B3.8

Hilbert Spaces
Part II, 2002

Let HH be an infinite-dimensional, separable Hilbert space. Let TT be a compact linear operator on HH, and let λ\lambda be a non-zero, approximate eigenvalue of TT. Prove that λ\lambda is an eigenvalue, and that the corresponding eigenspace Eλ(T)={xH:Tx=λx}E_{\lambda}(T)=\{x \in H: T x=\lambda x\} is finite-dimensional.

Let SS be a compact, self-adjoint operator on HH. Prove that there is an orthonormal basis (en)n0\left(e_{n}\right)_{n \geqslant 0} of HH, and a sequence (λn)n0\left(\lambda_{n}\right)_{n \geqslant 0} in C\mathbb{C}, such that (i) Sen=λnen(n0)S e_{n}=\lambda_{n} e_{n}(n \geqslant 0) and (ii) λn0\lambda_{n} \rightarrow 0 as nn \rightarrow \infty.

Now let SS be compact, self-adjoint and injective. Let RR be a bounded self-adjoint operator on HH such that RS=SRR S=S R. Prove that HH has an orthonormal basis (en)n1\left(e_{n}\right)_{n \geqslant 1}, where, for every n,enn, e_{n} is an eigenvector, both of SS and of RR.

[You may assume, without proof, results about self-adjoint operators on finite-dimensional spaces.]