I am going through Reed & Simon's textbook on functional analysis and I am trying to understand how the functional calculus is extended from the continuous functions to the Borel functions using the spectral measures.
Let $A \in L(H)$, the set of all bounded linear operator on a Hilbert space $H$ and $\sigma(A)$ to be the spectrum of $A$. Furthermore, let $A$ be self adjoint.
First we define the functional calculus on the continuous functions. Since $A$ is self-adjoint, $\|P(A)\| = \sup_{\lambda \in \sigma(A)} |P(\lambda)|$ for any polynomial $P$. Thus we may use the Weierstrass theorem to obtain a functional calculus defined on $C(\sigma(A))$, the set of continuous functions on $\sigma(A)$. Now for fixed $\varphi \in H$, define the positive linear functional on $C(\sigma(A))$ by $$f \mapsto \langle \varphi, f(A)\varphi\rangle.$$ Then by the Riesz-Markov theorem, to each linear functional of the above form there is an associated measure $\mu_\varphi$ such that $$\langle \varphi, f(A)\varphi\rangle = \int_{\sigma(A)} f(\lambda) d\mu_\varphi$$ which we call a spectral measure.
I've understood everything up untilt his point. To extend the functional calculus to $B(\mathbb{R})$ (the Borel functions on $\mathbb{R}$), Reed & Simon say:
Let $g \in B(\mathbb{R})$. It is natural to define $g(A)$ so that $$\langle \varphi, g(A) \varphi \rangle = \int_{\sigma(A)} g(\lambda)d\mu_\varphi(\lambda).$$ The polarizaiton identity lets us recover $\langle \varphi, g(A) \phi\rangle$ from the proposed $\langle \varphi, g(A) \varphi \rangle$ and then the Riesz lemma lets us construct $g(A)$.
How does
- the polarization identity let us recover $\langle \varphi, g(A) \phi\rangle$ from $\langle \varphi, g(A) \varphi \rangle$?
- the Riesz lemma define $g(A)$?