁢d⁢(T*⁢ν)+α⁢∫ΔχΔ⁢𝑑μ
= ∫ℝn∪{∞}Γ⁢(f)∘T⁢𝑑ν+α⁢μ⁢(Δ)
= ∫ℝn∪{∞}Γ⁢(f)∘T⁢(t)⁢𝑑ν⁢(t)+α⁢F⁢(δ)
= ∫ℝn∪{∞}ht⁢(f)⁢𝑑ν⁢(t)+α⁢ϕ⁢(0)
= ∫ℝnf^⁢(t)⁢𝑑ν⁢(t)+α⁢ϕ⁢(0).

Therefore

∫ℝnf⁢ϕ⁢𝑑mn+α⁢ϕ⁢(0)=∫ℝnf^⁢(t)⁢𝑑ν⁢(t)+α⁢ϕ⁢(0),

i.e.

∫ℝnf⁢ϕ⁢𝑑mn=∫ℝnf^⁢(t)⁢𝑑ν⁢(t).

As

∫ℝnf^⁢(t)⁢𝑑ν⁢(t) = ∫ℝn(∫ℝne-i⁢t⋅x⁢f⁢(x)⁢𝑑mn⁢(x))⁢𝑑ν⁢(t)
= ∫ℝnf⁢(x)⁢∫ℝne-i⁢x⋅t⁢𝑑ν⁢(t)⁢𝑑mn⁢(x)
= ∫ℝnf⁢(x)⁢ν^⁢(x)⁢𝑑mn⁢(x),

we have

∫ℝnf⁢ϕ⁢𝑑mn=∫ℝnf⁢ν^⁢𝑑mn.

This is true for all f∈L1⁢(ℝn), from which it follows that ϕ=ν^. ∎