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Estimation optimale du gradient du semi-groupe de la chaleur sur le ...

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H. Schultz / Journal of Functional Analysis 236 (2006) 457–489 477<br />

Finally, if Q ∈ M is any S- and T -invariant projection, and if μS|L,T |L is concentrated on B,<br />

where L = Q(H), then μS|L,T |L is concentrated on U for every open set U containing B. Hence,<br />

by the first part of the proof, Q PS,T (U) for every such U, and it follows from the <strong>de</strong>finition<br />

of PS,T (B) that Q P .<br />

Concerning (5.4), note that if B = B1 × B2, where B1,B2 ∈ B(C), then, by the <strong>de</strong>finitions<br />

of μS,T and PS,T (B), (5.4) holds. If B is a disjoint union of sets (B (k) ) ∞ k=1 = (B(k)<br />

1 × B(k)<br />

2 )∞ k=1 ,<br />

where B (k)<br />

i ∈ B(C), k ∈ N, i = 1, 2, then<br />

μS,T (B) =<br />

∞<br />

τ (k)<br />

PS,T B 1<br />

k=1<br />

Applying Proposition 2.8 we thus find that<br />

<br />

× B(k)<br />

2 =<br />

<br />

∞<br />

μS,T (B) = τ supp<br />

k=1<br />

k=1<br />

eS<br />

∞<br />

τ supp (k) (k) <br />

eS B 1<br />

eT B 2 .<br />

k=1<br />

(k) (k) <br />

B 1<br />

eT B 2<br />

<br />

<br />

∞<br />

= τ supp (k) (k) <br />

eS B 1<br />

eT B 2<br />

<br />

= τ<br />

∞<br />

k=1<br />

PS,T<br />

= τ PS,T (B) .<br />

B (k)<br />

1<br />

Finally, for general B ∈ B(C 2 ), since μS,T is regu<strong>la</strong>r,<br />

<br />

× B(k)<br />

2<br />

<br />

μS,T (B) = inf μS,T (U) | B ⊆ U ⊆ C 2 ,Uopen <br />

= inf τ PS,T (U) | B ⊆ U ⊆ C 2 ,Uopen <br />

<br />

<br />

<br />

= τ<br />

PS,T (U)<br />

B⊆U⊆C 2 ,Uopen<br />

= τ PS,T (B) . ✷<br />

The proof given above may c<strong>le</strong>arly be generalized to the case of n commuting operators<br />

T1,...,Tn ∈ M, so that Theorem 5.1 has a slightly more general version:<br />

Theorem 5.3. Let n ∈ N, <strong>le</strong>tT1,...,Tn ∈ M be commuting operators, and <strong>le</strong>t B ⊆ Cn be any<br />

Borel set. Then there is a maximal closed subspace, K = KT1,...,Tn (B), affiliated with M which<br />

is Ti-invariant for every i ∈{1,...,n}, and such that the Brown mea<strong>sur</strong>e μT1|K,...,Tn|K is concentrated<br />

on B. Let PT1,...,Tn (B) ∈ M <strong>de</strong>note the projection onto KT1,...,Tn (B). Then more precisely:<br />

(i) if B = B1 ×···×Bn with Bi ∈ B(C), then<br />

PT1,...,Tn<br />

(B) =<br />

n<br />

PTi (Bi); (5.9)<br />

i=1

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