Analysis Problem of the Day 100

Today’s problem appeared as Problem 3 on the UCLA Spring 2021 Analysis Qual:

Problem 3. For f \in L^2(\mathbb{R}), define

    \[f_n(x) := \int_0^{2\pi} f(x+t) \cos(nt)dt.\]

Show that f \to 0 a.e. and in L^2(\mathbb{R}).


Solution: Using the change of variables t \to t-x, we note that |f_n(x)| \leq \left|\int_{-x}^{2\pi -x} f(t) e^{int} dt \right|:= \widehat{f^x}(n), where \widehat{f}(n) is the n-th Fourier coefficient and f^x \in L^2 is the 2\pi-periodic function f on [-x,2\pi-x]. Since the Fourier series of an L^2 function is in l^2, it follows that \widehat{f}^x(n) \to 0 for all x as n \to \infty, which implies that f_n \to 0 pointwise everywhere.

b) We note that |f_n(x)| \leq |\int_0^{2\pi} f(x+t) e^{int} dt| and evaluate the L^2 norm of f_n using Fubini’s theorem:

    \[\int |f_n(x)|^2 dx = \int \int_{0}^{2\pi} f(x+t) e^{int} dt \overline{\int_0^{2\pi} f(x+t') e^{int'}dt'} dx\]

    \[= \int_0^{2\pi} \int_{0}^{2\pi} e^{in (t-t')} \int f(x+t)f(x+t') dx dt dt'.\]

Defining g(t,t') := \int f(x+t)f(x+t')dx, we note by Hölder’s inequality that g \in L^\infty([0,2\pi] \times [0,2\pi]). Performing the linear change of variables s=t-t', r=t+t' and noting that it has constant Jacobian, we thus rewrite

    \[\int |f_n(x)|^2 dx = C\int_0^{2\pi} \int_0^{2\pi} e^{ins} g(s,s') ds ds'.\]

By the Riemann-Lebesgue lemma, h(s'):=\int_0^{2\pi} e^{ins} g(s,s') ds \to 0 for fixed s' and a.e. s, and |h(s')| \leq \|g\|_\infty for a.e. s, so by the Dominated Convergence theorem we have \int |f_n(x)|^2 dx = \int_0^{2\pi} h(s')ds' \to 0, i.e. f_n \to 0 in L^2(\mathbb{R}).

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