Skip to content

Measure Theory Minimum

Quantum measurement probabilities are measures on sets of outcomes, and an expectation is an integral with respect to such a measure. This distinction becomes indispensable when a spectrum has continuous or singular parts: a probability density need not exist, and a normalized state need not have a finite moment of an unbounded observable. The minimum needed here is the ability to specify measurable events, identify the measure, and test the relevant integrability condition.

Helpful background. L2 Spaces explains equality almost everywhere. Projection-Valued Measures supplies the quantum observable whose scalar probabilities we analyze below.

Outcome events and scalar spectral measures

Section titled “Outcome events and scalar spectral measures”

A sigma-algebra is a collection of subsets closed under complements and countable unions. A positive measure assigns nonnegative sizes to these sets, with countable additivity on disjoint unions. For a real-valued sharp observable, the outcome events are usually the Borel sets of R\mathbb R, generated by open intervals.

If AA is self-adjoint with spectral measure EAE_A and ∥ψ∥=1\|\psi\|=1, the rule

μψA(Δ)=⟨ψ,EA(Δ)ψ⟩\mu_\psi^A(\Delta)=\langle\psi,E_A(\Delta)\psi\rangle

is a probability measure. Positivity follows because spectral projections are positive; normalization follows from EA(R)=IE_A(\mathbb R)=I. Strong countable additivity of the projections implies scalar countable additivity after taking this matrix element. No eigenbasis or density is required for the definition.

A point mass μψA({a})\mu_\psi^A(\{a\}) is the probability of the exact value aa. A continuous distribution may assign zero probability to every singleton while assigning probability one to their uncountable union. Countable additivity never permits replacing that union by an uncountable sum of zeros.

Densities and almost-everywhere statements

Section titled “Densities and almost-everywhere statements”

A probability density pp relative to Lebesgue measure exists when the probability measure is absolutely continuous with respect to it. The Radon–Nikodym theorem then gives

μ(Δ)=∫Δp(x) dx.\mu(\Delta)=\int_\Delta p(x)\,dx.

The choice of reference measure matters. A discrete energy distribution is naturally a weighted counting measure, not an ordinary Lebesgue density. Singular continuous measures provide a third possibility; the spectral theorem accommodates them even when elementary models do not require them.

Wavefunctions in L2(R,dx)L^2(\mathbb R,dx) are equivalence classes modulo sets of Lebesgue measure zero. Multiplication probabilities ∫Δ∣ψ(x)∣2dx\int_\Delta|\psi(x)|^2dx are well defined on those classes. A single value ψ(x0)\psi(x_0) is not. This is why assigning point values is an extra regularity question, not part of square integrability.

Moments and operator domains are different integrability tests

Section titled “Moments and operator domains are different integrability tests”

For a real random outcome λ\lambda, a finite expectation requires

∫∣λ∣ dμψA(λ)<∞.\int |\lambda|\,d\mu_\psi^A(\lambda)<\infty.

The operator vector AψA\psi exists in the Hilbert space under the stronger condition

ψ∈D(A)⟺∫λ2 dμψA(λ)<∞.\psi\in D(A) \quad\Longleftrightarrow\quad \int \lambda^2\,d\mu_\psi^A(\lambda)<\infty.

The first condition is equivalent to ψ∈D(∣A∣1/2)\psi\in D(|A|^{1/2}). When it holds, the mean can be defined spectrally even if the expression ⟨ψ,Aψ⟩\langle\psi,A\psi\rangle is not literally an inner product with a Hilbert-space vector AψA\psi. A conditionally convergent symmetric cutoff integral is not a finite probabilistic expectation.

For a concrete example, let Nen=nenNe_n=ne_n on ℓ2(N)\ell^2(\mathbb N) and take

ψ=C∑n=1∞n−5/4en,C−2=∑n=1∞n−5/2.\psi=C\sum_{n=1}^{\infty}n^{-5/4}e_n, \qquad C^{-2}=\sum_{n=1}^{\infty}n^{-5/2}.

The spectral mean is C2∑nn−3/2<∞C^2\sum_n n^{-3/2}<\infty, whereas the second moment is C2∑nn−1/2=∞C^2\sum_n n^{-1/2}=\infty. This state has a finite mean of NN but does not belong to D(N)D(N). The Unbounded Spectral Theorem gives the general domain construction.

Which convergence theorem justifies the calculation?

Section titled “Which convergence theorem justifies the calculation?”

Monotone convergence applies to increasing nonnegative measurable functions. It permits infinite values and is well suited to constructing positive moments by spectral cutoffs.

Dominated convergence applies when functions converge almost everywhere and their absolute values are bounded by one fixed integrable function. It often justifies bounded spectral functions, since a scalar spectral probability measure has finite mass. For example, e−itλ→1e^{-it\lambda}\to1 as t→0t\to0 and ∣e−itλ−1∣2≤4|e^{-it\lambda}-1|^2\le4 prove strong continuity of the unitary group through a scalar integral. Differentiating requires an extra integrable bound involving λ2\lambda^2.

Tonelli’s theorem permits exchange of integrals for nonnegative functions on sigma-finite product measure spaces, possibly with infinite result. Fubini’s theorem permits exchange for absolutely integrable functions and yields finite iterated integrals almost everywhere. An oscillatory real-time path-integral expression does not become a positive measure integral merely because it resembles this notation.

These are imported measure-theory theorems. Teschl’s integration appendix supplies their construction and hypotheses; the quantum application is the choice of spectral measure and integrable majorant.

Exercise: normalization does not imply finite energy

Section titled “Exercise: normalization does not imply finite energy”

For the same NN, choose ψ=C∑n≥1n−1en\psi=C\sum_{n\ge1}n^{-1}e_n. Determine whether it is normalized after choosing CC, whether its energy mean is finite, and whether it belongs to D(N)D(N).

Solution

The norm is finite since ∑n−2<∞\sum n^{-2}<\infty, so CC can normalize the state. The mean is C2∑n−1=∞C^2\sum n^{-1}=\infty and the second moment is C2∑1=∞C^2\sum1=\infty. Thus it is a valid state vector with an infinite positive energy expectation in this model, and it lies outside the operator domain. Normalization answers a probability question; moment conditions answer additional questions about an observable.

  • Hall, Brian C., Quantum Theory for Mathematicians, Graduate Texts in Mathematics 267, Springer, 2013, doi:10.1007/978-1-4614-7116-5 — spectral measures and unbounded observables.
  • Teschl, Gerald, Mathematical Methods in Quantum Mechanics: With Applications to Schrödinger Operators, 2nd ed., Graduate Studies in Mathematics 157, American Mathematical Society, 2014, author’s edition — Borel measures, convergence theorems, and spectral integration.