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Kolmogorov and divergent Fourier series

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Uspekhi Mat. Nauk 38:4 (1983), 51-90

Russian Math. Surveys 38:4 (1983), 57-100

Kolmogorov and divergent Fourier series
P.L. Ul'yanov

CONTENTS

§1. Introduction §2. Definitions and auxiliary results §3. Kolmogorov's example of a trigonometric Fourier series that diverges almost everywhere §4. Further results on divergent Fourier series §5. Kolmogorov's theorem on the divergence of Fourier series of class L2 in a rearranged trigonometric system and some generalizations of it §6. The Kolmogorov-Men'shov theorem on divergent Fourier series in an orthonormal system of sign functions References

57 ^9 63 71 78 90 96

§1. Introduction Kolmogorov published about ten papers on the theory of trigonometric and orthogonal series. In fact, each of these papers was the beginning of much research that is still actively pursued today. There is a large body of work due to other authors that is connected with the research of Kolmogorov in this field. We do not even venture a guess at the number. In this paper, we present just three theorems due to Kolmogorov, we discuss their influence on later research, and in passing we state some unsolved problems. The material of the paper is organized as follows. In §2 we give the definitions and auxiliary results that are used in later sections. In §3 we present Kolmogorov's famous example [1] of a Fourier series that is almost everywhere divergent, which led to a new and extensive field of research in the theory of trigonometric series. This example was one of the first results due to Kolmogorov; he obtained it in 1922, when he was a 19 year old student. This truly surprising example still highlights the depth of his ideas and his geometrical intuition. Nowadays, every thorough treatment of the theory of trigonometric series is bound to include Kolmogorov's example. However, in the well-known monograph of Zygmund ( [ 8 ] , vol. 1) and Hardy and Rogosinski ([10])

58

P.L. Ul'yanov

almost everywhere divergent Fourier series are constructed by using Fejer polynomials, a method also first used by Kolmogorov [5] in 1926. In Nina Bari's book ( [ 7 ] , vol. 1, 430-443) both the example in Kolmogorov's fundamental paper [ 1 ] , and Marcinkiewicz's example are presented. In our opinion, some of the clarity and geometric insight in Kolmogorov's original example [ 1 ] is lost in these books. In view of this we have thought it appropriate to give a fairly detailed description of this example, in the form in which it was first proposed by Kolmogorov in 1922. §4 deals with later results on the divergence of Fourier series. In 1926 Kolmogorov announced in [6] the theorem that there exists a trigonometric Fourier series of class L2 which after an appropriate rearrangement of the terms is almost everywhere divergent. This result has a somewhat dramatic history. For Kolmogorov delayed the publication of a detailed proof until a more convenient time. However, as time passed, his interests changed, and the proof did not appear. Thirty-five years went by, and then in 1960 a brief outline of the construction of the required example was given in a paper by the Polish mathematician Zagorski [34]. Immediately afterwards in 1960 we proved in [36] an analogue of Kolmogorov's theorem for Walsh and Haar systems^1 * and we also raised the question of an analogue for arbitrary orthonormal complete (ONC) systems. In 1961, both Olevskii [41] and the present author [37] and [38] used the theorem on series of Haar systems mentioned above to prove the corresponding result for ONC systems. Furthermore, we were able to show in these papers that there is a corresponding result for any bases in L2. After this, a particularly active area was the question of unconditional convergence almost everywhere. In §5 we present results on the unconditional convergence of series in the Haar system and in bases, and some further developments. In §6 we first state the Kolmogorov-Men'shov theorem: there exists a Fourier series of class L2 in some orthonormal system {<pn} with | qpn (i) | == 1 for t £ [0, 1 ] that is everywhere divergent on the interval [0, 1 ] . A particular consequence of this theorem is the fundamental fact that not every totally bounded ON system is a system of convergence almost everywhere. This is one of the main results proved in 1926 by Kolmogorov and Men'shov [ 6 ] . In the same article they proved that if ω{η) = o(log n), then the sequence {ω(re)} is not a Weyl multiplier for almost everywhere convergence of series in some ON system of sign functions^2) {φη(ί))ί£=ι· They also mention ( [ 6 ] , 432) that it was an open question whether this result was best possible. The answer to this question came in 1975, when
are concerned with series in these systems, of course. That is, the <#,(/) take only the values 1 and - 1 .

(2)

Kolmogorov and divergent Fourier series

59

Kashin [67] constructed an ON system {cpn(i)}such that | φ η (ί) | = 1, but any sequence {ω(η)} with ω(«) = o(logz n) is not a Weyl multiplier for almost everywhere convergence of series in the system {φ η }. §6 completes the proof of this result (we make use of some simplifications due to Tandori [68]). §2. Definitions and auxiliary results 1. A set Ε С [a, b] is said to be of type Fo if it can be represented in the
ao

form Ε = U Е„ , where En is a closed set in [a, b]. type G& if Ε = [a, b]\
DO

A set £ С [a, b] is of

A,

where A is a set of type Fa (or, if Ε = f] Gn, where the Gn are open sets in Similarly, Ε is of type Foh (GSa) if Ε = f) Bn (E n=i

(J Bn).
n=l

Suppose that fn(t) is a given sequence of functions defined on [a, b]. Then the set Ed = {t : t G [a, b], lim /,,(f) does not exist} is called the set
n-+oo

of divergence of the sequence {/„}. The set Εc = [a, fc] \ £ d is the set of convergence of {/„}. By analogy, the set Eud={t: te[a, bl h^\fn(t)\ = cX>} (Ehd =
•' • •<•-•-"n-*oo - J — J ги„,,„г1„г1Л

Ed\Eud)

HivprpRnce o f t h e s e q u e n c e

It is well known (see L^4J fcngusn eu., J U J - Л 17 4^1 ^ ч ^ / „ ( / ) are continuous on [a, b] for и = 1, 2, ..., then Ec is an F set, Ed a G 6 ( J set, Eud a G6 set, and Ebd a G 6 o set, and these results cannot be sharpened. The definitions for the sets of convergence, divergence, and so on for series are completely analogous (in this case we have to consider the behaviour of the partial sums of these series). 2. Let / be a function of period 2π such that / G Lp(0, 2π) for some ρ G [ 1, 00) (if ρ = °°, we suppose that / is continuous). Then the function
CTS

ωρ (δ, /) = sup and ω (δ, /) = ω « ( 6 , / ) = sup
teio,2ii]

|/(ί-ΐ-/ί)_/(ί)|

for

ρ = 00

is called the modulus of continuity of/ in the space Lp(0, 2π).

For example.L. 1)). on [a. b] (respectively.2) is the Fourier series of F in the system {φη}. series (2-2) Σ α η Φ η (ί) The orthogonal is called a Fourier series of class V with 1 < ρ < °° if there is a function F G Lp(a. Let {φ η (0} be an orthonormal system (ONS) on [a. . and so on. 1) for 1 < ρ < °°. The following theorem due to Beppo Levi (see. Moreover. Ul'yanov The definition of the modulus of continuity when / is not periodic is analogous. b) such that (2. then l- ω ρ (δ. (a system of unconditional convergence a. 6]. ω(η)). If {<рл} is such that for ω(η) Ξ 1 the system {<pn} £ W(c. F) (or sn(t. on [a.1) is also convergent to f in the norm of L{E). exceptional set of divergence (of measure zero) depends. Ε. ω(η)) with Ε = [α. then {φη} is called a system of convergence a. in general. b]. If fn(t) e L(E) are non-negative functions and oo (2-1) then the series n=l Ε oo 2 J/ n (*)df<°o f Σ /» (ο n=i converges almost everywhere on Ε to a function / € L(E).60 P. In this case we write { P («)} 6 W(c.) (for unconditional convergence almost everywhere) of series in the system {cpn} if from oo Tl = l 2 α*ηω (η) < oo it follows that (2. If it is clear from the context what the set Ε is. F)) and the coefficients by an(F).). 1) (or {ψη} ε W(uc. for example [75]) is often used in the theory of functions. In this case the partial sums of (2. if / G Lp(0.e. the series (2. (2. on the rearrangement. Ε. 4. / ) = sup { f 3.e. A non-negative non-decreasing sequence {ω(η)}" =1 is called a Weyl multiplier for convergence almost everywhere (a. b]).2) converges after any rearrangement)^ a. <n {φη(<)} 6 W{uc.e.e. then it will be omitted.e.2) converges a.2) are denoted by Sn(t.

b] for series of the form (2. 167) has shown (and this is quite important) that this result is best possible in the whole class of ONS.2). 162) that*1) for any ONS {<р„}€ИЧс. Men'shov ([74] .4) Sm(t. c o s nt (2. is analogous. on [a.^ о —) у with the Dirichlet kernel . 5.cos my = • 2sin-| It is clear that (see (2.f) = l. l o g ^ + l)). ω(η)). If f(t) G ДО. log α we mean the logarithm of a to the base 2. We recall the standard theorem of Men'shov and Rademacher (see [ 9 ] .Kolmogorov and divergent Fourier series 61 If {φ η } € W(c.2). Orlicz [81] (see also [9].. of course.3) / (t) ~ . orthogonal on the interval [Ο. The definition of an exact Weyl multiplier for unconditional convergence a. but for any sequence y(n) —ο(ω(η)) { φ η ) ί φ. -f..e.e. . 2 ω(«)). 95-96) (2. then {a(n)}is said to be an exact Weyl multiplier for convergence a.4)) 2π for all t£[0. As regards unconditionally convergent series of the form (2. W(c. Tandori [76] has shown that this theorem is in a certain sense best possible. see also [9]. In addition. ) as fc->-oo if ω(η) = T(n)\og (n+ 1). where τ(η) t °° and for some sequence of natural numbers nk t °°. 2π]. . 170-171) has shown the following: For any ONS {φη} ШеШис. 1.^ + 2 К n=l 2π +bn s have the form ( [ 7 ] . sin nt) is. The sequence of trigonometric functions {cos nt. 2π] and m = 0. . 2π) is a given function. y(n)) as η -> °°. .

We extend these functions with period 1 to the whole real line.2 V / for all tg [0. 1. Haar has shown (see [11].e. 2π] | / (y) | 4. then the series oo 2 (an sin nt — bn cos nt) is said to be conjugate to (2. if we are given a trigonometric series of the form (2. 125). uniformly on any interval [c. then Sm(t..ro(2"t). English ed. 1 ]. 1]. If a 2ir-periodic function f is of bounded variation on [Ο. We set for t G [0.. d] С (a. and r o (i) = 0 for t = 0. . 2π). This clearly does not matter if in the problems we consider we neglect sets of measure zero (as we often do). The point tm — (2k— l)/2" is called an essential zero of the function χ^ for m > 2. . b). In what follows. then the Fourier-Haar series oc 1 m=i Σ °m (/) Xm (t) with am (/) = j / (У) 1т (у) dy 0 . 6.1. f) converges to f(t). We extend φ) to the real line so that it has the period 1.. 1/2. then In |Jm(i. . and we set rn{t) . b). 2π] am/ m = 0. ro(t) = -1 for 1/2 < t < 1. 0 A proof is given in [7]. We also recall the definition of the ON Haar system {xm(i)}m=i for t G [ 0 . This is an ON system of convergence almost everywhere (see [9]. continuous on (a. —2 2fe—1 0 +1 for the remaining t in [0. 1 ] . 1). . 1. As we have defined it. see [7].1 (Jordan. If f e V (0. English ed.62 P. Suppose that r0 is the function r^t) = 1 for 0 < t < 1/2.3).3). 114-115). Steinhaus [77] has shown that it is a system of unconditional convergence a./)|< sup J/€[0. 47-50) that if Д 0 G 1(0. Ul'yanov Lemma 2. this system {%m} differs from the standard Haar system (see [11].. Then {rn(i)}£=o is called the Rademacher system. Furthermore. Theorem 2. and for m = 2" + к with 1 < к < 2" and η = 0.L. 46) only at a countable set of points. 2π].

At the basis of the proof lies a lemma due to Kolmogorov. The next result is almost obvious ([38]. _ η = 1. If {/„} is a basis in L2(0. . §3. л . . 49). 7.. we may assume that II/„ II2 = 1 for η = 1.° Lemma 2. . 1) there is a unique sequence of numbers {an} such that the series 00 (2. . r . 1) if for every function/Ε L2(0. 1).2. Since this is independent of the norm. . Banach's theorem ([48]). 1.5) is the expansion of F in the basis {/„}.5) Σ <*„/„ (t) converges to / in the L2(0.e. Thus. Kolmogorov's example of a trigonometric Fourier series that diverges almost everywhere In this section we give a detailed account of the example. n о ^f° r = m> that is. . . . Г л . we refer the reader to the original paper [1]. 1) and a series of the form (2. . . . j • • .0 0 .. 1 ]. {χ™} is a system of convergence a. then (2. The Haar and Rademacher functions are connected by 2" / 2 i r r n ( i ) = S i X ( n ' i ) ( < ) for «e ( . and {gm} is dual to the system {/„}. 1 ] to f(t). 1) is called a basis in L2(0. .2. A set of functions {/„}£Li with /„ Ε L2(0. // {/n}£Li is a basis in L2(0. l)-norm. gm) is a biorthonormal set on [0. If our attention to the finer details obscures the main ideas. A generalization of the concept of an ONS in the space L2(0. „ . then there is a system of functions {gm}^i such that gm Ε L2(0. A basis set satisfies Banach's theorem. 1) and 0 for пфт. . .. . . ..Kolmogorov and divergent Fourier series 63 converges almost everywhere on [0. We use the same method of proof as Kolmogorov [ 1 ] .5) is such that for some sequence of natural numbers nk t °° the partial sums n h a Σ nfn converge in L2(0. . . 1) is the notion of a basis.. 2.. 0 0 ) and n = 0. 1) to some function F. {/„.

1 states that there exist functions of bounded variation whose ДО. 2. but for which some partial sums of the Fourier series are arbitrarily large at the points of a set of measure close to 2π (see (3. There exists a function Φ(ί) G ДО. φη)|>Λ/η (в = 1.1) j<fn(t)dt = 2 ( n= l . . ) .1 (Kolmogorov [ 1 ]). . 2°) the functions φη(ί) are of bounded variation on [0. < nk such that B) if (3.1 the numbers Bn are finite. Ul'yanov Lemma 3. (3. .L. by Lemma 2. 27r)-norm is 2.7). A consequence of this is the next theorem. Therefore. By induction we can find an increasing sequence of natural numbers nx < n2 < .2)).. and an integer qn such that (3. Since the functions ψη are of bounded variation. we can satisfy (3. and 2л (3.l)-(3.. Proof. 2π] \Sm(t.6) then h-l Bn= sup t6[0.7) C) 2g n . There exists a sequence of In-periodic functions {<pn(<)}£=i such that 1°) φη(ί) >Ofort<E[0. 2π]. because Mn -*• °° as η -*• °° (see (3.2) (3. .64 P. 2 . φη) is the partial sum of the trigonometric Fourier series of ψη at t. .4) Ρη (ί)*ζςη и \SPnW(t. . Lemma 3. Theorem 3. 3°) with each function ψη we can associate a positive number Mn..1. if we have already chosen nh n2. lim mes En = 2π. where Sp(t. 2π) such that its trigonometric Fourier series diverges almost everywhere.3) 1ϊΐηΛ/η = οο. + l < Ji*. 2тг] . nk^l then by taking nk > nk_x sufficiently large..5)-(3. ) . .. for all i<ft. 2π]. . For each point t of En there is a number pn(t) such that (3. a set Е„ С [0.4)).

10) ^ .9) by Beppo Levi's theorem (see §2) the series (3.11) I Sp (() (ί.SN (t. . ) . . Hence.e. the Fourier coefficients of Φ are equal to the sum of the Fourier coefficients of the functions Thus. for any natural number N the Fourier coefficient 2π oo = ^ ξ Φ (<) cos iVi Λ = 2 T 7 ^ = -α " (4>»ι) and йдг(Ф) has a similar expression. on [0.T 4 t.5)) 2л (3. and we consider the We choose a natural number к and a point t£En ι »r σο (3. . Φ) = 2 -^=r.8) ι-i Since ψη(ί) > 0 and (see (3. φ η . 2π] to some function Φ(ί) and Φ £ ДО. φ Β | ) Ι—Λ — where (see (3. Moreover.) SK (t. 2vr)-norm. . the partial sums are oo (3. 2. Φ) I = I 2 .) η (Ν = 1. t£[O. 2π).6)) (3.8) converges a.Kolmogorov and divergent Fourier series 65 We put (3. 2л] and 1 μ ν Since always (see §2) .9).8) converges to Φ(ί) in the L(0. This follows from (3.1) and (3. (3.12) ft-1 h-l A-l B. Thus.

But then it follows from (3. Let us verify that the Fourier series of Ф(О diverges at every point of E. Now we put (3. (3.14) if we look carefully at the conditions A).66 P. then t Ε Е„к for infinitely many k.17) m—oo U S | Sm (t.11)-(3.14) \3Рпк&Ф)\>УЩ-±УЩ-± =±УЩ1-±. k-*oo (зло) we have (see 3°) oo £= . which can be satisfied according to the basic Lemma 3.15) Since the limit superior is oo oo E = \imEn . ^mesEn and therefore (see (3.1.4) and (3.1.13) we find that (3.15) and (3. . Ф) | = oo. From (3.1.16)) that mes Ε = 2тг.7)) From (3. 2jt^mes (J E. B).3)) mes U En = 2 π . If t Ε Ε.Д к У. 2π]. for This inequality states that at points of the set Е„ the main contribution to the partial sums of the Fourier series of the function Φ is given by For this function determines the behaviour of the Fourier series of Φ at points of Enh.17) it is clear that the Fourier series of Φ(ί) diverges to infinity almost everywhere on [0. and C). Since mes Ε = 2π. This can also be seen without a detailed calculation (3.L.14) (see also (3.2)) that (3. this completes the proof of Theorem 3.4). Now we have to check the validity of Lemma 3. Ul'yanov we have (see (3. This implies (see (3..^"*· for any k^j.1).1. and (3. Remark 3.

We take intervals 1|г» which makes sense. Let η > n0 be a natural number. We construct an increasing sequence of odd numbers Aj = 1.1) holds. We define a sequence of natural numbers тъ т2. λο. mn such that (3.1. (3.Λ .-^- . ) n 4 ^ 1 к for and take intervals h m1 = n. It is clear that (see (3. · · ·. 2π].18)) We define a function φη(ί) by putting — η for t £ Δι with 0 for *€fO. since А | r ] for for A_.oo). (t) for t ζ Ah for ί 6 ( 0 .19)) 71 that φη(ί) is non-negative.. + Ατ] for l<A. . 2mk -f 1 = Kh(2n -f 1) with 1 < к < п. We note that for every η we have constructed a finite sequence {Х*(л)}"=1. on which we impose below some additional conditions. 2л]— U Δ.Δ Λ . . It is also clear that φη is of bounded variation on [0. 2 π ] . where n0 is sufficiently large.Kolmogorov and divergent Fourier series 67 Proof of Lemma 3. t£(—oo. The Ak are disjoint and lie in [0. and that the integral 2π ii (I h= 1 that is. that is. 2° holds. ( φ η ( 2 π + Ζ) for all At the k-th "step" we define .1.<n. Lemma 3. Λη...18) We set Ak = . 2π] because (see (3... + -^-<A. Α.

J Φ (0 — . i f a b and l ^ i ^ A — 1. 2π]. ф(п{)) for χζσΗ and . where Xk > Xfc_-b \ k is odd and (3. that is. Thus.Χ) dt = Now (3. and since φ^ is of bounded variation on [0.- i 2 V sin ( m h + ±λ (t . Ak].· for 1 < / < k. 4 11 J 2 2 = mes " n 2n+l ii ' whose union almost gives the entire interval [0.x ) dt = 2л П 6 We assume that the numbers Xt = 1.68 P. This convergence is uniform on ok.1) Sm(x.· (1 < / < n).22) can also be obtained without reference to Theorem 2.19).(t — : =4" ι φ" w h с-*)л = . because о *^C ο" ΙΟΓ Now we draw attention to the fact that the interval ok "almost completely" fills [^4fc-i. λ 2 . For the partial sum (see (3. . .I..20) 4 Σ J Φ" (*)D-fe (* .19)) can be written as an integral Smh (χ.1.. φ£>) = — \ Δ.. .... . we have (see Theorem 2. Since the Δ. we can choose mk such that 2mk+ 1 = \k(2n + 1).0 pj ) as m->-oo. m2.4 " J Φ'»" ( 0 D m h (* .21) and (3. We consider the partial sums Smh(z. Ul'yanov These intervals ak (2 < к < η) are disjoint from the Δ. mk_^).x) dt (i < A·). \k-i have already been chosen (that is. (3..22) | 5TOfc (*. < {> -*. 2 π ] . By (3. we have chosen m1 = n.21) — f φ η (ί) Z)mb ( ί .1 and the ak are disjoint.— г ^ Η η ft-l Λ · We note that we have not yet chosen the numbers \k for 2 < к < и. ^π sin (mft-{—i-)(«—ι) ! sin -^. ФЙ>) | < 4" for x f a f t and We note that (3. Clearly. Next we choose mk. y1 Dm . φ{.X ) d t = S m h (X.«) .

then we obtain (3. 1 < £ < /t. Δ.23) \J1(x) | < 1 for * £ σ Λ . And so the mk are defined for all A:. we have chosen mk in accordance with (3.21) and (3.26)) for . Next.22) for sufficiently large mk. q>g>) = •£.Kolmogorov and divergent Fourier series 69 to which we can apply the second mean value theorem.. φ***) for χ Ε ak and i > k.24)) Μ. we emphasize that this inequality holds at the expense of taking the mk large (compared with mx < m2 < . < ^ к _ х ) . If we take into account that the function for 2 x£ah and 1£ Δ .j <pn (i) Dmh (At-x) dt + 4 [ <р„ (ί) [Dmh (t-x)Δ.—x) n 1 n2sin—-(i4i—ζ) 2 nnsin By Lagrange's theorem (see (3. we can estimate the terms in the sum J2(x) (see (3. We recall that always for the Dirichlet kernel (3. What does this choice of the mk imply? Firstly. Once again. with 1 :gC i sg: & — 1 is bounded.{ Ф„ (*) £>mh (t . oo) the difference is (3. sin — ^ Δ (A. Secondly.20)) that (3. We note that the points At form an arithmetic progression for which so that (3.22) it follows at once (see (3.24) sin ""* 2 ~ r i (Ai-x) = sin " ρ Η γ ι (Ah-x).25) Ι ^ Ο Κ Σ |vsinvi|<J52 for any <£(— oo.22).-ίΚ-^for i6Aj (3.x ) d t = Dmh (At-x)] dt = = -i.. from (3.21)).20) and (3.28) Smh {x. and the definition of φη(ί) is complete. the partial sums Smh(x. that is. Thus. the partial sums satisfy (see (3.26) and that for i > к and χ € ak.25) and (3.

30)) sin -L) (Ah—x) "3= 31 1 sin Thus (see (3. pj) Secondly. φ η ) | > I sin (mk + — ) (A).L.28)) (3.31) Smh(x.20) and (3.22)). η 1=й Jinsin- : ι — Лс+1) 2 ί — A+l) for since 0 < sin и < w and 0 < и < π. -f-lj(^ft— a. — i ^μ In»-2 for where η > n0. For fixed χ these contributions have the same sign for к < / < η.27).— ) (Ah — x) _k ck (3.yn)) roughly equal to (see (3. and so (see (3.1 (see (3. jm sin- ^ with M and (see (3. and the set En.20) and (3. the partial sums Smh (x.32) | Smk (χ..31) we take к < η -y/n. 41 < <> = si] pj) q>n As a result we obtain (see (3.23)) (3.29)) (3.30) / 2 ( z ) = sii i = h ли sin where Irl < 1.70 P. By (3. Ul'yanov therefore. We set . c <> are small on ak for 1 < / < k. Now we can find Mn. qn.31)..29)) rti . What has it cost to obtain it? Firstly. Then i k+ i С sin ( m h -t. for χ Ε ak e?ch function φ<£> (the /-th "step") with / > / makes a c ?ch contribution (to the partial sum S. In (3.29) Smh(x.h(x.) ln(n — A + 2) — for for χ & ok with 2 < /с < и. This is the main bound. and so the final estimate takes the form (3. where the second factor is a term of the harmonic series.

Kolmogorov and divergent Fourier series a n d 71 En = where and U Ί / In η > у sin (m h + -5-) (Λ-ΐ) > t. [ 7 9 ] .V'n _— In л that is. From (3. (The details are given in [5] or [7]. [ 7 ] . then for η > n0 •mesfx: x I. Kolmogorov constructed his example in 1922 and published it in 1923 in Fundamenta Mathematicae.3 1 0 . and mes E^ = mes σ. ώ. 2π) with = an almost everywhere divergent Fourier series whose partial sums are bounded at every point of a set Ε С [0.1 (Ah —x) τ) V π | / In η / ^ .• °° as « °°. vol. of detail and difficulty. [ 7 0 ] . 2π] with mes Ε = 2π. §4. (4.1 are satisfied for η > n0. for instance. In 1936 Marcinkiewicz [12] constructed a function f € L(0. _i. [ 1 0 ] .32) it follows that for χζΕ'^ with < < where Mn > О. 1. .1) Sm (i.Ι- If я 0 and m2 have been chosen large enough.1. Ch. V. 10. Thus..4 4 3 . we take φ η (ί) = This completes the proof of Lemma 3. 324 he remarks that his methods do not allow him to construct a Fourier series that is everywhere divergent. On p. Ak]. sin (mk+-T) у In η as π -*. that is. vol. Further results on divergent Fourier series [8].4) of > Lemma 3.) These examples were the starting point of much research by other authors.2)-(3. If 1 < η < «0. 3 0 5 . / ) | < C ( i ) for all III — U T 1. . 1.oo. he constructed in 1926 an example of an integrable function whose Fourier series diverges everywhere. mes En 2π as 00. — 0\ Therefore. We mention only some of the trends it led to. by modifying the construction in §3 somewhat. However. 1. 4 3 0 . Ch. the conditions (3. Л/„ . See.

From (4. 2π]. nor the set Ε to [0. In 1953 Sunouchi ([19] . 1. Using Riemann's localization principle for Fourier series. we arrive at the conclusion that there are essentially bounded functions whose Fourier series diverge on a set of positive measure. In this connection Zygmund asked in [8]. Next. b]. 1. then for all m > 0 m (4-2) \om(t. Пй sm (t.4) ωι ( δ . / ) | = _ L | ft=0 for almost all ί Ε [Ο. vol. 2 whether this also holds when ε = 0.5) ω. 26) (4. /) = /(*) for almost all ί 6 [0. vol. / is essentially bounded.1) were to hold for all t Ε [0. Thus. f) = 0( — r \ as \ log log T f . on the basis of Kolmogorov's construction. 2тг]. Now it is standard knowledge that if for some ε > 0 the integral modulus of continuity is (4. For if \sm{t. by Lebesgue's theorem (see [7]. that is. b] and a constant С such that Arguing as before we would find that f(t) is essentially bounded on [a.L.2) and (4. / ) l < С = const for all m and almost all ί Ε [Ο. see also [7]. 2π]. which contradicts Carleson's theorem (see [14] and [15]). 63) there would be an interval [a. 2π) would be essentially bounded on some interval [a. 447-454) remarked that there exists an almost everywhere divergent Fourier series whose conjugate is also a Fourier series.72 P. 2ττ].3) limo m (i. This is still an open question. Prochorenko [21] (see also Tandori [22]) gave an example of a function / with an almost everywhere divergent Fourier series and with the integral modulus of continuity i (4. if (4. On the other hand. 2π]. that is. b\.3) it follows that | /(*) К С for almost all t ζ [0. Next. Ul'yanov We remark (see [20]) that in this theorem one cannot change the function C(t) to a constant C. vol. in either case the function f(t) G ДО. /) = θ ί - TTTTF-l aS δ -* + ' 0 I (1OST) J then the Fourier series of/ converges almost everywhere on [0. then by Osgood's theorem (see [13]. 2π]. /) | < oo . 2π]. (δ.

There are the standard theorems of Hahn and Sierpinski (see [24]. 2π) is the same as that of G^-sets. (4-7) 2. and so on). 1)). .6) 2π j |/(ί) Ι ( 1 η + 1 η + | / ( ί ) | ) 1 " ε Λ < ο ο forall 0<ε<1. But this is all we know.6) 2 1 8 If we take q>(f) = (In In | t I) " for \t\ > 10 (ε is any number in (0. Thus.8) for which the set Ε of points of divergence (or unbounded divergence) is precisely A. 2π] (a fortiori a G5(J-set) that is not the set of divergence of any trigonometric Fourier series.. b]).Kolmogorov and divergent Fourier series 73 On the other hand. there are so far no better results that (4. sets of points of unbounded divergence of series of continuous functions. we have established [23] that 2л J Ι/(0Ιφ(Ι/(0Ι)Λ<οο 0 if φ is sufficiently smooth and OO (4. V). that is. that is. Korner [26] has shown that there exists an Fa-set Ε С [0. 305-311) that if we are given a series of continuous functions (4. the following result was proved by Zeller [25] on the basis of Kolmogorov's example (see also [20] and [7]. For example. о As is not surprising. As regards trigonometric Fourier series. For instance. we can find a series of continuous functions of the form (4.5) and (4. G6(J-set (or Gj-set). С. the class of sets of points of unbounded divergence of trigonometric Fourier series of class ДО.4) and (4. English ed. if we look at the sets of points of divergence (and not unbounded divergence). Another line of research concerns the exact nature of the sets of divergence of Fourier series. The converse is also true. By comparing (4. М.5) we see the extent of our knowledge about the smoothness of functions that have (or do not have) an almost everywhere convergent Fourier series.5) and (4. Ch. they have not been completely characterized either for trigonometric series or for Fourier series of any class (Lp. It is a very difficult problem. 2π] of type G5 is a set of unbounded divergence for some Fourier series. Every set Ε С [0. we find that by (4. given a sei л L \a.8) 2 /n(0 n=i (ί€[α.7) on the smoothness and integrability of functions/with divergent Fourier series. o\ of type G&o (or G&).

Ul'yanov This set Ε is constructed as follows. the proof that Ε is not the set of divergence of any Fourier series is much more complicated.f) converges almost everywhere on [0. 2π]. Finally. 2π]. in particular. Hunt [17] showed that the Fourier series of functions in any Lp(0. mes{/ Л £ m } > 0 . This was generalized in 1931 by Littlewood and Paley [32] to the case of functions/£ Lp(0. Gosselin [33] noted that when ρ — 1 there is no analogous assertion. Using this method. Next. Finally. Let {tm}m=i be an everywhere dense set in the half-open interval [0. as Totik [78] has established recently). However.1 and §4. f) diverges almost everywhere on [0. what are sufficient conditions for the convergence of Fourier series? In 1922 Kolmogorov [2] proved the following result. and {Em)™=i a sequence of closed sets. Developing his methods. because it relies (see [26]) on Carleson's theorem (see [14] and [15]). 2π). It is quite clear that Ε is of a very simple structure. We remark that by construction mes Ε > 0 and in this context Korner [26] notes that the case when mes Ε = 0 remains open. In §4. each of which is nowhere dense in [0. 2π). 2π) converge almost everywhere. An even stronger assertion . 2π] (and even everywhere on [0. The question is. lit) for ρ > 1 converge almost everywhere.74 P. 2тг) and such that for any interval / with xm G /. nor of the means of any row-finite Toeplitz summation method for trigonometric series with coefficients that tend to zero. For forty years this was the best available result on convergence almost 2 everywhere of trigonometric Fourier series of functions / £ L . The same kind of result also holds for series in the Walsh system. 2π) with ρ > 1. we recall a result of Lukashenko [27] to the effect that Korner's set Ε is not the set of divergence of any trigonometric series. 2π). that for any e > 0 the sequence {(log η)1+ε} is a Weyl multiplier for the convergence almost everywhere of trigonometric series. then the sequence snk(t. in [3] Kolmogorov and Seliverstov proved.2 we have discussed divergence of Fourier series. 2π) for which sn(t. in 1966 Carleson (see [14] and [15]) showed that the Fourier series of functions / £ L2(0.L. provided that nk+1 > Xnk for all к > 1 and some λ > 1. If f € L2(0. Then the set E= 0 Em m=l is what we need. with Em С [0. Next. since for any sequence of natural numbers η t °° there exists a function / G ДО. 3. the same authors in [4] and Plessner in [28] soon showed that the assertion stated above also holds for ε = 0.

2π) whose Fourier series diverges almost everywhere on [0.}· Then Tandori [30] showed that this result is best possible in the whole class of ON systems. The following theorem holds (see [31]): . 2π]. 2π) and on a set Ε С [0. In particular. 2. However. therefore. .9) and (4. In 1936 Marcinkiewicz [12] showed (see also [20]. the search for a simpler proof is of undoubted interest. V. о then fit) has an almost everywhere convergent trigonometric Fourier series. therefore. Thus. 2π) with mes Ε > 0 4. Furthermore. then the sequence {ω(η)} is a Weyl multiplier for convergence almost everywhere on Ε of Fourier series in {φ. up to now almost nothing is known on a constructive characterization of those points at which the Fourier series of an arbitrary function / G L2 necessarily converges almost everywhere on [0. then there exists a function f G L(0.Kolmogorov and divergent Fourier series 75 in this direction was proposed by Sjolin [16]. Carleson's proof (see [14] and [15]) is rather complicated. / / / G 1(0. Fefferman's proof is also quite complicated. and [11]. ΙΛ I then the Fourier series of fit) converges almost everywhere on E. We remark that [4] has had a great impact.9) Ln(t) ζζ ω (л) f oo for t £ Ε and η = 1. Fefferman [18] offered a new one (the details are given in [15]). Ch.( for ln t^E as h-*-0. and so on). who announced that if j |/(i)l{bg+|/(i)l}{log+log+|/(i)|}rfi<oo. Ch. Lp. if a non-decreasing even function ω(/ζ) is such that lim ω (h) In — = oo. Conversely. 2π] and h о for almost all t G [0.. Finally. . 2π] (similarly for functions in C. especially in the development of methods of proof to deal with problems on the convergence of orthogonal series.7)) consists of a factor log"1" I f(t)\. in 1929 Kaczmarz [29] used this method (see also [9]. . [7].. we state one of the results of Tsereteli that is related to the problems we have discussed. The proof of the second part of this assertion proceeds by using an appropriate modification of Kolmogorov's example in §3. the difference in integrability of functions for which a "positive" and a "negative" result holds (see (4. V) to show that if for an orthogonal system {φ η (0} the Lebesgue function is (4.

In [ 1 ] Kolmogorov constructed an integrable function Φ(Υ) whose trigonometric Fourier series diverges almost everywhere. I. As far as we know. 2π) has Ε as its set of divergence and (4. Suppose that a sequence { ε η } ^ l2 a n d ε η 4 0. and [45]. We now mention some results that refer to other systems of functions.10) holds. who in 1926 constructed a Fourier series that diverges everywhere (see also [ 8 ] . (4. Here the constant C(M) > 0 depends only on M.L. 2π) can we construct a function F £ ДО. Ul'yanov Suppose that / G 1(0. 1 ] . moreover. 2. 72-73. /7ze trigonometric Fourier series ο//(ω(ί)) converges almost everywhere. 2π) whose trigonometric Fourier series diverges everywhere.11) | φ η (t) | <JW = const for all {*~^' ^ ''"' - The first very general result in this direction was obtained by Olevskii in 1965-1966 (see [43]. 324) that he did not know the order of magnitude of the Fourier coefficients of his function Φ. The most general result (see [44] and [46]) is that 1 m N (4. 1) such that its Fourier-Walsh-Paley series diverges a. In this paper he says ([1]. Next. for any {an} with \an I < Μ for η > 1 and all T = 1.10) Val(F) + b*n(F)^zn for n>0. In the same connection there arises another problem. This result was sharpened by Schipp [82]. on [0.5)). Д 0 . 2π) whose trigonometric Fourier series on [0. 2π). Of course. A recent result along these lines is due to Galstyan [71 ] : For any sequence {гп} ^ l2 and ε η I 0 there exists a function F £ Д 0 . [44]. 2π).. ω(<) =£ ί} < ε. 310-314). we can look at other classes of functions (not just L) and other systems of functions (not just the trigonometric system). the function / in Stein's theorem can be chosen to satisfy a condition of the form (4. 4. 2π) such that mes{i: ί б (0.76 P. 15) we drew attention to the importance of obtaining a lower bound for the Lebesgue functions of orthonormal systems {φ η }οη [0. .e. V ..11). 5. in 1961 (see [38]. and [46]). The proof of this proposition is based on Kolmogorov's method [5].12) max^ j | 2 °ηψη (*) \dt>C(M) n=l for any ONS satisfying (4. 1] with (4. this question has still not been investigated in detail. vol. In 1960 Stein [70] proved that there exists a function f €. who proved an analogue of Prochorenko's theorem for the Walsh system (that is. For what sets Ε C[0. Then for any ε > 0 there exists a rearrangement ω of (0.

f) are the partial sums of the Fourier series of / i n the system {φη }..12). in the proof of the analogue of Kolmogorov's theorem in [57] ^Probably the author of [57] did not know who had raised the question and he did not give the relevant references. we find that the Lebesgue functions for the system {cpn} satisfy the relation (see [44]) (4. Lemma 4) of the construction of a discrete measure whose FourierStieltjes series has the greatest majorants of the partial sums on sets of large measure (this idea had been used repeatedly before. 1] with mE>0. see. 1) whose Fourier series in {φ η } diverges at every point of some set Ε of At the basis of the proof there lies. A partial answer to this question ( 1 ) was given by Bochkarev [57] in 1975: given any ONS {φη} satisfying (4. 1428) posed the problem of an analogue of Kolmogorov's example (theorem) of a divergent Fourier series for ON systems that are uniformly bounded. [79].φη(γ) in (4. Ch. 10.13) Tim Llf LN(y) M >0 for y^E^lO. there exists a function / S ДО. and [84]. Using these results Olevskii [44] deduced that for any ONS {cp. on the one hand. Next. and [83]). [70]. for every positive sequence {ω(η)} with u>{n) = o(log n) as η -> oo there exists a function / £ ДО.13) is the best possible estimate. the proof of the analogue of Kolmogorov's theorem in Bochkarev's paper [57] can be shortened.} that is uniformly bounded there is a continuous function whose Fourier series in {φη} diverges at some point y0.11).Kolmogorov and divergent Fourier series 77 If we set an .. and on the other hand it also uses the inequality ([57].14) | 2 j | 2 «πΦη (t) dt + =l о n=l 51 log Ν n=l ^ To all appearances. since even for the trigonometric system the Lebesgue functions (Lebesgue constants) are asymptotically equal to log N. Of the four lemmas in [57] the first three are concerned with establishing the final inequality (4. and the rate of divergence can be made arbitrarily close to log T (this is a sharpened analogue of the theorem of V du Bois-Reymond). . It is clear that (4. In addition. 1) such that where SN(t. 326. 287) and Olevskii (see [80]. Alexits (see [11]. English ed. Koimogorov s шеа (see [57]. Lemma 3) JV 1 m (4. for example. However.14).

[38]) that the Haar system does not have this property. 452). there is a simple proof that the Lebesgue functions are bounded below.2. Moreover.) are all distinct and the series σο 11=1 converges. when Zagorskii [34] gave a short sketch of a proof.^ A related result is the assertion that there cannot be. refer the reader to Kashin's paper [85]. on the basis of the above assertion about the Haar system. This result immediately suggests that probably there are no complete orthonormal systems of unconditional convergence almost everywhere at all (see [45]. therefore. and some generalizations of it In § 1 we spoke of Kolmogorov's paper [6] in which he announced the following theorem.. Theorem 5. Indeed. the author ([37] and [38]) and Olevskii [41] have obtained corroborative results in this direction. Before we give more recent results on this.L.12) of Olevskii is actually used. we have not understood the purpose of the first three lemmas (nor of (4. Ul'yanov only the old inequality (4. in [37] and [38] we showed that L2 has no basis that is a system of unconditional convergence almost everywhere.78 P. but was not proved until 1960. Problem 3) whether there exist complete orthonormal systems of unconditional convergence almost everywhere. a complete analogue of Kolmogorov's example for ON systems. we give now the proof of the assertions just stated. .. . in particular. in which.14)). However. §5. following [38] and [40]. This follows from the fact that Kazaryan [58] has constructed a complete ON system that is uniformly bounded and for which every Fourier series converges on some set of positive measure. by modifying Zagorskii's construction suitably we showed ([36].1. 48). then one of them must be the Haar system ([35]. This theorem was stated in 1926. In other words. We proved that if there are such systems. There exists an almost everywhere divergent series of the form oo n=l Σ ancos(mnt where the integers mn (n = 1. 452. Kolmogorov's theorem on the divergence of Fourier series of class L2 in a rearranged trigonometric system. in general. the trigonometric system is not a system of unconditional convergence almost everywhere. At the same time in connection with Kolmogorov's theorem we posed the question (see [35].

. We consider the Haar functions with 0 < n < i V — 1 and l < f c < 2 " . = ( ι .. 1]. Suppose that fn{t) G ДО. .1) holds. where / = 2. . χ Μ (ί) with . Clearly. i.2) Σ «»/n(<XC*(0 n=l with «e[0..3) Σ tn=l amtm(t) with Σ m l <4<».e.2. Let N be any natural number.Kolmogorov and divergent Fourier series 79 Lemma 5. l^i^m n=l we te (5. ЕпЧЕп+i j n=l En\En + i ] n=l En4En+i J j Ει that is. Clearly. the Et decrease as i increases. . and Lemma 5. 3. m) and Σ 71=1 η /η(θ г/ <?* (ί) = sup I 2 α η / η (ί) Ι. 1 ] into 2N equal parts of length 1/2^. Proof.+вм/„)Л + .1)/2* and £.1) \Q*{t)dt> О 2 «η J /» (О Л π=1 Εη /or яиу sequence of measurable sets Proof. There exists a series 00 OO (5.. Theorem 5. We split [0.. 2·^.· = (th 1]. and we set f. putting Em+l n=l En j Era j = 0 we obtain (see (5..2)) ..1 is proved. i (5. + .1 (see [40]). (5. almost which after an appropriate rearrangement diverges boundedly everywhere on [0. 1) (и = 1. 1] and Therefore. We now prove the following result ([37] -[40]). 2.

Here are some of its properties. come in the order indices i (2 < / < 2N). Firstly. Xm2W (0 the integrals are maximal requirement of increasing the points tt for each integer i G [2.7) 1 \Q»(*) =mH2 0 2^ t=2 0 n=0 "WYdt=ir2N Secondly. Ul'yanov and arrange (renumber) them so that in the new order Χτπ. if the terms of QN(t) are in their natural order.9) »=2 ' Ei N-i •» >» ft=l for almost all i € [ 0 . 0 n=0 Ι κ™. then (by (5.80 P.5) and (5. (5. 1] only one function from the group x(nfc)(?o) (« f i x e d a n d 1 < ^ < 2N) is non-zero. 1]. (see (5.8) J0 j E. at each fixed irrational point tQ G [0. In this case we find that ι ( 0 We now take the polynomial 2N (5. (5.(i).5) £*(«)= Σ ?*W> i=2 with ^ =l H Et which plays the main role in the subsequent constructions.1.4) (5. by Lemma 5. (see (5. The xmft) will have essential zeros at (2 < i < 2^). 4 i=2 n=0 ft=l 0 E. (*) I = . (5.L. -•ΐτΣ1 Σ { i w J n=0 Thirdly. and §2) we find that N-l 2" 1 ΛΓ-1 (5. · · ·.6)) ι n=0 fc=l 0 Σ·(ίΐχί ι * (*)ΐ^)χ? (ί)=-4-Σ Γ »( ί )· n=0 > ) ι JV-I dt r (5. by (5.1).6) QN(t)=-±% Thus. Thus. This order is equivalent to the that the essential zeros of the functions xm.5).5). and (5.4).(ί).4)). 2N]. Xm.

we know (see (5.5) of Q^{t) it is clear that it is a step-function with constant step length \]2N. Clearly.10).8) and (5. Finally.Kolmogorov and divergent Fourier series 81 From the definition (5. 1].10) mA = \{t: ίζ[0. 1) whose Fourier series satisfies the requirements of Theorem 5. But for any integers / > 1 2 (5. The properties (5.14) .F(f) G Z2(0. P2(t) consists of the Haar functions (see (5. by (5.7)-(5.(O.10)) that (5.13) 54") (Й) = ^ { Χ ί ί which follows directly from the definition of the Haar functions. P2(t) does not have terms in common with P^t). Let {N^tLi be an arbitrary increasing sequence of natural numbers such that σα (5. This implies that Q*N(t) is also a stepfunction with constant step length \I2N. We recall that the polynomial QN (T) consists of the Haar functions xtfXt) with 0 < η < N2~ 1 and 1 < к < 2". Therefore. which consists of the Haar functions χ^)(ί) with O^n^iVj —1 and i^. Next.2n. if we set t: t£[0. 1].9)) О that is. nut This is the second step of the construction. 0 we obtain (see (5. We now turn to the direct construction of F(t). (5.10) of Qjv(f) enable us to construct a function .12) and (5.2. We put Λ(0 = QJV.11) mE{t: Nnw WP Σ-4Γ<Ο°· t£[0.k^. 1].13)) with the indices with N^n ^Ν± + Ν2 — 1 and Hence.

we find by (5. Л Г .17) J P «(i)<*i = l b oo for s= 1 .13)) with Л Г 1 + .(*). 1]. This implies (see (5.15)).20) .+Ν\$_1 We take the polynomial (5. + . In fact. .82 P. therefore._ζ£ζη^Νι+. any subscript η in the Haar functions x^\t) of Ps(t) is strictly less than any subscript in the Haar functions in Ps+l(t)..15) Ps(t) = QN.. P | ( i ) > 4 } · У ( 5 1 2 ) and ( 5 1 4 ) Suppose that we have already constructed the polynomials P^t).19)) that (5.. . since the Ps(t) are mutually orthogonal and (5..17)). 1). Ps^(t) so that they have no terms in common and that Ps-i(t) consists of the Haar functions χ№)(ί) with Νι+. . We set Then just as we have done at the second step..) converge almost everywhere on [0. Ul'yanov Then Ь Let £ 2 = £{i: t£[0.. .(2Nl+-+N°-4). Now the partial sums of (5. — ί and which consists of the Haar functions (see (5.19) Λ« = Σ/. We note that Ps(t) has least intervals of constant length 1/2W«+·· ·+^« (see (5.2. .18) Σ *. which is the Fourier series of some function F(t) Ε L\0. —1 and and..18): (5.17) we have ι о We consider the series (5. since they form a subsequence of the partial sums of the Fourier-Haar series of F(t). . has no terms in common with Ps-i(t).15) and (5.11) holds (see also (5. . .(0 (9=1.6) and (5.10) that £ for all I < i ^ 2ΛΓ·+· • From (5.2 » · · · (5. + # 1 _ 1 < п < Л Г 1 + .+Ν. 1].L.15) and (5.

2.16) it follows that and. B= П U -#»· Clearly. We now verify that the rearranged series (5. that is. Hence. Theorem 5. From the proof of Theorem 5.. Our example of a function F Ε L2(0. or [47]). There are now some simpler methods of constructing examples of divergent rearrangements of Fourier-Haar series of class L2 (see.18) diverges almost everywhere on [0. Moreover. 1].18) diverges at t0. since it does not satisfy the Cauchy criterion.1. There exists a series of the form (5. the proof of Theorem 3 in [40]. the amplitude of the oscillations cannot exceed 2.20)) it 1 I- 1]\5 S + P )K(-|-) P + 2 for p>0. if t0 £ В then i 0 G 2?s for infinitely many s. for fairly arbitrary complete ON systems. more generally. Remark 5. But from (5. a fortiori. where N is replaced by Ns and t by 2*·+··•+*«-» t. m{([0. l ] \ f i } = m О П ([0. However. .3.Kolmogorov and divergent Fourier series 83 Suppose now that in (5.3) which after a suitable rearrangement of its terms diverges unboundedly almost everywhere on [0. for example. Remark 5. therefore. For instance. the following assertions are true (see [37] and [38]).. We do not know of any such examples for other classical systems of functions nor. Thus. 1]. l l N ^ ^ l i m f i . This completes the proof of Theorem 5. For let # = 7imS e .5). Therefore. This implies that the rearranged series (5. 4.2. /£(/0) > 1/4 for infinitely many s. that is.3. On the other hand. l ] \ B . the proof given here can be instructive and is useful for subsequent investigations of applications of the methods. which is a rearrangement of the Fourier-Haar series of Fit). m{[0. 1 ] \ 2 ? 8 _ .)· Jl. we need only check that mB = 1. Remark 5.13) is applicable. almost everywhere on [0. . m П ([0. 1) whose rearranged Fourier-Haar series diverges boundedly almost everywhere on [0.2 it is clear that it can be supplemented in various directions. ) = 0.f ' ^ O (s = 3..18) the polynomial Ps(t) is written in the form (5. m S = l . since Aq(t) converges almost everywhere (see (5. ) Π ( [ 0 ) 1 ] 4 5 ί ) η · · · η ( [ 0 . 1]. and that (5. Then we obtain a certain series in the rearranged Haar system. 1] is the first of its kind.

22) χ . ( ί ) = 2 o<f)/v(t). ο.25) и(0 = { 1 к for for 1< Ob s .24) >i.2 We set (5. 1 ]. The proof of Theorem 5. ) and by Parseval's identity for the Haar system CO 1 (5. Now we can verify the following result (see [37] and [38]).21) F (t) = 2 «k/fc (0 («ft = (F. w h e r e < Ρ = (χ. . .3 follows directly from Theorem 5.84 P. ψν) = { χ ΐ Ψ ν Λ 0 (i = l . . Theorem 5. 2 .4.5. Thus. .2 and the following simple fact: If 2 f l n diverges boundedly. then any series "Σληαη diverges to infinity. 1 ]. For any basis {fi}Z=i in L2(0. 1) such that its Fourier (5. L . provided that \ n t °°. .4. For any sequence of natural numbers nm t °° there exists a series of class L2: oo 2 П в > oo which after a suitable rearrangement of the Am(t) everywhere on [0.23)) we can find strictly increasing sequences of natural numbers {qt} and {pt} such that oo (5.4 proceeds by analogy with that of Theorem 5.22) and (5. 2 К°) 2 <^г g< »=p v 1 0 9j v=l and j | χ. . Ul'yanov Theorem 5. diverges to infinity almost Theorem 5. (see (5. Since {f(} is a basis in L2 and {xm} is a Haar system.23) 2 К? ) ) 2 = J Ψ*dt i=l 0 (v = 1. The proof is based on Theorem 5.L. ) . Marcinkiewicz's method (see [49] and [9]) and Banach's theorem on the existence of a conjugate system for any basis (see [48] and [9]).2 (some indication is given in [40]). .. 1) there exists a function F G L2(0. v=l ι (5. 2. Here {ij?ft} is the conjugate system to {jh}.21) is understood in the sense of convergence of the series to F in the L2-norm.·. after some rearrangement of its terms diverges to infinity almost everywhere on [0.

n o r m · For the series R3 we have (see (5. v=l where (see (5. But then it follows from (5.25)). 1]. i=l 0 v=l 0 v=l which implies the absolute convergence almost everywhere of Rl. тгк<2Пк<2П"+1 <m2h+1 and u(mh+i)>qmh 9j for & In accordance with (5.26) mj = l. = 2 4°/ v + v=l Σ v=u(i)+l 4 V v + [ y v i .24)) 0 55 1 oo oo oo 1 oo oo 1=1 i=l i=l 0 i=l t=l that is. > i > u(i) and u(i) t °° (see (5.. .| a v " | J I 7 v | = ZJ °V | 7 V W I . 1).in the form u(i) 4j (5. i=i (5. Now we find increasing sequences of natural numbers {mh} and {nh} such that (5.27)) that (5.= 2 Μ Σ t=l i=l «tfVvWl v=u(i)+l also converges in the norm of L2(0.27) χ. q. 64ф.S «1%] = v=l We consider the sequence {bt} G l2 with 2 b| = -D· Formally.28) (see also (5.28) 2 **X* = S 6ιψί + Σ 6ιφί + Σ Ь1фГ= i l i l i l i l where the series on the left converges in the L 2 .29) R2 = f. 1).25) and (5.24) and (5. In roughly the same way we can prove that i?j and R3 converge in L 2 (0. ^ з is absolutely convergent almost everywhere in [0.22) we can represent χ.24)) Therefore.Kolmogorov and divergent Fourier series 85 Clearly. As for we have Ru Σΐ&ιΦίΙ<ΣΐΜ 11 = 1=1 Σ l<V«i) [4°Ι·Ι/νΙ< Σ Ι 21 v=l i l 6 i l .

31) Σ { Σ oo it follows that the series (5. Let Bhit)= Then (see (5. Ul'yanov We set h _ / ci [ 0 f o r 2пЧкг^2 Я ) 1 + 1 (λ·=ι. This implies that if we substitute the terms Bk from (5. But i?j and R3 always converge absolutely almost everywhere. 2 . from (5. that has some subsequence of partial sums converging in L2 to F. 1). .32) can be rearranged to give a series that diverges to infinity almost everywhere.86 P.30) in (5. Since (5. the polynomials Bk do not have common terms.L.31) that for this choice of the c.5 we obtain the following result. §3).32) is also a rearrangement of (5. But every rearrangement of (5. this means that (5./. 2nfc+1 9j assuming that {Ьг} 6 l2. therefore it follows from (5. .30) Bk (t) = 2 Σ сг{ Σ Ijfj (0 ^/ a r e c e r t a i n constants) therefore.21) can be rearranged so that the resulting series is not T-summable at almost every point. By Lemma 2.4 we can choose numbers cn so that after some rearrangement of the Ak(t) the series diverges to infinity almost everywhere on [0..26)) (5.6. for the remaining i. ) .33) is the Fourier series of F i n the basis {fj}T=u We know that by Theorem 5.32) 2 B* (*) converges in L2 to some function F(t) £ Z/2(0. For every basis {/.32).29) converges in L2. .2. we obtain a series (5.33). .33) J] г.} in L2 there is a function F £ L2 such that for any Toeplitz summability method Τ the terms o/(5. 1 ]. If we use one of our results in the theory of summability ([38]. then as an immediate consequence of Theorem 5.· the functions Bk{t) in (5. Theorem 5. This completes the proof.

and others). For any complete ONS {<pm} there is a continuous function whose Fourier series in the system {<pm} diverges to infinity almost everywhere after a suitable rearrangement of its terms. Tsereteli has proved another type of result [59]. Talalyan [60] has shown that Theorem 5.5 can be generalized to arbitrary systems {/m} in which functions of class Lq(0. . raised in [61] (see p. Theorem 5.9 that the Haar system does not have an exact Weyl multiplier for unconditional convergence almost everywhere. 2) The inequality (5. Poleshchuk. Talalyan. Tsereteli.A. 1) It follows from Theorem 5. A.8. Theorem 5.9. Arutyunyan.55). We mention some results connected with Theorem 5. Taikov. who proved the following theorem.9. 1) (q > 1) have a representation by a series that converges in the norm of L(0. Kashin.A. which expresses a necessary and sufficient condition for {co(m)}to be a Weyl multiplier.A. If {q>m} is a complete ON system and / E L2(0. This result was sharpened by Olevskii [42]. In [38] we established that there exist Fourier series of class Lp (for any ρ > 2) in the Haar system (or any complete uniformly bounded ONS) that do not converge unconditionally. probably first appeared in [39]. Here we mention only a few of their results. in fact.34). F. Olevskii. ω(?η)) if and only if As far as we know. that is. Nikishin. Theorem 5. {xm} 6 W(uc. Bochkarev. A positive sequence cj(m)t is a Weyl multiplier for unconditional convergence almost everywhere of series in the Haar system {•/„. This problem is. Leindler. this is the first result on classical ONS for which the question of Weyl multipliers for unconditional convergence almost everywhere is completely solved. 1). Moritz. Next.}. Tandori. It is not clear what is the minimal class of functions that can be taken in place of Lq for this theorem to remain valid.7. 1).Kolmogorov and divergent Fourier series 87 These results gave a fresh impetus to the subsequent work of numerous authors (Ul'yanov. A. almost In 1961 we established the following result (see [39] and [40]). Nakata. then there is a rearrangement π of the natural numbers such that for any e > 0 w e can find an / t with whose Fourier series in the system {<рЛ(т)} diverges to infinity everywhere on N{f) = E{t: /(<) Φ 0}. Talalyan.

1]. Next. namely that if ω{τη) = 1. my student Poleshchuk [51] has shown that these last results also follow from [40]. Of course. We draw attention to the fact that the only known sufficient conditions for Weyl multipliers for unconditional convergence of series in the systems {cos mt.36) {ym(t)}£W(uc. sin mt} φ. if ω(τη) = o(log log m ) a s m ^ °°. then there exists an ONS {<pm} for which co{m) is an exact Weyl multiplier for unconditional convergence a. we have shown (see [45]. What is known today? The first move towards a partial solution of the problem for the trigonometric system was made by Moritz [53] in 1966. we can also look at other specific systems (Legendre polynomials. Ls{m) = Z1(Z. Ul'yanov It has enabled us to solve definitively the problem of Weyl multipliers for absolute \c. then (see also [38]. al-summability almost everywhere (a > 1/2 is arbitrary but fixed) if and only if (5. just as for the Haar system. ω(ι»)). (5. 50) that the growth of the best possible Weyl multiplier for these systems is roughly of order log m or log2m. co(m)).34) is satisfied. and others). For example.L.34) is necessary.35) {cos mt.35) remains valid for co(m) = (L1(m))1/2L2(m) . al-summability of orthogonal series. [0.88 P.36) remains valid for all ω{ηχ) that do not satisfy (5. 38-46) that for every class of orthogonal series (and even only for the class of trigonometric series) the sequence {ω(τη)} is a Weyl multiplier for \c. who showed that (5. Poleshchuk has established a complete analogue of Theorem 5. sin mi} and {\|)m(i)} are those given by a theorem of Orlicz for general orthogonal series (see [ 9 ] . In other words. W(uc.e. the Franklin system. He has shown [50] that if ω{τη) t °° and oj(m) =0(log 2 m) as m -*• °°.34).s_1(m)). 122-125). we have even suggested (see [45]. A more general result was obtained in 1973 by Nakata [54] : (5. This result was proved somewhat later in 1979 by Bochkarev [56].. Moreover. Ls{m) where 5 is a natural number. 3) Propositions like Theorem 5.9 have naturally led us to raise (and almost solve) the problem of finding optimal Weyl multipliers for the trigonometric system and the Walsh system (see [37] -[40]). Then in 1978 Nakata [55] obtained a more general result: (5. and L^m) = log m. 64-65) (5.9 for the Franklin system (see [9].e. orthogonal polynomials. 170-172). The next step in this direction was taken in 1966 by Tandori [52]: (5. for ω(τη) to be a Weyl multiplier for unconditional convergence a. 10. who used a different method.36) holds for any ω(ηι) = o(log log m ) a s m ^ °°. . 2π]. As regards the Walsh system {i|)m(i)} here we proved the first result [36] as early as 1960.. of series in the Walsh system.

this question is directly related to Riemann's theorem in function spaces (for this. trigonometric.e.e. and so on) 00 2 /« wand that it converges almost everywhere (in measure. but for series (5.Kolmogorov and divergent Fourier series 89 Remark 5. What can we say about the collection of all sums? We do not even know whether it must be infinite. in Lp. and Kornilov [65]). Nikishin [64]. Thus.38) it is empty (see [62] and [7]). 1 ] to some function F(t) after some rearrangement of the terms.e. 1) vanishes on the interval [a. on [fl. see Kadets [63].e.38) does not converge for any order of the terms nor on any set Ε with \E\ > 0. b] С [0. on [0. . 1] and {am} converges a.e. this problem can be considered for other specific systems of functions. on [Ο. We do not know for what fairly general non-trivial classes of functions unconditional convergence a. 1] then its Fourier-Haar series converges unconditionally a. of trigonometric Fourier series is also a local property. in norm.4.37) always consists of a single function. Clearly. 2π] the sum of the positive (negative) terms of the series is +°° (~°°). Another question arises: suppose that we are given a series of functions (orthogonal. On the other hand. b) It is easy to see that if a f u n c t i o n / £ L(0. In particular. that is unconditional convergence a. the series (5. there is still no answer for C(0. then F does not depend on the rearrangement. Fourier series. a) The behaviour of the series 00 s cosmi for 1< a ^ 3 as regards unconditional convergence a. the set of sums of all convergent rearrangements of series (5. Of course. is a local property of FourierHaar series of class L. 2π] is still an open question (see [66]. at almost every point t0 £ [0. c) It is almost obvious that if an orthogonal series 00 ( · ) 5 37 Σ am<Pm(t) with fg[O. 2π). However. and so on) under two rearrangements to two different functions F and Φ. b]. 37-38).

Since the Walsh functions \pn(t) only take the values ±1. Theorem 6.1 in four directions.1 remains valid when (6.} a certain rearrangement of the Walsh system {ψη}. Clearly.1 we can take for {φ. Subsequent generalizations went in various directions.2. 1 ] and η = 1. and a sequence of numbers {an} for which (6.3 generalizes Theorem 6. It gave the first example of a uniformly bounded ONS that is not a system of convergence almost everywhere. 1 ] for which the sequence {log2 n) is an exact Weyl multiplier and \φη(ί)\ < В for all t Ε [0. 2. For any number В > 1 there is an ON system {Ф„(0} on [0. b) In Theorem 6. 1].3 the system {·ψη} is complete in L 2 (0. as the class of ONS. a) In Theorem 6.6 in §5. in 1960 we proved the following result (see [36] and [38]): Theorem 6. Moreover.1) so that the series (6. it was established in [6] that Theorem 6. . 1) and takes only the values ±1.1) is replaced by oo (6. J1a"<oo> oo 71=1 Σ αηφη (t) This theorem was proved in 1926. In 1938 Men'shov [69] proved the following result. The Kolmogorov-Men'shov theorem on divergent Fourier series in an orthonormal system of sign functions The main result.. There exists a system of functions { φ η ( 0 } t n a t *5 orthonormal on (0.90 P.L.2 that the whole class of uniformly bounded ON systems has the same exact Weyl multiplier for convergence a. There exists a function F Ε Lp(0. Theorem 6. 71=1 where oo(n) — o(log n) as η -*• °°. UVyanov §6. 1).1 the system {ц>п} can be made complete by adjoining additional functions that take the values ±1 only.. Theorem 6. 1) whereas it is not known whether in Theorem 6.3.e. 1) for all ρ > 0 such that under any Toeplitz summation method Τ the Fourier-Walsh series for F can be rearranged so that the resulting series is not T-summable at almost every point t Ε [0. is as follows. . It follows from Theorem 6. this is a consequence of Theorem 5.1..2) diverges everywhere on (0. Next.3) Σ «ηω(/ϊ)<οο. proved in [6].

2 (see [67]). if we take u(t) such that |u(f)|s==l then (6. 2 .4. in 1975 Kashin [67] proved the following result. .1 (see [69] and [6]). 1]..3 guarantees the existence of a divergent Fourier series of any class Lp. .. By "i = {em}m=i we denote an arbitrary vector with the coordinates } ek . Therefore. . This proves Lemma 6. . For distinct ε these sets are disjoint and their union is the whole interval [0. and (6-4) 2 {<Р„}\$ИЧс [0..1 is concerned only with Fcurier series of class I 2 . . .. and j u(t)dt = 0 Ε (ε) for all ε. Let {#„(<) }SLi be a sequence of functions L\0. On the other hand. _I_ 7_ . ω(ΐ»)) 2 for all ω(«) = o(\og ri) as η -*• °°. cpm(i) = e m for 1 < m < n i } . |m — i | = i) and 2 4i<M. 2M+ 1] they form > an orthogonal system. ι Ύ 1 . whereas Theorem 6. e functions such that 1<р*(/)1 — 1 /<"" ί [ 0 .e. whereas in Theorem 6. n t . . Lemma 6. Lemma 6. There exists an ON system of functions {φ η (ί)}" = 1 on [0. 1]. the sequence {log n} is an exact Weyl multiplier for convergence a. 1] such that Ιφπ(ί)Ι = 1 for t G [0.. . 11 Then j о Plroo/.5) is satisfied. d) In theorem 6. .. 2. of the system {φη} .3 series are constructed that are not summable by any method T. . .1 a divergent series is constructed. 2M+ 1 ] as step functions with \gn(t)\ = 1 and on the whole interval [0. 1) such that there exist numbers γ* (1 ^ i ^ T — 1) with V 1 N-l in gm(t)gi(t)dt <Vi (l<n*. Theorem 6. Then the functions gn(t) can be extended to the interval (1.. Let η and nx be natural numbers with η < пъ and r ""CC""1· . 1]. 1] anrf к — 1 . т „ . η = 1.2. In other words. l^N. .±1. • • ·..ν ι . n^ is constant on Ε(ε).Kolmogorov and divergent Fourier series 91 c) Theorem 6. . We define the sets E(e) = {t: t 6 [0. 1]. It is clear from the definition of Е(г) that for a fixed "ε each of the functions <pm(t) (1 ^ m <.5) |«(i)| = l for <€[0. To prove this we need some preliminary lemmas. there exists a measurable function u(t) such that (6...

. that is. Suppose that (see [ 9 ] . . n=l vv/zere C\ aw/ C 2 are absolute positive constants. A simpler proof which we present here was given by Tandori [ 68 ] . 166) /„(*)=_ ί — 2 ( ? p n " j and Clearly. 1].7 ) \ Therefore.6) | φ η (ί) | = 1 for t 6 [0. with .i ™ 2 " -p-i f 4 n=l-p-. " 3p-. If ρ > p0. 1] and η = 1.3.7) mlt:t£[O.3. JL1.». then there exists an ONS of step functions φι(ί)> · · ·ι φ2ρ2(ί)ο« [Ο. .L. 2.^ This lemma is contained in Kashin's paper [67]. l ^ i . I<m^2p2 max J 2 φ η ( i ) | > C i p l o g p ) > C J . ~ ra 1 1 ι ο" Ι i I TI= 1 — p . * e ( 2 f > + v ~ 1 . 4p(i. Ul'yanov Lemma 6. 2/.9) |a(>J Σ Ϊ о" / U n=3p-i+l Γ 5 Г |n=l-p-i for Suppose that f€(2. . (6.92 P.3]. where p0 is a sufficiently large natural number. and for i > j ip i f V Jpji <-/) < ^J 1 Зр-i _J „ i л Sp-j ^ ^ . /<2p. for *<:(-£=!. ~ ~ ] Q we denote absolute positive constants. (6. Proof of Lemma 6. 1] with the properties (6.

1] we define independent step functions (in the sense of probability) χ^Γ) ( 1 ^ n ^ 2p2)that are orthogonal and take only the two values(1) 1 — p№ and -1 — pP and are such that ι j yW (t) dt = O for all 1 < и < 2р2. /Λ be disjoint intervals in (0. .8) and (6. Let Kit) = £n((2Ce + 4)i) for t 6 (0. max l<<2 \Σ because among the gn each function fs is repeated ρ times. If I p' n r> | = 1 we must set χ'ηΓ) (0 = 0. 1 < η < 2p ). for *\$/ r . 4]. 3].1 (see also (6.Kolmogorov and divergent Fourier series 93 Then at this point p+v-1 П=1 Σ /»<ο=4'Σ P+v-1 n=l Zp+V — p — П p+v-1 p+ j p+v-1 p+ =4 n=l 2 Therefore.10) max l<<2 n=i P + v—η +v 2 fn(t)>C5logp for γ Γ =Τ Σ m = 1 m — for ίζ(2. 1] m m{i:iG(0. We put . Now we set gr+(s-i)P(i) = fs(t) i€(0. Let /1( /2. 2 hn(t) = p ^ .. ι j . We fix an r (1 < r < i?) and put /r = (ar.nj)). 2C 6 +4) so that the gn(t) are orthogonal step functions on the whole interval (0. tnese are step runctions ana ormogonai un yv. ^. 2C 6 +4) and \gn(t)\ < 1.n=l Σl K(t)\>C5plogр}^С1л ' '^r) 0 (1) for *€/г.. l < i < p —1 and yt—Cjp2 2p2-l i=l 2J Ti = c 3 — hW—ρ— Since the fn(t) are step functions and \fn(t)\ < 1 on (0. In (0. 4].9)) the functions gn(t) can be extended to the interval (4. (6.11) |fe n (0l<l and for ig(0. l < r < p and yt = Cs!p for Obviously... ^ с ь yv.ι^υ. (i S /r. by Lemma 6. br]. 1]. 1] such that on each Ir the function hn(t) is constant. and for p<i^C2p 2 — 1. (6. 1] and 1 < η < 2p\ uearly.

\ h[ (ί) χ^η (/. since Ιφη{ί)Ι Ξ ι. by Kolmogorov's inequality ([72]. Then by (6. or for even q we construct groups of functions ι^(ί) with 1 < η < 2q from any pairwise distinct Rademacher they are normalized is obvious. (6.. We now choose an interval /. 1).y. Ul'yanov and finally.13) max | 2 K(t)\>Cbp\ogp for t£lr.C) Hence. max 2 ^ n=l We take ρ > p0.4 (see [67].14) mlt-. Proof of Theorem 6.6) holds.tdlr. where log p 0 > 2C 8 . Since the χίΓ are independent and | χί»"(ί) | < 2 (see (6.7) holds. 1] and From the definition we see that \φη(ί)\= 1 for t Ξ (0. 247-248 or [73].12) ι φ η (t) = hn (f) + 2 X f (/. that is.L.14) m /7t \ ^1 t^Jj-j may \ φ η (ί) ^ ^ C к — ^ < ι ^^—о— tor 2 Therefore (see (6. We take all odd integers q >p0 and in accordance with Lemma 6.12)-(6. 371-372) (6. 1. ..·. vol.11)). (6. for which m (6. the functions φη{ί) (1 < η < 2p ) form an ONS on (0. and the lemma is proved. . 1). t) <> r=l for f ζ [0.3 with ρ = 2^q~1^2 we construct groups of functions 2 φ'(ί) for 1 < п < 2 / ? = 2« and q>p0. 1) and that for r ι я / == Ф< w Ф^ w ™ t \ hi (f) hj (i) αί-j. max 1 £ Ξ 2 2 m 2 Φη (0 ^ that is. For the remaining q. 263-264).11)).94 P. 0 < q <p0. (6. f) dt -\0 r=l /r л г=1 /г 1 n 0 л г=1 /г Л 1 ТО/ Л Л 1 = 2 Р " г ί xi W + 2 Р Г Г j xi (0 Λ + 2 ™ r j Xi" (0 xir> (0 ώ ί = ° 1 т1 г=1 r=i 0 2 ώί r> 7 r=i 0 Thus.

such that the system w i t h {«β (<)?&(')} l < n < 2 « and 0 < g < o o is ON on the interval [0.4 we can construct a series (6. . ^ * (/ = 1. Secondly.17) this means that a fortiori at t0 max therefore (see (6. .2) diverges to infinity on some set of positive measure.. This completes the proof of Theorem 6.1 <pnJ (ton^CiP 1°8Ρ with ρ = 2 V 2 .18) 2 "> ('")=Σ m = 1 3 α ω 2 « m ' = 1 1 that is.Kolmogorov and divergent Fourier series 95 functions (see [9]. . .2) that diverges almost everywhere and make the system {cpm} complete..7)) V Y1 Яг m{t:t£(0.+l Firstly.17) ar \\-l/2 0<ω(2^+1)<-^-(^Γ^) . For suppose that we are 2 given a positive sequence {ω (те)} with oj(m)t and oj(m) = o(log m) as m -> °°. it follows from (6. The system {q>m}m=i is what we are looking for. Ρο<?ι<?2<··· fnr 99j ^~ m <"94J+1 £j * C ^ III 5>«.17) that (6. By Lemma 6.3) is satisfied.2.4.). a condition of the form (6. We put (6. we can find by induction functions uq(t) with uo(t) = 1 and \uq(t)\ = 1 for q > 1. 1 ].. 2 . япН dllLl Io oo 2/ ι) l\Jl for the remaining m. 125).. we find that (6. 1. By (6. From this estimate it follows that (6.4) is satisfied.18). . Then we can find odd numbers qf such that (6.16) and we put (6. If we now take account of (6. max | 2 a^m(t)\^Cj}^Cz (/ = 1 . Remark 6.2. at t0 we have max I 2. ) ..1.1 5)-(6. It is not known whether in Theorem 6.15) cpm (t) = uq (t) <pl (t) for m = 2' + η ? with l < n ^ 2 andg = 0.i). Q.

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