CONVERGENCE OF FOURIER SERIES

SOPHIA XUE

Abstract. The subject of Fourier analysis starts as physicist and mathemati-

cian Joseph Fourier’s conviction that an ”arbitrary” function f could be given
as a series. In this expository paper, we build up from the basic definitions of
Fourier analysis to answer the question in what sense does the Fourier series
of a function converge to the function itself. Di↵erent criteria for convergence
will be introduced along the way. The proof of Mean Square Convergence will
conclude this paper.

Contents
1. Introduction to Fourier Series 1
2. Uniqueness of Fourier series 3
3. Convolutions 6
4. Mean-square convergence of Fourier series 11
Acknowledgments 15
References 15

1. Introduction to Fourier Series

Throughout this paper, an integrable function should be interpreted as integrable
in the Riemann sense. In this section, we will go through the basic definitions of
Fourier Analysis that will appear throughout this paper. Examples and variations
are supplied to aid understanding.
Definition 1.1. If f is an integrable function given on an interval [a, b] of length
L (that is, b a = L), the nth Fourier coefficient of f is defined by
Z
1 b
fˆ(n) = f (x)e 2⇡inx/L dx, n 2 Z.
L a
Note that more often than not, we will be working with functions that are integrable
on a circle, which means that the function is integrable on every interval of length
2⇡.
Definition 1.2. The Fourier series of f is given normally by
1
X
fˆ(n)e2⇡inx/L .
n= 1
The notation
1
X
f (x) ⇠ fˆ(n)e2⇡inx/L
n= 1
1
2 SOPHIA XUE

means that the series on the right-hand side is the Fourier series of f .

Definition 1.3. The N th partial sum of the Fourier Series of f , for N a positive
integer, is given by
N
X
SN (f )(x) = fˆ(n)e2⇡inx/L .
n= N

th
The notion of N partial sum of the Fourier Series of f is very important in
the study of Fourier Analysis. Using the partial sums of the Fourier series, we can
view the convergence of Fourier series as the ”limit” of these symmetric sums as N
tends to infinity . Indeed, the basic question can be reformulated as follows:

Question 1.4. In what sense does SN (f ) converge to f as N ! 1?

Following are some simple examples to familiarize ourselves with above defini-
tions.

Example 1.5. Let f (✓) = ✓ for ⇡  ✓  ⇡. To calculate the Fourier coefficients

of f , we should split it into two cases.

First, when n 6= 0,
Z ⇡
1
fˆ(n) = ✓e in✓
d✓
2⇡ ⇡
⇡ Z ⇡
1 e in✓ e in✓
= [✓ d✓]
2⇡ in ⇡ ⇡ in
in⇡ in⇡ in⇡
e +e e ein⇡
= +
2in (2⇡in)( in)
cos(n⇡) sin(n⇡)
= +
in i⇡n2
n+1
( 1)
= .
in

When n=0,
Z ⇡
1
fˆ(n) = ✓d✓ = 0.
2⇡ ⇡

Hence, the Fourier series of f is

X ( 1)n+1 X1
sin(n✓)
f (✓) ⇠ ein✓ = 2 ( 1)n+1 .
in n=1
n
n6=0

Furthermore, by the alternating series test, we can easily see that the Fourier series
of f is convergent.

Example 1.6. Let f (✓) =| ✓ | for ⇡  ✓  ⇡. First, when n 6= 0,

Z ⇡ Z 0
1 1
fˆ(n) = ✓e in✓ d✓ ✓e in✓ d✓.
2⇡ 0 2⇡ ⇡
 CONVERGENCE OF FOURIER SERIES 3

Using the result from last example, we get that

⇡ Z ⇡ in✓ 0 Z 0
ˆ 1 e in✓ e e in✓ e in✓
f (n) = [✓ d✓ ✓ + d✓]
2⇡ in 0 0 in in ⇡ ⇡ in
1 e in⇡ e in⇡ 1 ein⇡ 1 e in⇡
= [⇡ 0+ 0 + ( ⇡) ]
2⇡ in (in)( in) in (in)( in)
1 cos( n⇡) + isin( n⇡) cos(n⇡) isin(n⇡) e in⇡ 1 1 + e in⇡
= [⇡ + ]
2⇡ in (in)( in)
e in⇡ 1
=0+
⇡n2
cos(n⇡) isinn⇡ 1
=
⇡n2
( 1)n 1
= .
⇡n2
On the other hand, when n = 0,
Z ⇡
1 1 2⇡ 2 ⇡
fˆ(n) = | ✓ | d✓ = ⇤ = .
2⇡ ⇡ 2⇡ 2 2
Hence,
1 in✓ X ( 1)n 1 in✓
f (n) ⇠ e + e
2⇡ ⇡n2
n6=0
1 in✓ X 4 in✓
= e + e
2⇡ ⇡n2
n=2k+1,k2N
1 4 X cos(n✓) isin(n✓)
= (cos(n✓) isin(n✓)) .
2⇡ ⇡ n2
n=2k+1,k2N

2. Uniqueness of Fourier series

If we were to believe that the Fourier series of functions f somehow converge to
f , then we could infer that the Fourier coefficient of a function uniquely determines
the function. In other words, for our assumption to be true, if f and g have the
same Fourier coefficients, then f and g are necessarily equal. The statement can
be reformulated as following by taking the di↵erence f g:
Proposition 2.1. If fˆ(n) = 0 for all n 2 Z, then f = 0.
It is obvious that this proposition cannot be true without reservation. Since cal-
culating Fourier coefficients requires integration and any two functions that are dif-
ferent at finitely many points can have the same integration, one particular Fourier
series can be shared by two functions that are di↵erent at finitely many points.
However, we do have the following positive result regarding continuous points.
Theorem 2.2. 1 Suppose that f is an integrable function on the circle with fˆ(n) = 0
for all n 2 Z. Then f (✓0 ) = 0 whenever f is continuous at the point ✓0 .
This result is really nice. It shows that f vanishes for ”most” values of ✓.
Following is a staightforward corollary.
1Rigorous proof of this theorem can be found in Elias M. Stein and Rami Shakarchi’s Fourier
Analysis– an Introduction (2003), p39-41 following Theorem 2.1.
4 SOPHIA XUE

Corollary 2.3. If f is continuous on the circle and fˆ(n) = 0 for all n 2 Z, then
f ⌘ 0.

Moreover, this corollary is useful in answering Question 2.4 under the condition
that the Fourier series converges absolutely.

Corollary 2.4. Suppose that f is a continuous function on the circle and that
P1
the Fourier series of f is absolutely convergent, n= 1 | fˆ(n) | < 1. Then, the
Fourier series converges uniformly to f , that is,

lim SN (f )(x) = f (x)

N !1

uniformly in x.
P1 P1
Proof. Let g(x) = n= 1 fˆ(n)einx . Since n= 1 | fˆ(n) | < 1, g(x) is defined
everywhere.
By triangle-inequality, we get that
X 1
X X X
| SN (f )(x) g(x) |=| fˆ(n)einx fˆ(n)einx |=| fˆ(n)einx | | fˆ(n) | .
|n|N n= 1 |n|>N |n|>N

Since the Fourier series of f is bounded, for any ✏ > 0, we can find large N such
P
that |n|>N | fˆ(n) |< ✏. Hence, SN (f )(x) uniformly converges to g(x) as N ! 1.
Note that for large N , the Fourier coefficients of g(x) are
Z 2⇡
1
ĝ(n) = g(x)e inx dx
2⇡ 0
Z 2⇡ X
1
= ( fˆ(n)einx )e inx dx
2⇡ 0
nN

= fˆ(n).

In other words, f and g have identical Fourier coefficients. Now let’s define a new
function h = f g. By distributivity of the integral, it is easy to see that ĥ(n) = 0.
Apply Corollary 3.3 to h, we get that h = f g = 0 or f = g. Combining this
result with the uniform convergence of SN (f )(x) to g(x), we get the desired result,
i.e. SN (f )(x) uniformly converges to f (x) as N ! 1. ⇤

Now that we have proven when the Fourier series of a continuous function is
absolutely convergent, its Fourier series converge uniformly to the said function,
what conditions on f would guarantee the absolute convergence of its Fourier series?

Corollary 2.5. Suppose that f is a twice continuously di↵erentiable function on

the circle, then
fˆ(n) = O(1/(| n |)2 as | n |! 1,
so that the Fourier series of f converges absolutely and uniformly to f. The notation
fˆ(n) = O(1/(| n |)2 as | n |! 1 means that the left-hand side is bounded by a
constant multiple of the right-hand side, i.e. there exists C > 0 with | fˆ(n) | C/(|
n |)2 for all large | n | .
 CONVERGENCE OF FOURIER SERIES 5

Proof. Through integrating by parts twice , we have

Z 2⇡
ˆ 1
f (n) = f (✓)e in✓ d✓
2⇡ 0
2⇡ Z
1 e in✓ 1
= f (✓) + 2⇡f 0 (✓)e in✓ d✓
2⇡ in 0 2⇡in 0
Z
1
= 2⇡f 0 (✓)e in✓ d✓
2⇡in 0
2⇡ Z
1 0 e in✓ 1
= f (✓) + 2⇡f 00 (✓)e in✓
d✓
2⇡in in 0 2⇡(in)2 0
Z
1 2⇡ 00
= 2 f (✓)e in✓ d✓.
n 0
2⇡ 2⇡
e in✓ e in✓
Since f and f 0 are both periodic, f (✓) in = 0 and f 0 (✓) in = 0 Let B
0 0
be a bound for f 00 . Thus,
Z 2⇡ Z 2⇡
2⇡ | n |2 | fˆ(n) || f 00 (✓)e in✓
d✓ | | f 00 (✓) | d✓  2⇡B.
0 0

Since B is independent of n, we have that

fˆ(n) = O(1/(| n |)2 as | n |! 1

There are also stronger versions of Corollary 2.5 such as the following.

Corollary 2.6. If f is 2⇡-periodic and has an integrable derivative, then its Fourier
series converges absolutely and uniformly to f .

More generally,

Theorem 2.7. The Fourier series of f converges absolutely (and hence uniformly
to f ) if f satisfies a Hölder condition of order ↵, with ↵ > 1/2, that is

sup | f (✓ + t) f (✓) | A | t |↵ for all t.

✓

Proof. First, we will prove that for any 2⇡-periodic and integrable function f ,
Z ⇡
ˆ 1
f (n) = f (x + ⇡/n)e inx dx,
2⇡ ⇡

and thus
Z ⇡
1
fˆ(n) = [f (x) f (x + ⇡/n)]e inx
dx.
4⇡ ⇡

By definition, we have
Z ⇡
1
fˆ(n) = f (y)e iny
dx.
2⇡ ⇡
6 SOPHIA XUE

Since f is periodic and we are integrating over the period of f , we can substitute
x + ⇡n for y without changing the bounds of integration. Hence,
Z ⇡
1
fˆ(n) = f (x + ⇡/n)e in(x+⇡/n) dx
2⇡ ⇡
Z ⇡
1
= f (x + ⇡/n)e inx e ⇡i dx
2⇡ ⇡
Z ⇡
1
= f (x + ⇡/n)e inx dx.
2⇡ ⇡

The last equality follows from applying Euler’s Identity. Since

Z ⇡ Z ⇡
ˆ 1 inx
2f (n) = ( f (x)e dx f (x + ⇡/n)e inx dx),
2⇡ ⇡ ⇡

a little algebraic manipulation gives the desired result, that

Z ⇡
ˆ 1
f (n) = [f (x) f (x + ⇡/n)]e inx dx.
4⇡ ⇡

It follows
Z ⇡
1
| fˆ(n) | = | [f (x) f (x + ⇡/n)]e inx
dx |
4⇡ ⇡
Z ⇡
1 inx
 | f (x) f (x + ⇡/n) || e | dx.
4⇡ ⇡

Apply Hölder and we get

Z ⇡
1
| fˆ(n) | | C | ⇡/n |↵ | e inx
| dx.
4⇡ ⇡
R⇡ inx
Since ⇡
|e | dx = 2⇡,
C⇡ ↵
| fˆ(n) | ,
2 | n |↵
which proves the theorem. ⇤

3. Convolutions
Definition 3.1. Given two 2⇡-periodic integrable functions f and g on R, their
convolution f ⇤ g on [ ⇡, ⇡] is given by
Z ⇡
1
(f ⇤ g)(x) = f (y)g(x y)dy.
2⇡ ⇡

Note that since the product of two integrable functions is again integrable, the
above integral makes sense for all x. Furthermore, since the functions are periodic,
we can change variables to see that
Z ⇡
1
(3.2) (f ⇤ g)(x) = f (x y)g(y)dy.
2⇡ ⇡

The notion of convolution plays a fundamental role in Fourier analysis. It re-

duces the problem of understanding SN (f ) to understanding the convolution of two
functions as we will see in the following example.
 CONVERGENCE OF FOURIER SERIES 7

Example 3.3. DN is the N th Dirichlet kernel given by

N
X
DN (x) = einx .
n= N

For any 2⇡-periodic integrable function f , its convolution with the N th Dirichlet
kernel is
Z ⇡ XN
1
(f ⇤ DN )(x) = f (y)( ein(x y) )dy
2⇡ ⇡ n= N
N
X Z ⇡
1 iny
= ( f (y)e dy)einx
2⇡ ⇡
n= N
N
X
= fˆ(n)einx
n= N
= SN (f )(x).
As we have shown above, Question 2.4 can be again reformulated as following:
Question 3.4. In what sense does (f ⇤ DN )(x) converge to f as N ! 1?
But before we dive in, let’s look at some nice properties of convolution.
Proposition 3.5. Suppose that f , g, and h are 2⇡-periodic integrable functions.
Then:
(i) f ⇤ (g + h) = (f ⇤ g) + (f ⇤ h)

(ii) (cf ) ⇤ g = c(f ⇤ g) = f ⇤ (cg) for any c 2 C

(iii) f ⇤g =g⇤f

(iv) (f ⇤ g) ⇤ h = f ⇤ (g ⇤ h)

(v) f ⇤ g is continuous

(vi) f[
⇤ g(n) = fˆ(n)ĝ(n).
Part (i) and (ii) give linearity. Part (iii) gives commutativity while part (iv)
demonstrates associativity. Part (v) shows that convolution is a smoothing opera-
tion in the sense that even though f and g are merely integrable, f ⇤g is continuous.
Part (vi) converts convolution to multiplication, which is key in the study of Fourier
series.
Now we move on to the proof of Proposition 3.5. Part (i) and (ii) follow directly
from the linearity of integration. Part (iii) follows from Equation (3.2). Part
(iv) can be easily proven through interchanging two integral signs and changing
variables. Though Part (v) and (vi) are easily deduced if f and g are continuous,
to prove these properties under the condition that f and g are merely integrable,
we are going to need the following approximation lemma.
8 SOPHIA XUE

Lemma 3.6. Suppose f is integrable on the circle and bounded by B. Then there
exists a sequence {fk }1
k=1 of continuous functions on the circle so that

sup | fk (x) | B
x2[ pi,⇡]

for all k = 1, 2, ..., and

Z ⇡
| f (x) fk (x) | dx ! 0 as k ! 1.
⇡

Proof of Lemma 3.6. When f is real, given ✏ > 0, 9 a partition P of the interval
[ ⇡, ⇡] such that U (f, P ) L(f, P ) < ✏ since f is integrable. Now we define a step
function
g(x) = sup f (y)
xj 1 yxj

if x 2 [xj 1 , xj ) for j 2 [1, N ]. We can see that g is bounded by B and

Z ⇡ Z ⇡
| g(x) f (x) | dx = (g(x) f (x))dx < ✏.
⇡ ⇡

To modify the step function g and make it continuous, we will take small > 0
and define g*(x) = g(x) when the distance between x and any partition point in P
is at least . When the distance between x and any partition point in P is more than
, define g*(x) as the linear function that connects g(x ) and g(x + ). It is easy
to see that g* is continuous. Now let g*(x) = 0 when x 2 [ ⇡ , ⇡ + ]andx 2
[⇡ , ⇡ + ], which extends g* to a 2⇡-periodic function. Since g* only di↵ers from
g in N intervals of length s and is also bounded by B, we have
Z ⇡
| g(x) g*(x) | dx  4BN .
⇡

With sufficiently small, we have

Z ⇡
| g(x) g*(x) | dx < ✏.
⇡

By triangle inequality,
Z ⇡ Z ⇡ Z ⇡
| f (x) g*(x) | dx  | g(x) f (x) | dx + | g(x) g*(x) | dx < 2✏.
⇡ ⇡ ⇡

Let 2✏ = k1 and denote g* by fk , the sequence {fk } is what we are looking for.
When f is complex, we can apply the above proof to the real part and the
imaginary part separately to get the same result. ⇤

Applying Lemma 3.6, we can complete the proof of part (v) and (vi), the idea
here is to substitute fk and fˆk for f and fˆ respectively and use the continuity of
fk to complete the proof.

Proof of Part (v) and (vi). Let’s apply Lemma 3.6 to 2⇡-periodic integrable func-
tions f and g. We get sequences {fk } and {gk } of approximating continuous func-
tions. Note that with a bit of algebraic manipulation, we have
f ⇤g fk ⇤ gk = (f fk ) ⇤ g + fk (g gk ).
 CONVERGENCE OF FOURIER SERIES 9

Moreover, (f fk ) ⇤ g uniformly converges to 0 as k ! 1.

Z ⇡
1
| (f fk ) ⇤ g(x)  | f (x y) fk (x y) || g(y) | dy
2⇡ ⇡
Z ⇡
1
 sup | g(y) | | f (y) fk (y) | dy
2⇡ y ⇡
! 0 as k ! 1.
Similarly, fk ⇤ (g gk ) ! 0 uniformly in x. Therefore, as k ! 1, fk ⇤ gk uniformly
converges to f ⇤ g. By continuity of each fk ⇤ gk , f ⇤ g is also continuous, which
proves Part (v).
For each integer n, since fk ⇤ gk uniformly converges to f ⇤ g as k ! 1, we have
f\ [
k ⇤ gk (n) ! f ⇤ g(n) as k ! 1.

By continuity of fk and gk , we have

Z ⇡
1
f\
k ⇤ gk (n) = (fk ⇤ gk )(x)einx dx
2⇡ ⇡
Z ⇡ Z ⇡
1 1
= ( fk (y)gk (x y)dy)einx dx
2⇡ ⇡ 2⇡ ⇡
Z ⇡ Z ⇡
1 1
= fk (y)e iny ( gk (x y)e in(x y) dx)dy
2⇡ ⇡ 2⇡ ⇡
Z ⇡ Z ⇡
1 iny 1
= fk (y)e ( gk (x)e inx dx)dy
2⇡ ⇡ 2⇡ ⇡

= fˆ(n)ĝ(n).
Hence,
Z ⇡
1
| fˆ(n) ˆ
fk (n) | = | (f (x) fk (x))e inx
dx |
2⇡ ⇡
Z ⇡
1
 | f (x) fk (x) | dx
2⇡ ⇡
! 0 as k ! 1,

which means fˆk (n) ! fˆ(n) as k ! 1. Again, similarly, gˆk (n) ! ĝ(n) as k ! 1.
By substituting fˆk (n) and gˆk (n) for f (n) and g(n), we can easily get Part (vi). ⇤

Now that we have familiarized ourselves with the basic properties of convolution,
we will introduce the concept of good kernels.
Definition 3.7. A family of good kernels is a sequence of functions {Kn (x)}1
n=1
that satisfies the following properties:

(a) For all n 1,

Z ⇡
1
Kn (x)dx = 1.
2⇡ ⇡
(b)There exists M > 0 such that for all n 1,
Z ⇡
| Kn (x) | dx  M .
⇡
10 SOPHIA XUE

(c) For every > 0,

Z
| Kn (x) | dx ! 0, as n ! 1.
|x|⇡

The concept of good kernels is very important in the study of Fourier series
because of the nice property good kernels have, which is stated in the following
theorem.
Theorem 3.8 (Approximation to the Identity). Let {Kn (x)}1 n=1 be a family of
good kernels, and f an integrable function on the circle. Then
lim (f ⇤ Kn )(x) = f (x)
n!1

whenever f is continuous at x. If f is continuous everywhere, then the above limit

is uniform.
Proof. If f is continuous at x, given ✏ > 0, 9 such that if | y |< then | f (x y)
f (x) |< ✏. By property (a) of good kernel, we have
Z ⇡
1
(f ⇤ Kn (x) f (x)) = Kn (y)f (x y)dy f (x)
2⇡ ⇡
Z ⇡
1
= Kn (y)[f (x y) f (x)]dy.
2⇡ ⇡

Thus, let B be a bound for f , by triangle inequality, we get the following:

Z ⇡
1
| (f ⇤ Kn )(x) f (x) | =| Kn (y)[f (x y) f (x)]dy |
2⇡
Z ⇡
1
 | Kn (y) || f (x y) f (x) | dy
2⇡ |y|<
Z
1
+ | Kn (y) || f (x y) f (y) | dy
2⇡ |y|⇡
Z Z
✏ 2B
 ⇡ | Kn (y) | dy + | Kn (y) | dy.
2⇡ ⇡ 2⇡ |y|⇡
✏
R
By property (b) of good kernels, 2⇡ ⇡
⇡ | Kn (y) | dy  ✏M2⇡ . By property (c) of
B
R
good kernels, for large n, ⇡ |y|⇡ | Kn (y) | dy < ✏. Let C > 0 be some constant.
For large n, we have
| (f ⇤ Kn )(x) f (x) | C✏.
If f is continuous everywhere, by compactness of [ ⇡, ⇡], f is uniformly contin-
uous, which completes the proof. ⇤

Let’s recall what we have shown in Example 3.3, that

(f ⇤ DN )(x) = SN (f )(x).
Having proven the above theorem, it is natural to wonder whether or not the
Dirichlet kernels are a family of good kernel. If the Dirichlet kernels are a family
of good kernels, Theorem 3.8 would imply that the Fourier series of f is point-wise
convergent to f at points of continuity.
 CONVERGENCE OF FOURIER SERIES 11

Example 3.9 (the Dirichlet kernels is not a family of good kernel). Let’s first
remind ourselves that
X sin((N + 1/2)✓)
DN (✓) = N eik✓ = .
sin(✓/2)
k= N

The last part of the equation is the closed form formula for the N th Dirichlet kernel.
x
Since sin(x) 1 for x 2 [ ⇡/2, ⇡/2],

| sin(N + 1/2)✓ |
| DN (✓) | 2 for ✓ 2 [ ⇡, pi].
✓
It follows then,
Z ⇡ Z ⇡
| sin(N + 1/2)✓ |
| DN (✓) | d✓ 4 d✓
⇡ 0 ✓
Z (N +1/2)⇡
| sin(✓) |
=4 d✓
0 ✓
Z N⇡
| sin(✓) |
4
0 ✓
X1 Z (k+1)⇡
N
| sin(✓) |
=4 d✓
k⇡ ✓
k=0
N
X1 Z (k+1)⇡
1
4 | sin(✓) | d✓
(k + 1)⇡ k⇡
k=0
N
X1
8 1
=
⇡ k+1
k=0
8
= log(N + 1)
⇡
8
logN,
⇡
R⇡
which means ⇡ | DN (✓) | d✓ is not bounded and thus the Dirichlet kernel does not
satisfy property (b) of good kernels. This result is disheartening as it suggests that
the point-wise convergence of Fourier series may even fail at points of continuity.

4. Mean-square convergence of Fourier series

Although we hit a dead end at the end of last section when we saw that Dirichlet
kernels are not good kernels, in this section, we will show that regarding the overall
behavior of a function f over the entire interval [0, 2⇡], there are still nice results.
Orthogonality is at the heart of the theorem we are about to prove. We first lay
out the definitions and notations that will be used throughout this section.
Consider a space R of integrable functions on the circle. The inner product of
two integrable functions f and g is defined as
Z 2⇡
1
(f, g) = f (✓)g(✓)d✓.
2⇡ 0
12 SOPHIA XUE

The norm ||f || is defined as

Z 2⇡
1
||f ||2 = (f, f ) = | f (✓) |2 d✓.
2⇡ 0
Notation-wise, for convenience, we use an to denote the Fourier coefficients of
f , where f is an integrable function on the circle. As ein✓ would appear over and
over in this section, for each integer n, let en = ein✓ .
Now that we have everything defined, let’s get down to some easy examples to
familiarize ourselves with the definitions and notations.
Example 4.1. Consider the family {en }n2Z .
When n = m,
Z 2⇡
1
(en , em ) = ein✓ eim✓ d✓
2⇡ 0
Z 2⇡
1
= ei(n m)✓ d✓
2⇡ 0
Z 2⇡
1
= 1d✓
2⇡ 0
= 1.
When n 6= m,

Z 2⇡
1
(en , em ) = ein✓ eim✓
2⇡ 0
Z 2⇡
= f rac12⇡ ei(n m)✓
d✓
0
i(n m)✓ 2⇡
1 e
=
2⇡ i(n m) 0
i(n m)2⇡
1 e e0
=
2⇡ i(n m)
1 1+0 1
=
2⇡ i(n m)
= 0.
Therefore, we have shown that the family {en }n2Z is orthonormal.
Besides the orthonormal property of the family {en }n2Z , another important ob-
servation is that the Fourier coefficients of the function f can be represented as the
inner products of f with elements of the above family:
Z 2⇡
1
(f, en ) = f (✓)e in✓ d✓ = an .
2⇡ 0
Moreover, it is also important to note that
X
SN (f ) = an en .
|n|N

With these in mind, we are ready to prove a simple but useful lemma.
 CONVERGENCE OF FOURIER SERIES 13

Lemma 4.2. For any complex number bn ,

X X
(f an en )? bn e n .
|n|N |n|N
P
Proof. We will first show that (f |n|N an en )?en .
X X
(f an en , en ) = (f, en ) ( a n e n , en )
|n|N |n|N
= an an
=0
For any complex number bn ,
X X X X
(f an en , bn en ) = (f an en , b Ne N) + ... + (f an en , bN eN )
|n|N |n|N |n|N |n|N
X X
=b N (f an en , e N) + ... + bN (f a n e n , eN )
|n|N |n|N
= 0 + ... + 0
= 0.
⇤

While this lemma may not seem too interesting by itself, it has two very useful
results.
For the first result, let’s recall the Pythagorean theorem, which states that if X
and Y are orthogonal, then
||X + Y ||2 = ||X||2 + ||Y ||2 .
Let bn = an , we get
X X X X
||f an en + an en ||2 = ||f an en ||2 + || an en ||2 ,
|n|N |n|N |n|N |n|N

which can be rewritten as following:

X
||f ||2 = ||f SN (f )||2 + | an |2 .
|n|N

The second result is best known as the best approximation lemma, which states
that
Lemma 4.3 (Best approximation lemma). If f is integrable on the circle with
Fourier coefficients an , then for any complex numbers cn
X
||f SN (f )||  ||f cn en ||.
|n|N

Moreover, equality holds precisely when cn = an for all | n | N .

Proof. Let bn = an cn 8n,
X X X
f cn en = f an en + bn e n .
|n|N |n|N |n|N
14 SOPHIA XUE

P P
By Lemma 4.2, we know that (f |n|N an en )?(f |n|N bn en ). Hence, we
can apply the Pythagorean theorem and get the following result:
X X
||f (f cn en )||2 = ||f SN (f )||2 + ||(f bn en )||2 .
|n|N |n|N

When cn = an , bn = 0
X
||f (f cn en )|| = ||f SN (f )||.
|n|N

When cn 6= an , bn 6= 0
X Z 2⇡
1
|| bn en ||2 = | bn en |2 d✓ > 0.
2⇡ 0
|n|N

Hence, X
||f SN (f )|| < ||f cn en ||.
|n|N
⇤
Theorem 4.4 (Mean Square Convergence). Suppose f is integrable on the circle.
Then Z 2⇡
1
| f (✓) SN (f )(✓) |2 d✓ ! 0 as N ! 1.
2⇡ 0
Proof. Apply Lemma 3.6 and choose a continuous function g on the circle such that
sup | g(✓) | sup | f (✓) |= B
✓2[0,2⇡] ✓2[0,2⇡]

and Z 2⇡
| f (✓) g(✓) | d✓ < ✏2 .
0
Since supx2[ ⇡,⇡] | f (x) |= B,
Z 2⇡
1
||f g||2 = | f (✓) g(✓) |2 d✓
2⇡ 0
Z 2⇡
1
= | f (✓) g(✓) || f (✓) g(✓) | d✓
2⇡ 0
Z 2⇡
B
 | f (✓) g(✓) | d✓
⇡ 0
 C✏2
where C = B ⇡ is some constant.
Moreover, we can approximate g by a trigonometric polynomial P of degree M
such that
| g(✓) P (✓) |< ✏, for all ✓.
After taking squares and integrating, we get
||g P || < ✏.
1/2
It follows directly that ||f P || < C ✏. We can then get the desired result by
applying the best approximation lemma.
⇤
 CONVERGENCE OF FOURIER SERIES 15

Acknowledgments. It is a pleasure to thank my mentor, Mariya Sardarli and

Dolores Walton, for all their help. Without their patient support and guidance,
this paper would not be possible. I would also like to thank Professor Peter May
for organizing this amazing program and Professor Lszl Babai for his interesting
lectures that made my summer meaningful.

References
[1] Elias M. Stein and Rami Shakarchi. Fourier analysis-an introduction, Princeton University
Press. 2003.
[2] Maria Christina Pereyra and Lesley A. Ward. Harmonic Analysis: from Fourier to Haar