Fourier Series
By G. H. Hardy and W. W. Rogosinski
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Fourier Series - G. H. Hardy
1.
I. GENERALITIES
1.1. Trigonometrical series. A trigonometrical series (t.s.) is a series of the form
where
We call this series T(θ) or simply T.
The partial sum of T(θ), of rank n, is
The coefficients an and bn are given, in the first instance, for n 0 and n 1 respectively. We define an and bn, for other integral values of n, by
and cn by
so that
Conversely, if the cn are given, we may define an and bn by (1.1.6). Then
We may therefore also define T(θ) as
and sn(θ) by (1.1.7).
We shall call (1.1.1) a ‘real’ and (1.1.7) a ‘complex’ t.s. The adjectives refer to the trigonometrical or exponential functions which occur in the series. The coefficients an and bn in (1.1.2) may be complex; but we may suppose them real, when this is convenient, by considering the real and imaginary parts of T(θ) separately. The series are formal series: there isno implication of their convergence for all or any θ. But (1.1.8) should be thought of as a limiting form of (1.1.7), i.e. as a series in some sense ‘equally extended’ in the positive and negative directions.
In the simplest cases the series have a sum function ƒ(θ), and their coefficients can be expressed simply in terms of ƒ(θ). Suppose, for example, that the series are uniformly convergent. Then, multiplying by cos mθ and sin mθ or, in the complex case, e–miθ. integrating term by term over (– π, π), using the familiar formulae
and finally replacing m by n, we find that
If ƒ is real, an and bn are real, cn and c−n conjugate. If ƒ is even, bn = 0 and
If ƒ is odd, an = 0 and bn may be reduced similarly.
1.2. Trigonometrical series and harmonic functions. It will be useful to begin by indicating the formal connections between the theory of t.s. and the general theory of harmonic and analytic functions, of which in a sense it is a part. In what follows z = x + iy = reiθ = x − iy = re−iθ its conjugate. To fix our ideas, we suppose an and bn real (so that cn and c−n are conjugate). We also suppose an and bn bounded (as they will be in nearly all our work). The power series in r which we write down will then be convergent for r < 1 and, for a fixed r, uniformly in θ.
If
then u is a harmonic function, a solution of either of the equations
It is real and regular for r < 1. We can also write
and T(θ) is the result of writing r = 1 in either form of u. Now
where
Thus u is the real part of ƒ(z). Also, if we write
we have
where
We shall call u and v conjugate harmonic functions, and the series
obtained by writing r = 1 in (1.2.8), the conjugate series (c.s.) of T(θ).
It will be convenient to prove here two formulae needed in Ch. III. If C0 = c0, Cn = 2cn for n > 0, so that ƒ(z) = ∑Cn zn, and r < 1, then
Hence (combining the first equation with the conjugate of the second)
for n > 0. Actually, our C0 here is real.
1.3. Trigonometrical Fourier series. Our proof of the formulae (1.1.10) depended on the hypothesis that T(θ) was uniformly convergent, a drastic assumption unlikely to be satisfied by a t.s. chosen at random. The formulae themselves suggest that we should look at the series from a quite different point of view.
We start from a (real or complex) function ƒ(θ) integrable (in the sense of Lebesgue) in the interval (−π, π). It is then convenient to define ƒ(θ), for all real θ, as a function with period 2π, so that ƒ(θ + 2π) = ƒ(θ), and in particular ƒ(π) = ƒ(− π), whenever ƒ(θ) is defined for one of the values of θ in question.
We now define an, bn, and cn by (1.1.10). We call an and bn the ‘real’, cn the complex, Fourier constants (F.c.) of ƒ(θ), and (1.1.1) or (1.1.8) its Fourier series (F.s.). We express the fact that an and bn are the F.c. of ƒ(θ), and (1.1.1) its F.s., by writing ƒ ~ (an, bn) or
Similarly we write ƒ ~ (cn) or ƒ(θ) ~ Σcn eniθ, and call (1.1.1) the ‘real’, (1.1.8) the ‘complex’, F.s. of ƒ(θ(ƒ) for the F.s. of ƒ, and T for the conjugate t.s.
Since all the functions in (1.1.10) are periodic, we can replace the range of integration by any range (ξ, ξ + 2π). In particular, it is often convenient to regard (0, 2π), rather than (− π, π), as the fundamental interval.
To say that a t.s. is a F.s. is to say that its coefficients an, bn, or cn are expressible in the form (1.1.10), that is to say that a certain system of integral equations has a solution. It is plain that the meaning of this statement depends on the definition of integration which we are using. We have adopted Lebesgue's: any restriction or enlargement of the definition of integration would lead to a corresponding change in the class of F.s.
We shall see, for example, that the series
are not, in our sense, F.s.; but the coefficients of each series can be expressed in ‘Fourier form’ by an appropriate generalization of the notion of an integral. Those of (1.3.2) can be expressed in the form
a ‘Stieltjes integral’ in which ϕ(θππ for negative, zero, and positive θ; and those of (1.3.3) in the form (1.1.10), ƒ(θ) being the sum of the series and the integral for an (which is 0) a ‘principal value’ in the sense of Cauchy.
A t.s. may or may not converge, and it may or may not be a F.s.; and there is no obvious correlation between the two properties (though the simplest series may be expected to have both). The series (1.3.3) converges for all θ, but is not a F.s.; on the other hand there are F.s. which do not converge for any θ. It is not even plain a priori that a t.s., known to converge and to be a F.s., is necessarily the F.s. of its sum.
Trigonometrical series are a special class of orthogonal series; and there is a considerable part of their theory which is best regarded as part of the theory of these more general series, and which we shall develop from this point of view in Ch. II. But we must begin by a short résumé of certain parts of the theory of functions of a real variable with which we shall assume the reader to be acquainted.
1.4. Measure and integration. We take as known the elements of Lebesgue's theory of measure and integration. We denote by L(a, b), or simply L, the class of functions ƒ(x) integrable, in Lebesgue's sense, over (a, b). The interval of integration will always be finite. We shall sometimes say ‘ƒ is L’ for ‘ƒ belongs to L’. We regard the integral of a non-negative function ƒ as defined whenever ƒ is measurable, and having a finite or infinite value according as ƒ is or is not L.
We call a set of measure 0 a null set: null sets are irrelevant in the theory of integration. If ƒ and g differ only in a null set, we say that they are equivalent, and write ƒ ≡ g. We also say that ƒ = g for almost all x, or almost always (or almost everywhere), or ‘p.p.’ (presque partout). If ƒ ≡ 0, we say that ƒ is null. We write mE for the measure of a set E.
We shall sometimes use letters for other classes of functions besides L; in particular we shall denote by B, C, Ck, and V the classes of bounded functions, continuous functions, functions with k continuous derivatives, and functions of bounded variation.
We take for granted the classical theorems concerning integration and differentiation, the theorems of partial integration and substitution, the first and second mean value theorems, and the two most familiar theorems concerning passage to the limit under the integral sign. These last are: (i) if ƒn(x)→ ƒ(x) p.p. and |ƒn(xϕ(x), where ϕ(x) is L and independent of n, then
(ii) the conclusion is also true if ƒn(x) increases with n for all, or almost all, x provided that ∫ƒn(x)dx≠ − ∞. In case (i) we shall say that ƒn(x) converges dominatedly to ƒ(x). In particular the conditions are satisfied if ƒn(x)→ ƒ(x) for all x, and |ƒn(xH, in which case