This is the exercise 6 of chapter 8 of Hall's book: Quantum Theory for Mathematicians.
Suppose $A\in\mathcal{B}(H)$ is self-adjoint and $v$ is an eigenvector for $A$ with $Av = cv$ for some $c\in\mathbb{R}$. Then for any bounded and measurable function $f$ on the spectrum $\sigma(A)$ we have $f(A)v = f(c)v$
where $H$ is a Hilbert space over $\mathbb{C}$ and $f(A)$ is an operator defined as
$$f(A) = \int_{\sigma(A)}f(c)d\mu^A(c)$$
with $\mu^A$ being such a unique projection-valued measure on the Borel $\sigma$-algebra in $\sigma(A)$ with values in projections on $H$ such that
$$\int_{\sigma(A)}cd\mu^A(c) = A$$
A given hint is to use the prior exercise 5:
Suppose $A\in \mathcal{B}(H)$ is self-adjoint operator and $V$ is a closed subspace of $H$ that is invariant under $A$. Then a.) the spectrum of the restriction to $V$ of $A$ is contained in the spectrum of $A$ b.) if $f$ is a bounded measurable function on $\sigma(A)$ then $V$ is invariant under $f(A)$ and $f(A)\mid_V = f(A\mid_V)$.
Thoughts/problem: My problem is that I don't really know how to apply $f(A)$ to $v$ or any element $w\in H$ for that matter. Connection to exercise 5 is probably by the span of $v$. Namely, define $S:=\{\alpha v\mid \alpha\in\mathbb{C}\}$. It is not hard to show that the span of $v$, $S$, is a closed subspace of $H$ invariant under $A$. Then if we can determine what $f(A)w$ for $w\in H$ is in terms of $w$, the result may follow quite easily. But I am lost even on what $\chi_E(A)\psi := \int_{\sigma(A)}\chi_E(c)d\mu^A(c) = \mu^A(E)\psi$ should be for a measurable $E\subset\sigma(A)$, let alone how to move the limit outside the integral when transition from simple functions to measurable functions.
Another approach:
Let $V$ be the span of the eigenvector $v.$ To apply the other exercise, note that $\sigma(A\vert_V)=\{c\},$ then: $$f(A)\vert_V=f(A\vert_V)=\int_{\sigma(A\vert_V)}f(\lambda)d\mu^{A\vert_V}(\lambda)=f(c)\int_{\sigma(A\vert_V)}1d\mu^{A\vert_V}(\lambda)=f(c)\mu^{A\vert_V}(\mathbb{R})=f(c)\operatorname{id}_V.$$
The first equality is the other exercise; the second is the spectral theorem for $A\vert_V;$ the third follows since the spectrum consists only of the single point $c,$ so $f$ is constant with value $f(c)$ on $\sigma(A\vert_V)$; the last equality is a property of the projection-valued measure $\mu^{A\vert_V}.$
Now apply both sides of $f(A)\vert_V=f(c)\operatorname{id}_V$ to $v$ to conclude $f(A)v=f(c)v.$