I'm reading Simon & Reed's Functional Analysis, and attempting to write out the proof of the functional calculus form of the Spectral Theorem.
See this link for their construction of $f(A)$ where $f \in \mathbb{B}(\mathbb{R})$ a bounded Borel function on $\mathbb{R}$:
Continuity of the functional calculus form of the Spectral Theorem
Let $A \in L(H)$ be self-adjoint.
My question is this:
How do I show that $A\psi = \lambda \psi \implies f(A)\psi = f(\lambda)\psi$?
This argument is easy when proving the same statement in the continuous calculus because when dealing with a continuous $f$ it may be approximated by a sequence $p_n$ that converges to it uniformly, and hence point-wise too.
To my knowledge, a bounded Borel function, $f$, has the property that $\exists \{f_n\} \subset C(\sigma(A))$ s.t $$\lim_n \int_{\sigma(A)}|f_n-f|du_\psi = 0.$$ Also I found that we have point-wise convergence a.e$[u_\psi]$.
Using the definition of $f(A)$ I can show that $$\exists ~~\lim_n f_n(\lambda) \in \mathbb{C}$$ but not that it necessarily equals $f(\lambda)$.
I wanted this to complete the attempt of:
$(\psi, f(A)\psi) = \int_{\sigma(A)} fdu_\psi = \lim_n \int_{\sigma(A)}f_ndu_\psi = \lim_n(\psi, f_n(A)\psi) = \lim_n(\psi, f_n(\lambda)\psi)$