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for Hungarian mathematician Lipt Fejr, states that if f:R C is a continuous function with period 2, then the sequence (n) of Cesro means of the sequence (sn) of partial sums of the Fourier series of f converges uniformly to f on [-,]. Explicitly,

where

and

with Fn being the nth order Fejr kernel. A more general form of the theorem applies to functions which are not necessarily continuous (Zygmund 1968, Theorem III.3.4). Suppose that f is in L1(-,). If the left and right limits f(x00) of f(x) exist at x0, or if both limits are infinite of the same sign, then

Existence or divergence to infinity of the Cesro mean is also implied. By a theorem of Marcel Riesz, Fejr's theorem holds precisely as stated if the (C, 1) mean n is replaced with (C, ) mean of the Fourier series (Zygmund 1968, Theorem III.5.1). References

Zygmund, Antoni (1968), Trigonometric series (2nd ed.), Cambridge University Press (published 1988), ISBN 978-0521358859.

Fubini's theorem

From Wikipedia, the free encyclopedia Jump to: navigation, search In mathematical analysis Fubini's theorem, named after Guido Fubini, is a result which gives conditions under which it is possible to compute a double integral using iterated integrals. As a consequence it allows the order of integration to be changed in iterated integrals. Theorem statement Suppose A and B are complete measure spaces. Suppose f(x,y) is A B measurable. If

where the integral is taken with respect to a product measure on the space over A B, then

the first two integrals being iterated integrals with respect to two measures, respectively, and the third being an integral with respect to a product of these two measures. If the above integral of the absolute value is not finite, then the two iterated integrals may actually have different values. See below for an illustration of this possibility. [edit] Corollary If f(x,y) = g(x)h(y) for some functions g and h, then

the integral on the right side being with respect to a product measure. [edit] Alternate theorem statement Another version of Fubini's theorem states that if A and B are -finite measure spaces, not necessarily complete, and if either

or then

and

. In this version the condition that the measures are -finite is necessary.

HausdorffYoung inequality

From Wikipedia, the free encyclopedia

Jump to: navigation, search In mathematics, the HausdorffYoung inequality bounds the Lq-norm of the Fourier coefficients of a periodic function for q 2. William Henry Young (1913) proved the inequality for some special values of q, and Hausdorff (1923) proved it in general. More generally the inequality also applies to the Fourier transform of a function on a locally compact group, such as Rn, and in this case Babenko (1961) and Beckner (1975) gave a sharper form of it called the BabenkoBeckner inequality. We consider the Fourier operator, namely let T be the operator that takes a function f on the unit circle and outputs the sequence of its Fourier coefficients

so T is bounded from L1 to with norm 1. Therefore we may invoke the (Riesz Thorin theorem Theorem: Assume T is a bounded linear operator from Lp to Lp and at the same time from Lq to Lq. Then it is also a bounded operator from Lr to Lr for any r between p and q. This is informal because an operator cannot formally be defined on two different spaces at the same time. To formalize it we need to say: let T be a linear operator defined on a family F of functions that is dense in both Lp and Lq (for example, the family of all simple functions). And assume that T is in both Lp and Lq for any in F, and that T is bounded in both norms. Then for any r between p and q we have that F is dense in Lr, that T is in Lr for any in F and that T is bounded in the Lr norm. These three ensure that T can be extended to an operator from Lr to Lr. In addition an inequality for the norms holds, namely

A version of this theorem exists also when the domain and range of T are not identical. In this case, if T is bounded from to then one should draw the point (1 / p1,1 / p2) in the unit square. The two q-s give a second point. Connect them with a straight line segment and you get the r-s for which T is bounded. Here is again the almost formal version Theorem: Assume T is a bounded linear operator from to . Then it is also a bounded operator from to to and at the same time from with

and t is any number between 0 and 1.) to get, for any 1 < p < 2 that T, as an operator from Lp to , is bounded with norm 1, where

This is the well known HausdorffYoung inequality. For p > 2 the natural extrapolation of this inequality fails, and the fact that a function belongs to Lp, does not give any additional information on the order of growth of its Fourier series beyond the fact that it is in .

The constant involved in the HausdorffYoung inequality can be made optimal by using careful estimates from the theory of Harmonic Analysis. If for , the optimal bound is

where q

[edit] References

Babenko, K. Ivan (1961), "An inequality in the theory of Fourier integrals", Izvestiya Akademii Nauk SSSR. Seriya Matematicheskaya 25: 531542, ISSN 0373-2436, MR0138939 English transl., Amer. Math. Soc. Transl. (2) 44, pp. 115128

Beckner, William (1975), "Inequalities in Fourier analysis", Annals of Mathematics. Second Series (Annals of Mathematics) 102 (1): 159182, doi:10.2307/1970980, ISSN 0003-486X, JSTOR 1970980, MR0385456, http://jstor.org/stable/1970980 Hausdorff, Felix (1923), "Eine Ausdehnung des Parsevalschen Satzes ber Fourierreihen", Mathematische Zeitschrift 16: 163169, doi:10.1007/BF01175679 Young, W. H. (1913), "On the Determination of the Summability of a Function by Means of its Fourier Constants", Proc. London Math. Soc. 12: 7188, doi:10.1112/plms/s2-12.1.7

Kronecker's lemma

From Wikipedia, the free encyclopedia

Jump to: navigation, search In mathematics, Kronecker's lemma (see, e.g., Shiryaev (1996, Lemma IV.3.2)) is a result about the relationship between convergence of infinite sums and convergence of sequences. The lemma is often used in the proofs of theorems concerning sums of independent random variables such as the strong Law of large numbers. The lemma is named after the German mathematician Leopold Kronecker.

If is an infinite sequence of real numbers such that

and

that

[edit] Proof

Let Sk denote the partial sums of the x's. Using summation by parts,

Pick any > 0. Now choose N so that Sk is -close to s for k > N. This can be done as the sequence Sk converges to s. Then the right hand side is:

Now, let n go to infinity. The first term goes to s, which cancels with the third term. The second term goes to zero (as the sum is a fixed value). Since the b sequence is increasing, the last term is bounded by .

[edit] References

Lebesgue point

In mathematics, given a Lebesgue integrable function f, a point x in the domain of f is a Lebesgue point if

Here, B(x,r) is the ball centered at x with radius r, and | B(x,r) | is the Lebesgue measure of that ball. The Lebesgue points of f are thus points where f does not oscillate too much, in an average sense. The Lebesgue differentiation theorem states that, given any a Lebesgue point. , almost every x is

Published 1955 by F. Ungar Pub. Co. in New York . Written in English.

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