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80 visualizzazioni9 pagineTypically, the Fourier transformation sends suitable functions on R to functions on R. This can be defined on the space L1(R) + L2(R), i.e. functions which can be written as the sum of a function in L1(R) and a function in L2(R). A celebrated result (the Hausdorff–Young inequality) states that the Fourier transform takes functions in Lp(R) toLq(R)for1≤p≤2,where 1 +1 =1.

Oct 05, 2015

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Typically, the Fourier transformation sends suitable functions on R to functions on R. This can be defined on the space L1(R) + L2(R), i.e. functions which can be written as the sum of a function in L1(R) and a function in L2(R). A celebrated result (the Hausdorff–Young inequality) states that the Fourier transform takes functions in Lp(R) toLq(R)for1≤p≤2,where 1 +1 =1.

© All Rights Reserved

80 visualizzazioni

Typically, the Fourier transformation sends suitable functions on R to functions on R. This can be defined on the space L1(R) + L2(R), i.e. functions which can be written as the sum of a function in L1(R) and a function in L2(R). A celebrated result (the Hausdorff–Young inequality) states that the Fourier transform takes functions in Lp(R) toLq(R)for1≤p≤2,where 1 +1 =1.

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Sei sulla pagina 1di 9

Yitao Lei

October 2013

Introduction

This can be defined on the space L1 (R) + L2 (R), i.e. functions which can be written

as the sum of a function in L1 (R) and a function in L2 (R). A celebrated result (the

HausdorffYoung inequality) states that the Fourier transform takes functions in Lp (R)

to Lq (R) for 1 p 2, where p1 + 1q = 1.

However, this does not extend to the case when p > 2. In addition, the maps F : Lp (R)

Lq (R) are not surjective when p < 2. Therefore it seems natural to try to extend the

Fourier transform to objects other than functions. The most complete method of doing

this is extending the Fourier transform to the space of tempered distributions, i.e. the

space of linear functionals on the Schwartz functions.

Instead, we will study the FourierStieltjes transform, a slight generalisation of the

Fourier transform. We now transform complex finite Borel measures rather than functions, and output a function. Bochners Theorem answers the question of which functions

are the FourierStieltjes transform of some positive Borel measure. It states that the

function is continuous and positivedefinite is a necessary and sufficient condition for it

to be a FourierStieltjes transform.

We shall first explore the analogous situation on the torus (or the circle here, when the

dimension is one). FourierStieltjes coefficients will be examined, and are related to

Fourier coefficients. There is much similarity between FourierStieltjes coefficients and

the FourierStieltjes transform. However, the theory building up to a Bochnertype

result on the torus is clearer and simpler than going directly to Bochners theorem on R.

Preliminaries

Let T be the torus [0, 2] with the points 0 and 2 identified, i.e. the same point. In this

paper, we shall be working with two spaces of continuous functions, both equipped with

the supremum norm: C(T), continuous functions on T, and C0 (R), continuous functions

that vanish at infinity.

We will also consider two spaces of finite complex Borel measures on T and R, namely

M (T) and M (R). For clarity, will denote a measure in M (T), while will denote

1

a measure in M (R). The norm on both spaces are given by kkM (T) = ||(T) and

kkM (R) = ||(R).

Recall that if V is a Banach space, then the dual space V is the set of linear functionals

: V C which are continuous/bounded. The following theorem is very useful in

multiple ways; the proof can be found in [3].

Theorem 1 (Riesz representation theorem). (1) Any linear functional R (C(T)) can

1

f (t) d(t). In

be identified with a unique measure M (T) such that (f ) = 2

T

addition, kkC(T) = kkM (T) .

(2) Any linear functional

(C0 (R)) can be identified with a unique measure M (R)

R

such that (g) = R g(x) d(x). Furthermore, kkC(R) = kkM (R) .

=

RRecall that

PNby f (n) int

int

f (t)e

dt. Trigonometric polynomials are functions of the form P (t) = n=N an e .

T

P

int

n=N P (n)e . A basic result in Fourier analysis is

PN

that the partial sums n=N f(n)eint do not necessarily converge to the function itself.

Nevertheless, we have convergence in a related series. A proof of this statement can be

found in [2].

Lemma 2 (Fejer). For positive integer N , define the Fej

er kernel by

1 sin2 [(N + 1)x/2]

.

FN (x) =

N +1

sin2 [x/2]

Then for a continuous function f on T, we have the following convolution:

N

X

(FN f )(t) =

1

n=N

|n|

N +1

f(n)eint .

As the convergents in the previous lemma are trigonometric polynomials, any function

can be approximated by trigonometric polynomials. Hence trigonometric polynomials

are dense in C(T).

FourierStieltjes Coefficients

in M (T):

Definition 3. The FourierStieltjes coefficients of a measure M (T) is a function

on Z given by the expression

Z

1

eint d(t).

(n) =

2 T

f (t) dt (dt represents the usual

Lebesgue measure).

Computing the FourierStieltjes

R int

R int

1

1

coefficients gives

(n) = 2 T e

d = 2 T e

f (t) dt = f(n), so we really do have

an extension of Fourier coefficients.

2

For

R of functions in L (R), an important result is Parsevals formula:

R Fourier transforms

1

g () d. An analogue holds in the context of FourierStieltjes

f (x)g(x) dx = 2 R f()

R

coefficients in the following sense:

1

2

Z

f (t)d(t) = lim

N

X

n=N

|n|

1

N +1

f(n)

(n).

continuous

function. Then by using lemma 2, we can approximate

|n|

f uniformly as lim 1 N +1 f(n)eint . As is a finite measure, we can exchange the

N

N

X

1

|n|

int

f(n)e

f (t)d(t) = lim

d(t)

N T

N

+

1

T

n=N

Z

N

X

|n|

= lim

f (n) eint d(t)

1

N

N

+

1

T

n=N

N

X

|n|

f(n)

= lim

(n).

1

N

N

+

1

n=N

Z

converge.

|n|

N +1

Bochners theorem is about trying to determine which sequences are the FourierStieltjes

coefficients of a measure. As a first step, we give a necessary and sufficient condition for

a sequence to the FourierStieltjes coefficients of a measure :

Proposition 5. Let {an }

n= be a sequence of complex numbers. Then the following

are equivalent:

(a) There exists M (T) with kk C and

(n) = an for all n.

P

(b) For all trigonometric polynomials P , P (n)an C sup P (t).

tT

Proof. (a) = (b): Given any trigonometric polynomial P , use Parsevals formula to get

Z

N

X

P (n)an = P (t) d kk sup P (t)

tT

T

n=N

where we used the Riesz representation theorem to show that |(f )| kk kf kC(T) =

kk suptT f (x).

3

P

(b) = (a): The linear map P 7

P (n)an defines a linear functional on the space

of trigonometric polynomials. As trigonometric polynomials are dense in C(T), we can

extend our linear functional to C(T).

R

1

f d

By the Riesz representation theorem our linear functional is of the form f 7 2

T

int

for

R M (T) of norm C. Substituting f = e into both P 7

P a suitable measure

1

(n) = an or

(n) = an .

P (n)an and f 7 2

f d immediately gives

T

Consider a sequence {an }nZ which eventually vanishes,

= 0 when |n| > K. Then

PK i.e. an int

it can be checked that the measure given by dN := n=K an e dt satisfies c

N (n) = an

for all n. This allows us to make sense of the following corollary. The proof involves

algebraic manipulations and Parsevals formula only, and hence will not be presented

here.

Corollary 6. A sequence {an }nZ is the FourierStieltjes coefficients of some with

kk C, if, and only if, kN kM (T) C for all N . Here, N is the measure such that

|n|

c

N (n) = (1 N +1 )an whenever |n| N , and zero when |n| > N .

Hergoltzs Theorem

necessary and sufficient conditions for a sequence to be the FourierStieltjes coefficients

of a positive measure. To prove this, we first need the following lemma:

Lemma 7. A sequence {an }nZ is the FourierStieltjes series of a positive measure if,

and only if, for all N and t T,

N

X

N (t) :=

1

|n|

N +1

n=N

an eint 0.

(n) = an for some positive measure M (T). Let f C(T) be

an arbitrary non-negative function. Then

1

2

#

|n|

f (t)

an eint dt

1

N

+

1

T

n=N

N

X

|n|

=

f(n)

(n)

1

N

+

1

n=N

Z

N

X

|n|

=

1

f (n) eint d(t)

N

+

1

T

n=N

Z

|n|

f(n)eint d

=

1

N

+

1

ZT

= (FN f )(t) d

(from lemma 2).

1

f (t)N (t) dt =

2

T

"

N

X

Now note that the Fejer kernel is non-negative. As f is non-negative, the convolution

(FN f ) is also non-negative. From the positivity of the measure , our quantity is

non-negative. As this is true for any non-negative function f , we get that N (t) 0.

P

|n|

1

Now suppose N

n=N

N +1

|n|

FourierStieltjes coefficients 1 N +1 an . Then we want to compute kN kM (T) . By

the Riesz representation theorem we just need to compute

the norm

of the functional

R

|n|

1

f 7 2 T f dN . However, from earlier discussion, dN = 1 N +1 an dt. Therefore

kN kM (T)

1

= sup

kf kC(T) =1 2

1

f (t) dN = sup

kf k=1 2

T

Z

f (t) N (t) dt.

T

As N (t) is positive, N is a positive measure and the above quantity is maximised when

f (t) = 1. This means that

kN kM (T)

1

=

2

N

X

1

T n=N

|n|

N +1

an eint dt = a0 .

This must be true for all N . Therefore, kN kM (T) are uniformly bounded by a0 . By

corollary 6, we can find a M (T) such that

(n) = an for all n. To show that is a

positive measure, take an arbitrary non-negative function f . Then

Z

Z

f d = lim

f dN 0

N

as this convergence comes from taking the limit in Parsevals formula. Thus is positive.

We remark in the above proof that one can replace the condition N (t) 0 for all N

with N (t) 0 for infinitely many N . The proof remains the same, except that we only

take a subsequence Nj where Nj (t) 0.

Definition 8. A sequence {an }nZ is positive definite if for all sequences of complex

numbers {zn }nZ which have all but a finite number of terms zero, we have

X

anm zn zm 0.

n,mZ

The work from the last few pages can now be combined to prove Herglotzs theorem:

Theorem 9 (Herglotz). A sequence {an }nZ is the FourierStieltjes transform of a positive measure M (T) if, and only if, the sequence is positive definite.

Proof. If is a positive measure with

(n) = an , then

X

n,mZ

anm zn zm =

X Z

n,mZ

2

Z X

eint eimt zn zm d =

zn eint d 0.

nZ

On the(other hand, suppose {an } is positive definite. Fix values t, N . Define numbers

P

eint , |n| N

zn =

. By direct substitution, one can verify that n,m anm zn zm =

0,

else

P

ijx

, where Cj,N = max(0, 2N + 1 |j|). Therefore by positivedefiniteness,

j Cj,N aj e

2N (t) =

2N

X

j=2N

2N

X

|j|

1

ijx

1

aj e =

Cj,N aj eijx

2N + 1

2N + 1 j=2N

X

anm zn zm 0.

1

2N + 1 n,mZ

We proved that N (t) 0 for even N . The result then follows from lemma 7.

Definition 10. The FourierStieltjes transform of a measure M (R) is a function

on R given by the expression

Z

() =

eix d(x).

R

Like FourierStieltjes coefficients, there is consistency between the definition here, and

the Fourier transform of L1 functions.

If g is an integrable function, identify it with a

R ix

measure d = g dx. Hence () = R e

g(x) dx = g(), which shows consistency in the

transforms.

The RiemannLebesgue lemma on the ordinary Fourier transform states that if g L1 (R),

then g() is uniformly continuous and goes to 0 as || . The uniform continuity still

holds for the FourierStieltjes transform, but () does not necessarily go to 0. A simple

example is = 0 , the measure with mass at 0. It can be easily verified that () = 1 for

all .

We can deduce another version of Parsevals formula in this new context:

Proposition 11 (Parsevals Formula). If M (R) and both g, g are in L1 (R), then

Z

Z

1

g()

() d.

g(x)d(x) =

2 R

R

Proof.

g and g are integrable, then the Fourier inversion formula holds: g(x) =

R If both

1

ix

g

()e

d.

Therefore,

2 R

Z

ZZ

Z

1

1

ix

g(x)d(x) =

g()e d(x) d =

g()

(),

2

2 R

R

R

where we used the integrability of g() to justify the usage of Fubinis theorem.

6

The following proposition gives a necessary and sufficient statement for a function to be

the FourierStieltjes transform of a measure, and is the first step to Bochners theorem

on R.

Proposition 12. If is a continuous function defined on R, then it is the Fourier

Stieltjes transform of a measure if, and only if, there exists a constant C such that

Z

1

C sup |g(x)|

g

()()

d

2

xR

R

for every continuous function g L1 (R) such that g has compact support.

Proof. Firstly, suppose that = . Then the statement follows directly from Parsevals

formula by setting C = kkM (R) .

On the other hand,

suppose our inequality is valid. Then the linear functional which

R

1

maps g to 2 R g()() d is a bounded, continuous linear functional on the set of

continuous functions g such that g is compactly supported. This is a dense subset of

C0 (R). Therefore we can extend to a bounded functional on C0 (R).

By the Riesz representation theorem, can beR represented by a measure M (R),

where kkM (R) C.

R Therefore maps

Rg to R g(x) d(x). Using Parsevals formula

1

1

() d. This must hold for all g, so

here yields that 2 R g()() d = 2 R g()

= .

pushforward a measure M (R) to a measure M (T). If we extend a continuous

function f on T to a 2-periodic function g on R (which do not necessarily go to zero),

then we get that

Z

Z

g(x) d(x) = f (t) d(t).

R

(n) for all integers n. This allows us to relate

the original problem on R to the problem on T. The following theorem is a key step in

doing this:

Theorem 13. If is a continuous function defined on R, then it is the FourierStieltjes

transform if, and only if, there exists a constant C > 0 such that for any choice of > 0,

{(n)}

n= are the FourierStieltjes coefficients of a measure of norm C on T.

Proof. First suppose = . Then (n) = (n) =

(n), where is the pushforward

measure of with respect to the covering. Note that kkM (T) kkM (R) . Denote (x/)

the measure on R which satisfies the following equation for all g:

Z

Z

x

g(x)d( ) =

g(x) d(x).

R

\

We get that k(x/)kM (R) = kkM (R) and (x/)()

= (). Setting = n yields that

(n) = (x/)(n), so {(n)}nZ form the FourierStieltjes coefficients of norm at most

kkM (R) .

To show the converse, we shall use theorem 12. Let g be continuous such that

g is continR

1

g

()()

d

uous and compactly supported. Then by those conditions the integral 2

R

can be approximated by its Riemann sums (where the width of each rectangle is ). For

arbitrary , choose sufficiently small to obtain

X

Z

1

<

g

()()

d

g

(n)(n)

+ .

2

2

R

n

Note that

g(n)

2

g((t + 2m)/)

mZ

sup |G (t)| sup |g(x)| + .

tT

xR

By assumption, (n) =

c (n) for some M (T), with k kM (T) C. Then Parsevals

formula for T gives

X

X

g(n)(n) =

G (n) (n) C sup |G (t)|.

2

tT

n

n

Combining all inequalities gives

X

g(n)(n) < C sup |g(x)| + (C + 1).

2

xR

n

Now here is a necessary and sufficient condition for a function to be a FourierStieltjes

transform of a positive measure. The proof is very similar to theorem 13, so it will not

be presented here.

Proposition 14. If is a continuous function defined on R, then it is the Fourier

Stieltjes transform of a positive measure if, and only if, there exists a constant C > 0

such that for any choice of > 0, {(n)}

n= are the FourierStieltjes coefficients of

a positive measure on T.

Bochners Theorem

and z1 , . . . , zN C, we have

N

X

(j k )zj zk 0.

j,k=1

Finally, we have the machinery to prove the main subject of this paper.

Theorem 16. A function defined on R is the FourierStieltjes transform of a positive

measure if, and only if, it is continuous and positive definite.

Proof. First assume that = for a positive measure M (R). Given numbers

1 , . . . N R and z1 , . . . zN C, we get

N

X

j,k=1

(j k )zj zk =

Z X

N

R j,k=1

2

Z X

N

ij x

=

zj e

d(x) 0.

R

j=1

For the other direction, if is positive definite, then by definition, {(n)} is a positive

definite sequence for all . Herglotzs theorem guarantees a measure , such that

c (n) =

(n). By proposition 14, there must exist such that = .

References

[1] Katznelson, Y. (2004). An Introduction to Harmonic Analysis (3rd edn), Cambridge

Mathematical Library.

[2] Grafakos, L. (2003). Classical and Modern Fourier Analysis, Prentice Hall.

[3] Rudin, W. (1987). Real and Complex Analysis (3rd edn), McGrawHill Book Company.

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