Exercises Integration

Problem Books in Mathematics
Series Editor: P.R. Halmos
Unsolved Problems in Intuitive Mathematics, Volume I:

Unsolved Problems in Number Theory
by Richard K. Guy
1981. xviii, 161 pages. 17 illus.
Theorems and Problems in Functional Analysis

by A.A. Kirillov and A.D. Gvishiani
1982. ix, 347 pages. 6 illus.
Problems in Analysis
by Bernard Gelbaum
1982. vii, 228 pages. 9 illus.
A Problem Seminar
by Donald J. Newman
1982. viii, 113 pages.
Problem-Solving Through Problems

by Loren C. Larson
1983. xi, 344 pages. 104 illus.
Demography Through Problems

by N. Keyfitz and J.A. Beekman
1984. viii, 141 pages. 22 illus.
Problem Book for First Year Calculus

by George W. B/uman
1984. xvi. 384 pages. 384 illus.
Exercises in Integration
by Claude George
1984. x. 550 pages. 6 illus.
Exercises in Number Theory

by D.P. Parent
1984. x. 541 pages.
Problems in Geometry
by Marcel Berger et al.
1984. viii. 266 pages. 244 illus.
Claude George
Exercises in
Integration
With 6 Illustrations
Springer-Verlag
New York Berlin Heidelberg Tokyo
Claude George Translator
University de Nancy I J.M. Cole
UER Sciences Mathematiques 17 St. Mary's Mount
Boite Postale 239 Leybum, North Yorkshire DL8 5JB
54506 Vandoeuvre les Nancy Cedex U.K.
France
Editor
Paul R. Halmos
Department of Mathematics
Indiana University
Bloomington, IN 47405
U.S.A.
AMS Classifications: OOA07, 26-01, 28-01
Library of Congress Cataloging in Publication Data

George, Claude.
Exercises in integration.
(Problem books in mathematics)
Translation of: Exercices et problemes dìnt6gration.
Bibliography: p.
Includes indexes.
1. Integrals, Generalized-Problems, exercises,
etc. I. Title. II. Series.
QA312.G39513 1984 515.4 84-14036
Title of the original French edition: Exercices et problemes d'integration,

© BORDAS, Paris, 1980.
© 1984 by Springer-Verlag New York Inc.

All rights reserved. No part of this book may be translated or reproduced in any form
without written permission from Springer-Verlag, 175 Fifth Avenue, New York,
New York, 10010, U.S.A.
Printed and bound by R.R. Donnelley & Sons, Harrisonburg, Virginia.

Printed in the United States of America.
987654321
ISBN 0-387-96060-0 Springer-Verlag New York Berlin Heidelberg Tokyo
ISBN 3-540-96060-0 Springer-Verlag Berlin Heidelberg New York Tokyo
Introduction
Having taught the theory of integration for several years at

the University of Nancy I, then at the Ecole des Mines of the same
city, I had followed the custom of the times of writing up de-
tailed solutions of exercises and problems, which I used to dis-
tribute to the students every week. Some colleagues who had had
occasion to use these solutions have persuaded me that this work
would be interesting to many students, teachers and researchers.
The majority of these exercises are at the master's level; to them
I have added a number directed to those who would wish to tackle
greater difficulties or complete their knowledge on various points
of the theory (third year students, diploma of education students,
researchers, etc.).
This book, I hope, will render to students the services that
this kind of book brings them in general, with the reservation
that can always be made in this case: that certain of them will
be tempted to look at the solution to the exercises which are put
to.them without any personal effort. There is hardly any need to
emphasize that such a use of this book would be no benefit. On
the other hand, the student who after having worked seriously
upon a problem, seeks some pointers from the solution, or compares
it with his own, will be using this work in the optimal way.
V
vi INTRODUCTION
Teachers will find this book to be an important, if not ex-

haustive, list of exercises, certain of which are more or less
standard, and others which may seem new.
I have also noted (and this is what led me to edit these sheets)
that from one year to another one sometimes forgets the solution
of an exercise and that one has to lose precious time in redis-
covering it. This is particularly true for those solutions of
which one remembers the heuristic form but of which the writ-
ing up is delicate if one wishes to be clear and precise at the
same time. Now, if one requires, quite rightly, that students
write their homework up correctly, then it is befitting to sub-
mit impeccable corrections to them, where the notations are jud-
iciously chosen, phrases of the kind "it is clear that ... " used
wittingly, and where the telegraphic style gives way to concise-
ness. It is often the incorporation of these corrections which
demands the most work; I have therefore striven to take pains
with the preparation of the proposed solutions, always remaining
persuaded that perfection in this domain is never attained. If
this book encourages those who have to present (either orally or

in writing) correct versions of problems to improve the version
they submit, the object I have set myself will be partly realised.
In this book researchers will find some results that are not
always treated in courses on integration; they are either proper-
ties whose use is not as universal as those which usually appear
and which are therefore found scattered about in appendices in
various works, or are results that correspond to some technical
lemmas which I have picked up in recent articles on a variety of
subjects: group theory, differential games, control theory, prob-
ability, etc., ... .
In presenting such a work it is just as well to make explicit

those points of the theory that are assumed to be known. This is
the object of the brief outline which precedes the eleven chapters
of exercises.
INTRODUCTION vii
In view of the origin of this book, it is evident that I took

as a reference point the course that I gave at the time. After
having taught abstract measure theory one year, I opted the next
for a course expounding only the Lebesgue integral. This is not
the place to discuss the advantages and inconveniences of each of
the two points of view for the first year of a master's programme.
I will say only that I have always considered the course that I
gave to be more a course in analysis in which it is decided to
use the Lebesgue integral than as a dogmatic exposition of a par-
ticular theory of integration. The choice of exercise reflects
this attitude, especially in the emphasis given to trigonometric
series, thereby paying the hommage due to the theory which is the
starting point of the works of Cantor, Jordan, Peano, Borel, and
Lebesgue. From this it results that, except for the seven exer-
cises of Chapter 2 concerning a-algebras, all the others deal with
Lebesgue measure on]Rr. The advantage that has to be conceded to
this point of view is that it avoids the vocabulary of abstract
measure theory, which constitutes an artificial obstacle for those
readers who might not yet be well versed in this theory. As for
students who might have followed a more sophisticated course, I
can assure them that by substituting du for dx and u(E) fore
meas(E) they will essentially rediscover the problems as they are
commonly put to them, except for pathological examples about mea-
sures that are not a-finite and the applications of the Radon-
Nikodym Theorem. Furthermore, on this latter point the more per-
spicacious amongst them will not fail to see that the chapter
treating the relationships between differentiation and integra-
tion is not foreign to this theorem. Truthfully, there is another
point that is not tackled in this book, namely the matter of Four-
ier transforms of finite positive measures and Stone's Theorem,
which to my mind is better suited to a course on probability.
As was mentioned above, numerous exercises are devoted to trig-
onometric series, which provides an important set of applications
Viii INTRODUCTION
of Lebesgue's theory. This has led me to include some exercises

on series, summation processes, and trigonometric polynomials.
Other exercises use the theory of holomorphic functions. In
particular, some results of the PhrUgmen-Lindeltff type arise on
two occasions; in each instance I have given its proof under the
hypotheses that appear in the exercise. Quite generally, I have
included in the solutions, or in an appendix to them, the proofs
of certain points of analyis, topology, or algebra which students
may not know.
I have chosen to make each solution follow immediately after
the corresponding problem. The other method, which consists of
regrouping the former in a second part of the work, seemed to me
(from memories I have retained from my student days) much less
manageable, especially when the problem is long, for it then be-
comes necessary to return often to the back of the book in order
to follow the solution.
I find it difficult to cite the origin of these exercises.

Many are part of a common pool of knowledge, handed down, one
might say, in the public domain. Others are drawn from different
classic works where they are proposed without proof or followed
by more or less summary indications (in this respect it is inter-
esting to note that in forcing oneself to write down the solutions
one discovers a certain number of errors -just as many in the
questions as in the suggestions offered). Certain of the exer-
cises in this book were communicated to me orally by colleagues;
I would thank them for their help here. Lastly, others are, as
I have already said, lemmas found here and there, and which I
have sometimes adapted.
Table of Contents
INTRODUCTION ... ... ... ... ... ... ... ... V
CHAPTER 0: OUTLINE OF THE COURSE ... ... ... ... ... 1
CHAPTER 1: MEASURABLE SETS ... ... ... ... ... ... 37

(Exercises 1.1 1.21)
CHAPTER 2: a-ALGEBRAS AND POSITIVE MEASURES ... ... ... 79

Exercises 2.22 - 2.28)
CHAPTER 3: THE FUNDAMENTAL THEOREMS. ... ... ... ... 89

(Exercises 3.29 - 3.72)
CHAPTER 4: ASYMPTOTIC EVALUATION OF INTEGRALS... ... ... 177

(Exercises 4.73 - 4.78)
CHAPTER 5: FUBINI'S THEOREM... ... ... ... ... ... 199

(Exercises 5.79 - 5.99)
CHAPTER 6: THE LP SPACES ... ... ... ... ... ... 225
(Exercises 6.100 - 6.125)
CHAPTER 7: THE SPACE L2. ... ... ... ... ... ... 285
(Exercises 7.126 - 7.137)
CHAPTER 8: CONVOLUTION PRODUCTS AND FOURIER TRANSFORMS ... 325

(Exercises 8.138 - 8.162)
CHAPTER 9: FUNCTIONS WITH BOUNDED VARIATION: ABSOLUTELY

CONTINUOUS FUNCTIONS: DIFFERENTIATION AND
INTEGRATION (Exercises 9.163 - 9.173)... ... 405
ix
x TABLE OF CONTENTS
CHAPTER 10: SUMMATION PROCESSES: TRIGONOMETRIC POLYNOMIALS.. 429

(Exercises 10.174 - 10.184)
CHAPTER 11: TRIGONOMETRIC SERIES ... ... ... ... ... 451
(Exercises 11.185 - 11.230)
ERRATUM TO EXERCISE 3.45 ... ... ... ... ... 545
BIBLIOGRAPHY ... ... ... ... ... ... ... ... 547
NAME INDEX.. ... ... ... ... ... ... ... ... 549
CHAPTER 0
Outline of the Course
0.1 a-ALGEBRAS AND MEASURES
DEFINITION: A family A of subsets of a set X is called a a-ALGEBRA

("sigma algebra") if 0 e A, and if A is closed under complementation
and countable union.
From this it follows that the set X itself belongs to the a-alge-
bra A, and that the a-algebra A is closed under countable intersec-
tion. For two sets A,B e A let us denote A - B = {x:x a A,x $ B};
then we have (A - B)e A.
The smallest a-algebra containing the open sets of ]R is the
a-algebra of BOREL SETS of ]R ; this a-algebra is also the small-
est a-algebra which contains the closed (resp. open) rectangles
of]R .
DEFINITION: A (positive) MEASURE on a a -algebra A is a mapping u

of A into [0,oo] such that if E is the disjoint union of a sequence
of sets En e A, then u(E) = I u(En).
It follows that u(o) = 0, and then, if E is the union (not

necessarily disjoint) of the sets En, U(E) 5 L u(En). An equi-
valent definition is the following: If E is the union of a fin-
1
2 CHAPTER 0: OUTLINE
ite number of Ei's, each of which is in A and which are pairwise

disjoint, then p(E) = p(E1) + + p(Ep); and furthermore p(A) _
limu(An) when A is the union of an increasing sequence of sets An
of A. If p is a measure and A is the intersection of a decreas-
ing sequence of sets An e A and if u(A1) < -, then p(A) = limp(An)
There exists one and only one positive measure v on the a-alge-
bra of Borel sets of ]R such that, for every rectangle P, its
measure v(P) is equal to the volume of P.
DEFINITION: A set E of]R is called a NEGLIGEABLE SET if there

exists a Borel set A such that E C A and v(A) = 0.
This definition is equivalent to the existence, for every e> 0,

of a sequence of rectangles covering E, the sum of the volumes of
which is less than c. A countable union of negligeable sets is
negligeable, and every affine sub-manifold of iRp that is of dimen-
sion less that p is negligeable.
DEFINITION: A set of ]R is called a LEBESGUE MEASURABLE SET (or

simply a MEASURABLE SET) if it belong to the smallest a-algebra
containing the Borel sets and negligeable sets of]R1.
In order that E C ]R be measurable it is necessary and suffic-

ient that there exist the Borel sets A and B such that A C E C B
and v(B - A) = 0; upon then setting meas(E).= v(A) one unambig-
uously defines a positive measure on the a-algebra of Lebesgue
measurable sets of ]Rp. This measure is called the LEBESGUE MEA-
SURE ON I(. A set is negligeable if it is measurable and of
(Lebesgue) measure zero. This is why one also uses the expres-
sion SET OF MEASURE ZERO to denote a negligeable set.
The Lebesgue measure is invariant under translation as well
as under unimodular linear transformations (i.e., those with de-
terminant equal to ±1). A homothety of ratio A multiplies the
Lebesgue measure by JAJp (where p is the dimension of the space).
OF THE COURSE 3
DEFINITION: If A is a o-algebra of subsets of X and B is a Q alge-

bra of subsets of Y, a mapping f:X + Y is said to be an A -
B-MEAS-URABLE MAPPING if f 1(B) e A for a Z When
Z B e Y=
B. Ilzp and B is
the a-algebra of Borel sets, one says, simply, that f is an A-MEAS-
URABLE MAPPING. In this case the definition is equivalent to re-
quiring f_1(V) eA for every open set V of Y. Furthermore, when
X = n2q, the mapping f is said to be a BOREL MAPPING or a LEBESGUE-
MEASURABLE MAPPING according as A is the a-algebra of Borel sets
or the Lebesgue-measurable sets of X.
If f:X -;Ill, in order that f be A-measurable it is sufficient

that (f < a) = {x:f(x) < a} e A for all a em (and even for a e
This condition is taken as the definition of the A-measurability
of an ARITHMETIC FUNCTION, that is to say of a mapping of X into
[-co,+m] =3-R. If f is an A-measurable mapping of X into Iltp and g
a Borel mapping of Ilzp into zzq, then gof is A-measurable. Let us
note that every continuous mapping of Ilzp into Ilzq is Borel. If
(fn) is a sequence of A-measurable arithmetic functions, the func-
tions supfn,inffn,limsupfn,liminffn are also A-measurable.
DEFINITION: A function is called a SIMPLE FUNCTION (with respect

to the a-algebra A) if it is a linear combination of characteristic
functions of sets of the a-algebra A.
For every A-measurable positive arithmetic function f there ex-

ists an increasing sequence of positive simple functions which
converges to f at every point of X.
DEFINITION: A property holding on the points of a set A of7Rp is

said to be true ALMOST EVERYWHERE ON A SET A if the set of points
of A for which this property is not satisfied has measure
zero.
If f and g are two mappings from z into zzq (or m) such that
f is measurable and f = g almost everywhere, then g is measurable.
This allows the notion of measurability to be extended to func-

tions that are defined only almost everywhere.
DEFINITION: A function defined on]RP is called a STEP FUNCTION if

it is a linear combination of characteristic functions of rect-
angles of]RP.
Every measurable arithmetic function on]R is the limit almost

everywhere of a sequence of step functions.
THEOREM: (Regularity of the Lebesgue Measure): For every measur-

able set E ofiRP one has:
sup{meas(K):K compact K C E};

meas(E) =
inf{meas(V):V open V D E}.
THEOREM: (Egoroff): Let X be a measurable set of]R such that

meas(X) < co and (fn) a sequence of measurable functions such that
fn - f almost everywhere on X. For every e > 0 there exists a
measurable set A C X such that:
(i): meas(X - A) < ci
(ii): fn -> f uniformly on A.
0.2 INTEGRATION OF MEASURABLE POSITIVE FUNCTIONS
NOTATION: If cp is a simple function on Min that takes the positive

values a1,...,ap on the (disjoint) measurable sets Al....)Ap, we
set
q,(x)dx = 9 _ aimeas(Ai),
I
n i=1
OF THE COURSE 5
with the convention that a.(+-) or 0 according as a > 0 or

a = 0.
DEFINITION. With the above notation, if f is a positive meas-
urable arithmetic function on ]Rn there exists an increasing
sequence ((pi) of positive simple functions which tends towards f
at every point. One then sets:
J f(x)dx = if = limf . .
This element of [0,+-]=]K +, which does not depend upon the sequence
(Ti) selected, is called the (LEBESGUE) INTEGRAL of f on7Rn.
This (Lebesgue) integral possesses the following properties

(where f and g denote measurable positive arithmetic functions):
PROPERTY (1): If f = g almost everywhere, then if = Jg;
PROPERTY (2): Jf = 0 if and only if f = 0 almost everywhere;
PROPERTY (3): if < - implies f < m almost everywhere;
PROPERTY (4): f 4 g almost everywhere implies if 1< Jg;
PROPERTY (5): J(f + g) = if + fg;
PROPERTY (6) If A e]-R+., then JAf = AJf.
One can prove the following two fundamental results:
THEOREM: (Lebesgue's Monotonic Convergence): If (fn) is an in-

creasing sequence of measurable positive arithmetic functions,
then
Jlimf
n
= limif-'
n n
LEMMA: (Fatou): If (fn) is a sequence of positive arithmetic func-

tions, then
Jliminffn " liminf Ifn.

n n
These two essential properties of the Lebesgue integral are

equivalent to the following statements: Let (fn) be a sequence
of positive arithmetic functions:
(a): f(I fn) = E (Jfn);
(b): If fn -* f almost everywhere, and if there exists A eIt+

such that
Jfn 5 A for all n,
then
Jf , A.
Property (1) allows the definition of the integral to be ex-

tended to measurable arithmetic functions that are defined only
almost everywhere.
And lastly:
NOTATION: If f is a measurable positive arithmetic function, and

if E is a measurable set of ]R , we set
fEf(x)dx=JE =fiv,
where 1lE denotes the CHARACTERISTIC FUNCTION of E.
The mapping E + J f defines a positive measure on the 'a-algebra

E
OF THE COURSE 7
of (Lebesgue) measurable sets.
0.3 INTEGRATION OF COMPLEX MEASURABLE FUNCTIONS
NOTATION: For every real function u, we set:
u+ = sup(u,O) _ I(luI + u),
u- = sup(-u,0) _ i(lul - u),
so that
u = U+ - u_,
lu l = u+ + u-,
u+u- = 0.
Let f be a complex measurable function on7Rn, and let u and v

be its real and imaginary parts. The function f is measurable
if and only if u+U_,v+,v- are measurable.
DEFINITION: f is (LEBESGUE) INTEGRABLE ON]R if it is measurable

and if
11fl <
The INTEGRAL is then defined by setting
Jf =
Ju+ - Ju + iJv - iJv,
(which has a meaning, because u+,u_,v+,v_ are majorised by lfl).
The Lebesgue integral possesses Properties (1) and (5) of the

preceding Section; it also possesses Property (4) when f and g
are real, as well as Property (6) with A e T. The sum, and the
pointwise maximum and minimum of a finite number of integrable
functions are integrable. If f is integrable, then
ff1 <J1f11
with equality holding only if there exists a e 0 such that f =

alfl almost everywhere.
The two essential properties of the Lebesgue integral are the
following:
THEOREM: (Lebesgue's Dominated Convergence): Let (f ) be a sequence

n
of integrable functions that converges to f almost everywhere. If
there exists a measurable positve arithmetic function g such that
lfnl 5 g for all n, and Jg < W,
then f is integrable, and
Jf= lim
n Jfn.
THEOREM: (Term by Term Integration of Series of Functions): If

(un) is a sequence of integrable functions such that
I JUj
<
n
then the series
u(x) = I un(x)
n
is absolutely convergent for almost all x, the function u (which

is defined almost everywhere) is integrable, and
Ju =
fUn
n
OF THE COURSE 9
If f is integrable and if E is a measurable set, we again set
JE = JLEf
(the integral of f over E). In fact this integral depends only

upon the values of f on E and can be defined whenever f itself is
only defined on the set E; it suffices, for example, that the
function obtained by extending f by zero outside E be integrable
over]R". In this case one says that f is INTEGRABLE OVER E. All
the properties of the Lebesgue integral over3Ru extend to this
case. Furthermore, if f is integrable over E then it is integrable
over every measurable set contained in E, and if E is the disjoint
union of a sequence (En) of measurable sets,
fE
f = n
L JE f.
n
Similarly, if E is the union of an increasing sequence (En) of

measurable sets,
J f = l nimfE f.
E
n
This formula is still valid if E is the intersection of a de-

creasing sequence (E ) of measurable sets and if f is integrable
n
over E1.
In the case of integration on ]R, it is convention to write
when I is an interval with endpoints a and b(-o 4 a 4 b 4+-),

and f is either a measurable positive arithmetic function on I,
or a complex integrable function on this interval. When a > b
we write
when f is integrable over [a,b], and a "Chasles' Formula" can then

be written. If -- < a < b < +-, then f is Lebesgue-integrable
over [a,b] whenever it is Riemann-integrable over this interval,
and the two integrals are equal. However, when the interval is
infinite the Lebesgue integral only constitutes an extension of
the notion of absolutely convergent (generalized) Riemann integral.
The GENERALIZED (or SEMI-CONVERGENT) LEBESGUE INTEGRALS can be
defined in the following way. For example, let us assume that f
is (Lebesgue) integrable over every interval [0,M], 0 : M <
one then sets
M
J_
f
M}oj0
f
when this limit exists. In this respect let us note the follow-
ing Proposition:
PROPOSITION: (Second Mean Value Formula): If f is a decreasing

positive function on [a,b], and g an integrable function on this
interval, then
IJbfgl : f(a) sup IJxgl.

a a,<xsb a
To close this Section let us indicate that if f is a mapping

from3RP into3Rq of which the q coordinates are integrable, the
integral of f is the element 0f] of which each component is
equal to the integral of the corresponding component of f. Every-
thing that has been said above remains valid when the absolute
OF THE COURSE 11
value is replaced by a norm on U .
0.4 FUBINI'S THEOREM
THEOREM: (Fubini) : Let X = Iltp, y = ]R then the formula
jjXxf (x,y)dxdy = fXdxjf (x,y)dy = dyfXf(x,y)dx

fy
is valid in each of the following two cases:
(1): f is a measurable positive arithmetic function on X x Y;
(2): f is an integrable function over X x Y.
Amongst other things the validity of the formula means (accord-

ing to the case) that for almost all x e X the function y Fa f(x,y)
is measurable (resp., integrable) on Y, and that the function
x ' J f(x,y)dy, defined almost everywhere on X, is measurable
X
(resp., integrable) on X.
In particular, in order to have the rule of "interchangeability
of the order of integration" it suffices to be assured, when f is
a measurable complex function on Xx Y, that
JJ1If(x,y)ldy <
Whenever f is positive and measurable this interchange is al-

ways legitimate.
Certain proofs of Fubini's Theorem use the following Lemma,
which is interesting in its own right:
LEMMA: In order that a set have measure zero it is necessary and

sufficient that there exist an increasing sequence (qn) of posi-
tive step functions such that
sup 9n < lima (x) if x e E.

n n n
In this statement one can replace "step functions" by "compact-

ly supported continuous functions".
0.5 CHANGE OF VARIABLES
Let V be an open set of ]R and u a diffeomorphism of V onto

u(V), that is to say a bijection of V onto u(V) such that u and
u-1 are continuously differentiable. The JACOBIAN of u is denoted
J(u).
PROPOSITION: The formula
f(x)dx = J f(u( x))IJ(x)ldx

Ju(V) V
is valid in each of the following two cases:
(1): f is a measurable positive arithmetic function on u(V);
(2): f is an integrable function over V.
Amongst other things the validity of the formula means that

fou is measurable (resp. (fou)IJI is integrable) on V.
Spherical Coordinates in ]R
e with the half-hyperplane defined by x1 < 0, x2 = 0 removed,

possesses a proper parametric representation:
x1 = rsinen_2 sin82sino1coscp,
x2 = rsinOn_2 sinO2sin81sin9,
x 3 = rsin n_2 sin8 2 cos 1,
x4 = rsin4n_2 coso2,
xn = rcos8n_2,
OF THE COURSE 13
where r > 0, 0 < of < it, ITI < R. The formula for the change of
variables in this case comes down to replacing the xi by their
expression as a function of r, the oils, and cp, and dx = dx1dx2...
dxn by
rn-lsinn-ton-2
... sin2o2sinoldrdSn-2...de2doldq.
2
Let us also recall that the volume of the ball x2 + +X <, 1
n
is
n/2
v_ n
n r 2 + 1
1
0.6 THE LP SPACES
In what follows we make the convention of setting 1/co = 0,

a.- = 0 or - according as a = 0 or a > 0, and coo = m if a > 0.
HOLDER'S INEQUALITY: Let 1 < p,q < - be such that
p1
+q =1,
and let f and g be measurable positive arithmetic functions on

31n; then:
Jfg ` [JfPJ l/p [Jgq/ 1/q
MINKOWSKI'S INEQUALITY: Let 1 S p < c, and let f and g be measur-

able positive arithmetic functions on ]R", then
[JfPJ [JgPJ'/P.
If (f + g)PJ 1/p < 1/p +
When p = q = 2, Holder's Inequality is known as the (CAUCHY-

SCHWARZ INEQUALITY. For 0 < p < 1 one still has an inequality

which is obtained by replacing 4 with : in Minkowski's Inequality
(it is sometimes called MINKOWSKI'S SECOND INEQUALITY).
In order to have equality in Hblder's Inequality it is neces-
sary and sufficient that there exist a 3 0 such that fP = agq al-
most everywhere. For Minkowski's Inequality when 1 < p < -, equal-
ity is only obtained if f = ag almost everywhere.
NOTATION: For every measurable function f on IItn one sets
llfll = (Jlfll1/p where 0<p<-.
Also, there exists M e- such that lfl 4 M almost everywhere,

and such that this does not hold for any M' < M. The element M
is called the ESSENTIAL SUPREMUM Of lfl and one defines
lifilm = ess sup If I .
DEFINITION: With the preceding notations, for 0 < p << - one de-
fines the following functional spaces:
Lp(]Rn) { f: f is measurable on IItn; ll f llp < -).
These spaces are vector subspaces of the space of functions

on] .
When 1 : p the mapping f i+ llflip is a semi-norm on LP (where
we write LP for LP(]R )); the kernel of this semi-norm coincides
with the vector subspace N of functions zero almost everywhere, so
that LP/N is canonically provided with a norm. In this work we
shall make not distinction between Lp and LP/N, which amounts to
identifying two functions that are equal almost everywhere. Let
us point out that certain authors denote by XP that which we de-
note by LP, and they keep the latter notation for .P/N. Having
taken into account the convention we have just indicated, in the
OF THE COURSE 15
remainder we shall consider f ' If 11 as a norm on LP (1,<p<,-).
THEOREM: Let 1 5 p 5 00 and let (un) be a sequence of elements of

LP such that
G iiunilp<
n
Then for almost all x the series
u(x) = I u(x)
n
is absolutely convergent; the function u thus defined almost

everywhere belongs to LP and one has
in the sense of convergence in the norm of L.
COROLLARY: For 1 f in LP there exists a sub-sequence fn such that f -r f
n . n
almost everywhere.
It will be noted that if fn -> f in L , then fn -> f almost every-

where. This property may fail if fn - f in LP, 1 p < 00.
When f e LP, g e Lq, 1 : p,q < + = 1, the function fg is

integrable and Q
p
Jfgl 6 IIfIIpIIgIIq (Holder's Inequality).
The spaces LP (1 S p 5 00) are BANACH SPACES; L2 is even a Hil-

bert space if the scalar product is defined by
= Jf0 2(fig)
f,g e L.
For every measurable set E of Rn one similarly defines the

spaces Lp(E) by everywhere replacing the integrals taken over Rn
by integrals over E. The space Lp(E) is identified with the
closed vector subspace of Lp(IZn) formed of the functions that
vanish outside E. When meas(E) < W one has the inclusions
Lq(E) C Lp(E) if 0 < p < q < -.
DENSITY THEOREM NO. 1: Let E be a measurable set of Rn; then the

characteristic functions of the measurable sets A C E are total
forLp(E) for 1SpSW.
DENSITY THEOREM NO. 2: Let V be an open set of Rn, then the char-
acteristic functions of the rectangles P such that P C V are total
in LP(V) for 1 4 p < The set of continuous functions compactly
supported in V are dense in Lp(V), 1 5 p <
Let us recall that a set A of a metric space E is said to be

DENSE in E if A = E; if E is a normed space, A is said to be TOTAL
in E if the linear combinations of elements of A are dense in E.
0.7 CONVOLUTION
DEFINITION: Two measurable functions f,g on Rn are said to be

CONVOLVAELE if the function y H f(x - y)g(y) is integrable for
almost all x; in this latter case one can define almost every-
Where the CONVOLUTION PRODUCT OF TWO FUNCTIONS f and g by
(f*g)(x) = Jf(x - y)g(y)dy.
We have:
f*g = g*f.
If f is convolvable with g a n d h, then it is with Ag + uh (A,1,

e ¢), and
OF THE COURSE 17
f*(Ag + uh) = A(f*g) '+ u(f*h).
If IfI 1, fl, IgI 1, gl, f and g are convolvable whenever fl and

5l are; from this it follows that if f = u + iv, g = r7+ is (u,v,
r,s real), f and g are convolvable if and only if each of the
functions u+,u_,v+,v_ is convolvable with each of the functions
r+,r_,s+,s_.
Whenever f and g are convolvable, and are zero respectively
outside measurable sets A and B, f*g is zero outside A + B. In
particular, if f and g are compactly supported, f*g is also com-

pactly supported.
In addition to the spaces Lp (i.e., Lp(]R )) introduced in the
preceding Section it is useful to define the following functional
spaces:
DEFINITION: If 1 < p < m we define LPoc to be the vector space of

measurable functions f such that for every compact set K of Rn one
has
[JKIf1i'/p
HAIp,k = <
_-
The functions belonging to LPoc are said to be LOCALLY p-INTEGRABLE.

If p Lloc is the space of LOCALLY BOUNDED MEASURABLE FUNCTIONS,
that is to say that for every compact set K one has
Ilfi, K = ess sup If (X) I <

xeK
One can be satisfied with looking at compact sets of the type

KN = {x:Ixl <, N}, where N 3 1 is an integer and x -> IxI a norm on
RR, We then set
IIfIIp,K = IIfIIp,N,
n
and the formula
W
IIf - gIIP,N
d(f,g) = 2- 1 +
1
N=1 If - gIIp,N
defines a metric on LPoc (with the usual condition of identifying

two functions; which are equal almost everywhere). This metric is
compatible with the vector space structure on LPoc, fi ; f if and
only if If - fiIIP,K 0 for every compact set K, and LPoc is com-

plete in this metric.
DEFINITION: The space of p-INTEGRABLE COMPACTLY SUPPORTED MEASUR-

ABLE FUNCTIONS is written LP for 1 0 such that for all i one has fi(x)
= 0 whenever IxI > A. This latter condition is expressed by say-
ing that the fi have their SUPPORT contained in a fixed compact
set.
DEFINITION: The SPACE OF k-FOLD CONTINUOUSLY DIFFERENTIABLE FUNC-

n
TIONS on ]R is written Ek (0 s k s co). (For k = 0, E0 is defined
to be the space of continuous functions on 3zn; in this case we
may also write C instead of E0).
For every n-tuple s = (s1,...,sn) of integers greater than or
equal to zero one sets
Isl = s1 + .. + sn,
and we define
ISI
Ds f=
D
,f feEk, IsI << k.
axs i...axnn '
1
If 0 S k < -, for every integer N 3 1 and f e Ek we set:
pN(f) = sup{IDsf(x)I:Isj : k,lxl 4 N),

OF THE COURSE 19
and ifk= -,
pN(f) = sup{IDsf(x)I:Isj < N,jxj 4< N}.
With these notations the formula
W -N pN(f - g)
d(f,g) = 2- 1 + f -
N11 pN g
defines a metric on Ek compatible with the vector space structure,

and for which Ek is complete. Furthermore, fi - f in Ek if for
s
every s such that Isl < k one has limDsf. = D f uniformly on every
compact set of ]R' .
DEFINITION: The vector space C is the vector SPACE OF BOUNDED

CONTINUOUS FUNCTIONS on ]R provided with the NORM
IIfL = suplf(x)I
It is a Banach space.
DEFINITION: The closed vector subspace of CW formed of UNIFORMLY

CONTINUOUS BOUNDED FUNCTIONS on ]R' is denoted UC`°.
DEFINITION: The space of CONTINUOUS FUNCTIONS of ]R" WHICH TEND TO

ZERO AT INFINITY is denoted CO. It is a closed vector subspace
ofUC .
DEFINITION: The vector subspace of Ek consisting of COMPACTLY

SUPPORTED k-FOLD CONTINUOUSLY DIFFERENTIABLE FUNCTIONS is written
Dk (0 5 k co). If k = 0 the,space D0, that is to say the space
of compactly supported continuous functions, is also written K.
We shall say that fi -> f in Dk if for all s (Isl s k) one has
limDsfi = Dsf uniformly on ]n and if the fi have their support
i
contained in a fixed compact set.
If E and F are two of the spaces that have just been defined
we shall write E - F if E C F and if fi - f in E implies that
fi -> f in F. It is clear that E - F and F -> G implies E -* G.
We have the following diagram, where 0 < k < - and 1 Dk--* K ->LWc c c
It will be noted that D -> E for any space E from the table
above, and also E -> Lloc for every E; note also that the Lp spaces
are not mutually comparable.
NOTATION: For every function f and every a e Rn, we define the

TRANSLATION OF f BY a by
f.(x) = f(x - a).
Sometimes the notation Taf is used to designate fa. If f and g

are convolvable, then
(f*g)a = fa,:g = ff:ga.
DEFINITION: If E is one of the function spaces defined above, one

says that E is INVARIANT UNDER TRANSLATION if f e E implies that
fa e E for every a eRn. Furthermore, if ai -> a implies that f,'. -f
I
in E, one says that the TRANSLATIONS OPERATE CONTINUOUSLY ON E.
OF THE COURSE 21
THEOREM: (1): The spaces LP,LlOC,LC (1 5 p Cm,UC, CO,Ek and

Dk (0 5 k are invariant under translation;
(ii): The translations operate continuously on all these spaces,

except upon LW,L ,L and Cam.
loc c
NOTATION-DEFINITION: If F,GH are three of the function spaces

defined above, the notation F::G C H expresses that if f e F, g e G,
then f and g are convolvable and f*g e H, Furthermore, if fixgi -)-
fs:g in H whenever fi + f in F and gi -*-g in G, one writes F::G C H
(continuously). In the case where F = G = H = A it is said that
A is a CONVOLUTION ALGEBRA. Lastly, if A is a convolution algebra
and A*E C E, one says that A OPERATES IN E; A is said to OPERATE
CONTINUOUSLY IN E if AÊ C E continuously.
THEOREM: (i): L1*L C UCW (continuously); furthermore,
IIffgII <
(ii): Lp*Lq C C0 (continiously) if 1 < p,q < -, p + q = 1; fur-
thermore,
IIf*gL s IIfIIpIIgIIq;
(iii): L1s:Lp C LP (continuously) if 1 , p , m; furthermore,
11f* g11 , IIfII1IIgIIp.
In particular, L1 is a convolution algebra
1 oo),Cm,UC
(iv): L operates continuously in Lp (1 4 p , and CO;
(v). Dk*Lloc C Ek (continuously), 0 < k
(vi): L1 it a convolution algebra;

(vii): L1 operates continuously in Lioc,L0 (1 5 p W) Ek and

k
D;
(viii): Dk is a convolution algebra.
Lastly, we have the formula
DS(f*g) = ff:Dsg,
REMARK: Since D -> L1 3 L1 (continuously), the convolution alge-
bras D and L1 operate continuously in all the function spaces

which have previously been defined.
NOTATION-PROPOSITION: For every function f defined on1Rn we set:
f(x) = f(-x), .'(x) = f(-x).
When f and g are convoZvable, so are fand I (resp. f and g),

and
(f*g)" = f*., (f g)- = f"g.
Furthermore :
NOTATION-PROPOSITION: If g e LP, h e Lq, p + = 1, we set
4
(g,h) = Jgh = (g*)(O)
(g1h) = Jgh = (g*h)(O).
When f eL1, geLP, heLq, p + q = 1,
(f*g,h) - (g,f*h), (f,eg1h) = (gl?*h).

OF THE COURSE 23
NOTATION: We denote by LPQ1r) the set of measurable functions on iR

that have period 2nand are such that
If 11p p
= [ J2nIfIP)1/P
0
IIfII,, = ess sup I f(x) I < Co,

05x62n
The set of k-fold continuously differentiable functions on ]R

with period 2n is denoted Ek(W) (here 0 < k 4 Co, and E0(i') is
also denoted C(ur)).
DEFINITION: The CONVOLUTION PRODUCT OF TWO MEASURABLE FUNCTIONS

f and g WITH PERIOD 21E is defined by the formula:
2n
(f*g)(x) = 2nJ f(x - y)g(y)dy.
0
Defining fi -> f in Ek(IF) to mean that f(S) f(S) uniformly

for every integer s with 0 4 s < k, the following hold:
LP(a)&rLq(a) C C(a) (continuously), if + = 1,

p 4
L1(a)*LP(a) C LP(Ir) (continuously),
L'(T.')*E (a) C Ek(a) (continuously),
as do the inequalities:
IIf* IIC 5 IIfIIpIIgIIq, if feLP(a), geLcl(r), p + = 1,

q
IIf*IIp -1 IIfIIlIIgIIp, if feL'(l), geLP(a).
By defining J`,J as above, and
21 2n
(f,9) = 2nJ f9, (.fig) = f1J f9
0 0
one obtains the same formulae as above. Let us note that in the
formulae defining f*g,(f,g) and (fig), one can replace the range
of integration (0,2n) by any interval of length 2n.
Clearly one can consider functions having an arbitrary period
T > 0, it is then just a matter of replacing it by T/2 everywhere.
0.8 REGULARISATION OF FUNCTIONS
DEFINITION: One calls an approximate identity in L1 every sequence

(rpi) of integrable functions that satisfies the following condi-
tions:
(i): There exists a constant M such that 11,Pi11l < M for all i;
(ii): lim J'Pi = 1;

i
(iii): For every a > 0, limJ m = 0,

i JxJ>,a i
An approximate identity (ml) is said to be compact if all the

functions cp. vanish outside the same compact set of]Rn.
i
In L1 there exist compact approximate identities consisting of
functions belonging to V ; these are called REGULARISING SEQUENCES.
THEOREM: Let (rp be an approximate identity in L1. If E is one

of the spaces LP (1 < k < .o) or UC , then f o r every function f e E
one has 9 i *f -> f in E.
If the approximate identity (W.) is compact this property ex-
tends to the spaces LPoc,Lp (1 < p < o), Ek,Vk (0 < k
From this one deduces the following corollaries:
THEOREM: (Density); D is dense in each of the spaces Lp;LPoc, LP

c
!1 < p < c ), Ek, Vk.
OF THE COURSE 25
LEMMA: (Calculus of Variations): If f e L10c is such that Jf9 = 0

for any rpe D , then f = 0 almost everywhere.
DEFINITION: An approximate identity in L1(1r) is a sequence (p.)

of integrable functions with period 27t, such that
(i):II(piII1,M;
(
(ii) : lim 2l -71 i = 1;
(iii): For all a, 0 < a < n, liml p.(x)dx = 0.

i a<IxI<<1[
If E denotes one of the spaces LP('T) (1 f in E for every function f e E. In
L'(T.') there exist approximate identities consisting of functions

belonging to Em(u); from this it follows that Em(r) is dense in
each of the spaces LP(,r), 1 < p < m and Ek(a).
0.9 FOURIER TRANSFORMATIONS
DEFINITION: For every f e L1 (= L1(R)) we give the name FOURIER

TRANSFORM of f to the function
tm
E f(y) e-2%ixy f(x)dx,
=- J-W
y e3R.
The symbol f is also employed to designate Ff. The function
F f(y) _ (tme21Eixyf(x)dx, y e 3R,

m
is called the ADJOINT FOURIER TRANSFORM of f.
Upon setting
e2itiax
e (x) =
a a eat, x eat.
one obtains the following Formulas, where f and g belong to L1:
f'':ea = ?(a)ea$ (0 9.1)
F(f) = Tf-, F(f) = F(f), (0 9.2)
F(.f) = (Ff)-, F(f) = (Ff)-, (0.9.3)
F(f*g) _ Ff.Fg, F(f*g) _ f. Fg., (0.9.4)
F(fa) F(fa) = eaF(f), (0.9.5)

e-aF(f),
F(eaf) = (Ff)a, F(eaf) _ (ff)_a, (0.9.6)
(Fflg) = (flpg), (0.9.7)
f::g = F(Ff.g). (0.9.8)
Furthermore, if f is piecewise continuously differentiable,

and if f and f' belong to L1, then
f'(y) = 2uiyf(y).
Whenever f and x } g(x) = xf(x) belong to L1, f is continuously

differentiable and
f' (y).
g(y) = 2ni
THEOREM: (Riemann-Lebesgue): F is a linear mapping of L1 into C0

such that I j Ff l l 11f111-
THEOREM: (Fourier's Inversion): If f and Ff belong to L1, then f =

F(Ff) almost everywhere. In particular, if Ff = 0, then f = 0
almost everywhere.
OF THE COURSE 27
THEOREM: (Fourier-Plancherel) : If f e L1 f1 L2, then 11 Ff 11

2= 11f112-
It follows from the Fourier and Fourier-Plancherel Theorems

that the restriction of F and F to L1f1L2 extend in an unique
way into two isometries of L2 onto itself, which are inverses of
each other; these will still be denoted F and F. If f e L2 and
f = Ff, then
M
e-2nixy f(x)dx,
f (Y)
JM
M 2nixy-f(y)db,
f(x) = lim e
M}-m-M
in the sense of convergence in L2. Formulas (2),(3),(5),(6),(7)

are still valid for f,g e L2; Formula (4) generalises to the case
where f e L1 and g e L2; and Formula (8) can be replaced by
F(fg) = F f*Fg
L2.
whenever f,g e Lastly, let us note that if f e L1 and Ff e L2,

then f e L2
0.10 INTEGRATION AND DIFFERENTIATION
NOTATION: We provide]R with the norm lxl -- Max(lx1l,...,lxnl).

By the letter C we denote a CUBE containing the origin, that is
to say, a set such that 0 e C and C = {x:!x - xol 4 a}, where
x0 ein and a > 0. The number 2a is called the diameter of the
cube C and it will be denoted by 6(C).
THEOREM: (Lebesgue): Let f e L1 There exists a negZigeable

loc
set N of 3Rn such that if x $ N then for every complex number a one
has
Zi?n 1 C J Clf(x + t) - aldt = If(x) - a
mess l
6( )#O
In particular, for almost all x,
f(x) = lim f(x + t)dt.

d(C)+0 mess C
J
C
DEFINITION: A function f is a FUNCTION Of BOUNDED VARIATION ON AN

INTERVAL [a,b] if
n-1
V(f;a,b) = sup E If(xi+1) - f(xi)I <
A i=0
the supremum being taken over all decompositions
A _ (a = x0 < x1< ... < xn = b)
of the interval [a,b].
If f is of bounded variation on [a,b] and on [b,c], then it is

on [a,c], and
V(f;a,c) = V(f;a,b) + V(f;b,c).
THEOREM: (Jordan): A real function is of bounded variation on

[a,b] if and only if i-t is the difference of two increasing func-
tions on [a,b].
A complex function is of bounded variation if its real and

imaginary parts are. Every function f with bounded variation is
regular, and upon setting V(x) = V(f;a,x), a << x b, one has
V(x + 0) - V(x) = If(x + 0) - f(x)I,
V(x) - V(x - 0) = If(x) - f(x - 0)I)
at every point where these symbols have a meaning. Therefore, in

Jordan's Theorem, if f is real, continuous, and of bounded vari-
OF THE COURSE 29
ation on [a,b], then on this interval it is the difference of two

continuous increasing functions. Jordan's Theorem extends to
real functions defined on an open interval I and with bounded
variation on every compact interval contained in I.
DEFINITION: A function f is said to be a FUNCTION WITH BOUNDED

VARIATION on]R if V(f;O,x) and V(f;-x,O) have finite limits when
x the sum of these limits is called the VARIATION OF THE
FUNCTION f on u .
THEOREM: (Lebesgue): Every function with bounded variation on

[a,b] is differentiable almost everywhere, its derivative is in-
tegrable, and
b
If'(x)Idx V(f;a,b).
a
DEFINITION: A function f is called ABSOLUTELY CONTINUOUS on [a,b]

if, for all c > 0, there exists 6 > 0 such that for every finite
sequence of mutually disjoint sub-intervals ]ai,si[ of [a,b] one has
whenever (R. - ai) < 6.

i If(si) - f(ai)I < e
i
THEOREM: (Lebesgue): If f is absolutely continuous on [a,b] f is
differentiable almost everywhere, f' is integrable and
b
f(b) - f(a) = J.f'(x)dx,
a
b
V(f;a,b) = J If'(x)Idx.
a
Conversely, if F is integrable on [a,b], and if
f(x) = JF(t)dt,
x a < x < b,
a
then f is absolutely continuous and f' = F almost everywhere.
The theory of differentiation makes use of the two following

Lemmas, which are interesting in their own right.
LEMMA (1): Let K be a compact set of atn covered by a family of

open cubes. From this family there can be chosen a finite sequence
C1.$---.$Cp of mutually disjoint cubes such that
meas(K) < 3n meas(Cp).

k=1
LEMMA (2): (The Setting Sun Lemma): Let f be a real continuous

function on [a,b]., E the set of points x of this interval for
which there exists a y such that x < y < b and f(x) < f(y). Then
the set E is the disjoint union of a sequence of intervals with
end points an < bn such that f(an) f(bn)
0.11 TRIGONOMETRIC SERIES
If (un)nea is a sequence of complex numbers indexed by some

positive or negative integers, one sets
+W W N
- un = u0 + I
n=1
(un + u_n) = lim
N- n=-N
E un,
when this last limit exists. When luni < - one also has
I00
M
u
n
=lim
N-
E
n=-N
u.n
M-
A trigonometric series is a formal series of the type

OF THE COURSE 31
tm a m
c e
n
inx
= 2 + (ancosnx + bnsinnx),
n=1
where, upon agreeing to set b0 = 0,
an = cn + c-n, C
n = Y(a n
- ib ),
n
n > 0.
b
n
= i(c n - c -n ), c-n = '(an + ibn),
In what follows it is assumed that f e L1(7r) (L1(w) has been

defined in Section 0.7). For every n e 2z we set
(2n e-inxf(x)dx.
?(n) = I
0
The ?(n) are called the FOURIER COEFFICIENTS of f, and the

formal series
inx
is the FOURIER SERIES of f. We use the notation
f(x) ti L oneinx
-W
to indicate that the second member is the Fourier series of f,

that is to say that cn = ?(n) for every n ez. It will be noted
that:
12n r
1
2n
an f(x)cosnxdx, bn = f(x)sinnxdx.
n n
0
On setting en(x) = einx we have the following FORMULAS

.'(n) _ (f l en),
fsaen = f(n)en,
f(n) = ?(n) and f(n) = ?(-n),
f*g(n) = f(n)g(n),
P (n) = in(n) if f is absolutely continuous.
For the explicit calculation of the Fourier series of a func-

tion f the following result, which generalises (5) in the Formu-
las above, is useful:
PROPOSITION: If f is a pieeewise continuously differentiable

function, that is to say, if there exist points.
-u 4 al < a2 < ... < a p < it
such that f coincides on each open interval ]as,as+l[' 1 5 s S p

and ap+l = al + 21E, with the restriction of a function fs contin-
uously differentiable on the closed interval [as,as+1]' upon de-
noting by [f'] a function with period 27[ that coincides with f'
s
on each ]as'as+1[, one has:
ina
in?(n) = [f'](n) + 2n {f(as + o) - f(as - o)}e S.
s=1
EXAMPLE 1. If f(x) = x when -n < x < it,
(-1)n+1 sinnx
f(x) ,, 2
n
n=1
OF THE COURSE 33
EXAMPLE 2. If f(x) = -1 when -n < x < 0 and f(x) = 1 when 0 < x

< it,
f(x) 4 4 sin(2n + 1)x

nn= 2n+1
EXAMPLE 3. If f(x) = it - Ixi when -n x < it,
f(x)ti'-`+4 cos(2n + 1)x

2 it
n=0 On + 1)2
THEOREM: (Riemann-Lebesgue): lim ?(n) = 0.

Ini-'°°
THEOREM: (Fourier): If f(n) = 0 for all n ea, then f = 0 almost

everywhere.
If f is p-fold continuously differentiable, f(n) = o(Inl-P);

if f has bounded variation on [0,2n], f(n) = 0(1/Inj). Converse-
ly, if for an integer p one has I InLPIf(n)I < =, then f coin-
cides almost everywhere with a p-fold continuously differentiable
function.
NOTATION: We set:
N
SN(f;x) = I f(n)einx (FOURIER SUMS),
n=-N
s0(f;x) + ... + SN(f;x)

aN (f x)=
3 N+1 (FEJER SUMS),
then:
SN(f;x) = (f*DN)(x), aN(f;x) = (f'N)(x),
with
DN (x) = sin(N + Z)x (DIRICHLET'S KERNEL),

sin Zx
FN(x) 1(sisN (FEJER'S KERNEL).

N + + 1)jx
inrx
THEOREM: (Localisation): If f(x + 0) and f(x - 0) exist at a point

x, we set
cpx(t) = f(x + t) + f(x - t) - f(x + 0) - f(x - 0).

For every 0 d < it one has:
sN(f;x) - '-z(f(x + 0) + f(x - 0))
d 1
sin(Nt+ zt
(X(t) dt + r, (X,6).,
IO
with
lime N(x,5) = 0. (0.11.6)

N-
Furthermore, if f is continuous on I = ]a,b[, the convergence in

(0.11.6) is uniform for x belonging to a compact set contained in
I.
THEOREM: (Jordan-Dirichlet): If f is of bounded variation on every

compact interval contained in an open interval I, its Fourier ser-
ies converges at every point x of I to 2(f(x + 0) + f(x - 0)).
Furthermore, if f is continuous on I, its Fourier series con-
verges uniformly towards f on every compact set of I.
If f is of bounded variation on [0,2n] there exists a constant

A such that IsN(f;x)I < A for every integer N >, 0 and for all
x e]R.
OF THE COURSE 35
THEOREM: If one of the functions f or g is of bounded variation

on [0,27E], then:
1r2n
1 f(x)g(x)dx = f(n)g(-n)
2n
0 n=-W
.(n)(2neinxg(x)dx.
= E
n=-0 0
In other words: In order to integrate f with respect to g(x)dx

one can integrate its Fourier series term by term.
THEOREM: (Fejer): If f(x + 0) and f(x - 0) exist at a point x,

then
lima N(f;x) = j(f(x + 0) + f(x - 0)).

N
Whenever f is continuous on a compact interval, one has aN(f;x)->

f(x) uniformly on this interval.
The Fejer kernels form an approximate identity, so that if

f e LP(T), 1 f in LP(a).
THEOREM: (Fejer-Lebesgue):
1imoN(f;x) = f(x) (0.11.7)
at every point x such that
lim LJhlf(x + t) - f(x)ldt = 0.

h+0 0
In particular, Equation (0.11.7) is true for almost all x.
THEOREM: (Plancherel): In order that f e L2('T) it is necessary and

sufficient that
36 CHAPTER 0: OUTLINE OF THE COURSE
E If(n)I2 <
and in this case
27E if(x)I2dx
2n0 = L I?(n)I2.
NOTE
In the statements of the exercises in the following chapter,

the functions considered are always complex valued when no further
indication is given. Similarly, unless otherwise indicated, the
sets considered are measurable sets of ]R .
CHAPTER 1
Measurable Sets
EXERCISE 1.1: Let E1,...,E n be a finite sequence of sets of fin-

ite measure. For every integer p (1 . p _< n) set
meas(E.
P Z1< < p 11 1P
(a): Show that
n (-1)p-1aP
meas(E1 U U En) = 1 (POINCARE'S FORMULA).
p=1
(b): For every integer s (1 s s < n) we denote by GS the

set of points which belong to exactly s of the sets E1,...,En
Show that
n ( l
meas(G) = I (-1)P-5 l s la .
p=s l 11 p
(c): Let HS be the set of points which belong to at least

s of the sets E1,-..,En. Show that
37
38 CHAPTER 1:
n
(_1)p-s(s-11
meas(HS) = I Qp.
P=S l
A0t = VA V = AVA = VAV = AV
SOLUTION: For every non-empty subset A of {l,...,n} let us set
EA = n Ei, EA = EA - U Ei.
ieA i+A
The EA are mutually disjoint and it is clear that
E = U EB',
A
BDA
I
(_1)CardAmeas(EA).
(-1)po =
P CardA=p
SOLUTION: (a): One has:
n
(-1)pa = (-1)CardA meas(EA) _ (-1)CardA L meas(EB)
p=1 p A A BD A
I meas(EB) (_1)CardA.
B ACB
Note that if p = CardB, then
x
(_1)CardA =
(_1) r(P 1 = - 1.
ACB r=1 l J
From this it follows that
n
(-1)Pa = - meas(EB) meas(E1 U UEn.
p=1 p B
MEASURABLE SETS 39
SOLUTION: (b): One has:
n ( l
(-1)p 8Ja = (-1)CardA(CarsdA lmeas(EA)
p I
p=s l CardA3s J
(-1)CardA(CardA 1 I meas(E')
Card4 s l s J BDA B
meas(EB) (-1)CardA(CardA)
E
CardB;s ACB ll J
CardA=s
On setting CardB = p , s again, one has:
C ( -1)CardA [ CardA) = ( -1)r (r 1 (p )

ACB l s J r=S ls)lr
CardA3s
=
l s ) I ( -1)r (r - s )
P-8
(-1)s -
(-1)rlprs1
s)
0 ifp> s,
(-1)S if p = a.
From this it results that:
n
(-l)PI p)Q = (-1)S meas(E') = (-1)smeas(G ).
s s s
p=s , CardB=s
SOLUTION: (c): The formula is true for s = 1 (for this is none

other than that obtained in (a)). Also,
HSt1 = HS - GS,
40 CHAPTER 1:
whence, proceeding by induction and taking account of (b),
n (-i)P-s-1 j(
meas(Hs+l) = I l -1
p=s lsJ [P-111ap
n
(-1)P-s-1(p $ 1 l
op.
p=s+1 l J
EXERCISE 1.2: For all c > 0 construct an open set U everywhere

dense in R, and such that meas(U) < e.
ovo = vov - ovo = vov = AVA
SOLUTION: Let (rn) be the sequence of rational numbers, and for

all n let us denote by In the open interval with centre rn and
length e2-n. The union U of the In is an everywhere dense open
set of 3R (for it contains all the rational numbers) and further-
more,
e2-n
meas(U) S 1 = e.
n=1
EXERCISE 1.3: Let (En) be a sequence of measurable sets such

that
E meas(E <
n
Show that the set of points which belong to an infinity of En's

has measure zero (The Borel-Cantelli Lemma).
AVA = VAV = AVA = VAV = ova
FIRST SOLUTION: The set considered is

MEASURABLE SETS 41
A n [UEJ
p
mead U E ] -< I meas(E ),

(pan p pan p
and consequently
meas(A) = lim mead U Epn J
(pan
lim I meas(E ) = 0.
n pan P
SECOND SOLUTION: Let cpn be the characteristic function of En.

By virtue of the theorem on the term by term integration of
series of positive functions, one has
i cn = I Jcpn = I meas(En) < -.

J
From this it follows that the set of points where Pn = W has

measure zero. But this set if precisely A.
EXERCISE 1.4: Let (En) be a sequence of measurable sets such

that
G meas(En) <
n
For every integer s, H is denoted as the set of points which

s
belong to at least s of the sets En. Show that
meas(Hs) 4 G meas(En).
n
s
42 CHAPTER 1:
FIRST SOLUTION: First, suppose we had a finite sequence E1,...,

En and for every non-empty subset A of (1,...,n) let us denote by
EA the set of points belonging to the Ei for which i e A and not
belonging to those for which i4 A (in Exercise 1). Then
smeas(Hs) = E smeas(EA)
CardA>,s
n
CardAmeas(E') _ meas(E.).
A
CardA>,1 i=1 1
In the general case one considers, for n > s, the sets Hs n formed
by the points which belong to at least s of the sets E1,.. -,n-
It is clear that Hs and that
n C Hs n+l
Hs = U Hs,n.
n=s
Consequently
meas(H ) = Jim meas(H )

S n s,n
n
<< Jim meas(E.) = s meas(E.).
n i=1 i=1
s
SECOND SOLUTION: Let q) be the characteristic function of En and

m = I pn. One has
meas(En) = Jp > smeas(H).

JH
S
EXERCISE 1.5: For every finite sequence E1,...,En of measurable

sets one sets
MEASURABLE SETS 43
n l
n E1l
D (E1,...,En) = Eil - I F] ,
J
and if the E. are not all negligeable,
meas(D(E1,...,En)
a(E1,...,En) =
meas
Show that if none of the E. is negligeable one has
a(E1,...,E1) E 1 1
n 1
i<j
MMA = VM0 = A VA = VAV = MMA
SOLUTION: Let us show, by induction on n, that if x e D(E1,...,En)

then x e D(E1,E)'for at least n - 1 pairs i < j. This is clear
if n = 2. Let us assume that it be true up to n - 1 and that
x e E2 U UEn, x e El. One then has x e D(Ei,Ei) for at least
n - 2 pairs such that 2 < i < j 4 n and for at least one pair
(l,i) with i Z 2.
From this it follows, by Exercise 4, that
meas(D(E1,...,En) n 1 L meas(D(Ei,Ej)).
i<<j
Since
meas(E1U UE) 3 meas(EiUEj ),
from this one deduces that
1
C meas(D(E.,E
a(E1,"'' n n - 1 i<J meas E1U UEn
4 n 1 E
1
i<j
44 CHAPTER 1:
EXERCISE 1.6: Consider a sequence (En) of measurable sets such

that
mead( U E n) <
n
and
inf meas(E ) = a > 0.

n n
Show that the set A of points that belong to an infinity of

sets E is measurable and that meas(A) > a.
n
ovo = vov = ovo = vov = AV
SOLUTION: We have
A=ni(UEsl
n=1 s=n
which shows that A is measurable. Now we also have
m
mead U ES] . meas(En) > a.
s=n
As the sets UU ES form a decreasing sequence and have finite

sin
measure, we have
meas(A) = lim measi U ES1 > a.

n s=n
REMARK: The first condition is essential; for example, consider

the sequence En = [n,n + 1[.
EXERCISE 1.7: Let A be the set of real numbers x for which there
MEASURABLE SETS 45
exists an infinite number of pairs (p,q) of integers such that

q;i, 1and
x P
q
Show that A is negligeable.
4V4 = VAV = AVA = VAV =-000
SOLUTION: Since
x + n -ng =x -q ,
by setting
B = An [0,1]
from the former relation one deduces that
A = U (B + n).
n=-w
Hence it suffices to prove that B is negligeable.

For p and q integers, and q la let us set
Ip,q = LP-
q
- 1q3 P- + 1J
' q q3 '
and let us note that x e I is equivalent to

p,q
(1) qx-2<p.qx+ 2
q q
Since in an interval of length 2/q2 there can be only at most one

or three integers according as q >. 2 or q = 1, from this it
46 CHAPTER 1:
results that x e B if and only if x belongs to an infinite number

of sets
Bq = [0,1[n (U Ip,q).
By Exercise 1.3 it therefore suffices to show that
(2) G meas(B ) <

q q
Now by virtue of Equation (1) above, the integers for which

Ip,gfl[0,l[ + O are such that
-2. p. q + 21
1
q q
When q > 2 this is equivalent to
0<p q.
Consequently
meas(Bq ) < 2(q +

3
1)
q
which proves Equation (2) above.
EXERCISE 1.8: Let (D ) be a sequence of discs in the plane, of

n
unit diameter and mutually disjoint. The number of discs that
are contained within the disc with center 0 and radius n will be
denoted v(n).
Show that if
liminf v(2) = a > 0

n n
MEASURABLE SETS 47
there exists a half-line issuing from 0 that meets an infinite

number of these discs D
n
AVA = V AV = AVL = V AV - AVA
SOLUTION: Let us consider the cones Cn with vertex 0 generated

by the Dn, and let An be the intersection of Cn with the circle
with center 0 and unit radius. For some integer p and q, 1p A P,q
Everything reduces to proving that the B , which form a de-
P
creasing sequence, have a non-empty intersection. The union of
the radii of the disc with center 0 and radius q that meet A
P,q
covers (v(q) - v(p)) discs of unit diameter and mutually disjoint.
From this it follows that if meas(A ) denotes the Lebesgue mea-
P,q
sure (evaluate in radians) of A the unit circle, one has
p ,q
,q
2 it
iq meas(AP,q)
(v(q) - v(p)).
Since A C A p,gt1 , one therefore has

p,q
meas(B ) = lim meas(A )

P q p,q
v(q)
2 liminf
q q2 v(p) 2
measl n BP) = lim meas(BP)

l p P 2
48 CHAPTER 1:
which proves that the intersection of the Bp is non-empty.
EXERCISE 1.9: Let A be the set of real numbers of the form
n + E at-p,
p
p=1
where n ea and ap = 0 or 1.
(a): Show that A is negligeable.
(b): From this deduce that there exist two negligeable sets,
the sum of which is fit.
evo = VtV = AVA = VAV = eve
SOLUTION: (a): Let B = Afl[0,1[. Then
A = fg, (B + n).
n=-w
Hence it suffices to show that B is negligeable. Let u be the

function, with unit period, equal to zero on [0,2'[ and to unity
on [12,1[. For every integer p >. 1 the number
ap(x) = u(2p-1 x)
is the p-th term in the binary development of x e [0,1[.

Whatever may be the numbers el,...,ep (ei = 0 or 1), the set of
x's such that 0 4 x < 1 and
al(x) = ell ap(x) = cp,
has measure 2-P. From this it follows that the set Bp of the x's
such that 0 4 X < 1 and
MEASURABLE SETS 49
a1(x) = 0, a3(x) = 0, . , a 2p-1 (x) = 0,
has as its measure

2-2p+1 x 2p-1 = 2-p.
Since B is the intersection of the Bp one certainly has meas(B) =0.
SOLUTION: (b): The set A' = 2B is also negligeable. Now A' is

the set of numbers of the type
Y a 2-(2p+1) a p = 0 or 1.
p=0 p
As every real number may be written
n+ ap2p, ap=0or1,
p
it follows that ]R = A + A'.
EXERCISE 1.10: Let f be a complex measurable function on ]R such

that f(x + 1) = f(x) for almost all x. Show that there exists a
function g such that f = g almost everywhere and g(x + 1) = g(x)
for all x.
AVA = DA4 = ADA = DAD = ADA
SOLUTION: Let E = {x,f(x) + f(x + 1)} and let us set
+co
F= (E t n),
n=-co
as well as
50 CHAPTER 1:
- f(x)
if xeF.
It is clear that g has all the properties desired.
EXERCISE 1.11: Let A be a bounded set of ]R and let
Sip = meas{x: I Ix II r 1},
where lixll denotes the Euclidian norm of x.

Let (xi)i>.1 be a sequence of points of A; we set
do = inf{Ilxi - xi II1 1 4 i < ,j 4 n}.
Prove that
1 meas(A)
liminfndP
n n < ap Qp
where
(
1 p
cp = 2 -P{ 1 + p10 ( 1 + t
l dt}
For this one will consider a number y such that ndP > y for n
n
sufficiently large, as well as the balls B. with center xi and
radius ri, where
Y1/Pn - 1/P if 1i<n,

r. _
i11/P(2i-1/P
- n-1/p)
if n y1/Pn - 1/P
whenever n is large enough, and
yl/pn-1/P.
ri t rj =
When 1 4 i < j E 2pn and j n, one has
- 1/p,
IIxi - xi II > dj > yl/Pj
and we also have
ri + r. yl/Pn- 1/P
+ zyl/P(2j-1/p - n-1/P) yl/Pj -1/p.
=
From this it follows that the balls Bi are mutually disjoint.

If one sets A(e) = {x:d(x,A) .< e), one will then have
Pn
urn - 1 + 2C (2i-1/P
- n 1/P)Pl < meas(A(e )),
2 LL n J n
i==n
where
e = 2yl/Pn - 1/p
n
We have
2Pn
1 Pn [2rnl -1/p - 1]p =
2C
n-1/p)P
lnm (2i-'/P - = lim n
i=n i==n Il J
(Contd)
52 CHAPTER 1:
r2P
(Contd) (2,-l /P - 1)Pdx
JI
(1 - t)P
= p1
1tt dt,
(the last integral is obtained by setting x = (1 t t)P). On the

other hand, the sets A(En) are decreasing and have A as intersec-
tion; furthermore, as A is bounded they are of finite measure.
meas(A) 1
St c
p P
and consequently that
1 meas(A)
liminfndp 4
n n c SZ
P P
EXERCISE 1.12: Let X be a measurable set of ]RS such that meas(X)

= 1. Let u be a bijection of X onto itself such,that for every
subset E of X, E is measurable if and only if u(E) is measurable,
and then meas(E) = meas(u(E)). Furthermore, assume that if N is
a measurable subset of X and if u(x)e N for almost all the points
of N, then N or X - N is negligeable.
Let E be a measurable subset of X such that meas(E) > 0, and
if x e X
if uP(x)$ E for all p > 1,
inf(p:p >, 1,uP(x)e E} otherwise
(one sets u1 = u, uPt1 = u0up).

Show that
MEASURABLE SETS 53
1 f n(x)dx=1.
E
A00 = 0A0 = A0A = VAV = A00
SOLUTION: For 1 .< n 6 W let us set
E = {x:x e E and n(x) = n}.

n
Let us also set
GO = E,
n u_P(E),
Gn = E - U n . 1,
p=1
where u -p = (U-1 )P). It is clear that
En=Gn-1Gn, 14n<W,
E = o GG.
For n > 1 one has
n-1
un(Gn) = un(E) - U up(E).
P=O
From this it results that the sets un(G ), n 3 0, are mutually

n
disjoint, and that
y = l_J un(G ) = lJ un(E).

n=0 n=0
Since u(y) C -y and meas(y) > meas(E) > 0, the second hypothesis
54 CHAPTER 1:
made on u implies that meas(y) = 1; in other words, since u pre-

serves the measure,
Go m
1 = E measun(G ) = E meas(G.).
n=O n n=0 n
Let us note that the Gn are decreasing; consequently
meas(E ) = lim meas(G ) = 0.

n n
Thus one has
N
n(x)dx = nmeas(E ) = lim X n{meas(G meas(G )}
n n-1 n
E n=1 N n=1
(N-1 N l
= liml I (n + 1)meas(G ) - I nmeas(G )J

N- In=O n n=O n
rN-1 l
= liml I meas(Gn) - Nmeas(GN)J

N n=O 1
It remains to be observed that
L meas(Gn) = 1 and meas(Gn) 3 meas(Gn+1)
implies
Nmeas(GN) -} 0.
Thus
I n(x)dx = 1.
J
E
REMARK: We have used the following classical result:

MEASURABLE SETS 55
If un 0 and G Un < m, then nun -> 0.

> un+l >
We shall briefly recall the proof: let c > 0 and let p be such
that
(n - p)un S up+1 + ... + Un S E
for all n p; then
liminfnun s E. QED
n
EXERCISE 1.13: One says that a set A of]Rp is ALMOST OPEN if

almost all the points of A are interior points of A.
Let f be a real function defined on an open set U of Iltp.
Prove that the following conditions are equivalent:
(a): f is continuous at almost all the points of U;
(b) : For all a e]R the sets (f > a) and (f < a) are almost
open sets.
AVA = VAV = AVA = V0V = AVA
SOLUTION: (a): Let E be a negligeable set in U such that f is

continuous at every point of -U - E. If x e (f > a) - E one' will
have f(y) > a for all the points y of a neighbourhood of x, there-
fore x is interior to (f > a). This set is therefore almost open.
One argues similarly for (f < a).
(b): f is continuous at x if for every rational number

r < f(x), x is interior to (f > r), and if, for every rational
number s > f(x) x is interior to (f > s). If r is rational, let
us denote by Ar (reap. Br) the set of points of (f > r) (reap.
(f < r)) not interior to this set. If these sets are neglige-
able then so is their union, which, by the preceding, contains
the set of points of discontinuity of f.
56 CHAPTER 1:
EXERCISE 1.14: One says that a bounded real function f defined

on ]R is ALMOST EVERYWHERE CONTINUOUS if the set of its points of
discontinuity is negligeable.
(a): Give an example of a function that is almost everywhere

continuous and such that there exists no continuous function coin-
ciding with it almost everywhere.
(b): Show that in order for a bounded real function f to be

almost everywhere equal to an almost everywhere continuous func-
tion, it is necessary and sufficient that there exists a set A of
R such that ]R - A is negligeable, and that the restriction of f
to A is continuous.
(c): Deduce from (b) that f is measurable and that there ex-
ists a sequence of continuous functions fn which is convergent at
every point of R and whose limit is almost everywhere equal to f.
(d): Show that a right-continuous function is continuous

except at the points of a set that is at most denumerable, and
therefore is almost everywhere continuous.
A0A = V AV = A0A = 0M4 = AVI
SOLUTION: (a): If f(x) = 0 for x < 0 and f(x) = 1 for x > 0, f

cannot coincide almost everywhere with a continuous function g,
for with the complement of a negligeable set being everywhere
dense in R, one would be able to find two sequences xi < 0 < yi
tending to zero, and such that
g(xi) = f(xi) = 0, g(yi) = f(yi) = 1.
On passing to the limit one would have g(0) = 0 and g(O) = 1 at

the same time, which is absurd.
SOLUTION: (b): The condition is evidently necessary. Let us

show that it is sufficient. To do that let us set:
MEASURABLE SETS 57
g(x) = Iim{sup(f(y):y e A,Iy - xI < a)}.

a-*0
a>0
This definition has.a meaning, for A is everywhere dense. On A

one has f = g. Furthermore, if x e A and if c > 0 there exists
a > 0 such that f(x) - c .< f(y) . f(x) + c if yeA and I y -xI < a.
Then if ix - x ' l < a one has l y - x l < a for all y e ll such that
l y - x' I < a' = a - Ix - x' I .
g(x) - e .< g(x') .< g(x) + c,
which proves that g is continuous at each point of A.
SOLUTION: (c): For every x and all c > 0 there exists a > 0 such
that
f(y) .< g(x) + c
if y e A, ly - xI < a. As above, from this one deduces that
g(x') . g(x) + e
if Ix' - xl < a. The function g is therefore bounded and upper

semi-continuous. There then exists (cf., a course on Topology)
a sequence fn of continuous functions that converges everywhere
towards g.
SOLUTION: (d): Let us assume that f is right-continuous. If A

is a non-empty set of 3t we shall denote by e(A) the diameter of
A, that is to say the upper bound of the numbers la - bl for a e A,
b e A. For all x e]R let us then set
w(x) = inf{8(f(V)):V a neighbourhood of x},
58 CHAPTER 1:
(one says that w(x) is the OSCILLATION OF f AT x). The set of

points of discontinuity of f is then:
{w> 0} = U JW >n}
n=l JJJJ
I t therefore suffices to prove that for all a > 0 the set A =

{w > a} is denumerable. By reason of the right-continuity of f,
for all x e A there exists a > 0 such that
x
a(f(]x,x + ax[)) < a.
But then:
]x,x+ax[(nA=0.
Let us choose a rational number rx in ]x,x + ax [ . If y e A and

x < y, one therefore has
rx < y < r y ,
which proves that x e A - rx is an injection of A into Q, and con
sequently that A is denumerable.
EXERCISE 1.15: Let A be a measurable set of ]R such that meas(A)

< -. Show that the function x y meas(A(1]-co,X]) is continuous.
AVA = V AV = AVA = V AV - AVl
SOLUTION: If xn is a decreasing sequence, and tends to x, one

has
A(1]-co,x] = n {An]-.,x n]},

n
and consequently
MEASURABLE SETS 59
meas(Afl]--,x]) = 1im meas(Afl]-m,xn])

n
If xn is a strictly increasing sequence that converges towards x

then
Ar)]-.,x[ = U {Afl]-W,xn]},
n
and consequently, because meas({x}) = 0,
meas(A r)]-W,x]) = meas(Af)]-o,x[)
= lim meas(A r)]-m,x ]),

n n
which proves that the function x 1+ meas(Afl]-oo,x]) is continuous.
EXERCISE 1.16: Let 0 < A < 1. For any measurable sets A,B C[0,1]
of positive measure, do there exist 0 < x < y < 1 such that
meas(Ar)[x,y]) = Ameas(A),
meas(Br)[x,y]) = Ameas(B)?
AVA = V AV = AVA = VAV = A VA
SOLUTION: The answer is affirmative if and only if A = 1/n, where

n = 2,3,... . First of all let us assume that A = 1/n. Since the
function
f(x) = meas(A r) [O,x])
is continuous and increasing on [0,1], there exist points 0 =t <

0
t1 < < to = 1 such that
f(ts) = meas(A).
n
60 CHAPTER 1:
Under these conditions one has:
meas(A 0 [ts,ts+1 ]) = meas(A), 0 .< s F n - 1.

n
Furthermore, the n numbers meas(B n [ts,ts+1]) have meas(B) as

sum. Therefore they cannot all be strictly less than or all
strictly greater than (1/n)meas(B). Therefore there exists an s
(1 < s 6 n - 1) such that one of the numbers meas(BI)[ts-l' ts])
and meas(Bf) [ts'ts+l]) is less than (1/n)meas(B) and the other is
greater.
The idea of the proof is to 'vary x continuously' from ts_1 to
is and y from is to ts+l in such a way that
f(y) - f(x) = meas(Af)[x,y]) always remains equal to

(1/n)meas(A).
meas(B n [x,y] ) will then vary continuously between two values on

opposite sides of (1/n)meas(B), and must therefore take this value
at least once.
The rigorous proof reduces to proving that in the rectangle
is-1 < is 6 y < ts+l the set E of points such that
x < ts,
f(y) = f(x) + meas(A)

n
is connected. Let us note that if ts_1 < x < is one has
f(ts) = f(ts_1) + meas(A) s f(x) + meas(A)

n
n
E f(x) + f(ts+1) - f(ts)
E f(ts+1).
EX = {y:ts 4 y 4 ts+l'f(y) = f(x) + meas(A)}
n
MEASURABLE SETS 61
is a non-empty compact interval, and that E is the union of the

Ex's (if EX is identified with {x} x Ex). Note that E is compact;
let us assume that it is the disjoint union of two non-empty com-
pact sets E1,E2. Having seen that EX is compact and connected,
one has either EX C E1 or EX C E2. In other words, the projec-
tions of E1 and E2 onto the x-axis are two non-empty compacts
sets that are disjoint and have the union [ts_l,ts] which is ab-
surd.
Let us now assume that A is not of the above form; then there
exists an integer n such that
Let a,$ > 0 be two numbers such that
(n+1)a+ns= 1,
and let us decompose [0,1] into 2n + 1 contiguous intervals, al-
ternatively of length a and B, the two extreme intervals having
length a. Let A be the union of intervals of length a, and B
that of intervals of length S. If
meas(Afl [x,y]) = Ameas(A),
then [x,y] contains at least one of the intervals of length S, as

otherwise one would have
meas(Afl[x,y]) < a = meas(A) < Ameas(A).

n + 1
But then,
meas(Bf)[x,y]) >, B = meas(B) > Ameas(B).
EXERCISE 1.17: Let I be a compact interval of 3R such that meas(I)

> 0 and 0 < S < 1. We shall say that the operation T(s) is carried
62 CHAPTER 1:
out on I if one subtracts from I the open interval having the

same centre as I and of length Smeas(I). More generally, if I is
a disjoint union of a finite number of compact intervals of non-
zero lengths, to apply T(S) to I consists in carrying out this
operation on each of the intervals forming I.
Now let (0n) be a sequence of real numbers 0 < Sn < 1; we shall
denote by In the compact set obtained by successively carrying out
the operations T(S1),T(S2),...,T(Sn) starting from the interval
[0,1].
(a): Show that
meas(In) 1)(1 - 2)...(1 - n

In+1 C In,
and that every interval contained in In has a length less than

2-n
(b): From this deduce that
K R In
n
is compact, non-empty, nowhere dense, has no isolated point, and

that
meas(K) = lim(l - 1 )(1 - a S)

n
n
(c): Assume that Sn = 1/3 for all n. Show that meas(K) = 0

and that X e[0,1] belongs to K if and only if it can be written
in base three uniquely using only the digits 0 and 2. From this
deduce that K is not countable.
al/n(n+l),
(d): If Bn = 1 - 0 < a < 1, show that meas(X) = a
(which proves the existence in [0,1] of nowhere dense compact sets
whose measure is arbitrarily close to 1).
MEASURABLE SETS 63
(e): Deduce from part (d) the existence in [0,1] of a se-

quence An of sets of the first category that are mutually dis-
joint and such that:
(i): meas(An) = 2-n

n
(ii): Kn = U A is a nowhere dense compact set;
i=1
(iii): Every interval contiguous with n (that is to say,
every connected component of the complement of Kn in
[0,1]) contains a set in An+1 of measure greater than zero.
From this dedua that
A U An
n=1
is of first category, has measure one, and that its complement in

[0,1] is a set of second category of measure zero.
(f) : Let
E
nU-0 A2nt1'
Show that for every interval I contained in [0,1] and of non-

zero length there holds
0 < meas(E()I) < meas(I).
(g): From part (f) above deduce the existence of Borel sets
E C IR such that for every interval I of non-zero length one has
0 < meas(E(lI) < meas(I). Can one have meas(E) < m for such sets?
(h): Deduce from the preceding that there exist positive

functions that are Lebesgue integrable, but that are not limits
almost everywhere of increasing sequences of positive step func-
tions.
64 CHAPTER 1:
SOLUTION: (a): It is clear that
In+l C In and meas(In) _ (1 - S1)...(1 - On).
Moreover, n is formed by 2n mutually disjoint intervals of equal

lengths; when the latter property.
SOLUTION: (b): The set K is compact and non-empty by virtue of a

well known theorem in Topology. If I is an interval contained in
K one has I C I for all n; by Question (a) one thus has meas(I)
< 2-n and consequently meas(I) = 0. In other words the interior
of K is empty, which is the definition of a nowhere dense compact
set. If x e K and e > 0, for large enough n one of the intervals
forming In will be contained in ]x - e,x + e[; for this it is suf-
ficient that 2-n < e. Now, the two endpoints of this interval
belong to K, which shows that x is not an isolated point of K.
Lastly,
meas(K)= lim meas(In) = lim (1 - Sn).

n
SOLUTION: (c): In this case, one has:
( ln
meas(K) = liml3J = 0.
n
Furthermore, I1 is equal to the set of x's which are written in

base three as
x = O.ala2...an...'
with a1 = 0 or 2 (it will be noted that 1/3 = 0.0222 and that

1 = 0.222 ). Similarly it is seen that x e In if and only if
ai = 0 or 2 for 1 i i < n. From this one deduces that x e K if for
all i ai = 0 or 2; the expansion of x in this form is then unique.
If with every set A C iN one associates xA = 0
MEASURABLE SETS 65
if i eA and ai = 2 if i4 A, a bijection between P(v) and K is re-

alised; K is therefore not denumerable.
a1/n(n+l),
SOLUTION: (d): If Bn = 1 - 0 < a < 1, one has
a
meas(K) = lima n,
n
with
1 _ 1
(n n+1
whence meas(K) = a.
SOLUTION: (e): By the preceeding it is seen that in every non-

empty open interval I there exists a nowhere dense compact set
whose measure is imeas(I). The let Al be a nowhere dense compact
set of [0,1] such that meas(A1) = z. In each interval contiguous
to Al let us choose a nowhere dense compact set the measure of
which is half that of this interval, and let us denote by A2 the
union of these compact sets; A2 is of first category (for the
set of intervals contiguous to a compact set is denumerable) and
its measure is 1. Furthermore, K2 = Al U A2 is closed; in fact,
if x is a limit point of K2 and does not belong to Al it belongs
to an interval I contiguous to A and is therefore a limit point
1
of IflA2, which is compact, whence x e A2. On the other hand, it
is clear that [0,1] - K2 is dense in [0,1] - K1, which itself is
dense in [0,1], which proves that K2 is nowhere dense. Quite
generally, An+1 will be constructed by choosing in every interval
contiguous to the compact set K a nowhere dense compact set of
n
66 CHAPTER 1:
measure equal to half the length of this interval, and by taking

the union of these compact sets. As above, it is seen that An+1
is of first category and that Kn+l closed. Further-
= Kn U An+1 is
more,
n 2-i
meas(Kn) _ = 1 - 2-n,
i=1
whence:
meas(An+l) z[1 - (1 - 2-n)] = 2-(n+1)
Finally, Condition (iii) is satisfied by construction. If
A U An
n=1
this set is of first category, for it is the countable union of

sets of first category, and -
W
meas(A) = 1 2-n = 1.
n=1
Its complement is not of first category, by a theor m of Baire,

and its measure is zero.
SOLUTION: (f): Let
E A2n+1' F i A2n'
n
l
If I is an interval of length greater than zero-contained in
[0,1], its intersection with E or F is of measure greater than
zero, since meas(E U F) = 1. Let us assume, for example, that
meas(If1E) > 0. Then ICE contains at least two points x < y.
Let n be such that these two points belong to Al U A2 U U A2n+1'
MEASURABLE SETS 67
They therefore belong to K2n+1, and as this set is compact and

nowhere dense there exists an interval J contained in [x,y] which
is contiguous to it; one then has
meas(If)F) > meas(JflA2n+2) > 0.
Since
meas(I) = meas(IfE) + meas(If)F),
it follows from this.that
meas(Ef)I) < meas(I).
SOLUTION: (g): If E is the set studied in Question (f) above,

then
E= U (E + n)
nea
answers the question. By going back to the proof of Question (f)

again one sees that for E one can take the set
EN N
n
A2n+1'
If
E = U (EINI + N),
ne2Z
then for every interval I of positive length one has:
0 < meas(If1E) < meas(I),
and furthermore,
W m m
2-(2n+1) + 2 2-(2n+1) = 10
meas(E) _
n=0 N=1 n=N 9
68 CHAPTER 1:
SOLUTION: (h): Let f be the characteristic function of the set

E defined above, and let cp be a positive step function such that
rp 4 f almost everywhere. If I is an interval of length greater
than zero on which 9 is equal to a constant, since meas(I - E) > 0
this constant is zero. Thus cp = 0 almost everywhere. From this
it follows in particular that f cannot be the limit almost every-
where of an increasing sequence of step functions.
REMARK: To prove the existence of a nowhere dense compact set of

[0,1], the measure of which is arbitrarily close to unity, one
may also consider the set E = [0,1] - Q. There holds
1 = meas(E) = sup{meas(K):K compact, K C E},
and every compact set contained in E is evidently nowhere dense.
EXERCISE 1.18: Consider a double sequence (fm n) of measurable

complex functions on X = [0,1] such that for all m the sequence
converges almost everywhere towards a function gm and
(fm
that the sequence (gm) converges almost everywhere towards a func-
tion h.
Show that there exist two sequences of strictly increasing in-
tegers (ms) and (ns) such that the sequence (fm converges
n
s' S
almost everywhere to h. Generalise this result to the case where
X =P. (orEP).
wA=vw=w0=0AV =MA
SOLUTION: First assume that every convergence is uniform on a

set E C X. Then there exists ml < m2 < and n1 < n2 < and
such that on E there holds
h - g
ms
<1s - fmsons
gmS
Thus
MEASURABLE SETS 69
Ih- fm
,n I < on E,
s s s
which proves that fm n - h on E.
' s
We are going to show that for all e > 0 there exists such a
set E, which, moreover, is measurable and satisfies meas(X - E)
< S. In fact, by Egoroff's Theorem there exist measurable sets
EO,E12... such that
meas(X - E ) < e2-(m+1) > 0,

m
and, on the other hand, one has
limgm = h uniformly on E.,
Iimfm,n uniformly on En if m > 1.

= gm
On setting
E=nm
m=O
the desired result is obtained.

Let us now use an argument known as the "diagonal process".
By applying the preceding result to e = 1 one first determines
a measurable set E1 and two strictly increasing mappings T1,-5 1 of
N* into itself, such that meas(X - E1) < 1 and
f91(n),O1(n) ' h on E1.
Now applying the same result to e = Z and the double sequence

f (m) 0 (n) one obtains a measurable set E2 and two strictly in-
1
creasing mappings 92102 of 1V* into itself such that meas(X - E2)
< I and
70 CHAPTER 1:
h on E2.
f1Plo(P 2(n),91082(n) -
Proceeding thus repeatedly, one obtains finally a sequence (Er)

of measurable sets and two sequences (pr) and (0r) of strictly
increasing mappings of]N* into itself, such that meas(X - E ) <
r
1/r and
fY10...oq) r(n),O1o...o8r(n) -> h on Er.
Let us then set
E = U r,
r
mS = 910...op (a), ns = 010...o0s(a).

S
The set E is measurable and meas(X - E) = 0. Furthermore, for

every r 3 1 the sequence (fm )s-r is a subsequence of the se--
s,n
s
quence From this it follows
that
-> h on E.
fm in
s s
It will be noted that in order to use Egoroff's Theorem it suf-

fices to assume that X C 1R and meas(X) < -. By writing ]R as
the union of a sequence of such sets, a new application of the

diagonal process allows this result to be generalised to the case
where X = ]R .
EXERCISE 1.19: A mapping t -- F(t) ofIR into the set FP of closed

sets of]R is called a MEASURABLE MAPPING if for every compact
set K of ]R the set {t:F(t)f1K 4 01 is measurable.
MEASURABLE SETS 71
(a): Show that {t:F(t) = O} is measurable.
(b): Show that t -; F(t) is measurable if and only if

{t:F(t)f1 B * 0} is measurable for every open ball B of ]RP, or
again if t - F(t)1K is measurable for every compact set K of ]R .
(c): Show that if t - F1(t) and t - F2(t) are measurable

mappings of]R into the closed sets of)R and]Rq respectively,
then t - F1(t)x F2(t) is measurable.
(d): Show that if t - K(t) is a measurable mapping of ]R into

the compact sets of ]R , and if f is a continuous mapping of IlRP in-
to 3R q, then t - f(K(t)) is measurable.
(e): Show that if t -> Fn(t) are measurable, then
t - n Fn(t)
n
is also measurable.
(f): Show that t - F(t) and t - K(t) are measurable mappings

of Et into the sets of ]R which are respectively closed and compact,
then t -; F(t) + K(t) is measurable.
1V = VV =Ova=V V =AVA
SOLUTION: (a): Let Bn be the closed ball with center 0 and radius
n. We have:
Co
{t:F(t) = O} =]R - U {t:F(t)f1Bn * 0}.

n=1
SOLUTION: (b): If t -; F(t) is measurable and if V is an open set

of]RP, there exists a sequence of compact sets Kn of which V is
the union, and:
72 CHAPTER 1:
{t:F(t) n V 4 0) = U {t:F(t) n n # 0}.

n=1
If now {t:F(t)n B 4 0} is measurable for every open ball B, as

every open set V is the countable union of such balls, the set
{t:F(t)n V 4 0) is measurable. If K is compact, let us consider
the open sets Vn = {x:d(x,X) < 1/n} where d(x,K) denotes the dis-
tance from x to K for a norm on]R . One has:
{t:F(t)f1K 4 0) = U {t:F(t)f1Vn 4 o}.

n=1
In fact it is clear that the first set is contained in the second;

moreover, if for all n there exists xn a F(t) n Vn one can find a
subsequence x such that x -> X. It is clear that x e K (as
n . n .
d(x,K) = linrl(x K) = 0), and that x e F(t) also, for F(t) is

Z 1
closed.
If t -> F(t) is measurable and K is compact, t - F(t)n K is
evidently measurable (this is true, moreover, if K is closed).
If t + F(t)n K is now measurable for every compact set K, by con-
sidering afresh the balls Bn (cf., Question (a) above), we have
{t:F(t) n K # 0} = U {t:(F(t)f1K)n Bn # 0},

n=1
which proves that t - F(t) is measurable.
SOLUTION: (c): Note that we have not specified the norm on ]R P.

If we choose the norm II(xl,...,x )II = Maxlxil, every open ball
P
of ]Rp is of the form B1 xB2, where B1 and B2 are open balls of
]R and itq respectively. Then:
{t:(F1(t)xF2(t))n(B1xB2) 4 0} = n {t:Fi(t)nB. 4 O}.

i=1,2
MEASURABLE SETS 73
SOLUTION: (d): For every open set V of Rp we have:
{t:f(K(t))nv # f } = {t:K(t)nf 1(V) # 0}.
SOLUTION: (e): Consider first the case of two measurable mappings

t - F1(t) and t - F2(t). Let us denote the 'diagonal' of RpxRq
by A. For every compact set K of Rp,
{t:F1(t)nF2(t)nK = 0} = {t:(F1(t) x (F2(t)nK))nt + f}.

By what has gone before, t + F1(t)x (F2(t)n K) is measurable, and
on the other hand 0 is a countable union of compact sets. This shows
that t -} F1(t)n F2(t) is measurable. By recurrence one obtains
the result for a finite intersection. In the general case one
writes
n
{t: ( n F (t))nK + y} = n {t:(n Fr(t))nK + 0},
n=1 n=1 r=1
an equality that results because the decreasing compact sets
n
n (Fr (t)nK)
r=1
have a non-empty intersection-if and only if each of them is non-

empty.
SOLUTION: (f): It is known (see a course on Topology) that

F(t) + K(t) is closed if F(t) is closed and K(t) is compact.
Moreover, if u denotes the mapping (x,y) -; x + y of Rp x Rq into
Rp, we have
u(F(t)x K(t)) = F(t) + K(t)
By the preceding, t -r F(t) x K(t) is measurable, and it is seen,

as in Question (d) above, that u(F(t)x K(t)) is also.
74 CHAPTER 1:
EXERCISE 1.20: Let Fp be the set of closed sets of R , KP the
set of non-empty compact sets of i2P, x -> l ix1 1

a norm on ]R , and
for every non-empty set F of Fp d(F) = Min{ IjxII:x a F}.
(a): For F E Fp write:
{x:x eF, jjxjj = d(F)} if F # 0,

cp0(F) _
{0} if F = 0.
Show that t u cp0(F(t)) is measurable if t - F(t) is measurable
(for the definition of the measurability of a one-parameter fam-
ily of closed sets see the preceding Exercise).
(b) : Let ei(x) =X. if x = (x1,. .. ,xp) e:IR . For K e K0 set

e.(K) = Min{e.(x):x a K} and
cpi(K) = {x:x a K,ei(x) = ei(K)}.
Show that t - (K(t)) is measurable if t - K(t)E K0 is measur-

P
able.
(c): From this deduce that there exists a mapping 9:F ->iRp
P
such that:
(i) : ip(F) e F if F e Fp and F $ 0;

(ii): t - q(F(t)) is measurable if t y F(t) is.
(d): Let f:jRp +R be continuous. Show that there exists

a 2Rq x F -> PP such that :
P
(i) : If F e F and x e f(F), then a(x,F) e F and f(a(x,F)) = x;

P
(ii): If t H x(t)e]i , t i+ F(t)e Fp are measurable, then
t * a(x(t),F(t)) is.
(e): Assume that the mapping t f* Fi(t)e FP (i = 1,2) and

MEASURABLE SETS 75
t -> x(t) eF1(t) + F2(t) are measurable.

Show that there exist t -> xi(t)e Fi(t) that are measurable and
such that x(t) = x1(t) + x2(t) for all t.
A0A = V AV = A0A = 0A0 = A0A
SOLUTION: (a): Let K be a non-empty compact set of ItP. The set
{t:g0(F(t))nK # 0}
is equal to
{t:F(t)f1K # 0,d(F(t)) = d(F(t)f1K)} (*)
when 0 4K, otherwise it would be necessary to add {t:F(t) = O}.

The latter set is measurable (cf., Exercise 1.19(a)). Since the
set {t:F(t)n K + 0} is measurable by definition, and as K
is measurable it suffices to prove that t -} d(F(t)) is measurable
on its defining set. Now, for all a 3 0
{t:d(P(t)) < a) = {t:F(t)n Ba # 0},
where B denotes the closed ball with centre 0 and radius a.

a
SOLUTION: (b): Similarly, on the measurable set {t:K(t)n K # 0}

one has:
{t:ei(K(t))n K # 0} = {t:ei(K(t)) = ei(K(t)f1K)},
and one sees, as above, that t - e .(K(t)) is measurable (by not-

e
ing that {t:K(t)n F # y} is measurable for F closed).
SOLUTION: (c): For every F e F the set (cp 1op0)(F) is re-

P P
duced to a point p(F). It is clear that F -> q(F) has all the re-
quired properties.
76 CHAPTER 1:
SOLUTION: (d): Let us, for x ERq and F e Fp, write:
a(x,F) = p(f 1(x)t F).
It is clear that Condition (i) is satisfied. To prove that (ii)

is also satisfied it suffices to show that t -> f 1(x(t))r)F(t) is
measurable. Now, for every compact set K of Rp
{t:f 1(x(t))r)K 4 O} = {t:x(t)e f(K)},
and f(K) is compact.
SOLUTION: (e) : Let f 2R x]R -> Rp be defined by (x,y) -> x + y,

and let a be defined as above. Let us set
a(x(t),F1(t)x F2(t)) = (x1(t),x2(t)).
Then x1(t) and x2(t) satisfy the properties required.
EXERCISE 1.21: In this Exercise it is proposed, by consideration

of the Axiom of Choice, to prove the existence of non-measurable
sets of R. The Axiom of Choice appears in the following form:
Given a non-empty family (B ) of mutually disjoint non-empty sets
i
of ]R there exists a set E of 3R which contains one and only one
point of each Bi.
(a): Show that there exists a set E C [0,1] such that for
every x eR there exists an unique y e E such that x - y is rational.
(b): Let S be the union of the sets E + r, where r runs over

the set of rational numbers lying between -1 and 1.
Show that
[0,1] C S C [-1,2],
and that if r,s are two distinct rational numbers, then E + r and
MEASURABLE SETS 77
E + s are disjoint.
(c): Deduce from this that E is not measurable.
ovo = vov = ovo = vov = ovo
SOLUTION: (a): Let Q be the set of rational numbers, and if x,y

are real numbers let us express that x - y eQ by writing x ti y.
This defines an equivalence relation on]R which all the equival-
ence classes intersect [0,1]. The existence of E follows from
this and the axiom of choice.
SOLUTION: (b): It is clear that
E + r C [0,1] + [-1,1] = [-1,2],
and therefore S C [-1,2]. On the other hand, if 0 _< x s 1 there

exists y e E and re Q such that x = y + r. One has Iri = Ix - yJ
1 which proves that [0,1] C S. Lastly, if r # s one has (E + r)
fl (E + s) _ 0, otherwise there would exist z eIIZ and y1 a E, Y2 e E
such that
z =y1+r=y2+s,
and consequently y1 4 y2, which contradicts z being equivalent to
a single element of E.
SOLUTION: (c): If E were measurable S would also be measurable,

and
meas(S) = I meas(E + r).

reQfl [-1,1]
Now, all the numbers meas(E + r) are equal to meas(E), so that

meas(S) = 0 if meas(E) = 0, and meas(S) = - if meas(E) > 0. This
is absurd, because by virtue of the inclusions proved in (b) one
would have to have 1 4 meas(S) 4 3.
CHAPTER 2
v-Algebras and Positive Measures
EXERCISE 2.22: Let (X,C) be a measurable space, (xi) a sequence

of points of X, and (mi) a sequence of real numbers mi > 0. For
every set E e C set:
V(E) = I m..
x.eE
i
(a): Show that u is a measure on C.
(b): Show that if {xi}e C for all i then one has C,1 = P(X),
and conversely.
AVA = VAV = AVA = VAV = AVA
SOLUTION: (a): It is clear that u(O) = 0 (as usual, the conven-

tion is adopted that E m = 0). Let (E ) be asequence of mutu-
i n
ieo
ally disjoint sets of C, and let E be their union. For every in-
teger N one evidently has:
N
11 (E1U...UEN) = 1 ir(En) (E),
n=1
79
80 CHAPTER 2: a-ALGEBRAS
whence
E u(En) u(E).
n=1
Moreover, for every finite set A of 1N one has
E m = G I m. 4 1 u(En
X eE 1 n=1 x.eE 1 n=1
i i n
ieA ieA
whence
M
u(E) = sup X m. < G U(E ) .< u(E).
n
A x ieE 1 n=1
ieA
SOLUTION: (b): A set E C X is measurable if and only if there

exist A,B e C such that A C E C B and xi $ B -A for all i. If for
an index i one has {xi} $ C then {x.} is not u-measurable, because
A can only be the empty set and so B D {xi} implies that xi e B -A
= B. On the other hand, if {xi} e C for all i and if E is an ar-
bitrary set of X, let
A = {xi:xi a E}, C = {xi:xi * E}.
Then A and B = X - C belong to C, A C E C B and {xi} $ B - A for

all i. From this it follows that E is u-measurable.
EXERCISE 2.23: Let a be the set of positive, nul or negative

integers.
(a): Show that the set of subsets.A of a such that for

every integer n 3 1 one has 2n e A if and only if 2n + 1e A is
a a-algebra.
AND POSITIVE MEASURES 81
(b): Show that the mapping f of a into itself defined by

f(n) = n + 2 is a measurable bijection, but that f_1 is not meas-
urable.
AVA = DAD = AVA = VAV = ADA
SOLUTION: (a): It is clear that 0 possesses the property, and

that the property is preserved under complementation. If the Ai
have the property for i = 1,2,..., it is impossible that for an
n > 1 one of the two integers 2n,2n + 1 belongs to one of the A.
and that the other belongs to none of them. This shows that the
union of the Ails also possesses the property.
SOLUTION: (b): It is clear that f is a bijection. Furthermore,

if A has the property and if n 3 1 one has 2n e fl(A) if and only
if 2(n + 1)e A, hence if and only if 2(n + 1) + 1 e A, that is to
say, if and only if 2n + 1 e f 1(A). This proves that f is meas-
urable. Finally note that A = {0} has the property, but that
f(A) = {2} does not, since 2e f(A) and 3 * f(A), so f_1 is not
measurable.
EXERCISE 2.24: Let C be a family of subsets of a set X. If
M C X, set:
CM = (Mf)E;E a C}.
(a): Show that if C is a a-algebra on X, CM is a a-algebra

on M (CM is called the a-algebra INDUCED on M by C).
(b): If Me C give a simple characterisation of CM.
(c): If C is generated by a family A of subsets of X, show

that CM is generated by AM.
(d): Deduce from part (c) that if M is a subset of a topo-

logical space X, the Borel a-algebra associated with the topology

induced by X on M is equal to the a-algebra induced on M by the
Borel a-algebra of X. Consider in particular the case where M is
a Borel set.
AVA = VAV = AVA = VtV = tVt
SOLUTION: (a): 0 = MflO, and:
M - (MnE) = Mfl (X - E), (*)
U (MnEn) = Mfl(U En),

n n
which shows that CM is a a-algebra on M.
SOLUTION: (b) : If M e C, then
CM = {E:E e C and E C M}.
SOLUTION: (c): Since AM C CM, C(AM) C CM. Let C be the set of

0
subsets E C X such that MflEe C(AM). Evidently one has 0 e Coy
and equalities (*) and (**) show that C0 is a a-algebra on X.
Since A C CO, one has C C CO, which proves that CM C C(AM).
SOLUTION: (d): This follows from TM being the topology induced

on M by the topology T of X.
If M is a Borel set, the Borel sets of M can be interpreted
either as the Borel sets of X contained in M or as the Borel sets
of the topological subspace M of X.
EXERCISE 2.25: Let C be a a-algebra on X and let p be a prob-

ability on C. Let M C X be such that E e C and E D M implies
p(E) = 1.
Show that a probability 11 is defined on CM by setting
M
PM(MnE) = u(E)
for all E e C (the induced a-algebra CM was defined in the preced-

ing Exercise).
SOLUTION: Let us first prove that if E e C, F e C, and Mr) E = Mf1 F,

then u(E) = u(F). Now, in this case one has
(X - E) U (EnF) > M,
(X - F)U(EfF) > M,
whence
1-u(E)+u(EnF)=1,
1 - u(F) + u(E n F) = 1,
and consequently u(E) = u(F). The mapping of CM into [0,1] is

uM
thus defined unambiguously. It is clear that:
PM(0) = uM(Mflf6) = i(f) = 0,
um(M) = PM(Mf1X) = u(X) = 1.
Moreover, if E e C, F e C, and
(MUE) fl (MUF) = Mn(EUF) _ 0,
one has:
u(EnF) = 0,
whence
uM{(MnE)U(MnF)} = uM{Mn(EUF)} = U(EUF) _ (Contd)

(Contd) = p(E) + p(F)
= 1M(MfE) + uM(Mf)F).
Hence is additive. It remains to prove that it is continuous.

uM
To do this let us consider a sequence (En) of elements of C such
that
Mfl En C Mf1En+1
Let us set Fn = El U UEn, so that
M(lEn = MnFn, Fn Fn+1'
If F is the union of the F 's, then F e C and

n
Iimll (MfFn) = 1imu(Fn) = u(F) = uM(MnF)
= M(U (MnFn)).
n
EXERCISE 2.26: Let X be a non-empty set. Show that the a-alge-

bra generated by the sets {x}, x e X consists of the sets E C X
such that E or X - E is countable. Prove that a positive measure
is defined on this a-algebra by setting p(E) = 0 or 1 according
as E is countable or not.
AVA = VtV = 1Vt = VAT = AVA
SOLUTION: It is clear that the a-algebra generated by the {x},

x e X contains all the sets indicated. It remains to prove that
these sets form a a-algebra. The family of them is closed under
complementation and contains the empty set. If (En) is a sequence
of such sets their union is countable if all of them are; if the
complement of one of them is countable the complement of their

union will be, a fortiori. This proves the first part of the
Exercise.
Let us now note that if the En are mutually disjoint there
can be at most one of them that is not countable. The countable
additivity of it follows from this.
EXERCISE 2.27: Let N be the set of natural number, P(N) the a-

algebra of all subsets of N. For every natural number n denote
by nN the set of multiples of n.
Show that there cannot exist a probability p on P(ri) such that
for every integer n , 1 there holds:
u(nO = n1 .
d0A 0L0 AVA V AV LVL
SOLUTION: Since {0} C n N for all n , 1 one would have 1j({0})4 1/n,
and consequently p({0}) = 0. Furthermore, since 0 is the unique
integer that is divisible by an infinite number of prime numbers,
one would have:
{o} {piNJ
r=1 i=r
where (pi) denotes the sequence of prime numbers. From this it

would result that
0 = limp{ U pi3N (*)

r i=r 1
By virtue of an elementary property of arithmetic one has:
pi w n ... npi 3N = pi ...pi N < ia)

1 a 1 a
Therefore one would have
1
u(p. Nn ... np. i) = pi , ..pi
11 la
1 a
If 1 r 4 s Poincare's Formula (cf., Exercise 1.1) would give
s l
u(U pi1VJ p1a
i=r )) r4i1<...<1 8 pil
-
s 1
=1- ir (i -
Now, it is known (see the end of this solution) that
s
lim 1 1 = 0,
s i=1 pi
and therefore that for r >, 1
s
lim IT 1 - l = 0.
s- i=r pi
Therefore for all r > 1 one would have
ll (( ll
i1VJ = o[ piJ = 1,
ti-r s->- i=r
which would contradict (*).

Now for the proof of (**). Let As be the set of non-zero in-
tegers that do not have prime factors greater than ps. Then:
s
iT 1
1
=IT{E k,
i=1 1 - i=1 n=0 pi keAs
Pi
whence:
s
1im 1 1 = lim I _ I k= .
s i=1 1 - pi
s- keA S k=1
EXERCISE 2.28: Show that there does not exist a a-algebra having
a countably infinite number of elements.
AVA = VOV = AV1 = VAV = AVA
SOLUTION: Let X be a set and let C be a countable family of sets

of X which is a a-algebra on X. For all x e X the set of the E e C
such that x e E is countable; therefore the intersection Ex of
these sets belongs to C, and this is the smallest set of C that
contains x. Since for all E e C the point x c (Ex - E) or x e ExflE
one has either Ex - E = E{ or ExflE = Ex, that is to say ExflE = O
or Ex C E. In particular, for two arbitrary points x,y e X one
has ExflEy = 0 or Ex = Ey.
Let I be a countable set such that
{Ex}xeX - {EiIieI'
with E. # E . if i + j. For every subset A C I,

7
EA = U B. e C,
ieA
and EA $ EB if A # B. It is clear that A ' EA is a bijection of

P(I) onto C. Then if I is finite C is finite, and if I is infin-
ite C is not countable.
CHAPTER 3
The Fundamental Theorems
EXERCISE 3.29: Calculate
(1
xnlogxdx
0
for every integer n 3 0, and deduce from it the value of
1
x dx,
10
1
given that
1
12
1 6
n=1 n2
Av4 s vov ° AVA - vov - VA
SOLUTION: By setting x = e-t one has:
Jixnlogxdx = - J-te-(nt1)tdt = (Contd)

0 0
89
90 CHAPTER 2: THE
(Contd) _- 1
2J te-tdt = - 1 2
(n + 1) 0 (n + 1)
Moreover, if 0 < x < 1,
OD
logx I - xnlogx.
1-x _
n=0
As the functions x + -xnlogx are positive, one can integrate term

by term, which gives
l logx dx = C - 1 = - n2
J O 1 x 1)2 6
n==O (n +
EXERCISE 3.30: (a): Let a > 0. For what values of s em is the

function x + xse-ax integrable on gt+? Also calculate the value
of its integral with the aid of the r function.
(b): Show that for Re(s) > 1,
-s x-1
s
n =rs x dx.
n=1 J 0e -1
ADA = VAO = ADA = DAD = AVA
SOLUTION: (a): Since
Ix se-axl = xRe(s)e-ax
it is clear that this function is integrable only when Re(s) > - 1,

and that then:
rxse-axdx a-(s+1)( xse-xdx = a-(s+l)r(s

+ 1).
=
0 0
FUNDAMENTAL THEOREMS 91
SOLUTION: (b): For x > 0
xs-1 xs-1
= e -x e-x = L xs-1e -nx (*)

ex - 1 1 - n=1
Since
C I xRe(s)-le-nxdx
n=1 J0 n=1 0
n-Re(s) < w
F(Re(s)) 00
E
n=1
if Re(s) > 1, equation (*) can be integrated term by term, giving
r- x s-1 ds = C r xs-le-nxdx = r(s) I n-s.

0 es - 1 n=1 0 n=1
EXERCISE 3.31: For every integer n 3 0 calculate:
2
and from this deduce that for all z e c the function t e-t coszt
is integrable on [0,Co], and calculate its integral.
AVA V AV AVA 000 X04
SOLUTION: By making the change of variable t - ti one has:
t2ne-t2dt
= otn-e-tdt = r(n + ) _ (Contd)
0
J'o Jo
92 CHAPTER 3: THE
(Contd) = z(n - '-z)

... ''r(Z)
1.3. (2n - 1) - (2n)! /Tr

2n+1 22n+1n
since r(z) = u. Therefore
2 2n 2
t2ne-t ,
e t coszt = (-1)n (2n !
n=0
and
2n 2 Cw I 12n
t2ne-t
G J (-1)n dt = n G 2n+1
(2n)!
n-0 0 n=O 2 n!
Thus,
T 2 2n °°
!t2ne-t
2
e-t cosztdt n (2n dt
n=O 0
2 n
(z l
n4 '
= 2 E (-1)n
n0
-z2/4
e
2
EXERCISE 3.32: Establish the relation:
snax a
dx
J Oex-1 n=1n+a 2 2
AVA = OAV = AVA = V1V = t1V4

SOLUTION: If x > 0,
Co
s in= e I's inax .
= E (*)
ex - 1 n=1
Furthermore, by using the inequality Isinul < lul, one has for
n 1
rix
J le nxsinaxldx < aJ xe- dx = a
0 0 n2
so that:
J0ie-nx sinaxldx <

n=1
Equation (*) can therefore be integrated term by term, which gives

the stated result, since
a
Joe-nxsinaxdx =
0 0 n2 + a 2
EXERCISE 3.33: Find a method of calculating the series
c (-1) n+1
n
n=1
by the integration of a series of integrable functions.
A VA - VAV = tVO = VAV = tVo
SOLUTION: Evidently there is a large number of possible methods.

But it is first necessary to reduce it to the calculation of an
absolutely convergent series. One can proceed as follows:
94 CHAPTER 3: THE
n+1 W 1 1 °C° 1
( -1)
nl n n 0 [T -+1 2n+ 2, =n 0 2n+1 2n+2
Furthermore, for 0 4 x < 1
1 1+x x2n+1
21og1-x
and consequently
1 +x dx = c 1
21J1l0
0 gl-x n=0 2n+1)(2n 7-2
Now, the integral is equal to
[(1 + x)log(1 + x) + (1 - x)log(1 - x)]X_ = 21og2,
so we have proved that:
n+1
(-1) = log2.
n
n=1
REMARK: Recall that the most natural method is to apply Abel's

Theorem to the series development of log(1 t x).
EXERCISE 3.34: Show that if a 3 0 then
s i n a x
dx = (1 - e-a).
f 0x(x + 1) 2
(Consider the function of a defined by the left hand side).
AVA = VAV = 40A = VAV = OVA

SOLUTION: Let cp(a) be this left hand side. Since
cosax I 1
x2 +1 x +1
the function (p is continuously differentiable on Ft and
(p, (a) _ W cosax

x2
dx.
fo +1
Furthermore, if a > a0 > 0, then for A > 1:
xsinax 2
JAx2+1 Aa0
1)-1
(by the second mean-value formula, since x(x2 + is decreas-
ing for x z 1). This proves the uniform convergence of the im-
proper integral
xsinax
dx
1 0x2+1
on [a0,=[. Consequently 9 is twice continuously differentiable
for a > 0, and
f0mxsinax
fW xsinax rW sinax dx +
dx dx
Ox2+1 0
x (x2+1)
On [0,oo[ rp is therefore a solution of the system
9(0) = 0, 9'(0) = 2
96 CHAPTER 3: THE
(Indeed, as 9 coincides on ]0,-[ with a solution of gyp" - cp = -n/2

and as, furthermore, it is continuous on [0,co[, it satisfies this
differential equation on [0,oo[). From this it follows that
(1-e-a).
cp(a)=2
EXERCISE 3.35: For every integer n 3 1 and all real x, let
2e-2nx
fn(x) = e- T'x -
Show that the series with the general term fn(x) is convergent
for all x > 0, and calculate its sum f(x). Next, show that each
fn, as well as f, is integrable on (0,co), and compare
ff(x)dx and
J:ffl(X)d.X.
n1
A0A = V AV = AVA - VAV = A00
SOLUTION: For x > 0 one has:
-x -2x
f (x)= e
-2 e
L
n=1 n 1 - e -x 1- e-2x
1 _ 2
ex-1 e2x-1
1
ex + 1
On the other hand,

10fn(x)dx = - 2 2n = 0,
n
so that:
0.
n=1 JJ 0
However,
Jm x
dx ex
= [log = log2.
Oex +1 e
x
+1x=0
J
Hence one must have:
00,
n=1 0
which is immediately verified by observing that
Jm 1
olfn(x)Idx=nJol1-2uldu=n
EXERCISE 3.36: (a): Let (fn)nal be the sequence of functions de-

fined on ]R by
n x
2
if 04x4n
fn(x) =
- n21x - if n s< x s n,
n
0 ifx>' 2n '
Calculate the four numbers:
A = lim infJJJfn , A' = Ilim inff ,

n n JJJ
n
98 CHAPTER 1: THE
B = lnm supJfn, B' = Juim supfn.
(b): The same question for the sequence (gn)n>0 defined by:
gn = 810,4] if n is even, gn = IL11 otherwise.

1]
(c): If (hn) is a sequence of positive measurable functions,

what can be said of the four numbers A,A',B,B', and more partic-
ularly about B and B'? Is the Fatou Lemma true for sequences of
real measurable functions with arbitrary sign?
AV = 000 = 00A = VAV = 00A
SOLUTION: (a): For all n one has
Jfn = 1,
so that A = B = 1. On the other hand,
lim inffn = lnm supfn = 0,
and A' = B' = 0. In particular, A' < A and B' < B.
SOLUTION: (b): In this case Jgn is alternately equal to I and 4,

so that A = a, B = 4. Furthermore,
lim infgn = 0 and lim supfn

= Il[0,1]'
whence A' = 0, B' = 1. Thus A' < A < B < B'.
SOLUTION: (c): There always holds:
A' < A < B and A' < B'.
(The inequality A' 4 A is Fatou's Lemma, the two others are clear)
The two preceding examples prove that in general nothing can be

said about the relative values of B and B'.
However, one can extend Fatou's Lemma in the following way:
let us assume that the fn's are real and measurable, and that
there exists a measurable real function g such that:
9- 4f n for all n,
jg_ < .
One then has A' s A. In fact 0 .< fn - g, and
- °° < Jg < Jfn'
therefore we can suppose that ig < W, and in this case
J (fn - g) = Jfn - jg'
The classical Fatou Lemma shows that
Ilim inf(fn - g) = Ilnm inffn - Jg

n
.< lim inf Jfn - 1g,

n
whence the result. (Recall that if Jg- < - one sets
Jg_
Jg = -
which is an element of and that
g < h, fg-
< - imply Jh_ < - and Jg < Jh).
Similarly one shows that if:

100 CHAPTER 3: THE
fn < g for all n,
jg+ < W,
then
lnm supJfn fuim supfn.
(Consider the functions g - fn and recall that
lnm sup( - fn) lnm inffn.
Here one again sets
Jg = Jg+ - Jg_ if Jg+ < W,
and
g < h, jh < M imply Jg+ < - and Jg 'C Jh).

+
EXERCISE 3.37: (a): Show that if f is integrable on , and if

K is a compact set of this space, then
lim lf(x)ldx = 0.
zI I- J K+z
(b): Show that if f is uniformly continuous on]Rm, and that

if there exists p > 0 such that IfIp is integrable, then
lim f(x) = 0.
IIxII-)W
ovo = VAV = ovo - vov = ovo

SOLUTION: (a):
liml If(x)Idx = 0,
r-*
since
0 and
fr Ifrl IfI
(Lebesgue's Theorem). If S = sup{IIyII:y a K} ,
J If(x)Idx < J If(x)Idx,

x+z IIxIIIIxII-a
whence the result.
SOLUTION: (b) : + 0 as IIx II

Assume that There there exist
e > 0 and a sequence xn such that
If(xn)I >. e
As the function f is uniformly continuous there exists a closed

ball B, with centre 0 and radius greater than zero, such that
s
If(y) - f(x)I < if y e B + x.
2
In particular, IfI > e/2 on the balls B + xn, and consequently
P
J IfIP > (2) meas(B) > 0,
B+x l
n
which contradicts the first part of the Exercise.
EXERCISE 3.38: Let G be a continuous function on 3R such that

G(0) = 0 and G(x) > 0 if x # 0.
Show that if f is an uniformly continuous bounded real func-
tion on 3t and
102 CHAPTER 3: THE
j mG(f(x))dx < -,
then
1im f(x) = 0.
IIxlIH
A0, = V AV = tot = VMv = LVA
SOLUTION: If f(x)-J 0 as x there would exist c > 0 and a

sequence xn such that
IlxnII - -, If(xn)I z E.
As the function f is uniformly continuous there exists a closed

ball B, with centre 0 and radius greater than zero, such that
I f(y) - f(x) I< 2 if y e B + x.

In particular, if M is the upper bound of IfI on e, one would
have
24IfISM
on the balls B + xn. By virtue of the assumptions made about G,
one has
inffG(u): juI < M) = u > 0,

2
so that
JG(f(x))dx 3 umeas(B),
B+x
n
which would contradict that G(f) is integrable (cf.,the preceding

Exercise).
EXERCISE 3.39: (a): Let f be an integrable function on ]R .
Show that
meas(IfI > a) = o11) as a --* W.
(b): Show that if f is measurable (and almost everywhere

finite) on F? then it is integrable if and only if
2nmeas(2n-1
X < IfI i 2n)
100 = VAV = MMA = VAV = MMA
SOLUTION: (a): This results from
I f(x)Idx = 0,
a-J
lim lfl >a
and the inequality
ameas(IfI > a) E J If(x)Idx.

Ifl >a
SOLUTION: (b): Let us set
An =
(2n-1
< Ifl 6 2n), B = (f = 0), C=(IfI
These sets are mutually disjoint, with union ]R , and C has meas-
ure zero. Then
J IfI = T J" If
R n=-W A
n
whence
104 CHAPTER 3: THE
(
+m
2 2nmeas(An) 1 1A s I 2nmeas(An),
n=-m IR n=-m.
which proves that the condition is necessary and sufficient.
EXERCISE 3.40: Let f be an integrable positive real function on

Pp.
Show that there exist measurable sets An C Rp (n ea) with fin-
ite measure such that
f(x) _ 2')LA (x)

n=- n
for all x e]R .
AVA = DAD = AV4 = 4AV = DAD
SOLUTION: Observe that if for all t elR+ and n e2z one sets:
an(t) = IL[z,11(2-(n+1)t - [2-
where [x] denotes the integral part of x, then
t 2nan(t).
n=-
(Note that an(t) = 0 whenever 2n > t; the an(t) are simply the
digits of the binary expansion of t). In particular,
f(x) _ 2nan(f(x)).
n=-m
If one sets A = {x:x ep and a (f(x)) = 1), then A

n is meas-
urable, and
f(x) = .1 2)LA (x).

n= n
Also,
2nmeas(An) < fRpf(x)dx,
so A has finite measure.

n
EXERCISE 3.41: Let X be a measurable set of SRp such that meas(X)

= 1.
Show that if f is integrable on X then
f(x)dx = 0
JX
if and only if
JIi + zf(x)Idx 1
for every complex number z.
AVA = DAD = AVA = V AV = AVA
SOLUTION: The condition is necessary, because
+zf(x)ldx + zf(x))dx= Ii + zl fdxI = 1.

Jxl
X X
Let usnow show that it is sufficient. The inequality can be

written in the form:
11 + peiof(x)I - 1
dx 3 0,
J X p
106 CHAPTER 3: THE
where p > 0, 8 eat. An easy calculation shows that:
11 + pzI - 1 _ 2Re(z) + pIzI2

p 1+pz + 1
if p > 0, z e0, so that
11 + peI f(x)I - 1 = Re(eiof(x)).

lim
p-)-0 p
Moreover,
11+ p egs f(x) I- 1 I0 X p
>. 0,
and this holds for all e em. By choosing 0 so that
el$Jxf(x)dx = - Jf(x)dxl
X
one obtains
f f(x)dx = 0.
JX
EXERCISE 3.42: Let f be an integrable function on at and let a'>0.

Show that for almost all x eat the series
+W
n=- f[.+nI
(*)
is absolutely convergent, and that its sum F(x) is periodic with

period a and is integrable on (O,a).
tVA = VOV = AVA = VAT - OVA
SOLUTION: Setting u = + n on obtains

a
+ n] =a
JI
I
I J:If l dx
n=-w C'fxI =a .f (x) I dx
so that the series in (*) converges absolutely at almost all points

of (O,a). As this series does not change when x is replaced by
x + a, it follows from this that it is absolutely convergent at
almost all points of ]R, and that its sum coincides with a function
F of period a (setting, for example, F(x) = 0 at the points x where
the series is not absolutely convergent) that is integrable on
(0,a).
Since one can integrate term by term, one obtains by proceed-
ing as above:
fa
i F(x)dx = J(x)dx.
0
EXERCISE 3.43: Let f be an integrable function on Ir, and let a > 0.

Show that for almost all x e 1R:
limn af(nx) = 0.
n-*-
108 CHAPTER 3: THE
DOA - VAV = X00 = VAV = 400
SOLUTION:
r( t
(x)Idx,
so
in-CL
f(nx) I dx <
n=1 I m
From this it follows that for almost all x eat
I n-ajf(nx)I
<
n=1
and in particular that
n-af(nx) - 0.
EXERCISE 3.44: Let f be a measurable complex function oniR with

period T > 0 and such that:
T
A= I f(x)l dx < m
J 0
(a): Show that for almost all x,
limn-2f(nx) = 0.
n
(b): From this deduce that for almost all x,
limlcosnxll/n = 1.
n
MVA = VAV = AVA = VAV = MVA
SOLUTION: (a): Set
ppn(x) = 2 f(nx).
n
Then:
T 1T 1 nT
Jk(x)dx = 2J If(nx)Idx = 3f
n 0
If(x)Idx
0 n 0
A
= n2
Hence
T
Ipn(x)Idx <
n 0
The series I Pn (x) therefore converges for almost all x, and in

particular
n(x) = n-2f(nx) -> 0
for almost all x.
SOLUTION: (b): Consider the function:
(log1cosxl)2.
f(x) _
It has period it and is integrable on [0,n], for in the neighbour-

hood of n/2 it is equivalent to (loglx - 271)2. By the preceeding,
lim(n 1loglcosnxl)2 = 0,
n
i.e.,
110 CHAPTER 3: THE
limlcosnxll/n = 1
n
for almost all x.
EXERCISE 3.45: Let (xn)nal be a sequence of points of [0,1]. If
0 < a < b 4 1 and N a 1 is an integer, one denotes by v(N;a,b) the

number of integers n such that 1 4 n 4 N and a S xn < b. The se-
quence (xn)n31 is called an EQUIDISTRIBUTED SEQUENCE if, for any
0s as b5 1,
lim v(N;a,b) = b - a.
N
N-
(a): Show that the following conditions are equivalent:
(1): The sequence (xn)na1 is equidistributed;
(ii): For every continuous function f on [0,1]
1 N
-1
J f(x)dx = 1imN Y f(xn); (*)
0 N-?- n=1
(iii): For every integer p a 1,
-1 N 2nipxn
limN I e = 0.
N- n=1
APPLICATIONS: Investigate whether the sequences
xn = na - [na] (a irrational)
and
x = logn - [logn]
n
are equidistributed (here [a] denotes the integral part of a).

(b): Show that if (xn)n31 is equidistributed and if f is

Riemann integrable, then (*) still holds.
SOLUTION: We shall prove part (b) first of all, which will also
prove the step (i) => (ii) of part (a). We may assume that f is
real. Let us note that if (xn) is equidistributed then (*) holds
for every characteristic function of an interval [a,b], 0 4a 4b4 1.
This formula therefore also holds, by linearity, for every step
function. Now for every e > 0 there exists a step function 9 such
that:
1
f5 cp, J TSe+
J0 J0
f
From this one deduces that:
N 1
-1 N
f (x n )
-1 f,
l im supN E .< l imN I 9_(X )1 S E + J
N n=1 N n=1 n 0
and consequently
N 1
1 im supN t f (Xn ) < J f.
N- n=1 0
Replacing f by -f, this yields:
N 1
lim infN 1 f(x ) > J f,
n
N-- n=1 0
which shows that (*) holds for f.

e2nipx
That (ii) => (iii) is trivial upon setting f(x) = in
N.
Finally, let us show that (iii) => (i). We first show that
112 CHAPTER 3: THE
(iii) => (ii)t. Now, if (iii) holds, then (*) is true for every
trigonometric polynomial. If f is continuous on [0,1], and if
e > 0, there exists such a trigonometric polynomial 9 for which
If - 91 E (the Stone-Weierstrass Theorem). To simplify the
ensuing calculation, set
((1
uN(f) = N-
CN
f(xn) - J f
=1 0
Then
IUN(f)I < IuN(9)I + IuN(f - q))I < IuN((P)I + 2E,
and consequently, since uN(P) -> 0,
lim supluN(f)I .< 2E,

N-
which proves that (ii) is satisfied. Now let 0 < a 0
there exist two continuous functions gE and fE such that
0< f E
. <g E
< 1,
fe(x) = 1 if a + E .< x .b+ E.
Then
(
1 N
limN-X 1 N
infN-X
b - a - 2e < Jf =
n=1
f (x ) < him
e n
(xn
E
N- N-)oo n=1
-1 N -1 N
b - a + 2E Jg = limN X g E(x n) > lim supN
n=1 I
n=1
',(x ).
n
N-° N-
t see Erratum, p. 545.

Letting a -> 0 yields:

N
limN 1 I V+(xn) = limN 1v(N;a,b) = b - a.
N-- ' n=1 N-
APPLICATIONS: If xn = an - [an], and if p 1 is an integer,
N 1 N e2nipxn e21Eipa
= N1 N e2nipan = N le2nipa 1
e2nipa
n=1 n=1 1 -
since because a is irrational, e2nipa $ 1. Hence one clearly has
N 2nipx
1 n
1imN e =0
N n=1
in this case. When xn = logn - [loge] it is necessary to study

the sums:
N 1 N e21iplogn = N1 N n2nip.
n=1 n==1
Now
N n
1 N
2nip
= N 1fNt2nipdt CJn_i t2nipd(t
- n + 1),
= N-1
0 n=1
N
n2nip 2nip N jn
N1 C = N
2n p + 2nipN 1 I (t - n + 1)t2nip-ldt.
1
n=1 n=1 n-1
+
When n a 2
In
t-idt
(t - n + 1)t2nip-ldtl = log[;, n 1, .
fn-1 Jn
n-1
114 CHAPTER 3: THE
From this one deduces that:
N2nip rlogN)
N 1 c n2nip
n=1
=
1+2npol{N +
which shows that in this case the sequence xn is not equidistrib-

uted.
REMARKS: Formula (*) is not satisfied by all the Lebesgue-inte-

grable functions. In fact, if f is the characteristic function
of the set {xn} one has
1
J f(x)dx = 0,
0
but
N
N1 E f(xn) = 1 for all n.
n=1
Let us again note that the characteristic function of a set E

is Riemann integrable if and only if the set of points of discon-
tinuity of this function has measure zero, or, in other words, if
the boundary of E has measure zero. From this one deduces that
if (xn)n>1 is equidistributed and if the boundary of E has meas-
ure zero, then
limN 1v(N;E) = meas(E),

N-
where v(N;E) denotes the number of integers n such that 1 < n < N
and xn a E.
EXERCISE 3.46: Let f be a continuous function on ]R2 such that:,
f(x,y) = f(x + 1,y) = f(x,y + 1)

for any x,y.

Show that for every irrational number
J1 f(x,y)dxdy = lim jf(t,at)dt.

T- 0
0'<x,y<1
AVA = 000 = AVA = VAV = 000
SOLUTION: For p,q a 0 integers, the Formula is verified without

difficulty for the function:
(x) = e2ni(px+gy)
P,q
by observing that p + aq # 0 if p2 + q2 4 0 (for a is irrational).

By linearity the Formula holds for the linear combinations of
functions The Stone-Weierstrass Theorem assures, for every
P,4'
continuous function f with period unity at x and at y, and for
all e > 0, the existence of such a linear combination 9 satisfy-
ing If - 91 a e. Denoting by uT(f) the difference between the
two sides of the Formula to be proved, one has:
IuT(f)I < IuT((P)I + IuT(f - p)I < IUT(a)I + 2e.
As we have just seen that uT(9)-; 0, the Formula is proved.
EXERCISE 3.47: Let g be a measurable function on 3R, bounded, and

of period T > 0.
Show that for every integrable function f, and for every sequence
(an) of real numbers,
(+W T r (+0
11 f(x)g(nx + an)dx = {Jgx)dx] Jf(x)dxJ (* )
0
(AJER'S FORMULA)
AVA = VAV - AVA - VAV - AVA
116 CHAPTER 3: THE
SOLUTION: Assume first that f is the characteristic function of

the interval [a,B]. Then
B 1 nB+a
Jflg(x)dx.
Jf(x)g(na + an)dx = 1 g(nx + an)dx =
a na+a
a
n
In view of the periodicity of g,
gT
rn(B a)1(
nB+ang(x)dx . (x)dx + en
Jna+an
lL T JJ 0
with lenI < MT, where M = supIgI. Consequently,
((+m T
B
f(x)g(nx + an)dx = a1 g(x)dx,
lim T
0
which proves (*) in this case. By linearity the formula holds

for every step function. In the general case, for all e > 0
there exists a step function h such that
E I f - hI < E.
Setting
TI g(x)dx,
0
one has (taking. account of lyl < M)
((+00 +m
II f(x)[g(nx + an) - y]dxl < Jh(x)[g(nx+a)Y]dxI+2Mc ,
and consequently,
tW
lnmssupl l f(x)[g(nx + an) - Y]dxI 4 We,
_W
which proves (*).
REMARK: When g(x) = eix and an = 0 for all n, one obtains the
Riemann-Lebesgue Lemma:
+m
lima
f(x)e1nx
dx = 0
n-. _,
if f is integrable.
EXERCISE 3.48: Let (pn) and (an) be two sequences of real numbers
such that
I Ipncos(nx + an)I <

n
for all the x's of a set A of measure greater than zero.

Show that
L Ipnl <
n
AV1 = VAV = AVO = VAV = LVA
SOLUTION: For every integer n let AN be the set of x's such that
I Ipncos(nx t an)I 4 N.
n
Since A is the union of the increasing sequence of AN's, meas(AN)

- meas(A) > 0. Hence there exists an N such that meas(AN) > 0.
Let E C AN, 0 < meas(E) < Then
(Con td)
r
IpnIJElcos(nx + an)Idx Ipncos(nx + an)I I dx c
118 CHAPTER 3: THE
(Contd) Nmeas(E) <
Furthermore, the function x -> Icosxl has period it and
rn
2
cosx dx =
n
0
so that Fejer's Formula (cf. the preceding exercise) applied to

the characteristic function of E gives
limJ Icos(nx + an)Idx = meas(E) > 0.

n E
it
EIpnI<
n
EXERCISE 3.49: Let n1 < n2 < < nS < be a strictly in-

creasing sequence of positive integers and (0 s)sa1 be a sequence
of real numbers.
(a): Prove that for every measurable set E of [0,2n] and

for every integer p 1
S ° Cos2P(nx
S + S)dx
S = 2-2p1 p)meas(E).
E l
(b): Deduce from this that for almost all x e]R
liSmssuplcos(nsx t 8s)I = 1.
A4A = V AV = A00 = VMv = 10A
SOLUTION: (a): An elementary calculation shows that:

2-2p(eiz + e-'z )2p

cos2pz =
2-2p(p ) + 21-2p krl i 2pk Icos2kz.
Furthermore,
IJEcos2k(nsx + 8s)dxl < IJE cos2kn sxdxI + IJEsin2kn sxdxl,
and the two latter integrals tend towards zero by virtue of the
Riemann-Lebesgue Theorem.
(b): Let 0 < a < 1 and let Ea be the set of x's (0 4 x < 2n)
such that
limsuplcos(nsx + 9S)I ' a.

S
By virtue of Fatou's Lemma and of part (a),
a2pmeas(Ea) a I limsup cos2p(nsx + 6 )dx

E S
a
> limsupfE cos2p(nsx + 0S)dx

S-'°
Note that
(2p)2p+1/2e-2p
22p 2p lI -2p(2p)1 ti 1 2-2p
( P J = 2 r2 -,E p2p+1e-2p
(p!)2
ti
120 CHAPTER 3: THE
Since a2pPVT-> 0 when p it follows from the preceding that

meas(E(1 = 0. The set of x's from [0,2i] such that
limsupjcos(n x + )I 4 1
34w s S
being the union of the E1 (n 3 1), the proposition is proved.

- 1/n
EXERCISE 3.50: Let f be a positive integrable function on an open

set X of ]R such that meas(X) < w.
Show that there exists a function g, lower semi-continuous Qn X,
such that g >. 1/f and J fg < W.
X
401 = 000 = 404 = V1V = 001
SOLUTION: Let us set:
An n) (n = 0,1,2,... ),
fn + 1 < f 4
and
o).
There exist open sets VD and n contained in X such that
2-n
Vn D A_, f(x)dx <
JV
n
Wi J An, f(x)dx < (n t

1)-12-n
JW -A .
n n
The function
0
g= E ILV + (n + 1)ILW
n=0 n n=0 n
is lower semi-continuous and g a 1/f. Furthermore,
JX
°
n=0
J
V
f+
n=0
(n+ 1)fW
-A
f+
n=0
(n1)JA f
n n n n
C n + l
4+ f + n==1
meas(A)
n <
JA
0
for I meas(An) < -, since the An's are mutually disjoint and
meas(X) < -.
REMARK: If meas(X) = m, the result may not hold. Indeed, if X

is the disjoint union of sets Xn such that meas(Xn) = n z and if
1
f= IL
n=1 n Xn
one will have, if g >. 1/f:
J1fg ==n=1
X n=1
n
EXERCISE 3.51: Let (fn) be a 'sequence of measurable functions

on X = [0,1].
Show that the following conditions are equivalent:
(i): There exists a subsequence-(fn ) of the sequence

S
which converges to zero almost everywhere;
(ii): There exists a sequence (tn) of real numbers such

the limsupltnI > 0 and the series E tnfn(x) converges
for almost all x;
(iii): There exists a sequence ItnI of real numbers such

that LltnI and the series I tnfn(x) is absolutely
convergent for almost all x.
122 CHAPTER 3: THE
ova = vav = eve = vev = ave
SOLUTION: (i) => (ii),(iii): Without loss of generality fn -> 0

almost everywhere. By Egoroff's Theorem there exists a sequence
of measurable sets A C A2 C such that meas(X - As) < 1/s and
1
f - 0 uniformly on each of the A . Hence there exists a sequence
n S
of integers n1 < n2 < such that for all n 3 n8 one has Ifnl <
2-s
on A . Let A be the union of the A so that meas(X - A) = 0.
S s
Set to = 0 if n 4 ns for all s, and let to = 1. Then
S
I tnfn(x) = E fn cx),
n s s
2-s
and for all x e A one will have Ifn (x) I < whenever s 3 s0,
s
where s0 is chosen so that x e AS . This proves (ii) and (iii)
hold.
(ii) => (i): If limsuptn > 0 there exists a > 0 and a se-
quence n1 < n2 < such that Itn I > a for all s. If for al-
s
most all x the series E tnfn(x) converges, then in particular
to fn (x) -> 0, and consequently fn (x) -> 0.
s s s
(iii) => (i): Letting g(x) = I Itfn(x)I, by hypothesis one

has g(x) < - almost everywhere. Then if A is the union of the
As = {g < s} one has meas(X - A) = 0. Furthermore,
I Itnl JA IfnI = JA 9 <

n S S
Since X Itnl = -, one thus has:
liminfJA Ifn1 = 0.
n-o
S
It is then possible to determine a sequence n1 < n2 < such

that:
<
2-s
IfJARs I
For every integer a one has:
I fn
S1 fA a s
because As D Aa whenever s 3 a. From this it follows that at al-

most all. points of Aa the series E fn converges, and fn - 0 in
s s
particular. But then fn --> 0 at almost all points of A, hence
s
also at almost all points of X, because meas(X - A) = 0.
EXERCISE 3.52: Let f be an integrable function on X =]R .
(a): Show that for all c > 0 there exists a measurable set
with finite measure such that f is bounded on A and
(b): From this deduce that:
lim Ifl = 0
E
(which means that for all E > 0 there exists S > 0 such that if
E is measurable and meas(E) < d then
Ifl < E.
jE
AVO = VAV = AVA = VAV = AV!

124 CHAPTER 3: THE
SOLUTION: We may assume that f 0 (since only 1A appears in

the statement of the exercise).
SOLUTION: (a): Let:
A0= (f=0), An= II< f<nJ (n31), AW= (f
Since Al C A2 C . and as
F1 (X - An) = A0UA.,
n=1
one has, because meas(A.) = 0 since f is integrable,
ni lX-Anf = 1
A0
f+ JAmf=0.
Hence there exists an integer n0 such that, letting A = A n ,

0
Furthermore, f is bounded on A by n0. Finally A has finite meas-

ure, for
1
meas(A) ' f <
n0 JA
SOLUTION: (b): Let A be as in part (a) with e/2 instead of c.

Set M = sAupf. Then if E is measurable and meas(E) < c/2M, one
has
+Mmeas(E)
JE fl_/ + JEfl/
EXERCISE 3.53: Let (fn) be a sequence of integrable functions on

X = R such that fn - f almost everywhere.
(a): Show that if f is integrable and if
JXn - Ix f,
then for all e > 0 there exists a measurable set A with finite
measure, an integrable function g > 0, and an integer n0, such
that for all n >, n0
X-AfnI< e and I g on A.
(b): Now assume that for all e > 0 there exists a measur-
able set A, an integrable function g > 0, and an integer not such
that for all n >, n0 one has:
JX_A11l < e and IfnI < g on A.
Show that under these conditions f is integrable and that
(c): Show by examples that the conditions of part (a) are

not sufficient, and those of part (b) are not necessary in order
that f be integrable and
fX fn -r fX f .
AVA = VAV = X04 - 040 = 000
SOLUTION: (a): Let e > 0. By part (a) of the preceding exercise

126 CHAPTER 3: THE
there exists a measurable set B with finite measure such that IfI
is bounded on B by a constant M. and
JXBIfI < E.
By Egoroff's Theorem there exists A C B such that meas(B - A) <

e/M and fn -> f uniformly on A. Hence there exists no such that
for n 3 n0
Ifn - fI on A, and - f)I < E.

< meas(A)
IJX(fn
By writing
JX-A
fn=J
B-A f+JX-B f +JX (fn - fJAn -f),
if n n0 one obtains:
< Mmeas(B - A) + E + E + meas(A) < 4E.

JX_Afnl
mess A
Furthermore, if
g = IfI + meas A) on A and g = 0 on X - A,
it is clear that g is integrable and that Ifnl < g on A for n 3 n0.
SOLUTION: (b): By Fatou's Lemma,
JX_AIfI < E,
and by the Lebesgue Dominated Convergence Theorem,
JA If - fnI } 0.
Then by the inequality
fx If - fnl < JX-A Ifl + JXA Ifnl + Jlf - fl
one concludes
li pJX If - fnj c 2e,
which proves that
J/n J[
SOLUTION: (c): Here are three counter-examples where all the
functions considered are zero outside [0,1], which comes down to
taking this interval as X.
(i): Let
fn(x)=-(n 22) if1 x< 1

and fn(x)=1 if n<x41
for n ? 2. Then fn -> 1 almost everywhere. If A = one has
IfnI < 1 on A and
fn = 0.
X-A
Nevertheless,
J/n = 2
(ii): Let
fn(x) = x sin x if n< x c 1 and fn(x) = 0 if 0 4 x 4

n
128 CHAPTER 3: THE
Since
lint 1 sin 1 dx
X
a->O ax
a>0
exists, for every e > 0 there is an a > 0 such that if A = [a,l]

one has
IJX-Afnl < E.
On A the Ifnl are uniformly bounded. Now, fn(x) - (l/x)sin(l/x)

almost everywhere and this function is not Lebesgue integrable.
(iii): Finally, let
fn(x) = x sin x if 2 < x s and fn(x) = 0 otherwise.
n
Then fn - 0 and
JX f
n
- 0.
If the conditions of part (b) were satisfied by the f 's they

n
would also be satisfied by the Ifnl, and one would have:
2n
lin
IsixnxI
dx = lim=
fXlfnl
0.
n
Now, by Exercise 3.48,
1im12n Isinnxl dx = limJ2 Isinnxl ax

n.=i n x n- 1 x
= 1 sinxdxl Xk = 21o g2
0 1
EXERCISE 3.54: Let (fn) be a sequence of measurable functions

on a measurable set X of ]R . One says that this SEQUENCE CON-
VERGES IN MEASURE towards a measurable function f if for all a >0
lim meas(If - f > a) = 0.

n-).- n I
(a): Show that if fn - f in measure there exists a subse-

quence (fn ) which converges to f almost everywhere. Give an ex-
S
ample showing that the sequence (fn), itself, need not converge
to f almost everywhere.
(b): Show that if the fn's are positive, converge in meas-

ure to f, and if
(Fatou's Lemma for convergence in measure).
(c): Show that if the fri converge in measure to f, and if

there exists a positive integrable function g such that IffI < g
for all n, then f is integrable and
n-'° X if
l imJ - fn I= 0
(Dominated Convergence Theorem for convergence in measure).
(d): Assume that meas(X) < -. Show that if the fn's con-
verge towards f almost everywhere, they also converge towards f
in measure. Give an example showing that the condition meas(X)
< - is indispensible.
130 CHAPTER 3: THE
tVA = VAV = AVA = VAV = AVA
SOLUTION: (a): Choose a sequence of integers n1 < n2 < such

that
measlIf - fn I
> < 2-s,
ll
s)
S
Then the set of points that belong to an infinite number of sets

(If - fn I
> 11s) has measure zero (cf., Exercise 1.3). Now,
s
this set contains the one formed of the points where (fn ) does
s
not converge to f. For every integer n 1 let fn be the charac-
teristic function of the interval [r2-s,(r + 1)2-s], where n and

s are the integers such that n = 2s + r, 0 < r < 2s. The sequence
(fn) converges in measure on [0,1] but does not converge at any
point of this interval.
SOLUTION: (b): By part (a) there exists a subsequence which con-

verges to f almost everywhere, and the classic Fatou's Lemma im-
mediately furnishes the result.
SOLUTION: (c): Let e > 0. There exists an integrable set A C X

such that
g<E.
X-A
Set An = (If - f > E/meas(A)) and note that by part (a) one has
I
n
IfI < g almost everywhere; then, by decomposing the integral on X
into a sum of integrals on X - A, A - A n, and Af1An, one obtains:
limsupJ If - f I < 2e + e + limsupJA 2g.

n- X n n-
7
Now, meas(An) - 0 by hypothesis, so (cf., Exercise 3.5M ,
1imJ 2g = 0,
n-'°° A
n
SOLUTION: (d): By Egoroff's Theorem, for all c > 0 there exists

a measurable set E such that meas(X - E) < c and fn -> f uniformly
on E. Then, for all a > 0 one has (If - fnl > a) C X - E when-
ever n is large enough, which proves that fn -> f in measure. The
functions fn = n[n n+1] converge to zero almost everywhere, but
not in measure.
EXERCISE 3.55: Let a > 0. Prove that if f and the fi's are pos-
itive measurable functions and if fi -; f in measure, then fi - fa
in measure.
AVD = VAV = AVA = VIxV = AV6
SOLUTION: If 0 < a s 1 this results immediately from the inequal-

ity:
Ifa - fil , If - files.

When a > 1 one has (by the mean value theorem):
lfa fil aI f - fil (f V fi)a-
where f V fi denotes the maximum of f and fi. Let e > 0 and let
M > 0. Then
meas(Ifa - fll > c) mead If - fil >

E
l 1)
meas(fV fi > M).
Note that if f v f > M, then

i
132 CHAPTER 3: THE
f > -zM or If - fiI > M,
for otherwise one would have
fi = f + (fi - f) < zM + ,M = M.
Thus:
meas(lf°` -l > E) < mead if - fil > E-1

"Ma
+ meas(If - fil > ZM) + meas(f > 2M),
so that
limsup meas(lf°` - fal > e) < meas(f > 15M).

Z-
Since lim meas(f > M/2) = 0,

M+=
lim meas(Ifa > e) = 0.

Z-
EXERCISE 3.56: Let X be a measurable set of Iltp such that

0 < meas(X) < m. Denote by M the vector space of measurable com-
plex functions on X. If f e M, set
p(f) = j +
Ifl)-1
(a): Show that fn - 0 in measure on X if and only if p(fn)

+ 0.
(b): Show that (f,g) y p(f - g) is a metric on M if one

agrees to identify two functions that are equal almost everywhere
(c): Show that p is not a norm on M, but that the sum and
the product of two functions of M are continuous operations in
the metric defined by p.
(d): Show that M is complete in the metric defined by p.
AVA = 0A0 = A00 = VAT = MMA
SOLUTION: (a): This follows from the fact that if Ac = (IfI > c)
meas(Ac) < p(f) < meas(Ac) + 1 + meas(X).

1 + e c
SOLUTION: (b): If f,g a M, from the inequality
1 + If g 1+ f+ 1+ g
one deduces that p(f + g) < p(f) + p(g). From this it results
that p(f - g) satisfies the Triangle Inequality. Furthermore,
if p(f - g) = 0 then f - g = 0 almost everywhere, that is to say
that f = g in M.
SOLUTION: (c): p is not a norm, for in general p(Af) + IXlp(f)

Nevertheless, if fn - f and gn -> g in measure, then
P(f + g - fn - gn) < p(f - fn) + p(g - gn) + 0,
so f + g -> fn + gn in measure.
Assume now that fn - 0 in measure and that for all c > 0 there
exists a > 0 such that
m meas(Ig
limsup I > a) < c
n
(which is the case if gn + 0 in measure, or if gn = g for. all n).

Since, for all a > 0,
134 CHAPTER 3: THE
(IfngnI > B) C (IgnI > 0)U(IffI >
one will have
limsup meas (I fngn I > S) < e,
which shows that fngn - 0 in measure. From this it follows imme-

diately that if fn - f and gn - g in measure, then fngn - fg in
measure.
SOLUTION: (d): Let (fn) be a Cauchy sequence in M. There exists

a subsequence (fn ) such that
s
p(fn - fn ) < 4-s.

s+1 S
By the inequality from the answer to part (a), for all s one has:
2s)4-s.
meas(Ifn - fn I > 2-s) s (1 +
s+1 S
By exercise 1.3, for almost all x one has
2-s
Ifn (x) - fn W1 <
s+1 s
for s sufficiently large. In other words, fn converges almost

s
everywhere to a function f. Applying Lebesgue's Bounded Converg-
ence Theorem to the integral which gives p(f - fn ) shows that
s
p(f - fn ) + 0. Thus the Cauchy sequence (fn) possesses a con-
s
vergent subsequence; it is therefore itself convergent.
EXERCISE 3.57: Let (fn) be a sequence of positive integrable

functions that converge in measure to an integrable function f.
Show that if
n Jfn = Jf
then
n-Jlf-fnl=0.
(See Exercise 6.114 for a generalisation of this result to LP
spaces).
ovo = vav = ovo - vov = ovo
SOLUTION: It is clear that
(f - min(f,f) > a) C (If - ffI > a),

so
min(f,f ) -> f in measure.

n
On the other hand,
0 4 min(f,fn) f.
'<
Hence, by the Dominated Convergence Theorem for convergence in

measure (cf., Exercise 3.54)
Jmin(f ,f) - Jf.
Then
Jmax(f,f) = Jf + Jfn - Jmin(fif )- Jf1
so that :
136 CHAPTER 3: THE
I f - fnl = Jmax(fif ) - Jmin(fif ) -* 0.

J
EXERCISE 3.58: Let H be a family of positive integrable functions

on a measurable set X of 30.
(a): Show that the following conditions are equivalent:
(i): limJ f(x)dx = 0 uniformly for f e H;

C-}°° (f>c )
(ii): lim j f(x)dx = 0 uniformly for f e H.

meas(E)-+0 E
(A family satisfying these conditions is called UNIFORMLY INTE-

GRABLE).
(b): Show that if H is uniformly integrable and addition-

ally satisfies the condition:
(iii): For any c > 0 there exists a measurable set
A C X such that meas(A) <
and
jX-A f(x)dx < E for all f e H;
then
supJ f(x)dx < °°.

fell X
(It is said that H CONSERVES MASS if the Condition (iii) is sat-

isfied).
(c): Show that if there exists a positive measurable func-

G defined on yt such that
limt-1G(t) = m and sup G(f(x))dx <

t-- = f eAJX
then the family H is uniformly integrable. Convers9ly, if H is

uniformly integrable there exists a function G that satisfies the
above conditions and that can further be chosen to be convex and
increasing. (We refer the reader to Exercise 6.113 for an appli-
cation of the notion of uniform integrability to the problem of
convergence in Lp spaces).
A0A = 000 = A00 = V AV = AVA
SOLUTION: (a): (i) => (ii): For every set E of finite measure,
1 f 4 J f+ cmeas(E).
E (f>c)
For every E > 0 one can choose c such that the integral of f on
(f > c) is less than e/2 for all f e H. Then, if meas(E) < £/2c,
f < e for any feH.

E
(ii) => (i): First let us prove that
lim meas(f > c) = 0 uniformly for f e H. (*)

c-
Otherwise, there would exist a > 0, a sequence ek and a se-

quence fk e H, such that
meas(fk > ck) > a for all k.
Let 0 > 0 be such that meas(E) 6 0 implies for all f e H:
f < 1.
JE
138 CHAPTER 3: THE
For every k one can find Ek C (fk > ek) such that:
meas(Ek) = min(a,s).
One would then have:
1 > 1 fk > ekmin(a,s),

Ek
which contradicts ek -> Now let e > 0 and 6 > 0 be such that
meas(E) < 6 implies
f<E
jE
for all f e H. There exists e0 such that e a c implies that

0
meas(f > e) < 6 for all f e H, and consequently:
f < E.
(PC)
SOLUTION: (b): In fact the conclusion still follows if Condition

(iii) is weakened to requiring only the existence of a set A of
finite measure such that
sup{ f<
feH X-A
which in essence reduces us to the case where meas(X) = a <

Assume the conclusion is false, i.e.,
sup f = .
feHfX
Let (X1,12) be a partition of X into two measurable sets such

that meas(X1) = meas(X2) = a/2. Then
sup f = co
fEH J Xi
for at least one of the integers i = 1,2. Repeating this parti-

tion argument, one constructs a sequence of measurable sets
(En )n>0 such that
meas(En) = a2-n,
feHJ En f
But this manifestly contradicts Condition (ii).
SOLUTION: (c): Assume first that there exists such a function G.

Let e > 0 and set
M = sup J G(f).
feH X
There exists c0 such that t-1G(t) > M/E if t > c0. Then for all
c > c0 and all fEH
J f s L G(f) s E.
(f>c) Mx
Now assume that H is uniformly integrable and look for G in the

form
rt
G(t) = g(u)du,
J 0
where g(0) = gn = constant on [n,n + 1[, with 0 = go 4 gl 6

,
and g w. Then G will-be increasing (and hence measurable),

n
convex (since g is increasing), and will satisfy
140 CHAPTER 3: THE
limt-1G(t)
t
for, g(u) -> - as u and this implies that the mean of g on

[O,t] tends to infinity when t i It remains to choose the g
n
suitably in order that
supJ {G(f) < (1)

feH X
Define
an(f) = meas(f > n);
by noting that G(f) = 0 if 0 .< f < 1 (since g0 = 0) one obtains:
G(f) _ J G(f) < G(n + 1)(an(f)

- an+l(f))
X n=1 (n<f<n+1) n=1
(as G is increasing). Since G(1) = 0 and G(n + 1) - G(n) = g n,
one has:
N N
G(n + 1)(an(f) gnan(f) - G(N + 1)a (f),
- an+1(f)) = N+1
n=1
Li n Li
and consequently:
G(f) (2)
J
X n=1 gnan(f)
Let (e ) be an increasing sequence of integers tending to infin-

s
ity, and such that for all feH:
f s 2-S
1
Then
I
f f
s=1 (f>cs) s-1 n=cs (n<-4n+1)
00 W
X X n(an(f) - an+l(f)).
s=1 n=c
s
Noting that nan(f) -*0 (cf. Exercise 3.39), an Abel transformation on

the summation over n leads to the inequality, valid for all f e H:
W 00
I E a (f) 1,
s=1 n=c s n
which can also be written, letting gn denote the number of inte-

gers s such that cs s n,
W
G gan(f) r 1. (3)
n=1
This choice of the gn's in the definition of the function g

clearly makes Equation (1) hold, on account of Equations (2) and
(3).
REMARK: Condition (*) does not. imply the uniform integrability
of If. In fact, if:
fn = nIl [0,/n]'
the sequence (f ) is not uniformly integrable, since
n
Jf = 1
[0,1/n] n
contradicts condition (ii). Nevertherless,
lim meas(f > c) = 0

Cya, n
142 CHAPTER 3: THE
uniformly in n, because if e > 0 and c > 1/e one has meas(fn > c)
= 0 if n .<< c, and when n > c
meas(fn>c)=n<I<e.
EXERCISE 3.59: Let A be a measurable set of 3Rk such that

0 < meas(A) < m, and let fl,...,fn be real functions integrable
on A. Assume that
I fi=0, 1< i4 n.
A
Show that for every number a, 0 4 a 4 1, there exists a meas-

urable set B such that B C A, meas(B) = ameas(A) and
JB1 =
0, 1.<i4n.
(First of all consider the case a = 1).
A00 = VAV = AVA = 0A0 = AVA
SOLUTION: First Step: Assume a = 2': Let us denote the property

to be proved by Pn (n > 1). Note that for every measurable set
A there exists a measurable set B C A such that meas(B) =
Jmeas(A); call this property P0. Now show that Pn => Pn+l for
n >. 0. Noticing that if B has the property Pn (relative to A)
then the same holds for A - B (since a = z one can construct
step by step some measurable sets Apiq (p >. 0, 0 < q < 2P) such
that:
(i): A0,0 = A;
(ii) : A f1A = 0, A VA = AP-l,q,

p, 2q p,2q+1 p, 2q P,2q+1
if p >. 1, 0 4 q < 2P-1;

(iii): meas(A ) = 2 pmeas(A);

p,q
(iv): = 0, 1 0, 0 S q < 2p;

Ip,q (q2
then meas(A ) _ £(I )meas(A), where £(I ) denotes the length

p,q p,q p,q
of the interval Ip,q. Finally, for 0 < t 4 1 and p a 1 set:
It
- [t
2
ttii
2
Ap(t) = U It Ap,q'
p, q C
A(t) = U A (t).
P>1 p
We are going to show that the A(t) realise some sort of "homotopy"
between A10 and Al in the sense that they satisfy the follow-
,
1,1
,
ing properties:
(1): A(0) = A10 and A(1) = A11;

, ,
(2): meas(A(t)) = 2meas(A);
(3): f1 . = 0, 1 4 i F n;
JAW
(4): For every function f integrable on A the function
e+
t A(t)f
is continuous.
144 CHAPTER 3: THE
This will imply the property P+1, for by virtue of the Intermed-
iate Value Theorem there exists a t (0 4 t S 1) such that
J
A(t)fntl = 2( JA(O)f'+l + JA(l)fn+l)
= (/ fn+1 + f fn+1)
A1,0 Al,l
JAfn+l = 0.
It remains to prove properties (l)-(4). First of all,
A1(0) = Al 0,
,
and if p >. 1,
A
p+l
(0) = U A p+3-,q,q = U
05q<2p_1
(A
p+1,2q
UA
p+1,2q+1
06q<2p
Ap(0),
U OGq<2p-1
Ap,q =
which shows that A(0) = Al 0. Similarly one sees that A(1) =

Al 1. From the equation
meas(A (t)) _ meas(A ) = meas(A) .2(i ),

P Ip,q CIit p,q Ip,q Clit p,q
one deduces that
lim meas(Ap(t)) = Z(It)meas(A) = 'meas(A).

P+_
Since AP(t) C Ap+1(t) one clearly has property (2). If 1 4 i n,
fi= I 1 fi 0,
JAp(t) Ip,gClt Ap,q
whence
fi=limJ fi=0.
J A(t) P Ap(t)
It remains to prove (4). Let e > 0; there exists 6 > 0 such that
E C A and meas(E) < 6 imply
(cf., Exercise 3.52). If 0 < t < T < 1,
JAp(T)f -1Ap (t)

fl . jEE(t,T)
Ifl,
where E (t,T) is the union of the A is for the q's such that
p p,q
I C It or I but I C I
(t It ('I
T
,The sum of the lengths .
p , q p,q
p , q T
of these intervals is less than T - t + 2 -P, so that:
meas(E(t,T)) 4 (T - t + 21-p)meas(A).
21-p
If p0 is the smallest integer such that meas(A) < 6/2, then
for T -- t< 6/2meas(A) and p > p0
e,
IfA (T)f - fA (t)fl ¢
p p
and on taking p -+ w,
IJA(T)f-1A(t)fl<e.
Second Step: a Is Arbitrary: Let us again use the notations

above, and also set:
146 CHAPTER 3: THE
B (a) = lJ A , B(a) = U B (a).

p,q pal P
P Ip,q C [O,a[
As before, one sees easily that:
= 0 (1 .< i < n), lim meas(BPW()) = ameas(A),

Jf1
BP(a)
.
p+
whence:
Jf. = 0 (1 4 i s n), meas(B(a)) = ameas(A).

B(a) 1
REMARK: It will be noted that B(O) = 0, B(1) = A, B(a1) C B(a2)

if a1 3 a2, and that if f is integrable on A, the function
ay
B((%)f
is continuous.
EXERCISE 3.60: Let X be a measurable set of ]R such that meas(X)

1 and let f be an integrable mapping of X into]R
Show that:
if f(x)dx:E C X and E measurable)

E
is a convex set of]Etq (Lyapunov's Theorem).
SOLUTION: Let E1 and E2 be two measurable sets of X, let
Yi=1
E.
fi (i=1,2),
and 0 < a < 1. Since
J(LEf - yi) = 0 (i = 1,2),
by Exercise 3.59, there exists a measurable set E of X such that

meas(E) = a,
yi) = o,
which implies
JE(lEf=ayi.
i
.
Set F = (Ef1E1)U ((X - E)f1E2). Then
JFf = JEf1E1f + J E - JEf1E2f
=ay1+ (1-a)y2.

1, and for all x e X let A(x) be a set of 3Rq. Denote by
A(x)dx
JX
the subset of itq formed by the integrals
f(x)dx,
JX
where f is an integrable mapping of X into lR such that f(x) e

4(x) for all x e X.
148 CHAPTER 3: THE
Show that this subset is convex (Richter's Theorem).
DOA = VAV = OVA = 0AV = AVA
SOLUTION: Let fi (i = 1,2.) be integrable mappings at X into]Rq

with fi(x) a A(x) for all x e X. Let
yi= J Xfi
and let 0 < a < 1. Since
JX (fi - yi) = 0,
there is a measurable subset E of X, with meas(E) = a, such that
Yi) =
JE' - 0
(cf., exercise 3.59). Hence
JE1 = ayi
Set
fl(x) x e E,
f(x) -
f2(x) x e X - E.
Then f(x) a A(x) for all x e X and
X = J f l + J Xf2 - J E 2 = ayl + (1 - a )y 2.
J
EXERCISE 3.62: Let X be a measurable subset of ]R such that

meas(X) = 1 and let A be a subset 0 f ]
Show that the set
Adx
fX
is equal to the convex hull of A. (See the previous exercise for

the notation).
ADA = QAa = AQA = DAD = ADA
SOLUTION: We shall argue by induction on the dimension of the

affine subspace generated by A. If this dimension is zero, that
is to say, if A is a point, the proposition is trivial. Let r(A)
denote the convex hull of A. If al,...,an belong to A and al,...,
an are positive numbers adding up to one, there exists a partition
of X into measurable subsets Xi,...,Xn such that meas(Xi) = ai.
The function which takes the value ai on I. has alai + + an an
as its integral, which shows that
r(A) C 1 Adx.
X
If t is an affine function on Rq such that t(a) > 0 for all

a e A, then for every integrable mapping f of X into A
Z(J f(x)dx) = 1 t(f(x))dx : 0,

X X
which proves that:
1AdxCTA.
X
Now assume that, with f being as above,
y=1 f(x)dx6FA)-P(A).
150 CHAPTER 3: THE
Since the interior of 1T A is equal to that of r(A) (a classical

result about convex sets), y must be a boundary point of r A .
There would then exist a non-constant affine function such that
.2(y) = JxI(f(x))d3 = 0,
and 1(a) > . 0 for all a e t A , and in particular t(f(x)) >. 0 for
all x e X. By modifying f on a negligeable set, one would then
have 1(f(x)) =.O for all x e X, or f(x)e.2-1(0)n A, so then y 4
r(.2-1(0)nA). Since it can always be assumed that A affinely
generates R , and consequently that the affine dimension of
.1-1(o)n A is strictly less than that of A, one is led to a con-
tradiction.
REMARK: More generally, one can show analogously that if g is

measurable and positive on IItn, and
Jg(x)ds = 1,
the set of points
Jf(s )g(s )dx,
where f:3tn N. A is integrable, is equal to F(A).
EXERCISE 3.63: Let f be a mapping of X = into Y = IItn
(a): Show that there exists a smallest closed set Af such

that f(x) a Af for almost all x e X, and that Af is non-empty.
Next show that if f is measurable, then y e Af if and only if
meas(f 1(V)) > 0 for every open neighbourhood V of y.
(b): Now assume that f is integrable (or measurable and

bounded) and consider the set If formed of points of Y of the type:
1
mess E
f(x)dx,
where E is an arbitrary measurable part of X such that
0 < meas(E) < -.
Show that If is convex. What are the relations between Af and

If?
AVA = VIV = AVA = VAV = AVA
SOLUTION: (a): In order to prove the existence of Af it suffices

to prove that of a largest open set Vf of Y such that f 1(Vf) has
measure zero; Af will then be the complement of Vf. To do that
it suffices to prove that if (Va)aei is a family of open sets of
such that f 1(V has measure zero for all a e I, then the union
Y of the Va's possesses the same property. By virtue of LindelSf's
Theorem (cf., the end of the Exercise) there exists a sequence
(an )n of elements of I such that
1
W
V= U V
n=1 n
and consequently,
f 1(V) = U f 1(Va
n=1 n
Certainly has measure zero. Furthermore, as X = f1(Y), one has

1'f + Y, and consequently Af $ 0.
Now assume that f is measurable. If y e Af and if V is an open
neighbourhood of y, Vf u V is an open set which strictly contains
Vf, so that:
f 1(Vfuv) = f 1(Vf)uf 1(V)

152 CHAPTER 3: THE
has positive measure; since f 1(Vf) has measure zero, meas(f 1(V))
> 0. Conversely, if y4 Af and V = Vf one has meas(f 1(V)) = 0.
SOLUTION: (b): Let E. (i = 0,1) be two measurable sets of X such

that 0 < meas(Ei) < E = E0 U E1, and
1
yi mess TE-i7f
E.f
I
which may also be written as:
(f - yi) = 0.
JEEI
Assume first that meas(E0flE1) > 0. By the remark at the end of

Exercise 3.59 there exists a family (Ft)0Ct41 of measurable sets
such that
Ft C E, F0 = O, F1=E,
t * meas(Eif1Ft) is continuous,
and
JF IlE1(f - yi) = 0,
which we may write as:
f = meas(EifFt)y,.
J Ei f1 Ft
Set:
Gt = (E0 - Ft) U(E1f1Ft);
then
f = meas(E0 - Ft)y0 + meas(E1 n Ft)y1.

J/1-
Now note that Gt D EOflE1, so that meas(Gt) > 0 for all t; the
function
meas(E0 - Ft)
t .-
meas( t)
is therefore continuous and varies from 1 to 0. For all a, 0 < a

,< 1, there therefore exists a t for which it takes the value a,
and then
f = ay0 + (1 - a)y1.
mess Gt
G
When meas(E0f)E1) = 0 one can assume that E0f1E1 = 0. It is poss-

ible to determine two families (Fi,t)0<t4l such that:
Fit C Ei, meas(Fi t) = tmeas(Ei)

(i = 0,1),
JF(f-yi)=0,
i,t
and then if Gt =
FO , t U (E1 - Fl , t)'
1 tmeas(E0)y0 + (1 - t)meas(E1)yl
meas Gt JG f tmeas EO + (1 - t meas E1
t
rso that the first member runs over the segment [y1,y0] when t
varies from 0 to 1. We have thus proved that If is convex.
Let us now show that Af C If. If y e Af and c > 0, the set
{x:IIf(x) - y11 < c} does not have measure zero; it therefore con-
tains a measurable set E such that 0 < meas(E) < m. But then
154 CHAPTER 3: THE
C.
Ily meas E Jfll Ilmeas E JE(f Y) 11 4
Finally, let us show that if c r(Af), where r(Af) denotes the

convex hull of Af. Proceed as in exercise 3.62, showing first of
all that if £ is an affine function on Y such that 2(y) 3 0 for
all y eAf, then:
1 1
meas(E JE ) meas(E JE (f) > 0'
which proves that If C r Af . Next, if there existed a non-con-

stand affine function t such that l(y) >, 0 for y e Af, and
UP=o,
JE
one would be able to assume that Af C £-1(0), and one would end
by arguing by induction on the affine dimension of Af. Let us
note that if f is bounded, then Af is compact, and consequently
If = r(Af).
LINDEZAF'S THEOREM: In a topological space possessing a countable

Rm
basis of open sets (U)-.which is the case for -the union of
an arbitrary family of open sets (V ) is the union of a countable
a
subfamily of them.
This is proved by considering initially the subset J of inte-

gers n for which Un is contained in at least one of the Va. Then,
with every n e J one associates an index an such that Un C Va

n
Then,
U Va =U V
a neJ an
Indeed, if x e Va there exists n such that x e Un C V (definition

of a basis of open sets). But then n e J and x e Va , which proves
the Theorem. n
EXERCISE 3.64: Let f be an integrable function on at.

Show that if
b
f(x)dx = 0
for all real numbers a and b, then f = 0 almost everywhere.
AVA = VAV = AVA = VAV = OVA
{SOLUTION: Every open set V of ]R being the countable union of in-

ttervals, for all such V one has:
Lf E is measurable there exists a decreasing sequence of open

Sets (Vn) such that
E C n V and meas(E) = lim

n n
ffo that :
=limfV
n
f=0.
jE
n
Lbus the set If of all the numbers
1
meas E
Jf '
0 < meas(E) < 0,
E
Mtluces to {0}. Now if contains the smallest closed set Af such

156 CHAPTER 3: THE
that f(x)e Af for almost all x (cf. the preceding exercise).

Hence one has Af = {0}, or in other terms f = 0 almost everywhere.
EXERCISE 3.65: Let p be a norm on 3kn.
(a): Show that if E is a subset of measure zero of IIz+, then

{x:p(x) a E} is a subset of measure zero of ]Rn.
(b): Let V = meas(p c 1) and f a measurable function on at+.

Show that:
nVJtn-lf(t)dt
=
f1f(p(x))dx
12 0
if f 3 0, or if
J0t1t)dt <
AVA = VAV - OVA = ViV = AVA
SOLUTION: Note first that:
meas(p = r) = lim meas(r 4 p < r +

6+0
= meas(p < 1)lim((r + 0n - rn) = 0.

ey0
This allows us to write
rb
meas(a 6 p . b) = V(bn - an) = nVJ to-ldt,
a
and consequently the formula
nVJtn-lf(t)dt
= (1)
f'f(p(x))dx
3t 0
is valid for every step function.

Let E be a subset of measure zero of 3R contained in [0,R].
There exists a seqeunce (fi) of step functions, zero on [2R,m[,
such that
04fi4fi+l, sUpJ0fi<M, and fi -* -DonE.

i
Then fiop . f i+1op,
tn-1f(t)dt)
supJf.op = sup(nVTO
i 1 i 1
< nV(2R)n-1 supJ

f1(t)dt m on {x:p(x)e E}, which proves that this set has meas-
ure zero. If E has measure zero without being bounded one has
(p e E) = U (p e E fl [0,Ri] ) if Ri
i
and therefore has measure zero. Hence if fi - f almost everywhere
am ]R+, then fiop + fop almost everywhere on ]Rn.
Now assume that
Jt'If(t)Idt < m
iad let (fi) be a sequence of step functions such that
fi --> f (a.e.), J0tflhIf(t) - fi(t)Idt 0. (2)
lien
tn-1If.(t)
lim J nIfiop - f.opl = nV lim - f (t)Idt + 0,
i, j-t°° IR i,j mJ 0 1
158 CHAPTER 3: THE
and consequently fiop converges in L1ORn). Since fiop - fop al-

most everywhere, fiop -> fop in L1(]R ). Replacing f by fi in
Equation (1), and passing to the limit, one obtains the desired
result. Finally, if f is measurable and greater than or equal
to zero, then fK = inf(f,k)IIl[O,k] - f on 3R., 0 6 fK < fKtl' Pass
ing to the limit in Equation (1) where f is replaced by fK, it is
seen that this Formula is still true even if to-1f(t) is not in-
tegrable.
REMARK: To obtain Equation (2) we have used the following propos-

ition: If g >, 0 is locally integrable, if f is measurable, and
if
J ifIg < -,
there exists a sequence of step functions (f.) such that
(f - fi)g - 0 (a.e.), jIf - filg - 0.
This is a particular case of a general proposition in measure

theory. It can be proved directly by observing that if h e L and
Jgh = 0
for every rectangle P, then gh = 0 almost everywhere. In other

words the annihilator in L°' of the set of functions IlPg (which
belongs to L1 because g is locally integrable) is the vector sub-
space {h:h a 0 a.e.}. Now fg a L1 and is annihilated by
this subspace. Hence fg is the limit in L1 of functions fig,
where the fi's are step functions (by the Hahn-Banach Theorem),
and by taking a subsequence one can assume that fig - fg almost
everywhere.
If one wants to avoid using the Hahn-Banach Theorem (as well,
as the property (L1)' = L-) one can argue in the Hilbert space
L2, and note that if f >. 0 then g e L2. If g were not to be-
long to the closed vector subspace generated by the functions
IlP/, the projection theorem would assure us of the existence of
a function he L2 such that
JhV> 0, Jh1 =0 P a rectangle of ]R' .

P
This is absurd, for the second condition implies that hV = 0 al-

most everywhere. Hence there exists a sequence (fi) of step func-
tions such that fiV- g in L2; but then the functions f2 are
also step functions, and
If - filg < II ( -
f f = u + iv, u = u+ - u-, V = v+ - V_.
This result generalises to the case of a function f such that:
Jlflpg P % 1,
for, on reducing to the case where f >. 0 there exists a sequence

(fi) of positive step functions (cf., the second proof of the
liP
case p = 1) such that fig -> fpg in L1 , and consequently fi pg
1' }
fg1/p in Lp (cf., Exercise 6.105).

Instead of considering sequences of step functions one can,
for example, consider infinitely differentiable functions with
compact support.
EXERCISE 3.66: Let V be a convex bounded set of tn.

Show that:
meas(V - V) . O:x e X(V - V)) is the gauge of the symmetric
160 CHAPTER 3: THE
convex set V - V, p is a norm on in. Show that for all x e V - V

there exists y e]R such that:
(1 - p(x))V + y C Vn (V + x)
and use the preceding exercise).
OVA = VAV = AVA - VAV = AVA
SOLUTION: If x e V - V then p(x) < 1 and x = p(x)z, where z be-

longs to the boundary of V - V. Let (zi) and (z2) be two sequences
of points of V such that zi - zi -* z. As the open set V is bounded
one can assume that z1 -* z1, z2 ; z2, so that:
X= p(x)(z1 - z2 ), z1 a V, z2 a V.
Let y = p(x)z1 and observe that as V is open and convex (1 - t)a +

tb e V if 04 t < 1, a e V, bet. Consequently, for a e V
(1 - p(x))a + y = (1 - p(x))a + p(x)z1 a V,
(1 - p(x))a + y = (1 - p(x))a + p(x)z2 + x e V + x,
which proves that
(1 - p(x))v + y c vn (v + x).
Denoting the characteristic function of V by cp one obtains:
(1 - p(x))nmeas(V) = meas{(1 - p(x))V + y)
s meas(Vr(V + x)) =
whence
meas(V)I
11 V-V
(1 - p(x))ndx c
tf n(q)*)(x) = meas(V) 2,
and consequently, because meas(V) > 0,
(1 - p(x))ndx < meas(V).

V-V
By the preceding exercise
(1
f (1 - p(x))ndx = nmeas(V - V)J to-1(1 - t)ndt
V-V 0
_ nr(n)r(n + 1)
meas(V - V)
r(2n + 1
(n!)2
meas(V - V),
(2n)!
rhence, at last,
meas(V - V) < []meas(v).
EXERCISE 3.67: Let p be an even, positive function on ]R, decreas-

ing on [0,00[, and such that:
+0 +W
f- p(t)dt = 1, f- t2p(t)dt = 02 <
00
(a): Set:
G(x) = 2f'XP (t)dt, x - 0.
Show that G is convex, and calculate:
I G(x)dx.
0
00
162 CHAPTER 3: THE
(b): Let OAB be a right tri-

angle, M a point on its hypotenuse,
Q
and P and Q the orthogonal projec-
tions of this point onto the other
two sides of the triangle. Find
the maximum area of the rectangle 0 P
OPMQ as M varies along AB.
(c): From the preceding considerations deduce that for all

A > 0
p(t)dt < 12
tI,acr 2a
(d): Prove the following result (F. Gauss (1821): an im-

provement, under the given condition, of the Bienyame-Chebycheff
Inequality):
1
2a2
p(t)dt
1 23 3
if 0< a<
AVA = DADA= AVA = VAV= AVA
SOLUTION: (a): Because p is decreasing and positive on (0,-),

the function
X Er J p(t)dt
x
is convex and decreasing on this interval. Since x is concave,

it follows that the functions x 's G(x) and x H G(x2) are convex
and decreasing. Furthermore,
r
G(x)dx = 2J dxl p(t)dt = 2 p(t)J
J2
dx
j0 o V"X 0 0
2J0t2p(t)dt = a2.
0
SOLUTION: (b): If OA = a, OB = b, OP = x, OQ = y, then
and consequently:
xy =
b - (Q - K)
2]
[1
The maximum area of the rectangle OPMQ is achieved when a = ,
that is to say when x = a/2, y = b/2, and this maximum is equal

to half the area of the triangle OAB.
SOLUTION: (c): Consider the area A of the triangle bounded by

the coordinate axes and a line of support for the curve y = G(x)
at the point (A 2a2,G(A2a2)). By the preceding,
A2a2G(a2a2) < A < 2a2,
whence:
,,,.2 2, 1
2 '
2A
which is the desired inequality.
(d) : Since the function A 'r G(A2a2) is convex and G(O) = 1, for
O<a 0
l 121l
G(A2a2) < 1 - + 1 - 1 -
0J 0 2A0))) X0
164 CHAPTER 3: THE
The best approximation will be obtained by choosing A0 so that

the line
is tangent at the point (A0,1/2a0) to the curve
1
u=
2A2
For that to happen it is necessary that:
- 2(1- 12J =- 1
A
0 2a X
0 0
A0 - 2
EXERCISE 3.68: Let X be a measurable set of Mm such that meas(X)

= 1, and f a real measurable function on X such that:
v= J f2<M, f=0.
X JX
1iminfe-2(1 - I !1 + Efia) = 21a(1 - a)V.

C-0 X
AVA = VAV = AoA = VAV = AVA
SOLUTION: Now,
e-2(1 - 1+
fa= 1 + af - 1+
Jx JX 2
Note that
ml1 + au - 11 + u' al
l = Ya(1 - a),
U- *O ll
u2 J
and also that
Jim
(1+au- 11+u1al -0
J
lul- U2
so that there exists a constant B such that
I1 + au - 11 + ulaI < Bu2 for all u.
Then
(1 + aef - 2 l l + of lal
liml JI = la(1 - a)f2,
E-}0 E
11 + aef - l1 + of f a l Bf2.
<
2
One can therefore apply Lebesque's Theorem, which gives the result.
EXERCISE 3.69: Let X be a measurable set of stn, g a positive

measurable function on X such that
f g(x)dx = 1,
X
and let rp be a measurable convex real function on a convex set I

of Y = e.
(a): Let f be a measurable mapping of X into I and such
that fg is integrable.
Show that:
166 CHAPTER 3: THE
@(J f(x)g(x)dx) <

X
J(f)dx. (JENSEN'S FORMULA)
( b): Further assume that g(x) > 0 for all x e X and that p
is strictly convex.
Show that the inequality in Jensen's Formula is strict unless
f is equal to a constant almost everywhere.
(c): Show that Jensen's Formula is still true if, with I

an interval of at,
f(x)g(x)dx > -W.

1 X
(If I is not bounded from above, one sets
W(-) = N(y)).
SOLUTION: Recall that for a real measurable function h it is

said that
if
and one then sets
Jh=Ih+_1h_e
It is easy to see that if

h1 < h2, Jh1 > - 00,
then
Jh1, Jh2.
ova = vov = ova = vov = ovo
SOLUTION: (a): By exercise 3.62
y0 = 1 f(x)g(x)dx
is a point of I. Assume first that y0 is an interior point of I.

There then exists a linear form u on Y such that:
c(y) > c(y0) + u(y - y0), y e l. (*)
In particular,
4P(f(x)) .> Vy0) + u(f(x) - y0), x e X.
Multiplying both sides by g(x) and then integrating yield Jensen's

Formula, since
J X (f(x) - y0)g(x)dx = u(`X(f(x) - y0)g(x)dx) = 0.

If y0 belongs to the boundary of I there exists a (non-constant)
affine function £ on Y such that P(y0) = 0 and £(y) a 0 for all
y e I. Then
X
.2= £(y0) = 0,
f(f(X))9(x)dx
and £(f(x)) 0 for all x e X. Since it can be assumed that g(x)> 0

168 CHAPTER 3: THE
for all x e X (otherwise replace X by the set of x e X such that

g(x) > 0), one therefore has f(x) e.C 1(0)(1I for all x eX (after
modifying f if necessary on a set of measure zero). One then
argues by induction on the affine dimension of I.
SOLUTION: (b): Let us assume that the equality holds in Jensen's

Formula. Using again the proof above it is seen first of all
that one can assume that y0 is interior to I, and next that
(P(f(x)) _ (P(y0) + u(f(x) - y0)
for almost all x. Now, if cp is strictly convex this equality can

only hold if f(x) = y0.
SOLUTION: (C): It suffices to examine the case where I is not

bounded from above, T(-) > -- and
Jf(x)(x)dx = +m.
X
If p(o') = - there exist a > 0 and 0 egt such that T(y) 3 ay +

for all y e I, whence
J(f(x))g(x)dx >> J(cf(x) t s)g(x)dx = t-.

X
If cp(m) = a < m, then cp(y) . a for all y e I, and consequently
J (p(f(x))g(x)dx Jag(x)dx = a.
X X
Here, briefly expounded, are the proofs of the properties

of convex functions used above.
Let us, in Y xYt, consider the set,
J = {(y,t):yeI, t 3 (,(y)}.
It is easy to see that J is convex, and that if y0 a I, the point
(y0'(P(y0)) belongs to the boundary of J. Hence there exists an
affine function on Y X1R which vanishes at this point, is positive
on J, and is not constant. This is expressed by the existence of
a linear form u on Y and of two numbers a,B such that u and a are
not simultaneously zero, and
u(y0) + a9(y0) + B = 0,
u(y) + at + B 0, y e I and t > q)(y).
The second condition is equivalent to a . 0 and

u(y) + acp(y) + B > 0, yel,
So
a(cp(y) - (p(y0)) + u(y - y0) 3 0. (1)
Now note that if y0 is an interior point of I then necessarily

a > 0; otherwise one would have u + 0, u(y0) + B = 0 and u(y) + B
a 0 for all y e I, which would contradict the fact that y0 is an
interior point. Dividing both-members of Formula (1) by a and
`replacing -u/a by u yields Formula (*).
If for y e I, y # y0, one has
sp(y) = 9(y0) + u(y - y0);
Orall0<a<1,
acp(y0) + (1 - M)9(y) cp(ay0 + (1 - a)y)
3 cp(y0) + (1 - a)u(y - yo) = acp(y0) + (1 - a)(p(y),

170 CHAPTER 3: THE
so
9(ay0 t (1 - a)y) = av(y0) + (1 - a)(P(y),
and w is not strictly convex.

If I is an interval of 3t not bounded from above, there exists
an increasing function g on I such that:
m(z) - w(y) = zJg(t)dt

y
when y e°I and z y. If 9(co) is finite, the integral:
J g(t)dt = m(-) - w(y)

y
is convergent, and consequently g < 0; but then m(o') - m(y) .< 0.

This inequality is still valid if y = infl a I, for then
pa(y) > 1imc(z).

z--y
z>y
EXERCISE 3.70: Let X be a measurable set of atn such that meas(X)

1 and f be a positive measurable function on X.
Show that if one sets
A = Jf(x)dx.
X
then:
1 + A` 1 + f (x)dx < 1 + A.
JX
If X = [0,1] and f = F', where F is continuously differentiable,

the preceding inequalities have a simple geometric interpretation.

Use this interpretation to discover under what conditions equal-
ity holds, and then prove your answer.
AVA = VAV - AVA = VAV = AVA
SOLUTION: If W(x) _ (1 + x2 )2, (p is continuous on 7R and cp"(x) _

x2)-3/2
(1 t W is therefore convex. If f is integrable, then by
Jensen's Inequality
1 + A` 5 J 1 +
f2. (*)
If A = equality holds, for 1 + f s f. Finally, the inequality
1 1 +f2E1+A
Y
follows from 1
-+f2 .< 1 + f. If Fca
X = [0,1] and f = F' 3 0, one has

A = F(1) - F(0), and the integral
I,-+-f
of is the length of the
arc AC (cf. the Figure).
Inequalities (*) and (**) ex-
press that:
AC S AC F AB t BC.
One will therefore have equality in (*) if f is constant, and in

(**) if f is zero. In fact, if:
J/1+f2=
1
1 + A2,
0
172 CHAPTER 3: THE
then on the one hand
1 t f`>. 1 +A`+AA ,
1 + A`
and on the other hand the integrals of both sides are equal; since
f is continuous, it folllows that f = A. Similarly, if
J1
=1+A=1 (1+f),
0 0
then since 1 + f` < 1 + f, one has
1 +
f2 = 1 + f,
and so
f = 0.

1, and let f,g be two positive measurable functions on X.
Show that if fg , 1, then:
Jx f.1 g >. 1.
X
SOLUTION: The inequality fg >. 1 in fact implies that f(x) > 0

and g(x) > 0 for all x e X, so that
f > 0, g > 0.
Jx Jx
We therefore need only consider the case when

Then Jensen's Inequality applied to f and to 9(x) = l/x, x > 0,

gives
((Xf)-1 < Jf-' $ J
EXERCISE 3.72: Let f be a bounded measurable function on E =3RP

such that f(x) > 1 for all x e E.
(a): Show that if g is integrable on E, and
If
T gI s M, n = 0,1,2,...
E
then:
= 0, n = 0,1,2,... .
JE
(b): From this deduce that if g is integrable on [0,a] and
ifaentg(t)dtl
.< M, n = 0,1,2,...
0
then g = 0 almost everywhere.
AVO = vov = AVO = vov = ovo
SOLUTION: (a): Dividing gby M reduced us to the case where M= 1.

There exists a constant A such that 1 < f < A; for all x . 0, one
therefore has, uniformly on E:
xn
eXf =
n-0 n
174 CHAPTER 3: THE
and consequently
n
fexf91 = IX
n niJf I ¢ x.
Setting F = f - 1, one therefore has 0 < F . B = A - 1, and
I J exFgl - 1, x >. 0. (1)
For all z = x + iye Q set
JeZFg.
4)(z) = (2)
IeZFgl
Then < eBx IgI, which proves that ¢ is an entire function
and that
IIgII1eBx+
(3)
By Inequality (1) it is also true that
I0(x)I .< 1, x 0. (4)
(3) and (4) imply, on setting C = max(IIgII1,l), that
C if Re(z) < 0 or z eR+. (5)
We will show that in fact:
Io(z)I 4 C, zea. (6)
It will then follow from Liouville's Theorem that 0 is constant.

Since it is clear that 4)(-x) - 0 as x + +-, this constant is zero.
Differentiating relation (2) n times and setting z = 0 gives
1 ) n
n >, 0.
J F
But
fn
Cn(f - 1)S
s
s
which implies the desired result.

We now next prove (6). This follows from the PhrXgmen-Lindeldf
Theorem. We shall give the proof of it in this particular case.
Without loss of generality g is real, so that 0(z) = OZz T. It is
therefore sufficient to prove that (6) holds when Re(z) > 0,
Im(z) > 0.
When Re(z) >. 0, Im(z) >, 0, define
G(z) = exp( - ee-ian/4a )4(a)
where c > 0 and 1 < a < 2. If a = pe18, p >, 0, 0 8 . n/2, then
IG(z)I = exp(- epacosa(8 - 4n))I0(z)
so that by (5):
IG(x)I < C, IG(iy)I s C, x >, 0, y >, 0. (7)
By (3), since x+ 1 the right side of (9) tends to zero as p there-

'pre there exists p0 such that
IG(z)I c C; Re(z) >, 0, Im(z) >, 0, Izl >, p0. (10)
Ipw by (7) and (10) IGI 6 C on the boundary of the domain

176 CHAPTER 3: THE FUNDAMENTAL THEOREMS
Re(z) > 0, Im(z) > 0, IzI < p0, by the Maximum Principle one also
has IGI .< C in this domain. Finally, if z = pelf, p - 0, 0 < 0
< n/2,
IG(z)I = exp(-E1[acosa(e - 4n))1 0(z) I < C.
On taking e + 0 this yields:

I0(z)I < C, Re(z) 0, Im(z) y 0.
SOLUTION: (b): By the preceding,
J0tgt)dt = 0, n - 0.
It follows that for every polynomial P,
a
e
J P(u)g(logu ) uu = 0.
1
If p is a continuous function on [l,ea] and if (P.) is a se-

quence of polynomials which tends uniformly to (p on 3this inter-
val, then since u-1g(logu) is integrable, one obtains
a
e
c(u)g(logu) du = 0.
1
But then u-1g(logu) = 0 almost everywhere on [l,ea], i.e., g(t)

= 0 almost everywhere on (0,a].
CHAPTER 4
Asymptotic Evaluation of Integrals
3
EXERCISE 4.7,#'' Let cp be a continuous real function on [O,a].
'Assume that W(x) > 0 if 0 < x -< a and that p(x) ti Axr as x ; 0
(A > O,r , 0). For all t > 0 set
a
dx
F(t) = ot+W(x)
f
(a): Show that if 0 4 r < 1,
ra
dx
(t) q(x)
t->0 0
(b): Show that if r > 1, then as t } 0
F(t) ti
IT 1
rAl rsin(n/r) tl - 1 r
(c): Show that if r = 1, then as t -> 0
F(t) ti log 1
A
178 CHAPTER 4: ASYMPTOTIC
(For part (c), show that this can be reduced to the study of the
integral
a
(t + (p(x))-1dx,
at
and make the change of variable x = aty).
000 = 0A0 = A0A = voo = ova
SOLUTION: (a): As t decreases to zero, (t + T(X))-1 increases to

1/y(x) for all x e]O,a], whence the result.
SOLUTION: (b): Make the change of variables x = (ty)1/r. Then
F(t) = rtl - 1/rJ0

rt y1/r - 1
dy.
1 + t-1cP(t1/ry1/r)
Set:
y
1/r-1
if 0 < y 4 ar/t,
1 + tqt1/ryl/r)
ft(y)
0 if y > ar/t.
Ay,
Since, for y > 0 fixed and t - 0, t 1p(t1/ry1/r) -
1/r - 1
lTO mft(y) =
1y+ Ay
Furthermore, x rp(x) extends to a strictly positive continuous

function on [O,a]; hence there exists a constant B > 0 such that
p(x) >. Bxr. Therefore
1/r - 1
ft(y 1+By .
EVALUATION OF INTEGRALS 179
The Dominated Convergence Theorem can therefore be applied, yield-

ing
( lY
1 it
t-r0
+o ft(y)db = 1 + dy = l r sin(77r)
0 J 0 A
SOLUTION: (c): Note that the relation proved in part (a) is true
for all r 0, so that lim F(t) = W if r >, 1. Now,
t+0
10t
 0 one has 9(aty) v aAty and t = o(ty).
Consequently
lim ty -
t->0 t + p(aty)
Furthermore, for 0 4 y s 1 and t > 0,
< aB
t + P(aty) t + aBty
from this it follows that

1
t}'
lim f dy = - .
t->0 0t+ip(ats')
EXERCISE 4.74: Let p,q,r be three positive real numbers. Find

the necessary and sufficient condition that
fxP dx < 0.
+0 1 + xqjsinxxjr
What type of counter-example does this furnish?
AVA - V AV = A0A = ono = AVA
SOLUTION: The integral is equal to
n=0
where
I = fn+1
xp _
J1 (x + n)p
dx.
n n 1 + xq, sin= Ir o 1 + (x + n)q(sinnx)r'
For t > 0, set
dx
(p(t) _
0 t + (sinnx) r
then
7 (2np m((n + 1)-q) <I <

2(n + 1)P (p(n q) .
n + 1)q n nq
By the results of the preceding exercise, as t + 0 one has

;EVALUATION OF INTEGRALS 181
cp(t) + (sinnx)-rdx = Ar if 0 4 r < 1,

J 0
p(t)tinlog1 if r = 1,
1
1 - 1/r
(P(t) if r > 1.
ti rsin(7 r)(t)
Consequently, if q > 0,
Inti2Anpq
r if04r<1,
ti 21 np glogn if r = 1,
n
2
n
p - q/r if r > 1.
rsin(irt/r)
n
It follows that if q > 0 the integral converges if and only if
> max(r,l).
p
For q = 0 the integral is never convergent, so that the preceding

Condition is valid in all cases.
If p > O,r > 0 and q > (p + l)max(l,r) then for x = n the in-
tegrand has the value np; it is therefore not bounded as x -}
Although its integral is finite.
EXERCISE 4.75: Let f,g be two real functions on ]O,a[. Assume

that
(i): f(x) ti Axa and g(x) ti xs when x -+ 0 (a > O,A > 0,
0 > -1) ;
(ii): f is strictly positive and increasing on ]O,a[;
(a
l9(x)le
-f(x) dx <
(iii): J
0
E82 CHAPTER 4: ASYMPTOTIC
Show that as t -> -
I
J0 g(x)e-tf(x)dx ' i
a rP-1-)(At)
+ 1l -(S+1)/a
(2): Prove that
r(p)r(g)
B(p,q) =
r(p+q)
(Begin by showing that
p q+ 4 B(p + 1,q).)
B(p,q) =
SOLUTION: Let 0 1; there exists b such that 0 f(b) > 0 for b 4 x < a, when t > 1 one has
t(S+1)/alag(x)e-tf(x)dx
1b
4 t(B+1)/ae-(t-1)f(b) a lg(x) le-f(x)d.,

J0
which proves that the left hand side tends to zero as t 3 .

Moreover, the change of variable x .+ xt-1/a gives
t(0+1)/a j bg(x)e-tf(x)dx
= JF(x)dx
0
where
'EVALUATION OF INTEGRALS 183
is/°g(xt-1/a)e-tf(xt-1/a)
if 0 < x bt1/a
Ft(x) =
0 if x > btl/a.
By (i) ,
a
xse-Ax
t-
limFt() =
and by (*) ,
a
0 < Ft(x) < yxse-B"
Applying Lebesgue's Theorem, and recalling that the integral from

b to a tends to zero
limt(S+1)/a(a
g(x)e-tf(x)
10 dx = J-X'e -Axadx
t 0
1 A-(Otl)/ar(B + 11
a a
FIRST APPLICATION: Setting x = a(u + 1) one obtains
aa+1e-a(W e-a(u-log(u+l))du.
r(a + 1) = J xae-xdx =
0 1
0
The above result can be applied to each of the integrals and
with a = 2, A = , B = 0, giving
0
F e-a(u-log(u+1))du 2xr()(2)- =
ti
1 l an
r(a + 1) ,
aa+gi
e-aV
SECOND APPLICATION: For p > O,q > 0,
(1
B(p + l,q) = J p(l - x)p+q-1dx
o 17X---X)
(1 p-1
x dx
=
p + q 0 (1 - x)p+q 1 x (1 - x)2
= B(p,q).
p
From this it follows that for every integer n 3 1,
B(p,q) _ (p + q)(p + q + 1)...(p + q + n) B(p + n + 1,q).

p(p + n)
Now it is known that as n
a(a + n) na
nl - r(a) ,
So
(p + q + n) r(p) nq
,,
p...(p + n) r(p + q)
On the other hand,
x)penlog(1-x)
B(p + n + l,q) = 11xq-1(1 - dx.

J0
Applying the first part with a = A = 1 and S = q - 1,
B(p + n + l,q) % r(q)n q,
So
EVALUATIONS OF INTEGRALS 185
B(p,q) = r(p)r(q)
r(p + q)
EXERCISE 4.76: Prove that for n 0,
,
n -x`` sinx4dx
x e = 0,
0
and then that as t -> -,
f eitx-x4sinx"dx r()ein/8t-5/4
ti 4
J0
004 - 040 = 400 - V AV = A4A
SOLUTION: The function
F(z) = x4n+3e-zxdx
J 0
is holomorphic for Re(z) > 0. When z is real one has:
(4n + 3)!
F(z) =
4n+4
z
By analytic continuation this formula is valid for every z with

Re(z) > 0. In particular, if z = 1 + i,
x4n+3e-(i+i)xdx = (-1)n+i On + 3)!

T 22n+2
Taking the imaginary parts of both sides yields:
J x4n+3e-xsinxdx
= 0,
0
1
and carrying the change of variable x i x" gives
(Wn-xIT ,
J x e sinx'dx = 0.
0
Now set:
1 1
f(z,t) = exp(itz - z')sinz",
which for fixed t is holomorphic for Re(z) > 0 and continuous

1
for Re(z) > 0. (One chooses the principal branch of z4 in this

half-plane). Taking into account the majorisation
Isin(x + iy)I < ey,
which is valid for y > 0, then for R > 0 and t > 0 one has:
I
I < exp[- tRsina - R4(cos 4 - sin-!)),
4
If(Re l$, t) I < exp -

2t7 8
- ,2R"sin
i
(1)
Moreover, for z = x + iy, y 3 0:
Iz "et"f(z,t)I < min(IzI 4,Iz "sinz"I),

and there therefore exists a constant M such that
If(z,t)I < MIzI"e-ty, Y A 0. (2)
Therefore, using (1), the integral of f(z,t) along the circular

quadrant 8 - z = Re' (0 < 8 < 7t/2) is majorised in modulus by
Rexp( - I- 2t exp( - v sin 8) ,

0 l
LUATIONS OF INTEGRALS 187
consequently tends to zero as R - By Cauchy's Theorem

therefore has
J f(x,t)dx = if f(iy,t)dy
0 0
= it-5/4ein/8 OtIe-it[/B flit-1y,t)dy.

J
is easily verified that
limt e-in/8f(it-1y,t) = y e y
by (2)
It4e-in/8f(it-1y,t)I < My4e y.
refore by Lebesgue's Theorem
ieln/BrWy4e-ydy
limt5/4JWf(x,t)dx =
t-3 0 0
iein 8r [T5) = i_ r(4)ein B.

4
RCISE 4.77: For every integer n 1 denote by do the number

partitions of a set with n elements. Set d0 = 1.
(a): Show that for all complex numbers z:
n
exp(ez - 1).
n=0 n n, =
(b): Deduce from this that for every real number u > 0:
i u+2co
do
= 2nieJu_i z-(ntl)exp(eZ)dz.
(c): Let u be the unique real root of the equation

n
zeZ=n+1.
Show that
u U
d , n' exp(e n - u e nlogu - lu
n eJ n n n
and deduce from this that
logdn '' nlogn.
Ava = vev = ove = vov - ovo
SOLUTION: (a): To determine a partition of En+1= {1,2,...,n + 1}

one may first fix the part of En+1 which contains n + 1; if this
part contains p + 1 elements (0 < p < n) there are (p) possible
choices. Next it remains to choose a partition of the n - p re-
maining elements, which gives, taking account of the convention
do = 1,
n
n
do+1 (1)
p0 lP ,dn-p
This relation can be written as
do+l n
(n + 1)
- 1 d -p .
(n + 1)! p)!
p-_0 p! (n -
If the series
n
f(z) _ do n, (2)
n=0
L
has a radius of convergence R > 0, then taking the derivative

and using the above relation shows that for jzj < R
f'(z) = ezf(z),
and consequently, since f(0) = 1,
f(z) = exp(ez - 1).
This function is entire, and if its Taylor expansion is written

in the form of Equation (2) the coefficients do have to satisfy
Equation (1), so, since d0 = 1, the proposition follows.
SOLUTION: (b): By Cauchy's Theorem:
z-(n+1)exp(ez)dz IN
C B
n = 2nieI
- M O
where r denotes the rectangle indi-
cated by the figure. Note that, on D A
-IN
this rectangle, if z = x + iy,
lexp(eZ)I = exp(excosy) .< exp(eu),
and consequently
u 2u + 4M
.< exp(e ) 0+1
JBCDA
On the other hand:
iy)-(n+l)exp(eu+iy)l (U2 y2)-(n+l)/2exp(eu)

j(u + = +
From this one deduces that for n 3 1:
= n1
2x_f+ (u + iy)-(n+l)exp(eu+iy)dy, (3)
do
the integral being absolutely convergent.
SOLUTION: (c): Introducing the principal branch of log z in the

half-plane Re(z) > 0, and if u is chosen so that ueu = n + 1,
+W
do exp(eu - ueulogu)J- g(y,u)dy, (4)
n!
where
g(y,u) = exp{eu[ely - 1 - ulogI 1 + mil]}.
Note that
((
2
l g(y,u) I = exp{ - eu[2sin2 + 2 log I 1 + 2 ] }.
U,
111111
Therefore
u
9(y,u)dy1 < 2J (1 + u 2y2)-jue dy
if ly l >7E n
dy
2
Jn 1 + -u Ie u y 2
The last integral has the value
e-u/242-utan-i( a-u/2 fu)
whence
fly,>ng(y,u)dy = 0(ue-u). (5)
If lyl < it then Isin(y/2)I -o lyl/n, so that:
lg(y,u)I < expl-

I 2 euy2)
It
Setting y = to-u/2 yields:
+x xeu/2
e-u/2J-xeu/2
g(y,u)dy g(te,u)dt,
-u/2
f-x =
and for t > 0,
2
limg(te-u/2, u) = e-t /2
Since for 0 < ItI 4 xeu/2
2 2
a- 2t /x
Ig(te-u/2,u)I .<
Lebesgue's Theorem implies that:
tie-4/2Je_t2/2dt
= e-4/2 x.
Jx g(y,u)dy
x
Taking account of Equations (4) and (5),
u
d ti n! exp(e n- u eunlogu - u ).
n e/27 n n n
Bence
u u
logdn = logn! - (une nlogun - e n + jun) + 0(1).
Now logn! ti nlogn and
u u
u e nlogu - e n + '2u ' nlogu = o(n(u + logu ))
n n n n n n
= o(nlogn),
Which proves that logd N nlogn.

EXERCISE 4.78: Show that for every real number t the integral
(
33Jdx
1
fi(t) _J cos)tx +
0 l
is convergent, and that the function c, so defined (called the

AIRY FUNCTION) is a solution of the differential equation,
4,"-to=0.
Next prove that as t -> =
1 t3/2 (1
4,(t) = expi- 3 + 0(t-3/4)),
7.7
2
0(-t) = 01*J
t1T
SOLUTION: Note
J°°expi{tx 3 Jdx.
If z =x+iy,
( 3
Iexpiltz + 3 II = exp( - ty -
x2p + 1 y3),
so that if 0 < y < a and Iti < A,
3l 2
iexpi(tz + 3 JI < Be -X y,
where B = explaA + a31. Therefore

3
x+ia 3l (a 2
expi+
Itz zJdzl 4 BJ a-x ydy 4 B
fx+i0 3 0 x2
This shows that the integral which defines 0 is convergent, and

that if La is the straight line (-« + ia,m + ia)(a > 0) then
ll
2/(t) = tz + 3 Jdz.
JL{ a
(1)
3
2/0"(t) z 2explltz + Idz
JL )
a
the differentiation under the integral sign being legitimate be-

cause on La one has for Itl 6 A
( 3 2
)e-ax
Iz2expi ltz + 3JI 6 B(x2 + a2
Hence
( 3
2,r7,-(,"(t) - ti(t)) (t + z)expiltz
2 + 3Jdz
JL l
3l1II
( -+2'.a
[iexpiltz + 3J] 0.
z=-°+ia =
When t > 0, carrying out the change of variable z + t2z in

Equation (1) and setting R = t la,a = t3/2 yields
( 3
2 4(t) = J expixlz + -) dz.
LS l
Since the derivative of z + z3 /3 vanishes for z = i, let us take

S = 1 in the formula above. This yields
+m ( 3l
2
'r O(t) = e-2X/3+- expal- u2 + 23 Idu
1t l 111
1 e -2a/3 (+mexp
I- u2 + 3 -Idu.
The latter integral can be written
V 1, + J+We-CO
- 1)du.
The absolute value of integral above is majorised by
2
JIuI3e_u du.
-m
From this, one deduces that as t -*
¢(t) = 't "exp(- 3 +3/21(1 t O(t-3/ )).
Setting A = t3/2 as before,
(
3
(-t) = J )dx.
rit"
0
As the derivative of x3/3 - x vanishes for x = 1, one is led to

the change of variable x = 1 + u//, which gives
(
Re{e-2ia/3T (
3
(-t) = 1- xpi 1u2 /T) d.)
+ 3
Set
((
f(z) = expila2 + 3x) = Rei*,
where, as z = pale,
3
R = exp( - p2sin28 - - _ sin30),
3
= p2cos20 +
p COS33.
Assume that 0 < 0 4 n/4 and p . - v. Then sin20 3 0 and sin38 3 0.

From this it follows that for every number F such that 0 4 E F 1:
sin20 + . sin30 n8 - 8 = a8,
Where a = 4/n - 1 > 0. Therefore
2
e-'p
IRI < $ (2)
By the Mean Value Theorem
R - e-p2sin28 3 sin38exp (- p sin28 - CPI sin30 ,
3A l 2 3/A J
where 0 < E < 1. Consequently:
e-p2sin281 < IMI

a-ap28
IR - (3)
3/
[.et L be the half-line pain/4, p > and r the circular arc

-rei8, 0 < 0 6 n/4. Then (2) shows
J (u)du = f
f(z)dz,
"f t+L
and then that
J
rf(z )dz J Q
4e-ax8dO
=O
lfJ
Note next that for 0 = n/4, _ -p3/3 I. Then (2) and (3) show
that
in/4) IRe"
If(pe - e -p2 I
< - RI + IR - e-pI
2
+le-anp2/4
3 3X
Consequently:
e_p 2
ix/4 f
J f(z)dz = e
L J
f dp + H,
with
H S constant 7 p
I3e-anp /4dp = 01J
Since, furthermore
r-F_e p2dp e
-A
"I F
2- '
one has
- = e1rz/4J,r-
E + O{
1 J
Finally,
x n -2iA/3 in/4 1
Re e
- l lI
(-t) = t 4Cos - t3/2 + 41 + 0

3 I
CHAPTER 5
Fubini's Theorem
EXERCISE 5.79: For each of the functions f below, calculate
Jdxf1(x,y)dy, lf(x,y)!dxdy.
0 0 JpyJf(x,y)dx,
0 Ii. O<x,y61
2 2
f(x,y) = x - y 2
(x2 + y2)
(b):
(x - )-3 if 0 < y < Ix-1,

f(x,y) =
t 0 otherwise.
f(x,y) = x - y
(x2 +
y2)3/2 ,
(d) :
f(x,y) = (1 - xy)-p, p > 0.
199
200 CHAPTER 5:
000 - VAV = Ova = VAV = A0A
SOLUTION: (a):
Y0
dy I
dx [-x2+ 1
J0 J0 (x2 + y2)2 = _
fl fl x2 2 1
x x=1 1 (_d )
n
0 (x2 + y2)2 0 i
x2 + 2]= JO
b _-4
x 2 -Y 2 1 :2 _ 2
dxdy = 2 2dxJ dy
y2 ) 2
JJ Otx,y<1 (x +Y 2)2 0 0 (x2 +
1 y =x 1
y2]y=0 = dx
2 fo [x2 + 0 x = W.
SOLUTION: (b):
1
x
J f(x,y)dy = (x - )3
0
and this function of x is not integrable on (0,1). Moreover,

if O<y4i,
1 (-y 1
f(x,y)dx = J (x - )-3dx + J (x - )-3dx = 0,
f0 0 i+y
and if 1 < y < 1 this integral is again trivially zero. Thus:
1 1
dyj0 f(x,y)dx = 0.
J0
Finally,
1
f0lf(x,y)ldy = Ix -
I-2,
FUBINI'S THEOREM 201
so
If(x,y)Idxdy = -.
J 0)
if 0
SOLUTION: (c):
1 1 x_ b 1 1 +x y=l
f
f 0 x(x2
y =
fo + y2)3/2 d 0 Lx (x2 + y2)Jy=0
- 1dx = f log x + x/ +11 X-o = log2.

J117X2 +1 J `
Clearly
1
dy1
(1 x-y dx = - log2,
y2)3/2
0 0 0 (x2 +
and
x-b lax x-b

if2j J 0 (x 2 + y 2 ) 3/2I
dy =
joJ o (x 2 2 3/2 dy
0
I
+y )
f0ldxlx(x2 Jy=O= (f2-1)J xu
SOLUTION: (d): As the function is positive the three integrals

are equal. For example, if p 4 1:
1 dxJ1(1 _ 1 P _ 1 dx,
1 1( (1 - x
- xy) Pdy =
fo o p o
an integral which converges only if p < 2. When p = 1:
r1dxr1(1 - xy)-1dy (1log(lx - x) dx < + =.

0 0 Jo
202 CHAPTER 5:
EXERCISE 5.80: Let 0 < a < b. By applying Fubini's Theorem to

the double integral:
JJxydxdy,
0<x<1
a,cysb
prove that:
J 1 xb - xa ax = log 1 + b
0 logx 1+a
000 - VAV = AVA = vov = AVA
SOLUTION: On the one hand
b ('1 b
dyJ xydx = J yyl = log 1+b '
fa O a
and on the other hand,
10dxfab 1 xy y-b 1 b a
xydy = JOdx [l ]y
f a = J0 ogx
xdx.
EXERCISE 5.81: Let R be the region in the quadrant x >. O,y 3 0

bounded by the curves y - x = 0, y2 - x2 = 1, xy = a, xy = b
(0 < a < b). Calculate the integral
J J (y2 - x2)Xy(x2 + y2)dxdy.

R
by using a change of variables that transforms R into a rectangle.
AVA - DAD = AVA - VAV - AVA

SOLUTION: Set u = y2 - x2 and v = xy; R is then transformed in-

to a rectangle 0 6 u S 1, a .< v< b. Now
D(u,y)
- - 2(x2 + y2
D(x,y)
so
b 1 b
fadvf0uvdu = fa v + 1
(x2 - y 2)Xy(x2 + y 2 )dxdy =
ffR J
'lo l+b-21og1+a
2gIta l+b
EXERCISE 5.82: Let T be the interior of the tetrahedron def-

ined by x 3 O,y O,z >. 0, and x + y + z < 1. Calculate the
integral:
JJJT xyz(1 - x - y - z)dxdydz
by carrying the change of variable x + y t z = X, y t z = XY,

and z = XYZ.
AVA - TAV - AVA=VAV=AVA
SOLUTION: We have
x = X(1 - Y), Y = XY(1 - Z ), XYZ.
The open tetrahedron T is thus transformed into the open rec-

tangle 0 < X,Y,Z < 1. Also,
dxAdyAdz = (dx + dy t dz)A(dy t dz)Adz
= dXA(YdX t XdY)A(YZdX + ZXdY t XYdz)
= X2YdXAdYAdZ,
204 CHAPTER 5:
so
xyz(1 - x - y - z )dxdydz =
fffT
X5Y3Z(1 - X)(1 - Y)(1 - Z)dXdYdZ =

= JJJ 0<X,Y,Z<1
r(6)r(2)r(4)r(2)r(2)r(2) =
1
r(8)r(6)r(L) 7!.
EXERCISE 5.83: Calculate:
dxdy
x>O,y>O (1 + y)(1 + x2y)
Deduce from this the value of
f x2 - 1
low' dx0
00A = 000 - A0A = V V = AOA
SOLUTION: As the integrand is positive:
f
dy
JL>0- f0 1 +y 1 +x2y 2J0 1y+ y
2
it it n
2 sin(n/2) 2
From this one deduces that
2 r
n
2 = J o dx 0 (1 + y)(1
dy
+ x2y)
=
(Contd)
jm
2
dx
-f-1-)dy
Jo 1 o`1 + x2y
=J° dx Ilog11ylyco
ox2-1 1+y y=0
2
logx dx,
0 x2 - 1
so
2
l ,x dx=n
J00 0 x 2- 1 4
3ydxdy
.
Jx>0,b>0 y)3
1 + (x +
x+y<a
SOLUTION: Make the change of variables u = x + y, V = x - y,

for which D(u,v)/D(x,y) = -2 and y = J(u - v). The domain of in-
tegration becomes 0 O
and deduce from this the value of
(tan izJ2dz.
Il
To
OVA = VOV = tVt - VOV = AV&
SOLUTION:
dxdydz
JO<x,y<1 (1 + x222)(1 + y2z2)
z>0
a
dz
dxdYJ 22 22
'1O<x,y< 1 0 (1 + xz)(1 + yz)
2 2
+yy2z2Jdz
I JO<x,y<1 1 +xx2z2 1
dxdy
=
=nff
2 0<x,y<1
x+ y 2 0 0 x+ y
1(log(x
n
+ 1) - logx)dx = nlog2.
2
0
It follows that
dxdy
nlog2 = Fdzff
O<x,y<l (1 + x2z2)(1 + y2z2)
1
1+dxz
2 2 2dz
-Jo{J
= r0(tan-1z12dz.
JO z J
EXERCISE 5.86: Let q be a positive definite quadratic form on

in, Prove the formula
n/2
it
q(x)dx
where A is the determinant of q.
AVA - Vnv - AVA - vov - AVA
SOLUTION: There exists an orthonormal basis with respect to

which
q(x) = alx2 + ... + AIx2, A. > 0.
Then
p = a1...anp
so
+e-asu2du n
e q(x) =
7n7-
= R X n/2
JIltn 81 J s i" S
EXERCISE 5.87: Determine the values of a for which:
cosx
sinxsiny)a
dxdy 2n - y, one is led to study
a
sinx
I =
ffO<x,y<7c/2
(1 - cosxcosy) day'
The integrand is continuous on the square 0 S x,y < it/2, ex-

cept at the point (0,0). If r = (x2 + y2), then in a neigh-
bourhood of (0,0)
sinx 2x + 0(x3 )
cosxcosy = 2 - 22x(1 + 0(r2) ),
4
r + 0(r ) r
whence:
a = 2axa + xa
sinx
(1 - cosxcosy) 2a 0( 2a-21
r r
Note that changing to polar coordinates gives
11O<rl xardxdy =
(1
rdr.J n/2 cosxdx,
JO 0
x>O,y>O
a quantity which is finite if and only if a > -1 and $ < a + 2.

Hence one has I < - only in the case where -1 < a < 2.
IP(a) = xlx2...xpdx1dx2...dxp
<a
P
ovo - vov = vav = ovo = vov
SOLUTION: The change of variables xi - axi shows:

I(a) = a2pI(1).
Ifp32:
(0 1
rxi
x2...xpdx2...dxP
IP(1) = J x1dx1J
0 x2+...
p
<1-xl
(1
= Ip-1(1)J x1(1 - xl)2P-2dx1
0
r(2)r(2p - 1)
= Ip-1(1) r(2p + 1)
Since
r1
I1(1) = xdx
J 0
it follows that
r(3) 1
I(1)
p =
2 r(2p + 1) - (2p)!
so that
a2p
T(a)=
p (2p) 1 .
EXERCISE 5.89: Prove the formula(DIRICHLET'S INTEGRAL):
al-1 ari 1
xl ... xn dx1...dxn
Pn
1l P1+...+ rn
xi>0,
J
n
J sl a
a11...ann
a
r 11
all
... r (Yanl
1n .p a
1+...+ a
n+ll
1 pn
210 CHAPTER 5:
ove = vov = AVA - vov = eva
pi
SOLUTION: The change of variable Xi = (xi/ai) transforms the
integral into
a al . ..a an
1 n_ Xlp1
a-1
- n-1
pl...pn Jf dXl...dXn
JX.>0
i
X1+...+n
l
Thus it suffices to prove the formula when a. = p. = 1. For

1<s4nand A 30 set
a xl1- 1
J ... fxI
IS (A) = JI ...xss dx1...dxs.
> 0
x.+---+x 4X
I S
a
It is clear that IS(A) = A SIs(1). Consequently,
1 a -i a
n-1dx
In(1) = In-1(1) xnn (1 - xn) 1
0
r(an)r(a1 + + an-1 + 1)
- In-1(1) r a1 + + an + 1)
Since
(l a -1
Ii(1) = J x11 dxl = a ,
it follows that
1 r(an)...r(a2)r(al + 1)
In(1) = a1 r(a1 + ... + an + 1)
r(al)r(a2)...r(an)
r(a1 + + an + 1)
EXERCISE 5.90: Determine the values of the real numbers a,s,y

for which:
dxdydz
Jx>0 1 + xa + ys + zy
y>O
z>O
and then calculate this integral.
AVA = VAV = AVA = VAV = eve
SOLUTION: First of all it is clear that one must have a > 1,

0 > 1, and y > 1, for if, for example, a s 1:
dx
J O1+xa+ys+zy
for all y > 0 and all z > 0. Set
2/a 2/$
x = u , Y = v , z=w 2/y
The integral may be written
_ S
u2/a - lv2/S - lw2/y - 1
dudvdw.
I aOy 111u>0 l+u +v +w 2 2 2
v>o
w>o
Now change to spherical coordinates
u = rsinecoscp, V = rsinesincp, w = rcose,
which yields
212 CHAPTER 5:
8 rm r2(1/a + 1/0 + 1/Y)-1

1= drJ ic/2cos2/a - 19sin2/5 - 1(pdW
aSO 0 r2+1 0 X
I-a/2sin2(1/a
+ 1/B)-l6cos2/Y
- 13d8
0
1 r ars ratsPY rm ul/a

1+U du
aRY
r(a + r(q + 2 + 0
Y)
Thus if
1
a + a + < 1
y
then
1 = n rlalr[oil r[1]
aay
r {cx + B + sinn l a+ 0+ Y)
yj
which can also be written
Y)
aBy r (a) r (S) r Y) I a
dxdydz
fff 0<x,y,z « 1 - cosxcosycosz
OVA = VAV = MVA = VAV = OVA
SOLUTION: Set
u = tanix, V = z = taniz,
so that the integral becomes:
dudydw
I 4
JJJ>0 u2 + v2+ W2 + u2v2'W2
v>o
w>0
Changing to spherical coordinates yields
/2d3f/2dTf 0
I =
J0 2
0 1 + r4sin4Ocos28cos2
Finally, setting
r = t4(sin8)cos 3cos cpsin cp,
we have
(n/2 _ (n/2 _1 _1 (W ,4-1

I cos 1sdolo cos 'gsin 2gdgj0 du
1 + u
= f0
i r(i)r(i) r(1)r(1) r(3

4 r( )4, r() sin it
=
7E /2-
4 r(4)
Noticing that
r(;)r(4) = nom,
sin 4n =
the answer can be written
I = 4x(4)44
EXERCISE 5.92: Use a double integral to represent the differ-

ence:
214 CHAPTER 5:
J+_
f(x) 2 dxfg(x)2dx - lIJ f(x)g(x)dxl2
-00
ava = vav = ova = vov = ave
SOLUTION: It will be found that
2JJ2(f(x)g(y) - f(y)g(x))2dxdy
satisfies the requirement.
EXERCISE 5.93: Show that the centre of gravity G of a homo-

geneous cone satisfies:
= loo,
where 0 denotes the vertex of the cone, and G the centre of

0
gravity of its base.
AVA = VAV = 1v6 = Vtv - pvt
FIRST SOLUTION: On placing the coordinate origin at 0 and

making the plane xOy parallel to the base of the cone C, the
coordinates E,n,r of G are given by:
JJJ'ydz
dxdydz
'SIC
and two analogous formulae. If are the coordinates of

G0,S0 the area of the base, and CZ the cross-section of the cone
cut by the plane parallel to xOy with height z, then:
r 1 2
JJC dxdy = s0,
1 0J
z
JJ xdxdy = 3 V0,
ydxdy
Jcz
1 3 n0S0,
11 zdxdy = zICoJS0
2 = 1 0Jc6S0,
3
JJ z ll
so that
NZ-013 C0S0dz 3
J 00
=E ,
4 0
etc.....
2 S0dz
J00N-E-O)
SECOND SOLUTION: G is the centre of mass of the segment OG0

weighted with density ku2, where u = OM and k is a constant.
It follows immediately that
EXERCISE 5.94: Show that the volume bounded by a ruled surface

and two parallel planes is equal to
V = 6 Sl + S2 + 4S3
where h denotes the distance between the two planes, S1 and S2

are the areas of the cross-sections cut out by these two planes,
and S3 is the area of the cross-section cut out by the plane
parallel to the other two and located at a distance h/2 from
216 CHAPTER 5:
each of them. (The Pile of Sand Formula).
t0E = V AV = M1L - 010 = AVA
SOLUTION: As the z-axis is perpendicular to the planes under

consideration, the cross-section cut out by the horizontal plane
with height z is bounded by a curve given parametrically by equa-
tions of the type
x = a(t) + zb(t),
rz {l
y = c(t) + zd(t),
where a,b,c,d are periodic functions that we shall assume to be

piecewise continuously differentiable. The area S(z) of the
corresponding section, given by
S(z) = 2J xdb - bdx

r
Z
is therefore a second-degree polynomial in z. From this it fol-

lows that (Simpson's Formula)
h
V = I S(z)dz = 6 (S1 + S2 + 4 S3).
11
0
EXERCISE 5.95: Show that if
then the order of the integration can be inverted in
0 0
From this deduce that
afm
J0(y)
I sinax
1 +x`
dx =
0 a2+y2
d y,
y,
where JO is the Bessel function:
2 rn/2
J0(y) = nJ cos(ycose)d8.
0
AVL = VAV = LVA = V1V = OVA
SOLUTION: If 0 < E < X < w then
Jsinaxdxjf(y)e-x3'dy = JW f(y)dyje-x3'sinaxdx,
E 0 0 E
since
x r
dxJ Isinaxf(y)e-xyldy < (X - E) Je- Eylf(y) dys -.
fE 0 0
The Second Mean Value Theorem gives
r
x
2
e-xysinaxdx
J
a
e
and the inequality Isinaxl . ax implies
X
J_XYid
E Y
Consequently,
X
f(y)f e-xysinaxdx
4 a Il(0,1)(y)If(y)I + an(11-)(y)lf(y)Iy-2
E
218 CHAPTER 5:
The Dominated Convergence Theorem leads to the formula
J sinaxdxJ f(y)e-xydb = f(y)dyJ e-xysinaxdx.

0 0 J 0 0
Now,
e-xysinaxdx = a ,
0 y 2 + a2
so
f (y)
of dy = sinaxdxJf(y)e-xydy.
o a2 + y2 0 0
Since J0 is continuous and IJ01 < 1, it is clear that the con-

ditions of the problem are satisfied if f = J0. Moreover:
JJ0(y)e XYdY = fee-xydy Icos(ycos9)d8

0 0 J0
n/2 W
= nd8J e-xycos(ycose)dy
fo 0
=
2 (n/2 xd8 - 2x rm dt
n
0 x2 + cos28 0 1 + x2 + x212
t
2 1 W 11
f
tan
`n 1 + x t=0
7,77j=:
xt 1 + x-
(Switching order of integration is legitimate, since
W n/2
2J dyJ e-xyjcos(ycos8)Id8 < x < ").
n n
EXERCISE 5.96: Let H be a continuously differentiable function

on [0,°[. For all r > 0 set
m(r) = sup(xlogr - H(x)).
show that if
Joe-H'(x)
<
T 0
then
m(r) dr <
T 1 + r2
AVA - OAV m AVA - 0A0 - AVA
SOLUTION: We shall first prove the following property: If cp is
a measurable function on [0,m[ such, that q(t) > 0 for t 3 0 and:
I (t)dt < -,
0
and if for r > 0 one sets
(x
u(r) = supJ log(rcp(t))dt,
x>.0 0
then
I' (r) dr <

f0 r2
Notice that u(r) > 0 for all r > 0. On the other hand,
I x
log(rp(t))dt < J1og+(rq(t))dt,
0 0
220 CHAPTER 5:
so
0 < u(r) < Jlog+(r(t))dt.

0
Consequently,
log(r(p(t))
f r2 0 0 r
(J'OW(t
To return to the problem, put p = e-H'. Then:
(x
xlogr - H(x) H(o) + J log(rpp(t))dt,
0
so
m(r) = - H(o) + P(r),
which implies the stated result.
EXERCISE 5.97: Let X be a measurable set of ]Rn with 0 < meas(X)

< -, and let f be an integrable function on X. Show that if for
every complex number z
JlogIl + zfj = 0,
then f(x) = 0 for almost all x.

Show that
Jlot'l = 0
for all p > 0 by using the formula
2n
Jo logll + zeitldt = log+lzl.
AVA = VM0 = t01 = VLV - AVA
SOLUTION: It may be assumed that meas(X) = 1. Let p > 0. Then:
2n
dtJ log 11 + Peitf(x)Idx = 0.
f0, X
If Fubini's Theorem can be applied then
2n
0 dx log 11 + peitf(x)ldt = 21 log+lpfl.
X JO X
From this it follows that IfI < p-1 almost everywhere, hence
that f = 0 almost everywhere. It remains to be seen that Fu-
bini's Theorem actually can be applied. By hypothesis
JX log+11 + zfl = log 11 + zfI

JX
for every complex number E. Therefore
J0dtJ1H1 + Peitf(x)Ildx = 2J dtJ lo11 + pitf(x)ldx

I 0 X
4 4n(1 t p JX If 1) < m
222 CHAPTER 5:
(We have used the inequality log+Il + z1 s 1 + IZ1).
EXERCISE 5.98: With every function f that is positive on E = 3Rn

associate the set Df C E x3R formed by the points (x,t) such that
0 c t '< f(x).
(a): Show that f is measurable if and only if Df is measur-
able.
(b): Show that if f is measurable and p > 0:
Jf(x)Pdx = pJWtP-lmeas(f > t)dt.

E 0
(c): Show that if f is measurable its graph is a set of

measure zero in E x]R.
000 - VAV = 000 - VtV = 000
SOLUTION: (a): If f is measurable, the function p(x,t)= f(x)- t

is also. Since Df = (p 0)fl(t 0) it follows that Df is
measurable.
Now assume that Df is measurable. Then x I-r meas((Df)x)= f(x)
is measurable (Fubini's Theorem; here, for A C E x]R and x e E,
AX denotes the set of is such that (x,t) e A).
SOLUTION: (b): Fubini's Theorem also shows that
J fP = pJEdx(0(x)tp-ldt = pJOtp-1dtJ(flt)dx
E
M
= pJtP-1meas(f > t)dt.
0
SOLUTION: (c); One can show, as in part (a), that the set D'f
of (x,t)'s such that 0 < t < f is measurable, and the calcula-

tion carried out in part (b) proves that
f f = meas(Df) = meas(D'f).
J
Consequently Df - D'f, which is the graph of f, has measure zero
EXERCISE 5.99: Let (Dn) be a sequence of closed discs, contain-

ing in the unit disc D, of radii rn > 0, and mutually disjoint.
show that if meas(D - U D ) = 0 then G r = .
n n
n
AVO = VAV = AVO = VLV = AVo
SOLUTION: Let In be the orthogonal projection of Dn on the

x-axis. Then meas(In) = 2 1 rn, and consequently if E rn <
then almost all x's belong to only a finite number of the In's;
that is to say that the vertical line L with abscissae x meets
x
only a finite number of discs Dn, say Dn ,...,Dn . If IxI < 1
k
none of the intervals L f1D can be equal to L 0 D, for in that
x n . - x
1
case one would have D = D, which is absurd, because r > 0 for
n. n
all n and because the Dn's are mutually disjoint and contained
in D. It is then clear that:
k
meas(Lxf1Dn ) < meas(Lxf)D) (1)
i=1 1
for almost every x e]-1,1[. If i is the characteristic func-

tion of D - U D , then (1) means that for almost all x (IxI < 1)
n
JP(x)dy > 0,
224 CHAPTER 5: FUBINI'S THEOREM
and consequently:
meas(D - U Dn) = JdxJP(xiy)dy > 0.

n
CHAPTER 6
The LP-Spaces
EXERCISE 6.100: Prove Holder's Inequality by using Jensen's In-

equality with the function P(x) = xP, x >. 0, p > 1.
MMA = 0M = MMA = VAT = AVA
SOLUTION: Since cp is convex, for a positive measurable f and a

positive g with integral equal to one,
(Jfg)p < JfPg (*)
Now assume that f 3 0, g , 0,.and:
jgq 1,
JfP - =
1
.where q is such that + 1 = . Replacing f in (*) by fgl q and
p q
g by gq yields:
Jfg' 1.
EXERCISE 6.101: Prove Minkowski's Inequality using Jensen's In-

equality and the function 'p(x) = (1 - xl'P)P, 0 6 x s 1, p , 1.
225
226 CHAPTER 6: THE
AVO = VAV = AVO = VAV = OVA
SOLUTION: The function p is convex, for it is continuous on

[0,1], and on ]0,1[ its derivative is equal to
(1 - 1/PlP-1
l )
x l/p
which is increasing in x. Consequently, if 0 < f E 1, g 3 0, and
Jg = 1,
then
1 < (Jfg)1/P + (J(1 - ?/p)pg)1/p (*)
Now assume that f 0, g 0, and
J (f + op = 1.
Replacing g in (*) by (f + g)p and f by 0 where f + g = 0 and by

fP(f + g)-P otherwise, yields
1 << (JfP)1/P + (JgP)1/P.
EXERCISE 6.102: Prove Minkowski's Second Inequality using Jen-

sen's Inequality and the function p(x) = (1 + x1/P)P, x A 0,
0 . 0, g > 0, and
Jg = 1,
then
1 + (Jfg)1/p < (J(1 + fl/P)Pg)l/P. (*)
If now f >. 0, g > 0, and
JgP 1,
=
fPg-P
then replacing g by gp in (*) and f by 0 when g = 0 and by
otherwise, yields
1+ (Jfp)1/p
< (J(f + op) 1/p.
EXERCISE 6.103: Let 0 < p < 1. If f,g e LP set:
d(f,g) = Jif - gIP.
Show that this defines a metric on LP (with the condition that

two functions equal almost everywhere are identified), and that,
when provided with this metric, Lp is complete. Is the mapping
f > d(f,0) a norm?
AVA- = VOV = AVO = VLV = VAV
SOLUTION: We have (x + y)P .5 xP + yp if x >. 0, y > 0, and 0< p-41,

228 CHAPTER 6: THE
as can be seen by studying the function
x->xp+1- (x+l)p.
From this it follows that if f,g,h e L
d(f,g) = Jif - gIP < J(If - hl + I h - gI )P
< Jf -hIP + Jig - hIP
= d(f,h) + d(h,g).
Furthermore, d(f,g) = 0 implies that If - gIP = 0, that is to say
f = g almost everywhere.
To show that LP is complete it suffices to prove that if fn e LP
and
Y d(f ,fn+i) = A <

n
gN =
NW
then fn converges to an element of L.
E
n=1
Ifn - fn+1l, g = E
n=1
Set
Ifn - fn+ll'
Then gN - g and
JgN A
By Fatou's Lemma
JgP < A
Consequently g < m almost everywhere; but then the series
i (fn - fn+1)
n
LP-SPACES 229
is almost everywhere absolutely convergent, which implies the ex-

istence of a measurable function f such that fn - f almost every-
where. If r < s then
[Ifr - fslp ¢ I d(fn,fnt1).
n=r
Making s - - and using Fatou's Lemma again yields
f I p
Ilfr - < d(fn'fn+1),
n=r
which proves that f = fr + (f - fr) e LP and that fn -> f in LP.

Since d(Af,0) = Ialpd(f,0), the mapping f H d(f,O) is not a norm
onLpif0<p<1.
EXERCISE 6.104: Let K be a compact set of IItn, e > 0, and 1 , <p <
Show that there exists f e Lp(ntn) such that f 3 0, 11f11p = 1,
and:
Ilfa - flip<e, a e K.
AVA = 0A0 = AVA = DAD - a0A
SOLUTION: Let us denote by Br the ball with centre 0 and radius

r, and by Xr is characteristic function. Assume that K C Br, and
for R > r let:
1
f XR.
meas(BR)1/p
We have f 3 0, IIfI{p = 1 and if - fI is, to within a factor

a
meas(BR)-1/p, the characteristic function of the union of the set
of points x for which Ix - al .4 R, IxI > R, and of that defined
by IxI < R, Ix - al > R. These two sets are mapped into each
230 CHAPTER 6: THE
other by the symmetry x - a - x, and the first is contained in

the 'annulus' R < I x I < R + a . Thus when a e X
meas(BRtr) 1/p
Ilfa - flip E 2 ( meas(BR)
- 1)
Since meas(BR) = Rnmeas(B1) the right side tends to zero as R-;

and consequently can be made less then c by choosing R large
enough.
EXERCISE 6.105: If p > 0 denote by LP the set of positive func-

tions whose p-th powers are integrable.
Show that for all a > 0 the mapping f * fa is a topological
isomorphism of LP onto LP/a
AVA = V AV = AVA = VAV = AVA
SOLUTION: This is a matter of proving that
J If - file --> 0 implies Jjfa - file/a --> 0.
When 0 < a 4 1 we use the inequality
Ixa - ya'I ' Ix - yla, x > 0, y a 0,
which gives
Jlfa - falPla < JIf - filP.
Now let us consider the case a > 1. By the Mean Value Theorem,
fi)a-1,
IJ - Til If - fiI (f V f V fi = max(f,fi),
1)-1
and by HUlder's Inequality for the pair a,a(a -
LP-SPACES 231
f I fa - iIp/a < ap/a((I

If - f1Ip)1/a(((fV f1)p)1-1/a
It remains to observe that
(fvf.) , (f + If-fiI)p<Cp(IfIp+ If - filP),

where Cp = max(2p-1,1).
EXERCISE 6.106: (a): Let f1,...,fn be measurable functions on] O.

Show that
Ilfl...fnllp0 < IIflIIp1...IIfnllpn
if
0<p i <QO, 0<i<n, PO

1 1
p1
1
pn
(as usual, the convention 1/- = 0 is in effect).
(b): Show that if f,g are measurable and positive
q/r(Jfpgq)1/r
Jfg < IjfIj1 p/rIIgIIq
if
14 p<m, 14 q <=, 1< r< co, r=

p1
+ 1- 1
q
(the convention is made that a0 = 1, including the cases a = 0 or

a=m).
(c): If feLPORm), geLq(um) and
1 p,q<m, p+Q - 130,

232 CHAPTER 6: THE
show that for almost all x the function
t + f(t)g(x - t)
is integrable, and that the function:
h(x) = Jf(t)g(x - t)dt
is such that
lihil r < 11A p I I g II q if r= t q

- 1. (YOUNG'S INEQUALITY)
p
00A = vov = 00A = vov = 40A
SOLUTION: (a): If I = {i:pi < co) it is clear that
IIf1... fnllp0 < li IT fill PO iT lifiii.

ieI
1 = C 1
PO ieI pi
It may therefore be assumed that pi < m for all i. First consider
the case where n = 2. Then
pOp0
p1 p2
Applying Holder's Inequality for p = p1/p0, q = p2/p0 to the func-
tions IflPO,lglPO yields

LP-SPACES 233
which gives the formula in this case. When n > 2 one proceeds by
induction; in fact, if
1 1 1
W p2 pn
then
1 1 1
PO p1 W
whence
IIf1f2...fn11PO E IIf1IIp1IIf2...ffII,
E
IIf1IIp1IIf2IIp2...IIffIIPn
SOLUTION: (b): If r = m this is a matter of Holder's formula.

Therefore assume that r < W and consider first the case where
p > 1, q > 1. Then r > p, r > q. Set
p1
_ r-p
pr , P2
=
r-q ,
gr
P3=r.
Then
1+ 1+ 1= 1+ 1- 1= 1,
p1 p2 p3 p q r
so that if h1,h2,h3 are three positive measurable functions, by

part (a) above one has
1 p1 3
2 2 3
Jh1h2h3 (Jhl ) (Jh2 ) (Jh3 ) .
If
h33
h11 = fP, h22 = gq = fpgq,
that is to say, if
234 CHAPTER 6: THE
hl = fl - P/r, h2 = gl - q/r, h3 = fP/rgq/r,
the desired formula is obtained.

When p = q = 1 one has r = 1, and the formula becomes trivial.
Lastly, of p > 1, q = 1, one has r = p, and it is a matter of
proving that:
Jfg 4 ((g)1 -I/P( ffpg)llp,
which is none other than HSlder's formula, because
91 - 1/p(fPg)1/P fg.
SOLUTION: (c): Assume for now that p < m, q < -, and that
p + q - 1 > 0,
so that r < -. By noticing that
J g(x - t)Igdt = IIgIIq,
it follows from part (b) that
(J If(t)g(x - t)ldt)' .< IIfIIP PIIgIIq gJlf(t)IPIg(x - t)Igdt,
so that
Jdx(Jff(t)g(x - t)Idt)r
6 IIfIIP-PIIg!Ig gJdxJlf(t)lplg(x - t)Igdt
IIfIIP-p IIgIIq gJlf(t)lpdtJ Ig(x - .t)gldx

LP-SPACES 235
= IIfIIPIIgIIr <
From this it follows that for almost all
J f(t)g(x - t)Idt < -,
which ensures that the function h is defined almost everywhere.

Since
Ih(x)I S JIf(t)(x - t)Idt,
one has
h()(rdx , IIfIIPIIgIIq,
J
which accomplishes the proof in this case.

If q = - one must have 1/p >, 1, hence p = 1. It therefore re-
mains to examine the cases where + = 1, for which r = . By
Holder's Inequality, for all x one
p then
q has
Ih(x)I , IIfIIpIIgIIgi
i.e.
Ilhll , Ilfllpllgllq
EXERCISE 6.107: Let 1 < p s - and p + 1 = 1.

q
(a): Show that if f e LP
IIfIIP = sup{ I Jfgf:Ilgllq. 1}.
(b): Let f be a positive measurable function.

Show that:
236 CHAPTER 6: THE
IIfIIP = sup{Jfg:g 3 0 and IIgIIq s 1}.
(c): Let f be a measurable function. Assume that there ex-

ists a constant M such that:
JfI M
for every simple function g such that fg is integrable and 11g11q

1.
Show that IIfIIP < M.
(d): Let f be a measurable function such that f g is inte-

grable for every function g e Lq.
Show that IIfIIP <
AVA = VAO = ADA = VAV = DOA
SOLUTION: If f = 0 almost everywhere all these properties are

trivial, therefore it will be assumed that 0 < IIfIIP <
SOLUTION: (a): By Holder's Inequality,
sup{IJfgI ; IIgIIq'< 11 < IIfIIP.
In order to prove the inequality in the opposite direction let us

first of all assume that p < -, and let:
Tx)If(x)Ip-2 if f(x) 0,
g0(x) _
to if f(x) = 0,
so that fg0 = IfI .

If p > 1 one has Ig0iq = IfIP, and then if
g(x) = IIfIIP' g0(x) we have IIgII = 1 and Jfg = IIfIIP If p= 1

we have IIg0IIm 1 and Jfg0 = IIf1Il Finally, when p = - let-
0 < M < IIfiI, and let EC (If! M) such that 0 < meas(E) <
LP-SPACES 237
Set
1
meas E f x
if x e E,
g(x) _
0 if x4E.
Then IIgIIl = 1 and:
1 E JEIf(x)Idx 3 M.
Jfg = meas
REMARK: In fact we have proved that if 1 4 p <
IIfIIp = max(I Jfgl:IIgIIq = 1).
This is nothing astonishing if one knows that in this case Lq is

the dual of LP.
Against this, if 0 < f(x) < 1 for all x, and

IIfIL_ = 1, then for every function g such that IIgIIl < 1 we have
IIJfgl
< 1, otherwise there would exist a e a such that Ial = 1 and
Jf(ctg) = 1. If ag = g1 + 2g2, then 11g1111 , 1 and Jfg1 = 1; but
under these conditions one would have 11g+11, <1 and
Jfgi - Jfgl =1, 0 < Jfgi < 1, Jfgl % 00
whence:
Jfgi = 1 > jg1,
that is to say:
J(1 - f)gi 6 0,
which would imply that gi = 0 almost everywhere, which contradicts

Jfgi = 1.
238 CHAPTER 6: THE
SOLUTION: (b) : When IIfII

P
< °° and g e Lq, one has I Jf9 I < Jf'Ii ,
whence the result in this case. If IIfIIP = °° let us set:
f(x) if IxI < n and f(x) < n,
fn(x) _
0 otherwise.
By what has preceded, there exists gn > 0 such that II9n11q < 1
and Jfngn >- IIfnIIP - 1. Since Jfgn > Jfgn and IIfnIIP -; IIfIIP
the result is again true in this case.
SOLUTION: (c): Let E

n = {x:lxl .< n and If(x)I < n}, and let
fn =
AE . If g is such that 11g11q < 1 there exists a sequence of sim-

n
ple functions (gi) such that IIg - gillq - 0. Then, because fn a LP,
Jfg = limJfngi = limJf(g 1E ).

i i n
The functions g nE are simple, II9iIlE Iiq < 1, and f(g IlE ) is in-
n n n
tegrable. From this it follows that
IJfn9I < M.
By part (a) this implies that IIfnIIP < M, and therefore that
IIfIIP = 1nmllfnllP < M.
SOLUTION: (d): Let fn be as above, and set
u(g) = Jfg, un(g) = Jfg, 9 e Lq.
The un's are continuous linear forms on Lq. Moreover, for g e Lq,
fng -; fg and Ifn9l E If9I, JIfI < By Lebesgue's Theorem
un(g) -; u(g). By the Banach-Steinhaus Theorem u is a continuous

LP-SPACES 239
linear form on Lq, that is to say there exists a constant M such
that IJfgI s M if IIgIIq < 1. Using part (c), it follows from

this that IIfIIp < M.
EXERCISE 6 108: Denote by En the set of step functions on]Rn.

Let f be a locally integrable function on]R .
Show that if g e E, g > 0, then
Jfg = sup{ Jfh:heEn and 0 < h < g} (*)
if f is real. From this deduce that in this case
J If g = sup{Jfh:h e En and -g < h < g}.
Finally, show that when f is complex
J IfIg = sup{IJfhl:h e En and IhI < g}.
AVA = VAV = tWA = VAV = tWA
SOLUTION: By replacing f with zero outside the support of g one

can assume f is integrable. Notice that if f is real and 0 < h
< g, then since f >. f,
Jfh < Jfg.

When f is complex and IhI < g,
I Jfhl , JIfIi
and, furthermore, if f and h are real:
Jfh< IJfhI.
240 CHAPTER 6: THE
All of this shows that the left side of each of the equalities to
be proved is greater than or equal to the right side.
Let c > 0, and let fl a En be such that
J If - f1I9 < E.
We may further assume that fl is real if f is. Set
fl
hl = If g 1
(where we have adopted the convention that f1If1I-1 = 0 when fl = 0),
and if f is real
f1+
=
h
2 f 1
9
(with an analogous convention). It is clear that hl e En, Ih1I

< g, and that if f is real, -g < hl < g, h2 a En, 0 .< h2 .< g.
Furthermore:
Jflhl = JIf1I 9,
and if f is real,
Jf1h2 ffig
-
=
When f is real,
J IfI9 - ffhl = J(IfI - Ifll)g + J(f1 - f)hl
c 2J If - f1I9 < 2E.
Replacing IfI,1f11,h1 by f+,fl,h2, and noticing that If+ - fI

LP-SPACES 241
If - f1l, one obtains
Jftg- Jfh2 <2e.
Finally, when f is complex,
J IfI9 - I Jfh1I - I JIfI9 - Jfh1I1
and the rest follows as above.
REMARK: En can be replaced by K, the space of compactly supported

continuous functions.
EXERCISE 6.109: Let 1 < p < W and p t = 1.

Show that if f is a locally integrable
q function and if there
exists a constant M such that:
IJf9l <M
for every step function g such that I9Ilq < 1, then IlfAIp < M.
A0A - 0A0 = A VA = 0t0 = AV
SOLUTION: By the preceding exercise, if g is a real positive step

function such that Ilgllq S 1, then
J fig = sup{IJfhh:h e En and Ihl . g} . M. (1)
To begin, assume that p > 1, and set
If(x)I if Ixl < n and If(x)I < n,

(n(x)
0 otherwise.
When g e Lq, g , 0, Ilgllq s 1, there exists a sequence of step

functions gi such that gi 0 and II9 - gillq -' 0 (since q < -).
242 CHAPTER 6: THE
As 9n a LP, one therefore has
Jg = limJ (Pngi < limsupJ If Igi 6 M.

i i
By Exercise 6.107, II
In IIp 6 M, whence Ilflip < M. When p = 1 note
that if one were to have IIfII1 > M there would exist a rectangle
P such that
J!f I = Jiflap > M,
which would contradict (1), because 1I]11- = I.
EXERCISE 6.110: Let X =]R1, Y = ]R , and let f be a positive meas-

urable function on XxY.
Show that for p a 1:
{J 1/p ,1< J{Jf(x,Y)Pdy}'dx.

(J f(x,y)dx)pdy)
Y X Y
(GENERALISED MINKOWSKI INEQUALITY)
ADA = VAV = ADA = V AV = AVA
SOLUTION: Set
g(y) = JXf(x,y)dx.
On writing the function y w f(x,y) as it is a matter of

proving that
IIgIILp(Y) <
Let be a positive measurable function on Y. Then

LP-SPACES 243
J(Y)P(Y)dY = JdxJf(xY)cP(Y)dY,
whence, writing the conjugate of p as q,
Jg(P <
This inequality implies (*) (cf., Exercise 6.107).
m
EXERCISE 6.111: For every i , 1 < i < n, let X. = i 1, and let fi
be a positive measurable function on X1 x ... x Xi x ... x Xn (where
the hat indicates the term that must be omitted in the product).
Set
J_i,
Ii = fi1...dx...dx
^
Considering fi as a function on X x ... x Xn which does not depend

1
upon the i-th variable, show that
(I1...n)1/(n-1)
Jf1...fndx1 .dxn 6 (*)
Deduce from this that if V is a measurable set of R3, and if

31,3 2,S3 denote the areas of the projections of V onto each of
the three coordinate planes, then:
vol(V) c S12 .
LVA - VAV - AVA = VAV = AVA
SOLUTION: For n e 2 inequality (*) is clear (in fact, equality

holds). Assume that this relation has been proved up to order
n - 1 Then
244
I = f=
Writing, for 2 .< i 4 no
Jf1dx2...dxnJf2...fndx1.
CHAPTER 6: THE
gi = Jf11_1dxl,
Generalized Holder's Inequality gives (cf. Exercise 6.106)
1/(n-1) 1/(n-1)
Jf1 2 .gn 2.. n'
Applying Holder's Inequality again, with p = n - 1 and q = (n - 1)x

(n - 2)-1, yields
I '< I1/(n-1)(I g1/(n-2) 1/(n-2)dx )(n-2)/(n-1).

...dx
1 2 ...gn n
Now, using the induction hypothesis shows that the integral on the
right side is majorised by
.dxn)1/(n-2)
(gidx2. .- 'a1..
i=2 J
Finally, by noticing that for 2 < i S n
Ii = Jgidx2...dxi...dxn,
Inequality (*) is obtained.

To obtain (**), it suffices to note that if A1,A2,A3 denote
the projections of V onto the coordinate planes, then
ILV(x,y,z) < 1LA (x,y)ILA (y,z)1LA (x,z).

1 2 3
EXERCISE 6.112: Show that if I1f - f 11 - 0, then f -} f in meas-

n p n
ure.
LP-SPACES 245
MMA = VAV = X00 = VAV = MMA
SOLUTION: If a > 0 and En = {If - f I 3 a}, then

n
apmeas(En) <
JE
If - fnlp < 'If - fnIIP,
n
which shows that meas(E ) - 0.

n
EXERCISE 6.113: Let (fn) be a sequence of functions in Lp(X),

1 < p < W, that converges in measure to a function f.
(a): f eLP(X) and limllf - fn II = 0;

n- P
(b): The sequence (IfnIP) conserves mass and is uniformly

integrable (for the definitions of these notions see Exercise
3.58).
MMA = VAV = MMA = 040 = AVA
SOLUTION: Assume first that f e LP and fn - f in LP. For every

measurable set E of X, Minkowski's Inequality gives
JEIfnlp)1/p < (IEIf lp)l'p + Ilf - fnllp (1)
Let c > 0. There exists a set B of finite measure, a number s>0,

and an integer N such that
lflp < e2 p,
JX_B
JIfIp < e2 -p if meas(E) < ,

246 CHAPTER 6: THE
IIf-fntIp< 111p if n > N.
By (1), if n > N and meas(E) < s:
IfnIp < 6, p<C.

JX-B JE 'fn'
Let B1,...,BN be set of finite measure and 01,...,SN > 0 numbers

such that
IfnIp<C if1<n<N,
X-B
n
JEIfnIp < E if 1 < n < N and meas(E) < 0n.
Setting A = B U B1 U... U BN and 6 = then for

every integer n,
IfnIp < C, (2)

X-A
J IfnIp < e if meas(E) < 5, (3)

E
which proves that the sequence (If) conserves mass and is uni-
formly integrable.
Now assume that fn - f in measure, and that the sequence (fn)
satisfies Condition (ii). For every c > 0 there exist a set A of
finite measure and a number 6 > 0 such that the conditions (2)
and (3) are satisfied for every integer n. By Fatou's Lemma the
function f also satisfies these conditions. Set
p e
En
I'f - fnI > meacA }nA.
LP-SPACES 247
There exists an integer N such that meas( n) < 6 for n > N, and
consequently
11f - fnIIP < (JX-A IfIP)11P + ( JX-A Ifnlp)1/P
+ (J IfI )1/P +
JE
n
Ifl)n
+ (J If - fn1P)1/P
A-E
n
< 5c 1/p
which proves that f e Lp and fn , f in LP.
REMARK: If fn e Lp(X), fn - f almost everywhere, and Condition

(ii) is satisfied, one again has f + f in Lp. It suffices to
n
replace the sets En in the proof above by a set E (Z A such that
meas(E) < 6 and fn -> f uniformly on A - En, which is possible
by Egoroff's Theorem.
EXERCISE 6.114: Let (fn) be a sequence of functions in Lp(X),

1<p<-.
(a): Show that if fn -> f e Lp(X) almost everywhere, and if
limllfn
n-
II
P
= Ilf P
then fn -> f in Lp(X).
(b): Show that the conclusion above is still valid if the

convergence almost everywhere of f to f is replaced by conver-
n
gence in measure.
avn - vov - ovo a vov - ovo

248 CHAPTER 6: THE
SOLUTION: (a): Let e > 0. There exists a set B of finite meas-

ure and a number 6 > 0 such that
JXB Iflp < 2
j If IP < 2 if meas(E) < 6.

E
By Egoroff's Theorem there exists a set A C B such that

meas(B - A) < 6 and fn -+ f uniformly on A. Therefore, by Fatou's
Lemma
f lflp < e t fA Iflp < e t liminffA If Ip.

X n n
J X
IfnIp = j Iflp,
X
this yields
j Iflp E+ J Iflp - limsupj

X X n- X-A Ifnlp,
i.e.
limsupfnIP t C.
n- J
X-A
Furthermore:
LP-SPACES 249
If - ffIIP 4 IfIP)11P + (
LA ffIP)1/P
( I
1 X-A
+ suplf - fnl.meas(A)1/P,
A
whence
l ymsupllf - ffIIP 2e1/p
which proves that fn -* f in LP(X).
SOLUTION: (b): By the preceding exercise it suffices to show

that the sequence (IfnIP) conserves mass and is uniformly inte-
grable. As Fatou's Lemma is valid for convergence in measure,
the argument used in part (a) above shows that
JX-A IfPI4E
implies that
limsup1 IfnIP 6 e,
n'°° X-A
which proves that the sequence (If P) conserves mass. If this

sequence were not uniformly integrable there would exist a > 0,
a sequence (Ek) of sets of finite measure and some integers
n1 < n2 < < nk < such that
meas(Ek) -* 0,
(1)
JEk
If IP > a.
nk
250 CHAPTER 6: THE
By considering a subsequence one would be able to assume addition-

ally that fn - f almost everywhere (cf., Exercise 3.54). By part
k
(a) above fn would tend to f in LP, and consequently the fn
k k
would be uniformly integrable (cf., the preceding exercise), which
contradicts (1).
EXERCISE 6.115: Let fn be a sequence of integrable functions on

a measurable set X of Rp. Assume that meas(X) = 1.
(a): Show that if
nil IRe(fn)I = 1,
11lX
limmJ I1-I.fnlI=0,
X
then
n IIm(fn)I = 0.
JX
(b): Now assume that
IfnIi
lim Re(fn) = 1XIf 2 = 1.

X n I
n JX
n
Show that
lim
n JX
Ii - fnl = 0.
LP-SPACES 251
1Vt = VAV = 1VA = VLtV = EVts
SOLUTION: (a): Set fn = un + ivn (un,vn real). And
en = JXI1 - IffII
Now,
IvnI IfnI 4 1 + 11 - IfnII,

'<
and consequently
JXIVn1 4 1 + en.
Therefore the second hypothesis implies
= l YmssupJx IV n S 1.
I
Assume that 0 < L 6 1 and choose a A such that 0 < A < £C. By
considering a subsequence, one may assume that
JXIvnI > A
for all n. Now let a,3 > 0 be numbers which we will specify
how to choose later. Set
An = (11 - Iffii > a),
Bn = (IvnI 1 $).
252 CHAPTER 6: THE
Then
lira meas(An) = 0.
n-
Furthermore
X Ivn' J (1
B
+
X-B
+ n
n n
4 Smeas(Bn) + 1 - meas(Bn) + En.
If 0 < a < 1 this would imply
1 - A + E
n
meas(B) <
1 - B
Set D = A U B . On X - D we have simultaneously

n n n n
Ifnl < 1 + a, IvnI > a.
Hence
lung < d = (1 + a)2 - S2.
Since lunI < 1 + 11 - Ifnll it would follow that
J Iun1 < 6(1 - meas(Dn)) + meas(Dn) + En

x
6 + (1 - 6)meas(Dn ) + c n .
If 0 < 6 < 1, taking into account that
meas(Dn) < meas(An) + meas(Bn),
one would have

LP-SPACES 253
1=n 1 lunI 6 d+(1-d) 1_S =1- (1-d)1-S

X
One is therefore led to a contradiction if O < 0 < A. It remains

to show that a,$ can actually be chosen so that 0 < S < A (which
S2
will imply y < 1) and d = (1 + a)2 - < 1. This is always
possible choosing a first and then a so small such that
d < 1.
SOLUTION: (b): With the same notations as in part (a),
lira u= limJ Ifn I = 1. (1)
The inequalities
IJX nI < JXlunI < JXIfn1
imply
lima lu = 1. (2)
n Xn I
Furthermore, the Cauchy-Schwar-z Inequality gives
(JXI1 - Ifn11)2 < JX(1 - I.fn12)21 (1 + Ifn12)2
With E = ±1,
ix(1
+ ElfnIj)2 = 1 + 2EJXIfn1 + JXIfnI,
which, as n -> -, tends to 4 or 0 according as e = +1 or -1. From

this it follows that
254 CHAPTER 6: THE
(3)
X
Relations (2) and (3) allow us to use part (a), so
n-oJXIvnI = 0. (4)
But then, from the inequalities:
Il - fnI Il - IffII + (IfnI - fnI
J- - Ifn I I + IvnI + Ifn I - un
and from (1),(3) and (4), it follows that
rl-imm1X I 1 - =fn
0. I
EXERCISE 6.116: Let X be a measurable set of 32m and f a measur-

able function on X. As usual we write
IIfI I P= ( J Iflp)11p if 0 < p < .,

X
IIfiIm = ess sup I f I

X
Assume that f is not equal to zero almost everywhere and set
if = {P:IIfIIp < W}.
(a): Show that If is an interval. Can one choose f so that I.

is an arbitrary interval in ]0,co]?
(b) : If If is not empty, show that a -} loglIf II l1a is convex

LP-SPACES 255
on its interval of definition (the convention 1/0 = W is used).

From this deduce that p ** IIfIIp is continuous on If. More pre-
cisely, prove that even if r is an endpoint of If and 0 < r < W,
then I IfI I p + IIfIIr when p e If' p + r, whether IIfIIr is finite or
not.
(c): Show that: p ** plogIIfIIP is convex on if - (W}.
(d): Deduce from the preceding that if 0 < r . 0. Let A = (f 1).
SOLUTION: (a): If r < p < s and r e If, s e If, when s < m one has
fP < fs on A and fP < fr on x - A, which proves that fP is inte-
grable, and therefore that p e If. If s = -, fP << fr still holds
on X - A and furthermore fP < IIfIIp; since f is integrable we
have meas(A) < W and it again follows that f is integrable.
Assume that X = [0,W[. If f(x) = e-X, then If = ]0,W]. If
f(x) = n when n < x < n + 2-n (n = 0,1,... ) and 0 outside of

these intervals If = ]O,W[. If f = 1, If = (W}, and if f is
1/a
continuous, and f(x) v x- a > 0 when x + W, then If =] - a,W],
but If = [a,-] if f(x) v x-1/a(logx)-b with ab > 1. However, if
1/a
f is continuous on ]0,oo[, f(x) = 0 for x >. 1, and f(x) v x-
when x + 0, then If = ]0,a[, but If =]0,a] if f(x) v x-1/a(logx)-b'
ab > 1. Lastly, if f(x) =x, If = 0. Considering the sums of two func-
tions of the above type, any integral in ] 0,oo] can be obtained for if.
SOLUTION: (b): This is a question of proving that if r e If, s e If

256 CHAPTER 6: THE
and
p=n+ (ls A) 0< At 1,
then:
llfllp < llfllrllflls-A (1)
f(1-A)p
If r,s are finite, it suffices to make h = fAp g = in
Holder's Inequality
c ( J
JX X JX
When 0 < r < s = -, one has p = r/A > r, whence
IIf(r/A)-rllWI ,
JX fr =
llfllp <
IlfurAllfIIP(1-A)
which shows that (1) is still valid in this case.

By a classical property of convex functions, from this it fol-
lows that a '+ logllfll1/a is continuous on the interior of its de-
fining interval, and consequently that p -> llfllp is continuous on
the interior of If. It remains for us to prove that if p e if tends
to an endpoint r of If, finite or not but different from zero, then
llfllp -. llfllr whether llfllr is finite or not. Assume first that
r is finite. In this case fp i fr, and does so monotonically on
each of the sets A and X - A. From this it follows that
JAf p
-I JX-Af p ' JX-Afr
(the Monotonic Convergence Theorem; it will be noticed that as

the fp's are integrable, this Theorem can still be used in the
case of decreasing sequences). This proves the result in this
case.
LP-SPACES 257
If r = m and 0 < Y < IIfllm then
meas(f > Y) > 0 and IIfIIp > Y(meas(f > Y))1/P
whence
lipnfllfllp Y,
and consequently, in view of the arbitrariness of y,
limiflIfllp IIfiL.
On the other hand, if p > r, with r e if, when II f 1l m < W one has
IIfIIp < IIf IIl

-r/Pllfll/p,
r
whence
limspllfllp 4 IIfil
SOLUTION: (c): This is a matter or proving that if 0 < r < s < =

and 0 < A < 1, then
( ,Xr+(1-a)s .< (J f)A(( fs)1-A

X X X
f1r, g = f(1-a)s
It suffices to make h = in Holder's Inequality:
Jfg < ((X ?/A X

rX fl/(1-a))1-A
)
( fX
J
SOLUTION: (d) : The inequality is trivial if Hf Ilr = m or IIfAI S = °°.

Assume, therefore, that these two numbers are finite. If s is fin-
ite the inequality results from the convexity of logIlfIIp as a func-
tion of 1/p. If s = -, for p < a < o one has
258 CHAPTER 6: THE
IIfIIp < max(IIfIIr,IIfIIc),
and by making a m the inequality sought is obtained because of

part (b) above. It is then clear that
LrnLS C Lp.
EXERCISE 6.117: The notations are the same as in the preceding

exercise. It is further assumed that meas(X) = 1.
Show that IIfIIr

(a) : IIfil if 0 < r < s < -. Can one
have IIfIIr = IIfIIs < °°?
(b): Assume that IIfIIr < 00 for one r > 0.
Show that:
limjjfjjP = exp(JXlogIfl ),
where by convention exp(-m) = 0.
ovo = VAV - ovo = vov = ovo
SOLUTION: (a): Let a be such that = + I. Then

a
r s
IIfglIr < IIfIISIIgIIa (1)
(cf., Exercise 6.106). On making g = 1 the desired inequality

is obtained. Since (1) is obtained by applying Holder's Inequal-
ity to fr and gr, equality can be had with g = 1 only if f is
equal to a constant almost everywhere.
SOLUTION: (b): By Jensen's Formula,
loglIfIl = 1 logJ fp " Jlogf.

P P X X
LP-SPACES 259
On the other hand, since logu 6 u - 1,
1 logJ fP < [1 fp - 1] = J up - 1).

X 1
P X X
On A = (f > 1) p-1(fp - 1) decreases to logf, and on X - A it in-

creases to the same function. Consequently
limJ P-1 (fp - 1) = I logf,

' X X
which proves that
lim logIIfIIp = Jlogf.
NOTE: As in the preceding exercise, we have assumed that f >. 0.
EXERCISE 6.118: The notations are the same as in the preceding

exercise (in particular, meas(X) = 1).
Find all the functions 0 on ]0,-[ such that
a(l ollflip) = J (f )
for every bounded measurable function f > 0.
00A = V AV _ AVA = 000 - MMA
SOLUTION: Let 0 < c < 1, and let A C X be such that meas(A) = c.

The function f, equal to x > 0 on A and to 1 on X - A, is such
that :
l llfllp = expJXlogf = exp(clogx) = xc
(cf., the preceding exercise). As (f) = fi(x) on A and ¢(f) =

260 CHAPTER 6: THE
4(1) on X - A, one must therefore have:
O(xc) = co(x) + (1 - c)O(i)
for x > 0 and 0 4 c < 1 (the formula is in fact trivial if c =0 or

c = 1). If we set ct(x) _ iy(logG), where p is defined on at, the
preceding relation becomes
ip(cx) = c,y(x) + (1 - e)V(0), 0 4 c 6 1, x eat.
From this it follows that there exist three constants al,a2,b such
that:
ip(x) =alx+b ifx>.0,

4,(x) =a2x+b ifxt 0.
Let us then consider u,v, 0 1 and
B C X such that meas(B) = Z. For the function f equal to u on B
and tov on X - B
lIIfIIP = exp(ilogu + Zlogv) = u > 1.
Consequently:
4(,IIfIIp) = jal(logu + logy) + b.
On the other hand,
J 0(f) = 2(a2logu + b) + "(allogy + b).

X
From this it follows that al = a2. Hence 4 must be of the form
O(x) = aloge + b.
Conversely, if 0 is so defined, then

LP-SPACES 261
w( mII.fIIp) = alog(limll flip) + b

p;G
(
= a1 logf + b = (alogf + b)
X 1
X
EXERCISE 6.119: For any function * increasing on [l,m[, such

that 4(l) > 0 and limi(p) show that there exists on [0,1] a
p-,
measurable function f such that limilfilp = and. Il,fllp < *(p)
P-1-
for all p.
400 = V AV = AVA = VAV - AVA
SOLUTION: Let L be the set of functions f, measurable on [0,1],

such that:
Ilfll
1f 11
IIfII,y = sup < °°
It is clear that L is a vector space and that f - Ilfil is a

norm on this space. Since IIfiL 4 IIfiL. (cf., exercise 6.117)
Lm Y
it is clear that C L Everything reduces to proving that
L- # LV for then there exists f such that IIf IL = °°, IIfII < 1;
by exercise 6.116 one has limllfIIp and on the other hand the
p'°°
definition of IIfII implies that IIfIIp s ,y(p) for all p 1.
First, let us show that L provided with the norm f > IIf11 is
complete. For this, consider a sequence (fn) of elements of L
such that:
E Ilfnli <
n
262 CHAPTER 6: THE
For p > 1,
E IlfnllP < *(P) E Ilfnll IP <
From this it follows that the series:
g(x) = E fn(x)
n
converges for almost all x. Furthermore, if sN = fl + + fN,
Ilg - SOP < IlfnllP < *(p) nIN Ilfn%,
which proves that g - sN e L., hence that g e L.J. and furthermore
Ilg - SNIIC' E IIffII*,

n>N
"M 119 - SN'I* = 0.

N-
Assume that Lm = L W) = 1 can be assumed without any loss

of generality. Since
Ilf1IP
Ilfll ' = sup
p>.1 *'p ¢ Ilfi
the norms 11.11, and 11.11- would be equivalent by virtue of a
theorem of Banach; that is to say, there would exist a constant
M such that for every f e L
Ilfli', < MlIfII*'
Now this is absurd, as for every A > max(M,l) there exists p0

such that iy(p) >, A for p > p0; then if
LP-SPACES 263
f=AIL -P
[O,A 0l
one has
IIfil = A, IIfIIP < IIflIW = A F (p) if p > p0,
and:
Ilfllp< IIfllP =lcVp) when l<p4p0.

0
EXERCISE 6.120: (a) : Let p . 1 and f e LP(R). For all x e]R set
F(x) = I
f(t)dt.
0
Show that F(x + h) - F(x) = o(Ihll - 11p) as h - 0, uniformly

for x e1R.
(b): Show that if f is integrable on It, is continuously

differentiable, and if f' e LPOR) for some p >, 1, then
lim f(x) = 0.
IXI-
SOLUTION: (a): Let e > 0. There exists d > 0 such that meas(E)
< d implies
jE
If 0 < h < S, by Holder's Inequality, if p > 1 one has
x+fI h1 -1/P( x+hl 1/p.

f I p)1/P < eh1 -
IF(x + h) - F(x) I = If
x fX
264 CHAPTER 6: THE
SOLUTION: (b): By part (a) above, the function f is uniformly

continuous, and consequently f(x) - 0 as jxl -; W (cf., Exercise
3.37).
EXERCISE 6.121: Let X be a measurable set of IlRn such that 0 <

meas(X) < Moreover, let f and F be two functions defined on
X that are measurable and positive.
Show that if for all A > 0
meas(F > A) .< 1JX(F>X)f,
then for all p (1 A) C (F > A) and that (F > A) _ 0 if A >, n. From
this it follows (cf., Exercise 5.98) that
(
I Fn - p1(n0 AP-lmeas(F
n > a)da
p(nAp-2da1
4< f(x)dx
J 0 (F>A)
= pJ f(x)dxl
X
(min(n,F(x))
0
aP-2da
=1 X
f(x)Fn(x)p-ldx.
By Ht5lder's Inequality, this yields, if t = 1

q
p
LP-SPACES 265
XFp < fP)1/P((F np-1 )q)1/q.

J p - 1 J J
Now (p - 1)q = p, < - since 0 t Fn 6 n and meas(X) < m, so

JX n
(J FP)1/P 6 1 (J fP)1/P,
X n p - 1 X
The desired result is now obtained by making n -> and using the
Monotonic Convergence Theorem.
EXERCISE 6.122: Let 1 < p < -. Show that if f is locally inte-

grable the following conditions are equivalent:
(i) : f e Lp;
(ii): There exists a constant M such that for every sequence
P1,...,Pn of disjoint rectangles that are of non-zero
measure
n
1 meas(P.)p_111PfIP E M.
(*)
i=1 JP.
If these conditions hold, the smallest constant M that can be

taken in (*) is equal to II f lip.
ove - vov - ovo = VAV = ovo
SOLUTION: If f e LP and + = 1, then

q
p
if fIP 4 meas(P .)p/q( IfIp,

P. 1 JP.
1 1
and consequently, because p/q = p - 1

266 CHAPTER 6: THE
meas(P.)p-11JP.fIp
< JP.IfIp < IIfIIP (1)
i 1 .=i
Now assume that condition (*) holds. Let g = c IlP. be a

i i
step function, with ci # 0, and the Pi being disjoint non-neglige-
able rectangles. Then
JfI = Ii ciJ fl
P.
i
< (1 1 fIp)1/P(G IciI%ieas(Pi)q(p-l)/P)l/q

meas(P.)p-1 IJ
i P. i
M1/pq Icil'meas(Pi))1/g = M1/pIIQIIq

i
By Exercise 6.109 we therefore have
IIfIIP < M. (2)
Comparing (1) and (2) yields the last part of the problem.
EXERCISE 6.123: Denote by En the vector space of step functions

on ]R . Let T be a linear mapping from En into Lloc(l ). Assume
that for every f e En
liTfilgo < AollfllPOJ IITfllgl < A111fllp1 ,
where 1 < pi,gi < -, AO > 0, Al > 0.

Prove that if
1 1 - t t 1 1- t t
0< t c 1,
9
P P0 + P1 ' q q0 + q1
LP-SPACES 267
for all feE
IITfIIq, AO-tA4IIfiIP. (RIESZ-THORIN THEOREM)
(Set ai = 1/pi, a = 1/p, B. = l/qi, B = l/q and, for all z e C,

a(z) = (1 - z)a0 + zal, o(z) _ (1 - z)00 + zBl. Let f e En and
geEn be such that IIfIIP = IIgIIq = 1, where + q = 1. The
function f may then be written: 4
U i8
kIl
f= E rke ,
k=1 Ak
where rk > 0, 0k eR, and the Ak are disjoint rectangles of Rn;

similarly
v ip
g= I PRe nB ,
R=1
with analogous conditions. If a > 0 and a < 1 then set
a(z)/a l0kb
fz = rk e Ak,
P(1-B(z))/(1-B) 1Tp
gz k
e IlBR
F(z) = RmT(fz)gz.
AzAz
0 1
Show that F is an entire function, bounded on the strip

0 4 Re(z) E 1, and that for all y eR
IF(iy)I 4 1, IF(1 + iy)I < 1.
2
By considering for e > 0 the functions G (z) = eEz F(z) to which
e
268 CHAPTER 6: THE
one can apply the maximum principle, deduce that IF(z)I S 1 if

0 5 Re(z) S 1. Next examine the case where all - 0) = 0).
Use the Riesz-Thorin Theorem to prove that if f e Lp, g e Lq,
r = 1 + 1 - 1 0, then f and g are convolvable, and IIf*gIlr
IIfIIPpIIgI
q (cf., Exercise 6.106).
AVA = DAD = AVA = VAV = 0VA
SOLUTION: Note first of all that
a(t) = a, 0(t) = 0, (1)
and that if y eat,

Rea(iy) = a0, Re6(iy) = 00,
(2)
Rea(1 + iy) = al, Res(1 + iy) = Sl.
Also notice that if z belongs to the strip 0 4 Re(z) < 1 then so

do a(z),R(z),l - z, and that if a > 0 then min(l,a) 4 IaZI s
max(l,a). Since
rka (z)/ap(9
1-S(z))/(1-S)ekk
F(z) = T(IlAk),
Al zAz
kLk
0 1 ' 1
it follows that F is an entire function bounded by a constant M

for 0 4 Re(z) 6 1. Hence by (2), upon setting qi = 1/(1
q' = 1/0 - 0), one has
Ilflyllpo = Ilfl+iyllpl =
rk/ameas(Ak) = IIfAIP = 1,
k
Ilgiyllgo = II gl+iyllg1 = R ameas(BQ) = Ilgllq = 1,
that is to say:
LP-SPACES 269
Ilfiyllpo = IIf1+iyllpi = Ilgiyllgo = IIg1+iyllgi = 1
(if one of the numbers p0,p1,q or qi is equal to =, these form-

ulae are still true; for example, if p0 = then Rea(iy) = 0 and
maxlrk(iy)/al = 1).
Ilfiyllm =
HSlder's Inequality then gives
IF(iy)I A0IIT(fiy)IIg0llgiyllgo 1
F(1 + iy) I . AiI I T(f1+iy) I I q1 l I g1+iy ll ql . 1.
2
eez
If e > 0 and G(z) = F(z), if 0 <, x <, 1, y e ]R, then
ee(x2-y2)IF(z)I e6(1-y2)M,
IG(x + iy)I = <
IG(iy)I : eE,
IG(1 + iy)l <, eE.
The first of these inequalities shows that there exists T such

that:
IG(x + iy)I < eE if 0 <, x _< 1, lyi 3 T.
On the perimeter of the rectangle with vertices ±iT,l ± iT the

modulus of G is bounded by eE, by the Maximum Principle this also
holds over the whole of this rectangle, and consequently over the
whole strip 0 <, Re(z) 1. In particular
IG(t)I = lee' F(t)l <, eE.
Making c -> 0, because ft = f, gt = g by Equation (1), yields

270 CHAPTER 6: THE
IF(t)I = 1 JT(f)gl : 1.
AltA
0
By exercise 6.109 this proves that:
Al-tAt
IIT(f)IIq <,
when f e En and IIf1I P = 1. By homogeneity, for f e En
IIT(f)IIq , A1-tA4IIfIIP
Now examine the cases where a(l - B) = 0. In the first place,

if a = 0 one has, for example, a0 = 0; if a1 > 0 then t = 0, and
there is nothing to prove; if a0 = a1 = 0 then
IITfIIq < A011fli",. IITfIIq -<

0 1
As the function a N logIIfII1/ is convex on the interval with end-

points B01B1 (cf., Exercise 6.116),
IITfIIq , AO-tAlIIfIIW.
Finally, when B = 1 one can restrict oneself to examining the

case where B0 = B1 = 1 and a > 0; the function:
F(z) =
zAzJRmT(fz)g
Al
0 1
is again entire and bounded on the strip 0 <, Re(z) <, 1, and
IF(ib)I < a II T(fiy)II1IIg1Im . 1,

0
LP-SPACES 271
IF(1 + iy)I < A IIT(f1+iy)II11I911 < 1,

1
and everything finishes as above.

Let g e Lq, f be a step function, and set
Tg(f) = fig.
If 1 + -r = 1 then
q q
IIT9(f)II , I191IgIIfIIgi
IIT9(f) II q s 119II gIIfII1.
Then if
r=q
1 t
P 1-4t +t,
1
O,t 1, (3)
we have
IIT9(f)IIr = IIf*gll . IIflIpII91Iq (4)
The relations (3) are equivalent to = + - 1 >, 0. Now assume
that f e Lp, g e Lg, f 0, g , 0, 1 :rp < p qThere exists a se-
quence (fn) of positive step functions such that
f - f almost everywhere,
n
IIf-fnllpi0
As the space Lr is complete one deduces from (4) the existence
of a function h e Lr such that f *g -; h in Lr. Also
Ilhllr ` IIfIIpII9IIq.
272 CHAPTER 6: THE
By considering a subsequence, it can be assumed that
fn*g '+ h almost everywhere.
By Fatou's Lemma, for almost all x,
Jf(y)g(s - y)dy , liminfJfn(y)g(x - y)dy = h(x) <
From this it follows that f and g are convolvable and that f*g < h
almost everywhere, whence
Ilf*gllr< IIhIIr < Ilfllpllgllq
In the general case it is noted that f and g are convolvable if

and only if lfl and Igl are, and in this case if*gl , lfl"lgl.
Finally, if p = m, one necessarily has q = 1, r = m, and in this
case the result is classical.
EXERCISE 6.124: Let X C mn, Y C Iltn be measurable sets such that

meas(X) > 0, meas(Y) > 0. If f is a function on X and A > 0, set
f(x) if lf(x)l < X,

fi(x) _
Af(x)lf(x)l-1
if lf(x)l a A,
fA = f - fa
Furthermore, let 1 , p0 < p1 , w and E be a vector subspace of
Lp0(X)C Lp1(X) such that f e E implies that f' e E for A > 0. Fin-
ally, let T be a mapping of E into the set of measurable functions
on Y such that
JT(f + g)l < lT(f)l + IT(g)I (1)
for any f e E, g e E.
LP-SPACES 273
(a): Assume that p1 < m and that there exist numbers AO > 0,
Al > 0 such that for all f e E and all A > 0
AiIIfIIP Pi
meas(ITfI > A) < 1 , i = 0,1. (2)
Show that for all p,p0 < p < p1, there exists a constant Ap,
that depends only upon pO9p19p,A09A1, such that
IITfIIp , APIIfAIP, fe E. (3)
(Use Exercise 5.98 and the decomposition f = f + f and evalu-

ate the quantities meas(IfXI > t),meas(IfAI > t)).
(b): Show that (3) still holds when p1 = W, if the inequal-

ity in (2) for i = 1 is replaced by
IITfll0 < f e E. (21)
(c): Assume in addition that meas(Y) < W and that if f e E,

A > 0, and
f(x) if I f(x)I A,
fi(x) _
0 otherwise,
then fA e E. Set f = f
Show that if 1 = p0 < p1 t m and (2) is satisfied (and (2') if
p1 = co), then if C A)da, JP_lmeas(ITfI > A)da,

a
274 CHAPTER 6: THE
then make a = 11fII1)
(d): The hypotheses are as for Part (c), and assume further
than meas(X) < oo.
Show that there exist constants B,C such that
I I TfI I14 B + CJX IfIlog+lfI (5)
VT
(Use the decomposition f = + , then evaluate the inte-
grals:
1 rm
meas(ITfI > A)da, meas(ITfI > A)da.
f0 1
f
Also note that there exists a constant M such that
u 6 M(1 + ulog+u)
for all real u).
NOTE: Formula (3) is a weakened form of a more general theorem of

Marcinkiewicz (cf., for example, R.E. Edwards: Fourier Series,
Vol. II, (Holt, Rinehart and Winston, Inc.), pp. 157 et seq.).
/VA = VAV = AVA = vtv = A4t
SOLUTION: (a): Let
p(a) = meas(IfI > A), W) = meas(ITfI > A).
Since JTfI 5 ITf + ITffI by (1), it is clear that
(ITfl > A)C (IT?i > 2A)U(ITfXI > jX),
and consequently:
LP-SPACES 275
W) <, meas(ITfAI > 2A) + meas(ITfAI > IX) (6)
Furthermore, by (2)
2A0IIfAIIP PO
O
meas(IT? I > a ,
P1 (7)
111faIIP
1
meas(ITfXI > A)
From (6),(7) and Exercise 5.98 it follows that
IITfIIP =
0
p(2A0)PO0aP-PO dal If(x)IPOdx

X
(W 1
+ p(2A1)Pll 1P P1 daj IfA(x)IPIdx. (8)
0 X
(IfI > t) if 0 < t < 1,

0 if t a,
and that If"(x)I > t > 0 if and only if If(x)I > A, and
If(x)I(1-AIf(x)I-1)>t,
or in other words
(III>t)_(IfI>t+A).
276 CHAPTER 6: THE
Thus
meas(I? I > t) = q(t + A),
meas(IfA I > t)
- (p(t) if0<t<A,
(9)
0 ift'> A.
Using Exercise 5.98 again to evaluate the integrals J 1' I pO

JIfAIP1,
and it follows from (8) and (9) that
i p- 1 M P-1
OJ 0
IITfIIP 5 PPO(2A0) dAJ t 0 q(t + A)dt
JO o
p1 W p-pl-1 A p1-1
+ ppl(2A dAJ t p(t)dt. (10)
J A
0 0
Since p - p0 - 1 > -i and t - A 5 t,

JoAp-pO-1d)LJot1) 0-1c(t
+ A)dt 5
1 t 1
= J WtPO q,(t)dt Ap PO dA
0 Jo
= 1 JtP_1(t)dt
p-p00
1
=p(p-P 0 ) IIfIIP.
Similarly, because p - p1 - 1 < -1,
AP-pl-1dA(otPl-1q(t)dt pl-1,(t)dtJtAp-pl-idA
J
= =
J- t
0
LP-SPACES 277
1 tP-1cp(t)dt
pl pJO
p pl-Z- l )-llfllP. (12)
(10),(11) and (12) yield
p0 Pi
P0(2A 0)
IITfIIP . I P - P0
+ pp,lp ) IIflIP.
1
which proves (3).
SOLUTION: (b): When p1 = ' and (2') holds, write
A/2A
meas(ITfI > A) -,-c meas(ITf mI > -)L) + meas(ITfa/2AWI
> #L)'
Now the set (ITf1AAml > A/2) has measure zero, since almost every-
Tfa/2A -1 < A. 11fa/2A_I1- . 2..
IITfIIP : 'A)dX
0
W ppO1 m p0-1 A/2A.

pOp(2AO) P0 J a dal t meas(If I > t)dt
0 0
p0p(2A0)poJXp-pO-1 dXJ0tP0
= O l ( P
+ 2Am)dt
0 o Ilt
(Contd)
278 CHAPTER 6: THE
p0 p-p0-1 p0- 1
(Contd) , pop(2A0) 1 A dxJW t Q(t)dt
o A/2AW
p0(°° p0-1 (2A t p-p0-1

= pop(24 ) J t c(t)dtJ A dA
0 0
_
p po 0
- p0(2A0)P0(2Am)P-P0
HA P.
P p0 P
SOLUTION: (c): It can be assumed that a = IIfIIl > 0. It can

also be assumed that 1 = p0 < pl < -; indeed, if p1 and
if p0 < pi < by part (b)
P
meas(ITfI > A) S lr ITfI
xPl ITfI>A
IITfIIP1
- S P;
P1 Pl APl
This being so,
a 1
J0PAP1AdA meas(Y)J padA = ameas(Y). (13)
0
On the other hand
Vi(a) 4 meas(IT? I > 2A) + meas(IT." I

> 'fA) 5
LP-SPACES 279
2A0I
2A
1 Il a II Pi
II 1 Pi
whence:
pAP-1iP(A)da 2pA0JaXp-2dXjIf(x)I>aIf(x)Idx
ja
a
Pi °° P-P1 1 P1
+ p(2A1) 1 A
dA J If(x) I dx
a
1
In the last integral If(x)Ipi 4 API- If(x)I, and consequently
JpAPhlp(A)dX ap-2da
< 2pA0 J If(x)Idxj
a X a<A<If(x)I
AP-2da
+ p(2A1)PhIIf II1 F
a
2pA
1
If(x)I(aP-1
_ If(x)IP-1)+dx
pj X
+ ill )P1 ap-1 II f 111.

P
Since (aP-1 - If(x)IP-1)+ ¢ aP-1, and since a = IIfIIi, this yields
P
1
p[2A0 + (2AI) 1] (14)
j PaP ,y (a)da : 1-p IIfII pi
a
and, taking (13),(14) into account,

280 CHAPTER 6: THE
pl
(
IITfIIp <, {meascY) + - 1 l) }HAP.
p
SOLUTION: (d): On one hand
1
J *(A)da : meas(Y), (15)
0
and on the other
V00 < meas(ITf TI > A) + meas(ITffi > 2
[2AiII./rIIJP1
+
A A
so
2AOJW A I f(x)Idx
1 If(x)I>,T
If(x)Ipldx.
da
+ (2A )P1
l
1 xp1fIf(x)I5y1-x-
If(x)IP1 (P1 -1)/2

In the last integral 5 A If(x)I, whence
JP(A)dA : 2A 1 If(x)IdxJ a-1da

1 X 1<A<lf(x)I2
(pi +1)/2
+ (2A 1 X- dA
)p1
2(2A
_o x
If(x)Ilog+I f(x)I2dx +
p1
1 1 11f1I1. (16)
j
LP-SPACES
If M is such that u 5 M(1 + ulog+u), then
1 1 f 111 < M(meas(X) + JIfhloghfh). (17)
Furthermore, since log+u2 - 21og+u it follows from (15),(16) and

(17) that
I I Tf1I1 5B+ Ifllog+IfI,

CJX
whence:
Pi
2M(2A1)
B = meas(Y) + P - 1 meas(X),
1
2M(2A1)p1
C=4Ao+ pi - 1
EXERCISE 6.125: Set
J1 i f x < e,
u =
logx if x >, e,
(a): If f and g are two positive measurable functions such

that
J 2
Go,
<
Jf2u(f) < u(g)
show that fg is integrable.
(b): Assume that f is as above and that ( g ) is a sequence

n
of positive measurable functions such that:
282 CHAPTER 6: THE
l imJ u (9n) = 0 .
n
Show that
limJ fgn = 0.
n
(c): Now assume that g is as in part (a), and that
lnmJ fnu(fn) = 0.
Show that
limJfng = 0.
n
1VA = VOV = AVA = VLV = OVA
SOLUTION: (a): Let us show that for x > 0, y >. 0,
2
xy <, 2x2u(x) + u(y) (1)
which will show that fg is integrable if f2u(f) and g2/u(g) are.

2
If x % y/u(y), then xy < y /u(y), and (1) holds. Assume, there-
fore, that y < xu(y), If y < e then y < x, and consequently xy <
x2 6 x2u(x); if y 3 e, then noticing that logu 6 u/e, one obtains
y <`
2
"
e logy è
< 2 x mi x,
and consequently logy < 2logx, whence:
xy 4 x2logy 5 2x2logx <, 2x2u(x).

LP-SPACES 283
SOLUTION: (b): Let 0 < r < 1. By replacing x by rf and y by g

n
in (1), integrating and noting that u(rf) 5 u(f), one obtains
2
( (( 9
Jfgn 5 2+2u(f) + rju(g
n
so
limsupJfgn 2rJf2u(f),
and on making r 0
lim1fgn = 0.
n
SOLUTION: (c): Now replace x by fn and y by r-1g in (1). This

yields
( 2
Jfg 2r1fnu(fn) + rl 9 1
1u(r g)
so
2
limsup jf g 1
g (2)
n n r u(r-1g)
If r > 1
2 22
((
X22 logg
= Jgre u(g) + Jg>re u(g) logg - logr
1u( U-`-g
5 log(re)
and consequently:
284 CHAPTER 6: THE LP-SPACES
2
lim 1g
r-).. rJ = 0,
u (r-lg )
which proves, because of (2), that
limJf g = 0.
n
CHAPTER 7
The Space L2
EXERCISE 7.126: Let X be a set of ]R such that meas(X) = 1 and

Alp...$An a finite sequence of measurable sets of X such that:
meas(A ) A c > 0 for all i.

i
Show that if
nc3e>,C(1-c)
n-1
there exist two indices i,j (i < j) such that
meas(AiflAi ) 3 c2 - E.
ovo = vov = ovo = VAV = ovo
SOLUTION: Applying the Cauchy-Schwarz inequality to the function
285
286 CHAPTER 7
and setting
n
A = meas(Ai)
i=1
yields
A2 < A + 2 E meas(Ain
i<j
If one had
meas(Aif)Ai ) < c2 - e
for every pair i 4 j, taking into account that A2 - A is increas-

ing for A >, 1, and that A >, no >, 1, one would have
2 2
n c - no < A2 - A < 2 .n(n 2 1) (c2 - e)
so
< c(1 - c)
n-1 '
contrary to the hypothesis.
EXERCISE 7.127: Let f be a piecewise continuously differentiable

function on the interval [0,a].
Show that if f(O) = 0, then
I tf'(t)f(t)Idt < JIf(t)I2dt.

0 0
When does equality hold?
00A=Vt0=MA=VAV-MA
THE SPACE L2 287
SOLUTION: Let
t
u(t) = J lf'(8)lde.
0
Now,
If(t)I 6 u(t) and u'(t) = If'(t)I.
Consequently,
J0'(t)f(t)kt f0u'(t)u(t)dt = u2(a).
Furthermore,
alf'(t)Idt2
u2(a) = IJo
t J
< J dtJ If"(t)I2dt = aJalf'(t)I2dt,

0 0 0
whence the result.

In order to have equality it is necessary first of all that
Ifl = u, that is to say
IJ0f'(s)d8I = J0If'(s)Ids,
which implies that f' = elalf'j, where a is a real constant.

Next, in order that the Cauchy-Schwarz inequality become an equal-
ity, it is necessary that If'I be constant. Taking into account
that f(O) = 0, it follows that f(t) = At, X e (E.
288 CHAPTER 7:
EXERCISE 7.128: Let X be a measurable set of]RP such that

meas(X) < - and (fn) a sequence of measurable functions on X such
that
.< M, = 1 for all n.

IffI JX Ifnl2
(a): Show that if a sequence of complex numbers (an) is

such that the series E anfn(x) converges for almost all x e X,
n
then n'n n = 0.
(b): Show that there exists a sequence (bn) of complex num-

bers such that
1 mbn = 0 and I lbnfn(x)!2 =

n
for all x's belonging to a subset of X having strictly positive

measure.
ovo - vev = ovo = VtV = AVA
SOLUTION: We shall assume that meas(X) = 1.
SOLUTION (a): If the series E anfn(x) converges almost everywhere,

in particular one has anfn(x) 3 0 almost everywhere. Let d > 0
be such that 1 - M26 > 0. By Egoroff's theorem there exists a
set A of X such that
meas(X - A) < 6 and En = suplanfn(x)l -> 0.

A
Then
lan12 lanfnl2 +
lanfnl2 fnl2 s (Contd)
= J = fA
X JX_A'
289
.< en + M21an126,
2
2 En
lanl 2
1-Md
which proves that an - 0.
SOLUTION (b): Choose a sequence (bn) such that bn -+ 0 and

I b (for example, bn = 1//n). Assume that E Ibnfn(x)I2<
almost everywhere. Choosing 6 as in part (a), there exists a set
A such that meas(X - A) < 6, and
L Ib f (x)I2 < 1
n n
n>n0
for all x e A whenever n0 is large enough (Egoroff's Theorem).

Now, for every n.
1=JAIfnl2+JX-AIfn 12
< JAIfn12 + M26,
so
12J
1 3 meas(A) >, lb
X
n>,n0 n A Ifn 12 % (1 - M26) n,n0
E lbn1i2,
which is absurd.
290 CHAPTER 7:
EXERCISE 7.129: Let U be an open set of ]Rp and H = L2(U). Re-

call that the Gram determinant associated with elements f1,...,
fn of the Hilbert space L2(U) is defined by
G(f1,...,fn) = detll(.fil.fj)II1,<i,j,<n'
Prove that:
G(f1,...,fn) = n!JUnIdetll.fi(xj)II1<i,j.<n12dx1dx2...dxn.
AVp = VAV = AVA = VAV = AVA
SOLUTION: We have
n
Idetllfi(xj)IIl2 = £(To) f fT(i)(xi)fo(i ),
T,a i=1
where T and a run over the permutation group Of {1,2,...,n) and

£ denotes the signature. On setting
a1. = (filfj) = j fi.'j,

U
the right side of the formula to be proved becomes:
n n
n L £(Ta)IT
aT(i) , a(i)
e(Ta 2 ) II aT6(1)
X a(i),
T,a i=1 T,a i=1
n
C C T1
= nt G G e(T) a
a T i=1
= det llaij iI
THE SPACE L2 291
EXERCISE 7.130: Let K be a function defined on 3t2 that is meas-

urable and such that
A2 JJ 21K(x,y)I2dxdy <
=
For every function f e L2(3t) the function Tf is defined by
Tf(x) = JK(x,Y)f(.)dy. (*)
Show that this defines a linear transformation of L2(Xt) into

itself, and that
IITf112 , A ll!112 (**)
Show next that if T' is defined analogously with kernel K',

then T'T has kernel K", where
K"(x,y) = JK'(x,z)K(zY)dz.
AVL = VAV = AVA = VAV = AVA
SOLUTION: By Fubini's theorem, for almost all x the function

y - K(x,y) is square summable, and consequently Tf(x) is defined.
By the Cauchy-Schwarz inequality
ITf(x)12 I1f11 2f IK(x,y)I2dy.
Integrating with respect to x yields (**). Nevertheless, it re-

mains to prove that Tf is measurable. Let E be a subset of 3t
with finite measure. Then
fdxf'ILE(x)K(x,y)f(y)Idy , 'V'12JE dx(flK(x,y)I2dy)2 <

292 CHAPTER 7:
because by Fubini's Theorem the function
IK(x,y)I2dy)i
X * (
is square integrable. The same Theorem implies that the function
x y ILE(x)Tf(x) = J1EK(x.Y)f(Y)dy
is measurable. From this it follows that Tf is measurable.

The last formula results from the following calculations:
T'Tf(x) = JX'(S.z)dzJK(z.v)f(Y)dY
= Jf(Y)dYJX'(xz)K(zY)dz.
and
K-(x,y)I2dxdy Jdxd(JIK'(x.z) 12dz)(JIK(z,Y)12d5)

J
= JIK(x,2)I2dsdzJIX(z.Y)l2dzdY.
EXERCISE 7.131: If f e L2(0,1), for 0 4 x< 1 set
21xex-tf(t)dt.
Wf(x) = f(x) + (*)
0
Also let
91(x) = e-x, 92(x) = ex.
Show that (*) defines a linear mapping W of L2(0,1) into it-

self, such that:
THE SPACE L2_ 293
(a): Wc1 = 92;
(b) : If (f l (p 1) = 0, then (W f c'2

) = 0 and DDWf 112
= Ilf 112;
(c): If (gIc'2) = 0 there exists f e L2(0,1) such that:
(f1q,1) = 0 and g = Wf.
Deduce from this that W is a bijection.
ovo = vav-= ove = vov - ovo
SOLUTION (a): We have
x
e-x + 21 ex-2tdt
0
e-x ex-2t t=x

- t=o = ex =
2
W.
SOLUTION (b): Set W = 1 + U, and determine U*:
X
2J0f(x)dxlex-t7htldt
(U*fih) = (fIUh) =
0 0
2J1 TFtTdtf
0 t
Hence
211et-xf(t)dt.
U*f(x) =
X
Now calculate U*Uf when

294 CHAPTER 7:
1
(flkl) = J e-tf(t)dt = 0:
0
41et-xdtJtet-uf(u)du
U*Uf(x) =
Jx 0
e- (u+x4
X Ixe f(u)du
0
x J2tdt
x
1e-(u+x)f(u)duJ1e2tdt
+ 41
x u
1
2e2-x
= a uf(u)du
JO
(1
2xex-uf(u)du eu-xf(u)du
- - 2J
J0 x
= - Uf(x) - U*f(x).
Thus, whenever (f191) - 0,
W*Wf = (1 + U + U* + U*U) f = f .
(Wfl92) = (Wf,Wq,1) = (W*Wfl(p1) = (fl(vl) = 0,
and
IIWfI12 = (Wflwf) = (w*wflf) = (flf) = IIfI12

THE SPACE L2 295
SOLUTION (c): Now assume that (gl(P2) = 0. Then
4rxex-tdt
UU*g(x) = J0
X rleu-tg(u)du
t
= 4 rxex+ug(u)du
JO
Te-2tdt
l rx
x+u
+4 e g(u)du a-2tdt
x J o
(1 x 1
2ex-ug(u)du eu-xg(u)du
2exI eug(u)du - - 2j
in Jr
= - Ug(x) - U*g(x).
Consequently WW*g = g when (glp2) = 0. Setting f = W*g, one has

g = Wf, and furthermore
(flml) = (W*gl(pl) = (g,Wml) _ (gl(p2) = 0.
Thus W is an isometry of {m2}l. From this it certain-

{(p l}L onto
ly follows that W is bijective. In fact, if
(fI9l) = 0 and W(f + X91) = W f + X(p2 = 0,
then
Wf=0 and a=0,

296 CHAPTER 7:
and consequently
f + ail = 0
because
Ilf112= IIWf112=0.
Note that if g e L2(0,1) then
(gk(P2) (gIT2)
g = 9 (p 2 + (2I2)
p2.
O2
Setting
(g1ro2 (g1W2)
f = W (g - T(p 2 ,p 2 W2} + W1,
'p2 (p2
we have Wf = g. Notice also that W*92 = X(p and

1
A(c?11(P1) _ (W*(p 21p1) = (921W91) = (cp2I 2),
so that
f = W"9 - l(W11W1 - P2I42 )J cP2)Tl.
Now,
2 2
e e 2 1
(c) llcpl) - 2 , ('21 2) -
2e
whence
f=W*g-2(glcp2)cpl.
This relation may be further written as

THE SPACE L2 297
2Jxet-xg(t)dt,
f(x) = g(x) -
0
which is the "inversion formula" of:
g(x) = f(x) + 2Jxex-tf(t)dt.

J0
EXERCISE 7.132: Let f be a continuously differentiable function

on 3R such that
Jx2ffxI2
dx < Jff(x)12dx <
(a): Show that for x > 0
xlf(x)I2 F Lt2t)l2dt)Lh1(t)I2dt)
J)I2cx 2(J+ x2lf(x)I2dx)z(J+WIf,(x)I2dx), .
(This inequality is Heisenberg's Uncertainty Principle in Quantum

Mechanics).
evo = vov - eve = vev = ovo
SOLUTION (a): If x 3 0 let f0 = f(x) , and
a2 = dt, a2 = JWIf'(t)I2dt.
x x
298 CHAPTER 7:
For all t >. 0,
x+t
f(x + t) - f(x) = f'(u)du,
fx
so, by the Cauchy-Schwarz inequality,
I f(x + t) - f(x) I < s,T.

2
Assume that 0 .< h .< 0/S so that for 0 .< t < h
If(x+t)I :f0 - 5r:0.

Then it is clear that
a>x/(f0-B1)
Choose the value of V that maximizes the right side of this in-
equality, i.e. i = f0/2S. This yields
xf2 .< 4as,
which is the desired inequality.
SOLUTION (b): From the first part (since an analogous inequality

holds when x < 0) it follows that
lim xIf(x)I2 = 0.
IxI 4M
But then, by integrating by parts
tW +
If(x)I2dx = - x(f'(x)f(x) + f(x)f'(x))dx,
whence, using the Cauchy-Schwarz inequality,

THE SPACE L2 299
+W J+w
JIf(x)12dx . 2 xIfI I f' I
w
2(J+
x2If12)'(J+WIf'I2)'.
co
EXERCISE 7-133: (I): Let X be a measurable set of]Rp such that

0 < meas(X) < and (fn)n>1 an orthonormal sequence of L2(X).
For every integer N > 1 set
N
KN(x,y) = G fn(x)fn(7,
n=1
LN(x) = fX IKN(x,y)Idy.
(a): Assume that all the functions fn are real and that
there exists a constant A such that ILN(x)I < A for every integer
N>, 1 and all xeX.
Show that if (an)n31 is a sequence of complex numbers such
that I Ian12 < -, and that if
N
C
sN(x) = G anfn(x),
n=1
then for almost all x e X
supIsN(x)I < m.
N
(Assume first that the an's are real and introduce a measurable
mapping v of X into {l,2,...,N} such that
300 CHAPTER 7:
sN(x) = maxs(x)
n = s()(x),
V
ncN
sN(x)dx
1 X
is bounded by a constant).
(b): Take the same hypotheses and notations as in part (a).
Show that if
.f L anfn
n=1
in the sense of convergence in L2(X), then for almost all x e X
W
f(x) = I anfn(x).
n=1
(Introduce an increasing sequence (2n)n31 of numbers greater than

zero, such that wn -> and X mnjanI < m, and a sequence of inte-
gers N1 < N2 < < Nk <
such that sN (x) -> f(x) almost
k
everywhere; next bound IsN(x) - sN (x)I when Nk <
N < Nk+l' using
part (a) applied to wnan).
(c): Assume that X = [0,1], and that for every function f

continuous on X
N
lim G (flfn)fn(x) = f(x)
N n=1
uniformly for x e X.
THE SPACE L2 301
Show that there exists a constant A such that ILN(x)I S A

for all N and all x.
(II): We call the HAAR SYSTEM the sequence of functions

(fn)n>0 defined on X = [0,1] in the following way: f0 = 1, and
if n31 and n = 2m + k, 0<k<2m, 04X<1,
2m/2 2k < 2k + 1
if
2m+1 < 2m+1
m/2 2k + 1 2k + 2
fn(x) 2 if 2m+1 x < 2m+1
0 otherwise
Assume in addition that
fn(1) = fn(1 - 0).
(a): Show that (fn)n>O is an orthonormal system in L2(X).
(b): Show that for all n > 0 there exists a sequence:
0=x0<xl<...
n <xn+1
n
which possesses the following property: In order that a function

f belongs to the vector subspace Vn generated by f0,f1,...1fn, it
is necessary and sufficient that f is constant on each of the in-
n n
tervals [xi 'xi+1[, 0 < i < n, and that f(l) = f(1 - 0).
From this deduce that if f e L2(X), its orthogonal projection
on V is, on each interval [xi,X +1[, equal to:
n
n
X
1 J1+1f(x)dx.
n n
xi+l - xi xi
302 CHAPTER 7:
(c): From this deduce that if f is continuous on X then
f(x) = E (flfn)fn(x) (1)

n=0
uniformly on X. In particular, (fn)n>o is an orthonormal basis

of L2(X). Using parts (I)(c) and (I)(b), deduce from this that
for every function f e L2(X) the relation (1) is satisfied for
almost all x e X.
(III): The RADEMACHER FUNCTIONS are the functions defined

on X by the formulae
sgn(sin2n+1%x),
rn(x) = n 0.
(a): Show that if 0 4 n1 < n2 < ... < n, then
1
J (x)dx = 0.
0 p
In particular, (rn)n,0 is an orthonormal system in L2(X).
(b): Let (an)n30 be a sequence of real numbers such that

2
an < - and f = anrn in L 2 W.
Show that for almost all x e X
W
f(x) = E anrn(x).
n=0
(Express the Rademacher functions in terms of the Haar functions,

and use part (II)(c)).
(c): With an and f as above, show that for all p > 0
Ap'If112 4 IIf11p < BPIIf112,

THE SPACE L2 303
where
Ap = min(1,2-(2 p)/p), BP = 11 + Ply
(For the second inequality assume first that p = 2k, k an inte-

ger; for the first, if 0 < p < 2 write 2 = Ap + 4(1 - 1),
0 < A < 1).
Deduce from this that for every real number p
1
exp(ulf(x)l2)dx <
f0
(d): Show that the functions 1 and r r r (0 6 n 1 <
nl n2 np
n2 < < n ) form an orthonormal basis of L2 (X) (the WALSCH
p
BASIS).
ADA - VAV = AVd - V AV - eve
SOLUTION (I):(a): One can clearly reduce to the case where the
an's are real. Let f= E anfn in L2(X). Then an = (flfn), so
aN(x) = JXxN(XIY)f(Y)dY.
For 0 4 n 4 N let
An = {x:a (x) < a(x) if 0 t p < n and s(x) 4 s(x)
if n 4 p 4 N}.
The sets An are measurable, mutually disjoint, and have union X.

Setting v(x) = n when x e An, one has
8h(x) = maxs(x)
n = sv(x)(a,)
n6N
= JXxv(x)(x,p)f(p)dy.
304 CHAPTER 7:
Note that
N
C
Kv(x)(x,y)
= G IlA (x)Kn(x,y),
n=0 n
and that consequently this function is square integrable on X x X.

This remark allows us to justify the various interchanges in the
orders of the integration carried out in the calculations which
follow:
JxsNz"(x)dx = fxf(Y)dyfxKV(x)(x,y)dx
{J dy(1 xv(x)(x,y)dx)2}Z.
x x
Now,
Kv(x)(x,y)dx)2 dadRf Kv(a)(a'y)KVW

Jx dy(JX = JJxxx (S,y)dy,
x
and furthermore,
v( a) v(R) (
I fr(a)fs(R)J fr(y)fs(y)dy.
v(a)(a'y)Kv(B)(S'y)dy =
X r=0 s=0 X
Taking into account the orthonormality of the fn's, this yields
jXdy( JIX Kv(x)(x,y)dx)2

= JJ v(a)cvKv(a)(a,$)dadR
()
+ ffv (s)<v(a)Kv(S)(a,$)dad6.
The first integral of the right side is bounded in modulus by
J XdaJ IK v(a)(a,s)Ida c JX L .< Ameas(X).

v (a)
(a)
w(a)tw(S)
THE SPACE L2 305
Since KV(S)(a,s) = KV(S)(R,a) the second integral is bounded by

the same quantity, so
J8(z)dx 4 11f112 2Ameas x . (2)
The functions sN are integrable, as the sN are, and the maximum

of a finite number of integrable functions is also; further,
aN 4 8* and sN(x) > snpsn(x). The Lebesgue Monotonic Conver-
gence Theorem and inequality (2) show that Wan(x) is integrable,
and consequently that sups (x) < - for almost all X. Replacing
n n
f by -f one deduces from this that snp(-sn(x)) < -, that is to
say iRfsn(x) > -m, and therefore that snpIsn(x)l < - almost every-
where.
SOLUTION (I):(b): Here again it may be assumed that the an's are
real. Let n1 < n2 < be a sequence of integers such that
2
a- 4 k-4
n>nk
Set n0 = 0, wn = l if 0 << n < nl, and wn = k if nk 6 n < nk+l and

k> 1. Then
2 2
w a = G a2 + k2 a2
n=0 n n n<nl n k=1 nk4n<nk+l
n
CM
a2 +
E
k-2 < °°
n<n1 n k=1
Moreover, it is clear that the sequence (wn) is increasing and

that wn -> m. Since 8N f in L2(X) there exists a subsequence
sN such that
k
lkm aN (x)= f(x) almost everywhere. (3)
k
306 CHAPTER 7:
By part (I)(a), for almost all x
N
M = supl I wnanfn(x)I < (4)
N n=0
If x is such that (3) and (4) are satisfied, and if Nk 4 N

< Nk+i'
Abel's bound gives:
18N(X) - sN (x)I = I
E wnlwnanfn(x)I
k Nk<n4N
-1
b 2M w
X Nk'
which shows that sN(x) - f(x).
SOLUTION (I):(c): Let C(X) be the space of continuous functions

on X, with the norm of uniform convergence. If f e C(X) let us
set:
N 1
3N(f;x) = E (flfn)fn(x) = JKN(x,Y)f(Y)dY.
n=1 0
For fixed N and x the mapping f - aN(f;x) is linear; denote it by

This map is continuous and its norm is
sup{ 1 JKN(x,y)f(y)dyI
1 : feC(X), 11f11_ < 1}
0
= fIXNXYIdY = LN(x).
0
(This flows from exercise 6.108 on observing that one can replace
the space of step functions by the space of continuous functions).
Assume that
THE SPACE L2 307
supLN(x)
N,x
Then there would exist a sequence (xk) of points in X and a se-

quence (Nk) of integers such that
LNk(xk) = IIBNk(.;xk)II -, °°
By the Banach-Steinhaus theorem there would exist f e C(I) such

that
SUP I (f;xk) I = °D
SNk
But this is impossible, because by hypothesis sN(f;x) -+ f(x) uni-

formly in x.
SOLUTION (II):(a): It is clear that
f
f
1 2
0n =
1, n30.
Furthermore, if 0 4 n1 < n2 it can be seen without difficulty

that f f = of , with c = 0,1, or -1, and consequently
nl n n2
1 1
J0
fnl fn2
f0
fn2 = 0.
SOLUTION (II):(b): The result is obvious if n = 0. When n =

xn
2m + k, 0 4 k < 2m, let us consider the end points (0 6 i
n + 1) of the intervals obtained by putting end to end, starting
(m+1)..
at 0, 2k + 2 intervals of length 2- then 2m - k - 1 inter-
308 CHAPTER 7:
vals of length 2-m (observe that (2k + 2)2-(m+l) + (2m - k - )2-m

= 1). Let 012'" 0n+1 be the characteristic functions of the
intervals [O,xi[,[x1,x2[,...,[xn,xn+i]' It is clear that each

function fi, 0 - i - n, is a linear combination of the 1 6 j
4 n + 1; since each of these systems of functions is linearly in-
dependent and they have the same cardinality, they generate the
same vector subspace n, which proves the first part of the ques-
tion.
If f e L2(X), let
ni+Ci
h
j=i
be its orthogonal projection onto Vn. Then
1
J (f - h)$n = 0, 1 5 i 4 n+ 1,
0
n,n
and = 0 if i 4 j, while
n
A.
i f(x)dx.
xi - xi-1 xi+1
SOLUTION (II):(c): If f is continuous on X:
N
sN(x) = E (flfn)fn(W)
n=0
is its orthogonal projection onto Vn, and consequently if N(x)

210+1,
1, 210 4 N < and
2-m},
em = sup{If(x) - f(y)I:Ix - yI .<
THE SPACE Lz 309
then
N
rx .
If (x) - sN(x)I 1 N (f(x) - f(y))dy
= I N N
S .
x - x i-1 x i-1
which proves that in this case
f(x) = E (fIfn)fn(x)
n=0
uniformly in x.
As the continuous functions are dense in L2(X), and as every
continuous function is the uniform limit, and hence also the lim-
it in L2(X), of its orthogonal projections onto Vn, it follows
that the fn form an orthonormal basis of L2(X). Finally, by
parts (I)(c) and (I)(b) formula (1) holds almost everywhere when-
ever f e L2(X)
REMARK: This last result can be proved independently of (I) by

using part (II)(b) and Lebesgue's differentiation theorem (cf.,
Chapter 9). It will be noted that as the linear mapping
n
f- I (f l fi )fi
Z=0
is continuous from L1(X) into V , and as L2(X) is dense in L1(X),
n n+1
(flfi)fi = ai(f)o'
2= 0 2= 1
with
n
Mn
A.(f) _ jxn f(x)dx
_n
i
310 CHAPTER 7:
1
still holds for f e L W. This and Lebesgue's theorem on differ-
entiation show that in this case (1) is still true almost every-
where.
SOLUTION (III):(a): Observe that rn can be considered as a func-

tion defined on ]R with period 2-n. If nl < n2 < < np the
-n
function rn rn rn has period 2 1, and consequently
1 2 p
--n1
1 n1 2
Ornlrn2...rn = 2 rnlrn2...rn
P
J
0 p
-(n1+1) -n1
2n1 l112
r_ r
= J2_(:l+l)rfl2.
0 2 np np
2
-n -(n +1) n -n -1 -n
1 2 1
Since rn rn has period 2 2, and since 2 = 2 2 2
2p
the term in parentheses equals zero. In particular, r and r
n n2
are orthogonal if n1 f n2, and as r2 = 1 almost everywhere the

system (rn) is certainly orthonormal.
SOLUTION (III):(b): It is clear that
r = 2n/2
n L f..
2n,i<2n+1
It follows that
n0ann
THE SPACE L2 311
is the orthogonal projection of f onto V2N+1_by part (II)(c)
for almost all x
N
lim E an n(x) = f(x).
N+°' n=0
SOLUTION (III):(c): If k A 1 is an integer,
N
anr n
C 2k (2k)! ON 00... ON
l B0! ... a ! a0 0... aN r0 rN
I n=0 = 00+ .. +0n_ 2k
Taking into account that rn = 1 and part (III)(a), this yields
f01 250
N 2k = C (2k)! 2SN
..aN
I InO an nI +SN_k 200 ,... 20 N a0
00+.. !
Now note that
N k! 200 2RN
( E an)k = ! a0 ...aN
x i...
0
and that for every integer n >, 0, 2n 4 (2n)!/n! .< 2nnn, so that
00l...0N!
(2k)! 2kkk
= kk
Ti- (2a 0 !... 2BN)! a0+-+aN
2
It follows that
By the preceding part, the function under the summation sign tends
almost everywhere to f2k as N -' . Fatou's Lemma then gives
312 CHAPTER 7:
IIf112k < k211f112- (5)
When p > 0 consider the integer k 3 1 such that 2k - 2 < p <

2k; by exercise 6.117(a)
11f 11 < IIflI2k < k211f11 2 < [1 + P2-]

2 I1f112
P
which proves the first inequality.

If p 3 2 then Ilf112 < IlfIlp (Exercise 6.117(a)); when 0 < p < 2
there exists 0 < A < 1 such that 2 = Ap + 4(1 - A), and then (cf.,
Exercise 6.116(c))
1[f 112
ilfliPplIfllw(1-A)
But by (5)
11f114 < 2' 11f1121
so
2-2(1-A) IlfIl2A-2 $ IlfIIPp
Since
4A-2=Ap and 1-A=22 A
this yields
2-(2-p)1pllfll2 < 11Ap
which proves the second inequality.

Finally, to prove that
THE SPACE L2 313
J exp(uf2) <
0
we can restrict ourselves to the case where u > 0. Let N be such

that
C 2 1
(6)
an ` 2eu '
n3N
and let
h= I an r,
n g= I anrn
n<N n>N
Since exp(Lf2) 4 exp(2)jh2)exp(2ug2), and since h is bounded, it

suffices to prove that exp(2ug2) is integrable. Now by (5),
fo
exp(2ug2
n=0
(2n 1)n lg2n
J0 n=0
)n n
(2u II9I12
D'Alembert's Criterion shows that the last series converges if

2epf1gI12 < 1, which is assured by (6).
SOLUTION (III):(d): By part (III)(a) the Walsch system is ortho-

normal. For n a 0 and 0 4 k < 2n let 0n k be the characteristic
function of [k2-n, (k + 1)2-nJ. It is easily verified that
(1 + rn)0n,k g(1
= ctn+1,2k' -
Taking into account that rn = 1, it follows from this that the

vector subspace generated by the Walsch system contains all the
functions 0n and that it is consequently dense in L2(X).
k'
314 CHAPTER 7:
EXERCISE 7.134: Let (an) be a sequence of distinct numbers

strictly greater than -}.
Show that the function tn

a form a total sequence in L2(0,1)
if and only if one of the following three conditions is satisfied:
(a): There exists a subsequence of the sequence (an) that

tends towards a finite limit that is also greater than -'-z;
(b): liman =-2 and y lan + zl = W;
ant = W.
( c ) : liman = co and
From this deduce MUNTZ'S THEOREM: If an > 0 and liman the

a
sequence of functions formed by 1 and the t n is total in C(0,1)
an-1
if and only if E
= w-
LVA = VAV @ AVA ° VAV = AVA
SOLUTION: First of all we are going to calculate the distance in
L2(0,1) from tp to the vector subspace generated by tal,...,tan

(p > 0 an integer). Recall that if xi,.... xn are elements of a
Hilbert space and if G(xl,...,xn) = detll(xilxi )ll, then xl,...,xn
are linearly independent if and only if G(xl,...,xn) 4 0, and in
this case the distance from a point x to the vector subspace gen-
erated by x1,...,xn is given by
G(x,xl,...,xn)
G 1n
x...,x
,
(The proof of this result is given at the end of the exercise).

In the present case,
G(tal,...,tan) = detlla.
+ a. + lP
THE SPACE L2 315
Now,
if (ai - ai )(bi - bi
detIla-III 2'j
(ai + b.)
i j
(This is called the CAUCHY DETERMINANT FORMULA, and is proved at

the end of the exercise). Setting ai = bi = ai + 'z, this yields
IT (a -
'<j
G(t1,...,tn)
a a =
(ai + a + 1)
Equation (*) then gives for the distance from tp to the vector
subspace generated by ta1,...,tan.
Ip - 01I...Ip - anI
d=
2(p + al + 1)
By Weierstrass's Theorem and the property that C(0,1) is dense in

a
L2(0,1), the sequence (t n) will be total in L2(0,1) if and only
if for every integer p > 0
IP - all ...IP - anI
-
l in * p + a1 + 1 p+ a n +1 - 0'
Assume first that (an) has an accumulation point 2, -} < 2 <

By considering, if need be, a subsequence, it can be assumed that
- < a < an -12, shows that there
exists A such that 0 < A < 1 and
IP - anI
for all n,
P + a + 1 ` A
n
316 CHAPTER 7:
and consequently (**) is satisfied. Next, assume that an = _} +

En, with En > 0 and En - 0. Then whenever n is large enough for
an < p to be true,
IP 2 c n
-
p+an+1 p+En+i .
Since:
2E 2E
p + En + ry P +
it follows that accordings as I En is finite or not, the limit of
IP - all...IP - anI
(p + al + 1 ...(p + an + 1
is strictly positive or zero (at least if p is different from all

the an's, which is the case when p is large enough). Consequently,
in this case the sequence (tan) is total in L2(0,1) if and only if
En(an+I)=w.
Lastly, if an then for large enough
IP - anI 2p + 1
p+an+1 =1- p+an+1
2p + 1 ,L2p+1
P t an t 1 a n
From this it follows that the sequence (tan) is total in L2(0,1)

if and only if I and = -. This accomplishes the proof of the
first part of the exercise.
THE SPACE L2 31 7
Assume that an > 0 and an - -. It is clear that the sequence

a
(t n) together with 1 can be total in C(0,1) only if it is total
and
in L2(0,1), hence if I = It remains to prove the converse.
One can assume that an > 1 for all n. Let P be a polynomial.
Applying what has gone before to the sequence (an - 1), for all
e > 0 one can determine numbers en, only a finite number of which
are non-zero, such that
Cntan-l12dt
J1IP'(t) - I < e2.
Since for 0 < x < 1

a
n (x a -1
P(x) - P(0) - V Can
n n x = I W(t) - Cnt W,
the Cauchy-Schwarz inequality gives
a
IP(x) - P(0) - Cnan x nI < e, 0 < x < 1.
As the polynomials are dense in C(0,1), M[lntz's Theorem is proved.
If x1,...,xn are linearly independent elements of a Hilbert

space H, then for all x e H there exist complex numbers
and a vector z e H that are uniquely determined by the conditions
x=z+aixi,
(zlxi) = 0, 1 4 i n.
318 CHAPTER 7:
If d denotes the distance from x to the subspace generated by

x1,...,xn then d2 = (zlz) = (xlz), so that A11...,an,d2 are the
unique solution of the linear system
I ai(xilx.) _ Wx.), 1 < j < n,

i
d2 + I X;(xlxi) = (xjx).
i
That this system has a solution implies that G(xl,...,xn)4 0; (*)
then follows from Cramer's rule.
Let us now prove the Cauchy Determinant Formula. It is clear

that
R
det
ai +- 1<i,j<n (ai + bi)
where R is a polynomial of degree n2 - n homogeneous in the ai

and the bi. If for i< j ai = aj (reap. bi = bj) the determinant
has two identical rows (reap. columns) and consequently is zero.
The polynomial R is therefore divisible by
IT. (ai - a(bi - b
and since this polynomial is of degree n2 - n,
det III
ai + bj 1<i,j4n
=C
n
Tf.
Z<
(ai - aj)(bi - b.)
TI.
Z,7
(ai + aj)
THE SPACE L2 319
where Cn is a constant. Finally, it is verified without diffi-

culty that
1 1
lim lim aldet a. = det a 1
2<i, j<n'
and that
iT (ai - a.)(bi - b.)

1<i<,j<n
lim lim al
b al- 1<Z,J<n
(ai t bj )
fl (a. - aj)(bi - bj)

2<i<j<n
rr (ai + bj)
2<i,j<n
so that Cn = Cn-1. Since C1 = 1 the formula is proved.
EXERCISE 7.135: Let f be a holomorphic function in the disc U =

{z:Izl < U.
Show that if f is injective and if
f(z) = E cnzn for jal < 1,

no
the area of f(U) is equal to
n nlcnl2.
n=o
000 - vov - AVO - vov - AV1
SOLUTION: the Jacobian of f is equal to If'12, so that:

320 CHAPTER 7:
1 2%
meas(f(u)) = rdrJ If'(reio)l2d8.
f0 0
Furthermore, if 0 E r < 1,
nrn-1c e
f'(rei8) _
n
n=1
Plancherel's Formula gives
n2r2n-2IdnI2
If'(reio)I2d8 = 2n I
J2t
0 n=1
so
CO 1
r2n-1dr
meas(f(U)) = 2x n2Icn I2fo
n=1
W
= n I nlcnl2.
n=1
EXERCISE 7.136: Let f be a continuous function on the disclzl< l

and holomorphic in its interior. Assume that
f(z) = 1 + anzn for Izl < 1.

n=1
Show that if
2n
If(els)lds < 1 +lall2,
2n f0
then the function f possesses at least one root in the disclzl <1.
THE SPACE L2 321
ovo = vov - AVA = vov = AVA
SOLUTION: If f were never zero in the disc Izi < 1 there would
exist a function g, holomorphic in this disc, such that g(0) = 1
and f = g2. Let
a
g(z) = 1 + 2 z + bnzn
n=2
be the expansion of g as an entire series in the disc IzI < 1.

For 0 4 r < 1 Plancherel's Formula yields:
27E lg(rel-5)I2d3
Ibn12r2n
1 + -ja112r2 + G _ 1
n=2 0
1 2n
2aJ
If(relNd9.
0
Since
lim f(elo
r+1-
uniformly in S, it follows that
r2n
If(ei9)IdO > 1 + 41a112.
2n
0
EXERCISE 7.137: Let U be an open set of a and H(U) the set of

holomorphic functions in U.
Prove that H(U)n L2(U) is closed in L2(U).
ovo = vov - ovo - vov = AVA

322 CHAPTER 7:
SOLUTION: Let fn e H(U)f1L2(U) and let fn - f in L2(U). If D is

a closed disc with centre z0 and radius r > 0, and is contained
in U, there exist r1,r2 such that r < r1 < r2, and the closed
disc with centre z0 and of radius r2 is also contained in U.
For all z e D and all p, ri -< p < r2, we have (Cauchy's Formula)
fn(E)
fn(z) = -rJ
1
2n2 E - z d
1E-z01=p
r2n i8
a
fn(z0 + pelf) i0 dO,
2n
0 z0+pe -z
and consequently
r 2n i8
e
fn(z) = 27r1- r J 2pdp J0 fn(z0 + pelf) dO
2 1 ri z0+pe i8 -z
1
-z 0
2(r2 - ri -z01<r2
f w C - z0 E - z
dudv,
Jrill
where E = u + iv.
The function equal to ( - z0)1k - z01-1(g - z)-1 if ri
1E - z01 t r2 and to zero otherwise belongs to L2(U), and thus
lmfn(z) = 277r 1-
ri 11r1 1-z01<r2f
() E - z0 -z dudv.
2
Since, for z e D and r1 . J E - z01 < r2,
-z0
-z0 g -z1 6ri-r' 1
THE SPACE L2 323
the function
g(z) = limfn(z)
n
is holomorphic in b, and consequently in U. Clearly g = f almost

everywhere in U, which proves the result.
CHAPTER 8
Convolution Products and Fourier
Transforms
EXERCISE 8.138: Let A be a measurable set of ]R with positive

measure.
Show that A - A is a neighbourhood of zero. Deduce from
this that if A is an additive subgroup of jR that is measurable
and is distinct from 32, then meas(A) = 0.
ovo = VAV = ovo = vov = ovo
SOLUTION: First assume that A is bounded, and let 9 be its char-

acteristic function. Since cpeL'flL°° the function q,* is con-
tinuous. Furthermore,
p*E(0) = meas(A) > 0.
Hence there exists a neighbourhood V of zero on which 9*4 > 0;

but then V C A - A, which proves the property in this case. In
the general case there exists a measurable and bounded set B

such that B C A, meas(B) > 0. Then A - A D B - B is a neighbour-
hood of zero by what has preceded.
If A is an additive measurable subgroup of 3R, and if meas(A)> 0,
then A = A - A is a neighbourhood of zero, which implies that A =3t.
325
326 CHAPTER 8: CONVOLUTION PRODUCTS
EXERCISE 8.139: Let f be a measurable function on ]R such that

for all the elements a of an everywhere dense set A of Bt
f(x + a) = f(x) for almost all x.
Show that there exists a constant c such that f(x) = c for

almost all x.
000 = vov = ovo = vov a ovo
SOLUTION: First assume that f is bounded. Let ((pi) be a compact

approximate identity in L1. The functions fi = cp1f are contin-
uous and fi(x + a) = fi(x) for all i, all a e A, and all x e 3R.
From this it follows, because A is dense in Bt, that each of the
functions fi is equal to a constant ci. By extracting a suitable
subsequence from the sequence (rpi), one can assume that fi(x) -;
f(x) for almost all x. From this it follows that ci -> c and that
f(x) = c for almost all x.
In the general case, consider the functions fn equal to f where
IfI s n and to zero otherwise. It is clear that the functions f
n
still satisfy the condition of the problem. Therefore there ex-
ist constants en such that fn(x) = Cn almost everywhere. If for
one n cn 4 0, then f(x) = cn almost everywhere. Otherwise, for
all n, fn = 0 almost everywhere, and consequently f = 0 almost
everywhere.
EXERCISE 8.140: Let f e L°°R) and ft(x) = f(x - t).

Show that if
limIIf - 0,
t4 0 t
then there exists a function g that is uniformly continuous on 3R
such that f = g almost everywhere.
AND FOURIER TRANSFORMS 327
ove = vov - ovo - vov = eve
SOLUTION: If (mn) is an approximate identity such that 9n 3 0,
j(Pn
= 1, and q) n(x) = 0 when IxI a en (with cn + 0), then
iI *f - f II., < sup IIfy - f1100. (*)

IJI<En
In fact, if * e L1 and II* II1 = 1 then
IJ(f*(Pn -f)V I < JIf(x - y) - f(x)Ign(b)Ik(x)IdxdY
= J gn(y)dyflfy(x) - f(x)IIVi(x)Idx
< sup IIf - f II,,

YI« n y
It follows from (*) that 9tif - f in L'. But the 9 ief are uni-
formly continuous, and since for such functions the "sup" and
the "ess sup" coincide, the (p n*f form a Cauchy sequence in UC,
and consequently Tn*f + g in UC . Clearly f = g almost every-
where.
EXERCISE 8.141: Let I be an open interval of Bt, and let f e

Lloc(I) be such that for some integer n
for every function m e Do*(I) satisfying the conditions
(p(x)dx xg(x)dx xn(p(x)dx = 0.

Ji I I
Show that f is a polynomial of degree at most n.
AVA - Vt0 = AVA - VAT = AVA
SOLUTION: More generally, we shall prove the following result:
If 91""09n are elements of Lloc(I) and if Jf V = 0 for every

function (pe Dm(I) satisfying
9i9 =0, 14i4n, (*)

fi
then f is equal (almost everywhere) to a linear combination of
the gi.
Let E = Lloc(I), F = D"(I), and denote by G the subspace of
E generated by the gi. Let Go be the subspace of F formed by the
p e F such that (*) holds (and consequently Jgg = 0 for all g e G).
Let u be the canonical linear mapping of F onto F/G0. There ex-

ists a linear mapping v of F into G*, the dual of G, defined by
(g,v(9,)) = Jg, g e G, 9 eF.
The kernel of V is exactly G0. Hence there exists an injective

linear mapping w of FIG into G* such that:
0
V = wou.
Since G is finite-dimensional, (G*)* is canonically identified

with G, and tw is identified with a surjective linear mapping of
G onto (F/G0)*. Now, the linear form defined on F by
P J' Jf P
is zero on G0 by hypothesis. Hence it defines a linear form 0 on

F/G0, that is to say, an element of (F/G0)*, such that for all
p eF:
ff9 =
Let g e G be such that tw(g) = 0. Then for all 9 e F
Jfa = (tw(g),u((P)) = (g,(w0u)(9))
= (g,v(9)) = Jg9.
Therefore, by the fundamental lemma of the Calculus of Variations,

f = g almost everywhere.
For readers not so familiar with duality and quotient vector

spaces, here is another proof.
Firstly, it can be assumed that the gi are linearly independ-
ent in Lioc(I). Consider the linear mapping of D'(I) into mn
given by
9 µ (X. =
J9)11.
This mapping is surjective, otherwise there would exist complex
numbers a1,...,an, not all zero, such that for all g e D"(I)
0= aiJgi9 = f (I aigi)cp.
By the fundamental lemma of the Calculus of Variations, this

would imply that I aigi = 0 (almost everywhere), contrary to the
hypothesis made earlier about the linear independence of the gi.
From this it follows that for all j = 1,2,...,n one can find
(Pi a such that
1g.. = ij, 1 c i c n.
Then let
C. = Ifc., 16,j c n,
and let us show that for all cpe DP(I)
Ji(P = Jg,
which will prove the property. Note that if
cy0(x) = ,(x) - cpj(x) f 9j(p,
then for all i = 1,2,...,n
Jg%p0 0,
=
and consequently
Jf0 0.
Jf = CJg.p Jg.
=
EXERCISE 8.142: Let f be a locally integrable complex function

on [0,co[.
(a): Show that for all a > 0 the integral
1 t)a-lf(t)dt
fa(x) = j (x -
r a
0
exists for almost all x 3 0, and that fa is locally integrable.
(b): Show that (fa)S

= fa+r
(c): Show that if f e LPoc (p > 1) then fa is continuous

whenever a > 1/p.
t00 - V AV = ADA = VAV = Dot
SOLUTION (a): For every real number a > 0
(a x ra lf(t)IdtJra
t)a-1dx
dx1 (x - t)(%-'If(t)Jdt = I (x -
0 0 0 t
= J0t)a - dt <
t)"-llf(t)Idt
Jx(x - <
0
for almost all x, and that fa (which is therefore defined almost

everywhere) belongs to Lloc'
SOLUTION (b):
x r t
t)0-1dtJ u)m-lf(u)du
(fa)s(x) = P (x - (t -
a P S J
0 0
)S-1(t u)a-1dt.
= r a 1r S j0f(u)du JUx(x - t -
332 CHAPTER 8: CONVOLUTIONS PRODUCTS
On setting t = u + (x - u)r this yields
u)a+0-1f(u)du Ira-1(1 r)s-1dr

(f ) (x) = 1 x(x - -
a s - r(«)r(B
10 0
x
)a+-1f(u)du
r(a + x - u
S
Jo(
fa+s(x).
The premutation of the orders of integration is valid for almost

all x, because, by part (a), the integral obtained by replacing
f(u) by If(u)I in the penultimate line is finite for almost all x.
SOLUTION (c): Let a > 0. If fa = IL [O,a].f, and
a-1
ga(x) = r a , 0 < x .< a,
and ga(x) = 0 if x > a, it is clear that for 0 < x t a
fa(x) = 9a*fl(x).
Now, fa a LP, and if p + 4 = 1 then ga e Lp if q(a - 1) > -1, that
is to say, if a > 1 - Q = p . In this case it is known that 9a*fa

is continuous.
EXERCISE 8.143: Prove that there is a sequence of functions

fn e L20Rp) such that llfn u2 = 1 and fn*fn -; 1 uniformly on every
compact set of ]p.
ovo = vev = evo - vov e ove

SOLUTION: First assume that p = 1, and let
nn[-1/2n,1/2n]'
gn
Then IIgnII2 = 1 and gn = gn. If fn = an is the Fourier transform

of gn, then
IIfn II2 = 119n 112 = 1,
and
fndafn = 9n*Sn = 9 nn = gn = ng"n = vnfn.
Now, since gn a LIOR) :
nx
1/2n sin
fn(x)
=
Vn-1_
1/2n
e-2nixydy
= 1
Vn
nx n
n
111
and it is clear that ?fn (x) -> 1 uniformly on every compact set
of m. When p > 1 it suffices to consider the functions
fn(x1)fn(x2)...fn(xp)'
REMARK: To determine fn one may draw some insight from the pro-
perty that fn*?n = Ifinl2 must tend, in the sense of distributions,

to the Dirac measure at the origin, whence the idea of taking an
approximate identity for Ifnl2. It is not difficult to verify
that IIfn1I2 = 1, for
nrt- t[x
n
2 = 12
sin ax = 1.
n
The direct verification of the relation fn*fn = icf is a little

n
more fastidious.
EXERCISE 8.144: Let V be a connected open set of iR and let f e

L10c1
(i): There exists a constant c such that f(x) = c for

almost all x e V;
(ii): For every compact set K C V, as h - 0
fx
K
+ h) - f(x)Idx = o(IhI).
AVA - VAV = AVA = VA0 = AVA
SOLUTION: First assume that f can be extended to an integrable

function on xtp. Let (fin) be an approximate identity formed by
continuous functions such that (p n(x) = 0 if IxI 3 1/n, and let
fn = f*'Pn' If x e V,
0<S<n and K=B(x,S)CV,
then
I fn(x + h) - fn(x) I
IyI<1/n If(x + h - y) - f(x - y)1l4pn(y)Idy

f
< II anII JK If(y + h) - f(y)Idb = o(jhj).
Thus, at every point of V the derivative offn is zero. Hence

fn is equal on V to a constant cn. By choosing a suitable sub-
sequence it can be assumed that fn(x) + f(x) for almost all x.
Consequently a tends to a limit c, and f(x) = c for almost all
n
xeV.
In the general case, consider an increasing sequence of rela-

tively compact connected open sets (V ), the union of which is V,
n
and which are such that n C V. The function equal to f on n
and to zero elsewhere is integrable and satisfies Condition (ii)
of the problem for every compact set K C V (for K + h C V as
soon as h is small enough). Hence there exists a constant en such
that f(x) = cn almost everywhere on n . It follows immediately
that all the cn's are equal to the same constant c, and that
f(x) = c almost everywhere on V.
REMARK: It may be interesting to indicate how one proves that

every connected open set V of ]R is the union of a sequence of
connected open sets Vn such that n C n+1' with the n being
compact.
Let (W ) be a sequence of relatively compact open sets with
n
union V and such that n C ntl' Let us show that for every com-
pact set K such that K C V there exists an integer n such that K
is contained in a connected component of W. There certainly ex-
ists an integer m such that KC One then has K C 01 U U Op,
m'
where the 0i are connected components of m. Let us consider the

connected compact set obtained by taking the union of 01,...,Vp
and of (p - 1) polygonal lines contained in V and joining a point
of Oi to a point of Oi+l (1 . i < p - 1). This compact set is
contained in a W and as it is connected it is in fact contained
in a connected component of W. This proves the assetion made
above. From this it follows that it is possible to construct a
sequence of integers 1 = n0 < n1 < and a sequence of open
sets Vk such that:
Vk is a connected component of n ,
k
n k C Vk+l'
It is clear that the Vk satisfy the required conditions.
EXERCISE 8.145: Let V be an open set of i and f eLloc1 (V).
Show that the following two conditions are equivalent:
(i): f is equal almost everywhere to a function g that has

bounded variation Qn every compact interval contained
in V;
(ii): For every compact interval [a,b] contained in V,
b
lf(x + h) - f(x)ldx = 0 lhl as h -r 0.
a
eve = vAv = AvA = vov= AvA
SOLUTION: It may be assumed that V is an interval. If f is in-

creasing on V, then for 0 < h < 1
b (b+h (a+h
J lf(x + h) - f(x)ldx = J f(x)dx - f(x)dx < 2Mh,
a b a
where M denotes the upper bound of lfl on [a,b + 1]. The case
where h is negative is treated analogously. As every function
with bounded variation is a linear combination of increasing
functions, the implication (i) => (ii) is demonstrated.
In order to prove (ii) => (i) one can clearly assume that f
is real. Let [a,b] C V. There exists 6 > 0 such that
[a - 26,b + 26] C V.
By replacing f by zero outside this interval, it can be assumed

that f is integrable and that there exists a constant M such that
b+6
J _ lf(x + h) - f(x)ldx < Mlhl if lhl < 6.
a 6
Then let (v.) be an approximate identity formed by continuously

differentiable functions whose supports are contained in ]-d,d[

and are such that Il'Pill, = 1. Extracting, if necessary, a subse-
quence, it maybe assumed that
fi(x) = (f*(p i)(x) -; f(x) if x4E,

E a set of measure zero. Lastly, by moving a slightly to the
left it can be assumed that we still have [a - 26,b + 26] C V,
and, further, that a #E. If Ihl < 6 then
frblfi(x + h)
- fi(x)I
JI dx
a
+fb dxfd
l.f(x + h - y) - f(x - y)I Iki(y)Idy

< a -6
+f-d
6 b+a
I,.(y)ldyfa-d lf(x + h) - f(x)ldx
<
JJ
< M.
The functions fi are continuously differentiable, and consequent-

ly, by Fatou's Lemma
b
V(fi;a,b) _ Ifi(x)Idx < M.
a
If a = x0 < xl < < xn .< b, therefore for all i
n-1
I Ifi(xk+l) - fi(xk)l '< M.
k=O
Furthermore, if xk $ E for k = 0,...,n, then passing to the limit

when i - - yields
n--1
f(xk)1 < M.
kI0 If(xk+1) -
Now consider the set of sequences A = {a = x0 < x1 < < xn < b}

such that xk 4 E, and let us agree to write A < x if xn < x. Set
n-1
P(A) = E (f(xk+l) - f(xk)+,
k=0
n-1
N(A) = E (f(xk+l) - f(xk)_
k=0
By the preceding,
P(A) + N(A) < M.
Finally, when a < x < b let
P(x) = supP(A),
A<x
N(x) = supN(A).
A<x
The numbers P(x) and N(x) are finite and increase with x. When
x 4E we need only consider the sequences A for which xn = x. In
this case
P(A) - N(A) = f(x) - f(a),
so
P(x) - N(x) = f(x) - f(a).
Thus the function f coincides almost everywhere on [a,b] with

the function P - N + f(a), which has bounded variation.
If [an,bn] is an increasing sequence of compact intervals the
union of which is V. there exist functions gn of bounded varia-

tion which coincide almost everywhere with f on [an,bn]. One can
assume that gn is right continuous on [an,bn]. It immediately
follows from this that gn+1 coincides with gn on [a n,bn]. Setting
g(x) = gn(x) if an < x < bn defines a function on V with bounded
variation on every compact interval contained in V, and which is
equal to f almost everywhere.
EXERCISE 8.146: Let f be an integrable continuous function of

bounded variation on]R, and f its Fourier transform.
Show that
+m 1 +-
I
f(2nn) = I f(n). (POISSON'S FORMULA)
2n
n= n=-w
(Prove that the function
+-
f4(x) = E f(x + 2nn)
n=-w
is continuous, has period 2ir, and has bounded variation on [0,2,r],

and then use exercise 3.42).
1VA = VAV = OVA = VAV = AVA
SOLUTION: Let
V(x) = V(f;-=,x),
limV(x)=V<W.
x-).-
Proceeding as in exercise 3.42 it is seen that f' c) is defined

for almost all x, is integrable on x, and that
2n tm
4
f (x)dx = j_ f(x)dx. (1)
f
Let x0 be a point where f(x0) is defined. If x0 4 x < x0 + 27E
then
If(x + 2rn) - f(x0 + 27En)I 4 V(x + 27Cn) - V(x0 + 21En)
4z V(x0 + 2n(n + 1)) - V(x0 + 2xn),
and furthermore
(V(x0 + 2n(n + 1)) - V(x0 + 2nn) = V <
This shows that fa is defined and continuous on [x0,x0 + 2n], and

consequently on the whole of ]R.
If 0 = x0 < xi < ... < xk = 2 n then
k-1
If"(xi+l) - fa(xi)I
i=0
k-1 +-
= I I f(xi+l + 2xn) - f(xi + 2nn)
I
i=0 n=
k-1 +-
I I If(xi+1 + 2xn) - f(xi + 21En)I
i=0 n=--
4 V.
Applying (1) to the function e-lnxf(x) yields
21E
+e-inxf(x)dx
e-inxfl(x)dx = = 2n ?(n). (2)
1 I
0
By the Jordan-Dirichlet Theorem and (2),

+m +W 2n
f(2un) = fa(0) = J0e_1f'(m)
X G
n-m L =
n=--
EXERCISE 8.147: (a): Let I = ]a,b[ and f,g be locally integrable

functions on I.
Show that the following properties are equivalent:
(i): After modification of f on a set of measure zero
(Y
f(y) - f(x) = J g(t)dt, a < x < y < b;
x
DW(I):
(ii) : For every function q) e
rb b
f(x)4)'(x)dx + J g(x)cp(x)dx = 0.
J
a a
Next, show that if the pair (f,gl) has the same properties,
then g = gl almost everywhere. We then make the convention g = Df.
If g is continuous it will be noted that Df = f'.
(b): Let
H2(I) = {f:feL2(I),DfeL2(I)}.
Prove that the scalar product
(b
(fig) = (f(x)g Tx7 + Df(x).Dg x )dx
J a
defines a Hilbert space structure on H2(I).
(c) : If f e H2(R) show that

Df(y) = iy?(y) almost everywhere.
(d): Let b = - and f e H2(I).

Show that limf(x) = 0.
x-W
(e): Assume that a,b are finite. By (i) every function of

H2(I) can be extended by continuity to a and b.
Show that if a 4 c .< b there exists pc e H2(I) such that
b b
f(c) = f(x)* c(x)dx +f e H2(I).
JaC
Determine *c explicitly.
(f): Again assume that a,b are finite and set
HD (I) = {f:f a H2(I),f(a) = f(b) = 0}.
Show that D°°(I) is dense in H2(I), and that for a < c < b
there exists 8c a H2(I) such that
b
f(c) = 1 Df(x).DBc(x)dx, f e H2(I).
a
(g): Let f be an indefinitely differentiable function on

R2 - {0}, zero for jxI 1, and equal to log(log(l/Ixl)) for
0 < 1xI < I.
Show that f,2f/2x1,2f/2x2aL2(z2), and that for (p ee(x2)
J2{faL+ ax.
=o, i=1,2.
What conclusion can be drawn from this?
AVA = VAV - AVA = VAV = evn

SOLUTION (a): If f,g satisfy (i) and p e DP(I), let a,$ be such
that a < a < 8 (ii).

Now assume that (ii) is satisfied. Let a < x0 < b, and
f1(x) = g(t)dt, a < x < b.

Jx0
By what has just been proved,
rb rb
I fl9'+J gro=0, 9 e D-(-T).
f a a
Comparing this with (ii) yields
rb
I (f - f1)p' = 0, 'p e DP(I).
JJJa
When 9 runs over 9' runs over the set of functions *e D-(I)
such that Ji = 0. By exercise 8.141 there exists a constant C
such that f - f1 = C almost everywhere, which proves (ii) _> (i).

Lastly, if the pairs (f,g),(f,gl) satisfy (ii), by substrac-
tion one obtains
b
(g - g1)T = 0, 9 e D(I),
a
whence g = g1 almost everywhere.
SOLUTION (b): The Formula defines a positive alternating form

on H2(I), and (fIf) = 0 implies that 1IfII 2(I , whence f = 0. It
L )
2
remains to prove that H (I) is complete in the norm associated
2
with this scalar product. If (fi) is a Cauchy sequence in H (I),
(f ) and (Df ) are Cauchy sequences in L2(I). Hence there exist
f,g e L2(I) such that fi - f, Dfi - g in L2(I). If p e DP(I), then
b b
Jafi.cp' + Dfi.W = 0,
fa
and on passing to the limit:
b rb
fp' + gcp = 0.
J 1
a a
Consequently g = Df and fi - f in H2(I).
SOLUTION (c): If cpe D00(JR), then by Plancherel's Formula and the

relation ,'(y) = iyV(y),
+0 r+0 +W
JP?(Y)TTdY
_ = 1 _ Df(x)Zxsdx =- Jf(x)c'(x)dx
J](Y)iy(y)d J = J00Y(Y)EYYdY.
_
As the y e DW(G) are dense in L2(It), and as the Fourier transform-

ation is an isometry of L2(R) onto itself, the $ are dense in
L2OR). Hence bf-(y) = iyf(y) almost everywhere.
SOLUTION (d) : First Proof: Note that if A = IIDf II 2 and

L (I)
a < x < y, then
If (y ) - f(x) I 4 A.
If f(x) were not to tend to zero as x -> there would exist E > 0
and a sequence of points xn such that
2
E
xn+l > xII
+ 2 , If(xn)I 3 E.
4A
Consequently, for xn < x < xn + E2/4A2
I f(x) I a I f(xn) I- If(X) - f(xn) I E- A 2A =

2
But then
W x +c 2 4A
2
E
2
E
2
J If(x)I2dx > I j n If(x)I2dx = W.
a n xn n 4 4A2
Second Proof: We can reduce to the case where I =]R by the fol-
artifice: if a > -m, f is extended by continuity at a (cf. (i)
of part (a)); let a < a, and let S be a continuous function with

support contained in [a,a] and such that
a
0(t)dt = f(a).
fa
By extending Df to [--,a] by setting Df(t) = 8(t) for t E a, E±nC

setting
x
f(x) = f(a) + J Df(t)dt, x e ]R,
a
an extension of f is obtained that belongs to H2(]R). Now, for

f eH2(JR) the functions ?(y) and iy7(y) belong to L2(B) by part
(c). From this it follows that (1 + y2)27(y) e L2(]R); since
(1 + y2) 2 e L2(kt) we have 'e L1(R). But then f is the inverse
Fourier transform of ?, and therefore tends to zero at infinity.
SOLUTION (e): Let us show that f + f(c) is a continuous linear

functional on H2(I). To do that, write
(c
f(c) = f(x) + 1 Df(t)dt, a 4 x < b,
x
so
If(c)I 4 (b - a)2IIDfII 2 + If(x)I,

L (I)
or
If(c)I2 4 2(b - a) IIDfII22 + 21f(x)12. (*)

L (I)
Integrating with respect to x from a to b yields
12
I f(c) , 2(b - a) 112
+
b-a
112
L2(I)'
which proves our assertion.
The existence and uniqueness of i results from this. In par-
c
ticular, if W e V (I),
c b b
cp'(x)dx = J(p(x)*c(x)dx +
a a a
which can again be written, by introducing the characteristic

function Xc of the interval [a,c],
b b
Jaq,'(x){Dhc - Xc(x)}dx + JaV(x)*c(x)dx = 0.
Comparison with (ii) of part (a) shows that this implies
DOC - Xc e H2(I) and D(D*c - Xc) _ *C.
Since * is continuous Dpc - Xc is continuously differentiable

c
and its derivative is * c. In other words,
(1) is continuous;
c
(2) p" = i on [a,b] - {c};

(3) y' (c - 0) - *C, (c + 0) = 1.
Furthermore, if a < y < c and if f(x) x)+, then Df = -X ,
and consequently,
0 = aJ(Y - x)*c(x)dx - j
Y
c(Y) - c(a) = Ja - x)*(x)dx.
If M is the maximum of I'Pci on I, it follows from this that
Y
IVC(Y) - c(a)I < MJ (Y - x)dx < 'M(Y - a)2,
a
and consequently *'(a) = 0. Proceeding analogously for the other

end point, to conditions (1),(2),(3) can be added
(4) *c(a) = *c(b) = 0

(this is in the case where a < c < b). From (2) and (4) one ob-
tains
Acosh(x - a), a < x < c,

Bcosh(b - x), c < x C b.
Conditions (1) and (2) imply the system
Acosh(c - a) - Bcosh(b - c) = 0,
Asinh(c - a) + Bsinh(b - c) = 1.
From this it is not difficult to deduce that
cosh(b - c)cosh(x - a)
sinh(b - a)
a 4 x 4 c,
c (x) _
cosh(c - a)cosh(b - x)
sinh(b - a
c<x4b.
This expression for *c is still valid when c = a or c = b. (If
c = a, for example, then (3) disappears and (4) reduces to 'c(b)

= 0).
SOLUTION (f): It is clear that D -M C HD(I). Furthermore,

Ho(I) is the orthogonal complement of { a''Pb}.
To prove that
VI(I) is dense in H2 (I) it suffices to prove that every f e H2(I)
orthogonal to r(I) is a linear combination of Pa and 'b. Now,
the condition:
(b rb
1 f(x)p(x)dx + I Df(x)p'(x)dx = 0, T e 'O-(I),
a a
implies that Df e H2(I) and.D(Df) = f; but then as f and Df are

continuous this latter condition can be written f' = f; the or-
thogonal complement of D°°(I) is thus two-dimensional; because it
contains ya and 'Pb the result is proved.
The mapping f - Df is a continuous bijection of HD(I) onto the

orthogonal complement of 1 in L2(I). By a theorem of Banach this
mapping is bicontinuous, which means that f -> IIDf JJ
2
is, on
LI)
H2(I), a norm equivalent to that induced by the norm of H2(I).
The existence (and uniqueness) of 8c follows from this.
The orthogonal projection of Xc onto the orthogonal of 1 in
L2(I) is:
b-c
b
Xc(x) - b l a JXc(t)dt =
ba a4x4c,
a c - a
and consequently
(b - c)(x - a) a 4x4c ,
- a)
(c - a)(b - x)
c..<x .<b ,
-a
REMARK: One can avoid using Banach's theorem by showing that
b
f -* (If(a)1 2 +J
a
is a norm on H2(I) equivalent to the one introduced in part (b)

above. One of the two necessary bounds follows from (**) proved
in part (e); the second results from (*), this time integrated
with respect to c, setting x = a.
SOLUTION (g): Set
x = (xl,x2 IxI = r = (x1 + x2)2.
Then
r'E
1
I f(x)I2dx = 2n r(loglog1 )2dr <
xl<z o
Moreover, if 0 < r < 'z,
Ix-L
of
axi
f'(r) '( If'(r)I = 1
r logy'
whence
2
a
(x)I dx
Jlxl ax.
(
dr
2t grl2 (BERTRAND'S INTEGRAL!)
fn
O rllo
Finally, if (p e D%R2 ), and if
w = f(pdx2 on a22 - {o),
then
dw = l ax cp + f x1 dx1Adx23
1 1J
so (by Stokes' theorem)
JO<CIXkR of
(P + f x1
11p'= J f -J xI='
fw
If R > 1 this equation can be written as
2L (P
fa )ax
f la +
1 (2n
- eloglog1 cp(ecos ,tsine)cosed8.
0
AND FOURIER TRANSFORMS
Making c -> 0, this yields
I 2
1 (P + f 11c = o.
An identical relation is obtained by replacing x1 with x2.

This shows that the space H2(IR2), analogous to H2 OR) in two
dimensions, is not made up only of continuous functions. This
property can be linked with the second proof of part (d) and the
fact (1 + Ixl2) 1 does not belong to L2(It2
EXERCISE 8.148: All the functions considered are measurable and

2n
have period 27E. Jf
means J f(x)dx, and f e L1 if Jlfl <
0
(a): Assume that
J Iflog(i + Ifl) < -. (*)
L1,
Show that f e and that if g is a function such that

exp(a-11g1)e L1 for a real number x > 1, then the convolution
product f*g is defined everywhere, and
If*gl < AlogA Jlfl + A Jlfllog(1 + Ifl) + J(eA-1181 - 1).
(Use the inequality
ab < alog(1 + a) + eb - 1,
valid if a >, 0 and b >, 0).

(b):. Set
G(x) = logl 1
cosx '
and fn(x) = f(x) if If(x)I >, n, fn(x) = 0 otherwise.

Show that f*G is defined everywhere and that there exists a
continuous function hn such that
f*G = hn + fn*G.
Conclude from this that f*G is continuous.
AVA = vov = AVO = VAV = AVo
SOLUTION (a): Noting that log3 , 1 gives
JIfI = J IfI<2lfl + J IfI>2IfI

< 4n + Jlfllog(l + Ifl ),
which proves that f e L1. Furthermore, if a,b , 0 then
ab < alog(1 + a) + eb - 1. (YOUNG'S INEQUALITY)
Consequently, if A > 1
J If(x)g(y - x)ldx < xJIfIlog(1 + AI.fi) + JceA'I
Now
log(1 + alfl) < loga + log(1 + IfI),
so
If*gI < AlogAJIfl + AJIfIlog(1 + Ifl) + J(eA-1Igl - 1).
SOLUTION (b): If x0 is a root of cosx, then as x -. x0
G(x) ti log
Ix -ix01
and consequently
eA-1G(x)
Ix 0I-1/A
ti - x
This shows that G e L1 and exp(A-1G)e L1 if A > 1. The function

fxg is therefore defined everywhere, as is fn*G, moreover, since
fn also satisfies (*). As for hn = (f - fn)*G, this is also a
function defined everywhere, since f - fn is bounded. More pre-
cisely, hn is continuous, as LW *L1 C C. For A > 1 and every
integer n
IIf*G - hnil.
1
G
< AlogAJlfnl + Xflfnllog(l + Ifnl) + J(ea_ - 1).
Since Ifl l >.

l f21
>. --- and I fnI - 0, this yields
-1
limsupllf.G - hnll 4 J(eXG
n--
Making A } W shows that hn -> f*G uniformly, and therefore that
f*G is continuous.
EXERCISE 8.149: Prove that the algebra L1(Rn) does not have a
unit element.
AVA = V1V = AVM = VtV = OVo
FIRST SOLUTION: If f e L1 were such that f*g = g for all g e L1

then taking the Fourier transform gives = Now, for all
x e32n there exists g e L1 such that g(x) + 0, and consequently
?,(x') = 1, which is impossible, because f must tend to zero at
infinity.
SECOND SOLUTION: There would exist a > 0 such that
JIf(x)Idx -1 1.
Let p be the characteristic function of the ball with centre zero
and radius a/2. Then if IxI 4 a/2 one would have
f* (P (x) = J f(x - y)dy . J If(y)Idb < 1,

IHI -< a Iy I < a
a contradiction.
EXERCISE 8.150: Prove that the algebra L1(,Rn) possesses divisors

of zero.
AVO = vov = ove = VAV = ovo
SOLUTION: First Proof: Let V1 and V2 be two non-empty and dis-

joint bounded open sets of Mn. Let p1,(P2 be non-zero indefinite-
ly differentiable functions compactly supported in V1,V2 respect-
ively. If fl = F(wl), f2 = F(cp2), then fl eLl(R' ), f2 eL'(Itn),
fl 4 0, f2 4 0, and f1*f2 = 0, since F(f1''f2) _ 9192 = 0.
Second Proof: We shall assume that n = 1. If a e]R, denote by Ta

the operator of translation by a, that is to say, that Taf(x) =
f(x - a). It is known that Ta is an operator on L1 with norm 1,
and that
TaOTb = Ta+b' Ta(f*g) = Taf*g.
For every summable sequence a = (an)nex'
+M
T
a
= I an T
nn (1)
n=-m
is a continuous operator of L1 (the series (1) converges normally

in L(L1,L1)). If is another summable sequence, then
n)ne2Z
Tao Ts = Ty, Yn = apq. (2)

p+Q-n
Now assume that we have determined a,s so that
TOT0 = 0, a 4 0, S 4 0. (3)
If m e L1, then
(TQ*Ta9) = (ToT$)((p*c) = 0.
It will be possible to ensure that Tag # 0, T9 # 0 by taking for

9 a function zero outside ]0,1[ and such that 11N111 > 0; then the
functions Tncp will have disjoint supports, so that, for example,
11Tam 111 = 11m 111 G 1%1 > 0.

n
In order to determine a,s so that (3) is satisfied, note that if
u(x) _ anell"{, v(x) Snel

n n
then:
uv = 0, (4)
and conversely (4) implies (3). Consider the function Isinxl;

its Fourier coefficients are
(n n
en = 1,R1 _ e -ice l sinx ldx = nJ cosnxsinxdx.
n 0
It can be shown that

2 1
c2n+1
=
0,
C2n-n
The function Isinxl being continuous and piecewise continuously

differentiable, the elementary theory of Fourier series ensures
that
+00
Isinxl = I cneinx
n=-m
But then
+co
(eix - e-ix) + cneinx
(sinx)+
= 4 n=--
(5)
+m
(e ix - e-ix) - C cneinx
- (sinx)_ = 42 z
n=G-w
so that the sequences a and S defined by
1
a1
= s1 =1,
a-1 = 0-1 4 ,
1 1
a2n - s2n n
1 - 4n2
a2n+1 = 82n+1 = 0
if n + 0 and -1,
satisfy (3). One can, if one wants, obtain real sequences on re-
placing x by x + 1/2 in (5), which gives
a1=S1=a-1=S-1,
1 ( - 1)n if n4 0 and -1
a2 n - - stn n
1 - 4n2 a2n+1 = 02n+1 = 0
EXERCISE 8.151: Let L+ be the set of functions locally integrable

on ]R and zero on ]--,0[. Two functions of L+ that are equal al-
most everywhere are identified.
(a): Show that if f,g a L+, then they are convolvable, and
fiegeL+.
(b): Show that if f e L+ and if f*f = 0 almost everywhere on

[0,2a], a > 0, then for every integer n >, 1
a enxf(a
- x)dxI2 4 If(a - u)f(a - v)Idudv.
a JJ
u>-a
v>-a
u+v>O
Using Exercise 3.72, deduce from this that f = 0 almost every-

where on [O,a].
(c): Show that if f,g e L+ and f*g = 0, then, setting f1(x)

= xf(x), g1(x) = xg(x),
f*gl + f1*g = 0,
and consequently f*g1 = 0.
(d): Conclude from the preceding that the algebra L+ does

not possess divisors of zero (TITCAMARSH'S THEOREM).
tVt = VAV ° AVA s VtV = AV1
SOLUTION (a): Let M > 0 and let fM(x) = f(x) if x < M, fM(x) = 0
if x > M, gM being define analogously.
Then if x < M,
tom x
-WIf(y)g(x - y)Idy = j If(y)g(x - y)Idy = (Contd)
J 0
(Contd) = Jx fM(y)gM(x - y) dy
0
= f fM(y)gM(x - y) dy.
Since fM,gM are integrable, it follows first that (f?,g)(x) is de-

fined for almost all x < M, and consequently for almost all the
x eat, and then that
x
(f*g)(x) = f(y)g(x - y)dy.
0
This shows that (fig)(x) = 0 if x < 0. Furthermore, for almost

all x e [0,M]
(frcg)(x) = (fM*gM)(x),
which proves that f*g is locally integrable, and hence in L.
SOLUTION (b):
a
fJ en(u+v)f(a
( enxf(a - x)dx)2 = - u)f(a - v)dudv
-a (ul'a
IV1<a
= n(u+v)
JJ e f(a - u)f(a - v)dudv
u>,-a
v>,-a
u+v50
n(u+v)
+ ff e f(a - u)f(a - v)dudv.
u.<<a
vsa
u+v>,0
Carrying out the changes of variables u = a - y, v = a - x + y

in the last integral yields
en(2a-x)f(y)f(x
- y)dxdy
if 0sy#xs2a
r2aen(2a-x)(f*f)(x)dx
= 0.
0
Since en(u+v) E 1 if u + V .< 0,
a
enxf(a
- x)dx12 S - Of (a - v)Idudv. (1)
IJ-a
J
U -a
JJ3If(a
v a-a
u1VS<0
Now note that
to 2a
IJ- ef(a - x)dxl c f If(x)Idx. (2)
a a
(1) and (2) imply
supiJenxf(a
a - x)dxl s M < (3)
n 0
By exercise 3.72(b) we therefore have f(a - x) = 0 for almost all

x e [0,a] .
REMARK: For use in the rest of the exercise, note that this shows
that f*f = 0 implies f = 0.
SOLUTION (c): For almost all x >. 0
(f*gl)(x) t (fl,tg)(x) = (Contd)

(Contd) = J0x (x - y)f(y)g(x - y)dy + Jyf(y)g(x

x - y)dy
0
(x
= xff(y)g(x - y)dy = 0.
But then
(f*gl)*(f*gl) (f*gl)*(fltg)
(f*g)*(fl*gl) = 0,
and by the above remark
f*gl = 0. (4)
SOLUTION (d): Let gn(x) = xng(x), n a 0 an integer. From (4)
one deduces by induction
f'tign = 0, n 3 0.
In other words, for almost all x and all n 3 0
Jyflf(x - y)g(y)dy = 0, (5)
and consequently for almost all x
+m x
If(x - y)g(y)I dy = J If(x - y)g(y)Idy = 0.
0
By Fubini's Theorem
J0 = dxJ_ If(x - y)g(y)Idy = JIf(s)IdxJI9(Y)dY ,

_ m
and therefore one of the two functions f or g is zero almost

everywhere, which proves that L+ does not admit a divisor of
zero.
REMARK: (5) implies that for almost all x there exists a set
x
with measure zero such that
f(x - b)g(y) = 0, b 4EX .
But since the Ex vary with x, and x runs over a non-denumerable

set, the only way of concluding from this that one of the func-
tions is zero almost everywhere is to use Fubini's Theorem.
However, it is interesting to note that this difficulty does
not occur if f,g are assumed continuous and that the proof of (1)
makes an appeal in this case only to an elementary form of
Fubini's Theorem (for functions continuous on rectangles or tri-
angles). Still, the proof of the fact that for a continuous
function f,
a supiJenxf(x)dxl < m implies f = 0,

n 0
is far from being trivial. In Yoshida's Functional Analysis

there is a proof more elementary than the one we have given in
the solution of Exercise 3.72.
When one has proved that f*g = 0 implies f = 0 or g = 0, for
continuous functions, one can pass to the general case by regular-
isation. In fact if (vi) is a regularising sequence with the
support of Ti contained in [0,1/i], then
(f*rpi)ic(g*(Pi) = 0;
if g # 0 then g*cp 4 0 for i large enough, and consequently

i
foi = 0. It remains to observe that for all M,
M
J If - f*(PiI } 0.
0
EXERCISE 8.152: Let 1 0 set
F(x) = x1lf(t)dt.
0
(a): Show that F e LP(0,°°) and that:
IIFIIP 6 p p IIfIIP. (HARDY'S INEQUALITY)

I
(b): Prove that equality holds in the above relation only

if f is zero almost everywhere.
(c): Show that the constant p/(p - 1) in Hardy's Inequality

is the best possible.
1
(d): Show that if f e L1(0,m), f > 0, then F 4L (0,-).
ADA = DAD = AVA = DAD = AVA
SOLUTION (a): First Proof: Let G(x,t) = f(xt). Then
I
F(x) = G(x,t)dt
J
0
By exercise 6.110,
IIFIIP E IIPdt
0
= IIf IIP I t-1/Pdt =

p p 1 IIfIIP.
0
Second Proof: First assume that f is positive, continuous, and

has compact support in ]0,m[. Then F is zero in a neighbourhood
of zero, and
F(x) = lrf
00
x 0
for x sufficiently large. In particular,
xF(x)p-> 0 whenx -> 0 orx - w.
Differentiating the original expression for xF(x) gives
xF'(x) + F(x) = f(x),
F(x)p-1
whence, upon multiplying by and then integrating,
JzF(x)F(x)1)1dx + JF(dx = Jf(x)F(x)P1dx.

0 0 0
Integrating the first integral by parts, and taking into account

that xF(x)p vanishes at 0 and -, one obtain
P -1J F(x)pdx = Jf(x)F(x)P1dx. (1)

P 0 0
Applying H61der's inequality to the right side yields
IIFIIP "
(J-F(x)(p-1) 1dx)1/q, where + = 1.
p p l Ilfii
0
p q
That is
11F lip , p p l IIf11 JIFIIPlqp
As IIFIIP < - (because of the value of F(x) in neighbourhoods of

0 and m), it follows that
p
IIFIIP , 1 Ilfllp. (2)
p
If f is continuous and compactly supported in ]0,°°[, then
IF(x)I , xjxlf(t)ldt,
0
so
IIFIIP p p 1 IllfI Ilp = p p l Ilfllp.
Finally, if f is any function in LP(0,°°), there exists a sequence

(fi) of continuous functions compactly supported in ]0,°D[ such
that if - fill + 0. If
P
Fi(x) = L xfj(t)dt
0
then
F.(x) + F(x) for all x > 0.

i
By Fatou's Lemma,
IIFIIP , limsupl1FillP , p P 1 limllfilhP = 1 Ilf1Ip.

i i
SOLUTION (b): First assume that f e Lp(0,co) and f >, 0. Let
be a sequence of compactly supported continuous positive functions
i
such that f + f in Lp. Then F. -' F in LP, and so by exercises
1
6.105 FP-1 + FP-tin Lp/(p-1) = Lq. Replacing F by Fi in (1) and
passing to the limit, shows that this formula is still valid for
f. As (2) results from Holder's Inequality applied to the right
side of (1), equality can hold in (2) only if it holds in this

Holder inequality, that is to say, if there exists a constant
A >, 0 such that
FP = F(p-1)q = A/p,
that is to say F = Bf, B >, 0 a constant. Let us note that if

f $ 0, we necessarily have F 4 0, whence B > 0. Since F is to
be continuous f would be also, and by differentiation one would
obtain
Bxf'(x) = (1 - B)f(x),
that is to say:
1 - B
f(x) = Cxa, C > 0, a =
B '
This is absurd, because whatever a may be such a function does

not belong to Lp(O,m).
If f e LP(O,W) without being positive, but if f 4 0 almost
everywhere, then setting
G(x) = xf lf(t)Idt
0
yields
-]IF IIp < IIGIIp < p p 1 IllfI Ilp = p p l Ilfllp-
REMARK: The second proof given for part (a) above is more ele-
mentary than the first proof, which uses the generalised Minkow-
ski inequality. Further, the proof of part (b) is based upon
formula (1), which is the essential point of the second solution.
One can avoid using exercise 6.105 to establish the validity of
(1) whenever f e LP(O,m) is only assumed to be positive, by pro-
ceeding in the following manner, which furnishes a third proof of

Hardy's inequality.
Let
(P(x) = eX/Pf(eX),
e-x/q
I if x 0,
0 ifx<0,
It is not hard to verify that
N 11 If 11
X%tc(x) = ex/PF(ex),
11XII
= (rll/r
l J1 r 0,
so that
IF 11 iix*c ii <- 1lx ii L1 tic 11

Lp(0,°) = LP(-O,}°) (-0,}0) LP(--, +W)
= 4iIfti
Lp(0,co)
by virtue of the classical properties of the convolution product

on:R. Moreover, since X e Lq(-_,+_),
1 (X*c)(x) = 0,
1x1-
which implies that
limxl'pF(x) = limxl"PF(x) = 0, (3)

x+O X4-
But then, if f 3 0, we still have
xF'(x) + F(x) = f(x)
for almost all x, by the Lebesgue theory of differentiation, and

furthermore, by (3), the formula
xF(x)P-1F'(x)dx = - 11 F(x) dx
J 0 p0
is still valid, which ensures the validity of (1). Note that

the integrability of xF(x)P-1F'(x) is assured, because FP and
fFP-1 FP-la
are integrable .... since Lq. If
r 3 1, + >, 1, and 8= -p t - 1,
p
r r
we have (cf. exercise 6.106)
OX*PlI S . 11X 11 r, II,P II P ,
from which it is easily deduced that
r
--
1
s q +
1
( (xS/P - 1IF(x) I Sdx)1/s. 4 (8 + 1) IIfIIP, S > P,

0
a generlization of Hardy's inequality which corresponds to the

case -g = p.
To conclude this remark, let us indicate to the readers who

know about the notion of convolution product on the multiplica-
tive group ]R that the preceding is expressed more simply in the
following way: If
9(x) = x1/Pf(x),
and
x1/q for x >, 1,
0 if 0<x<1,
then
X*g(x) = xl/PF(x),
where the convolution product this time is defined by
xlkg(x) =
J'X(t)g(xt-1)
0
tt = Ot .
SOLUTION (c): If f(x) = X -11P when 1 . x 4 A, and 0 otherwise,

then simple calculations show that
0 if 0 < x 4 1,
F(x) = qx 1(x1/q - 1) if 1 4 x 4 A,
q(A1/q - 1)X-1 if x >, A,
IIfIIP = (logA)1/P
IIFIIP (A P(xl/q - 1)Pdx + 1 (A1/q - 1)P 1/P

= q{J 1x P -
1
A P'1
Since
x P(x1/q - 1)P v xP/q - P = X-1

as x ->
we have
Jx(x1 /q - 1)Pdx ti logA,

1
and consequently
IIFII
asA+oo.
ITf1
P 'q
SOLUTION (d): In this case
(m x
dx
x (
J F(x)dx = f(t)dt = J f(t)dt J =
0 J Ox J 0 0 tx
EXERCISE 8.153: Let us denote by Lp(t-1dt) the set of measurable

functions on ]0,W[ such that
1/p
IIf1ILp(t-1dt) U0lf(t)tP tt)
Also, set
L-(t-1dt) = LW(O,W).
Show that if
f e Lp(t 1dt), g e Lq(t-1dt), p,q >. 1, p+ q 3 1,
then the integral
Jf(t)g(xt') tt
0
exists (in the Lebesgue sense) for almost all x > 0.

Denoting by f*g the function thus defined almost everywhere
on ]0,oo[, show next that
IIf'=gII r -1 ` IIf1I p - 11g 11 q -1 if r = p + q - 1,

L (t dt) L (t dt) L (t dt)
Lastly, show that if p + = 1, then f*g is continuous, and
Q
limf*g(x) = lim(ffg)(x) = 0.
X-+0 x-
AVA = VAV = AVA = 0E0 = A0t
SOLUTION: This is a matter of developing the last part of the

remark in the preceding exercise. If we set F(x) = f(ex), G(x) _
g(ex), it is not hard to verify that f*g is defined almost every-
where if and only if` F,G are convolvable in the usual sense, and
that then (F*G)(x) = (feg)(ex). Then it suffices to use the ele-
mentary properties of the convolution product on ]R, exercise
6.106, and the equality
IIFIILp R) = IIf1ILp(t-1dt)
EXERCISE 8.154: Let p >. 1 and 1 - < a < 2 - p ; for f e Lp(0,co)

set
p
F(x)=Tf(t) sinxtdt.
to
Showthat for all r >, p there exists a constant A(r,p,a)

such that
( f xr(l - 1/p - a)-1IF(x) Irdx)1/r

< A(r,p,a) IIf IIp.
J0
Show, further, that if p > 1

=o(xa-1+1/p)
F(x) asx -> 0 or x
Deduce from this that
o(Ihla-1 + 1/p)
suplF(x + h) - F(x)I =
X
SOLUTION: Note that
F(x) = xl/p + a-1( tl/p f(t) sinxt dt

J0 (xt )1/p + a-1 t '
Let
tl -1/P -a
W(t) = tl/pf(t), X(t) = sint,
so that
F(x) = x1/p + a-1 J(t)x(rt)

d'
.
- xl/p +a-1
tt .
in
Setting ap(t) = rp(t-1) and using the notations of the previous

exercise, this becomes
x1/p+a-1('*X)(x).
F(x) =
Now observe that
IN 11 -1 =11w1I =Ilf1I p
Lp(t dt) Lp(t-1dt)
and that
r 0<r4 m,
(t -1 dt)
UXII
L
for + a - 1 > 0, which ensures the result for r and if

r<-p
1
t-1iX(t)lr =
O(tr(l/p+ a-1)+1 )
t-1iX(t)Ir _
1
tr 1/p+a-2 +1 as t; 0 and p+a - 2 < 0.
if
8 1, p+8al, r=1+1-1,
that is to say, if
rap and s=4+r, where p+q=1;
then
s IIX I S Ilf IIP,

(t -1dt)
ii hx u Lr(t-1dt)
L
which is the desired inequality. When r = - then s = q, and con-

sequently if p > 1 O*x is continuous and tends to zero as x -> 0
or x - m, which proves that
F(x) = 0 (2-1+1/P).
Finally,
cos(x + Zh)tsinj'ht dt,

F(x + h) - F(x) = 2f(t)
E to
suplF(x + h) - F(x)I < 2F(2'Ihl) = o(jhla-1 +11P).

x
EXERCISE 8.155: Let p > 1 and f e LP(O,m). Set
F(x) = J0e_Xtf(t)dt, x > 0.
Show that for r >, p
1/qr (411/S
(f - 1I F(x) Irdx)1/r < 11f 11p,
J
0 l-I Il J
p+q= 1,
Show also that
F(x) = O(x-1/q) as x -* 0 or x -* -.
ove = vev = evo = vev = ovo
SOLUTION: Proceed as in the preceding exercise, observing that

if
tl/qe-t,
W(t) = t1/Pf(t), X(t) =
then
x-1/q(,*f)(x).
F(x) =
Furthermore, if a > 0
Ilx (jo S/q -1 e- St dt) 1/s = I s l 1/qr 1411/S.
IILS(t-tat) =
EXERCISE 8.156: Show that a subset H of Lp(]R ), 1.4 p < -, is

relatively compact if and only if it satisfies the following con-
ditions:
(i): There exists a number M such that for all f e H:
IIf1Ip-C M;
(ii): For all e > 0 there exists a compact set X of stn

such that for all f e H:
<
JnIf
-K
;
(iii): For any e > 0 there exists a neighbourhood V of zero

in ]tn such that for all a e V and all f e H:
Ilfa - fllp¢e.
V. denotes the translation of f by a; to show that the conditions

are sufficient prove that for every compact set K of Iltn and every
continuous and compactly supported function 9 the set of functions
(AK )*q), f e H, is equicontinuous).
A0A = 0A0 = A00 = 0A0 = A0A
SOLUTION : The Conditions are Necessary: If H is relatively com-

pact in Lp, H is bounded, which proves (i).
For every e > 0 there exist functions f1,...,fr e Lp such that
sup( min IIf - fS II P ) t 6.

feH l*ssr
There is a compact set K of Ltn such that
J]Rfl-KSIp 4 ep, 1 4 s 4 r.
Then for all f e l l
Iflp < (2e)p, 1<s<r.

which proves (ii).
Similarly one can choose a neighbourhood V of zero in nzn such
that
II(fs)a - fSIIp < E, aeV, 1 < s < r,
and then if f e H
Ilfa - f 1Ip < 3c,
since
Ilfa - flip < II(f - fs)allp + II(fs)a - fSIIp + Ilfs - flip.
The Conditions are Sufficient: For every compact set K C gtn we

shall set fK = fIlK. Let m be a continuous function with compact
support A. For f e ll the functions fK*y have their support con-
tained in the compact set K + A. and if + = 1 then
p q
Ilf`*"PII_ < IIf"IIphI,P 11q < MII,P IIq,
I (fK*(p )(x1) - (f`*p)(x2) I < 11f`11

P
IIkx - ro-x II
q
1 2
< MIIcpx (P Ilq.

2-x
1
By (i) the set of functions fKhm,f e H, is therefore bounded and

equicontinuous. It follows from Ascoli's Theorem that for all
a > 0 function fl,...,fi,e H can be found such that
sup( min IIfK*cp - f 5 a. (1)

feH 1<s<r
Now let c > 0. Choose K such that (condition (ii)):
Ilf - fKIIP' e , feH, (2)
and let V be as in (iii). Assume further that m 3 0, lalli = 1,
and that the support of 9 is contained in V. Since
(f*q)(x) - f(x) = (f(x - y) - f(x))9(y)dy,

fv
the generalised Minkowski inequality (cf., Exercise 6.110) furn-

ishes, for f e H, the bound:
IIf*c - fIIP 4 JIIfy - fIIpp(y)dy < e, (3)
and consequently by (2) and (3):
- fKIIP < II(fK - f)*cIIP + Ilf*T - AP If

IIfK*a + - fKIIP
4 3e. (4)
This being so, let us choose fi,..,,fr e H such that (1) is satis-
fied with a = e(meas(K + A))-1/P. Writing
IIf - fs IIP IIf - fKIIP + IIfK - fK*a IIP + IIfK, - fs*9IIP
+ Ilfs`=c - fs IIP + Ilfs - fs IIP
it follows from (1),(2), and (4) that

sup( min hf - fsIIP) 4 se,

fell 1Fr4s
which proves that H is relatively compact.
EXERCISE 8.157: (a): Let 0 < a1 < a2 < and an = 0(na).

Prove that
a
n
limsup = 1.
an+1
(b): Let f be a measurable positive function on ]R such

that 0 < 11A. < W.
Prove that there exists a sequence (9n) of functions such
that
M: q)n a D%RP) and ,(Pn > 0;
(ii): hIf*qnII 1;
(iii): f*(P n -> 1 uniformly on every compact set of ntp.
(Let p > 0 be such that
Jf(x)dx > 0.
Ixk2p
For every integer n > 1 let On a 0 4 On < 1, 0 (x) = 1 if

jxj 4 2np and 0n (x) = 0 if jxi > (2n + 1)p. Set an = hhf*$n11. and
consider some x e]R such that

n
(f*8n)(xn) I.1 -
1a.
Show that if
hn(x) = a-1 t xn
one has Iif*hn II = 1 and when x < p
( 11 an
(f*h ) (x) a I1 -
n nJJan+1
(c): Deduce from this that if g e Ll(a) is such that f*g 0,
then
Jg(x)dx 3 0.
AVO = VAV = AVA = VAV = avo
SOLUTION (a): If
a
n
limsup
n an+1
one would have, starting from some n0, an+l > )an, and conse-
n-n
quently an > an0 x 0 when n 3 n0, which contradicts the hypo-
thesis an = 0(na).
SOLUTION (b): With P.0n,an being as indicated in the question,
note that if IzI < p, then for all x e]i
(")
0n(x) < 0n+1(x + z).
In fact this inequality is clear if x (2n + 1)p, and in the

contrary case
Ix + zI < (2n + 1)p + p = 2(n + 1)p,

and therefore
On+1(x + z) = 1 >, 8n(x).
In particular On < $n+1' whence an < anti. Now note that
a1 >. (ffcq) 1)(0) >1 f(x)dx > 0,

I r <2p
and that, denoting the volume of the ball IxI < 1 by Vp,
an < IIOnII1IIf1I. < Vppp(2n + 1)pIIfII..
This being so, if xn and hn are as in the statement of the ques-

tion, then
II f*hn II = an+l IIf*$n+1 II. = 1,
and furthermore, if IzI . I1 - 11 n
n n ` nJJa
an+l n+l
By (**) and part (a), for all e > 0 there exists an integer n0
such that
a
n
(1- it 0 >1-E.
n0 an0+1
Setting 9 = hn one has therefore determined for every p large
enough and all c > 0 a function p e D", c 3 0, such that Ilf*c L = 1

and
1 - e .< (f*q,)(z) 4 1
if Izi < p. the function corresponding to p = n

Denoting by w
n
and e = 1/n, one obtains the desired sequence.
SOLUTION (c): This follows from
Jg = fg = lim(g,f*p n) = lim(g*f,p
n} n
)
n
and the fact that g*f 0 implies that (g*f,wn) 0 if Tn > 0.
EXERCISE 8.158: Let f e Li(R ). Prove that
IJf(x)dxl = infJIA1f(x - a1) + ... + Anf(x - an)Idx,
where the infimum is taken over all the systems of elements a1,
...,an e]R and positive numbers ai,...,A such that Al + tan = 1.
(Use the result proved in the preceding exercise).
AvA = vAv - AvA = vov = AvA
SOLUTION: First let us fix some notations. As usual set f(x)=

f(x - a); in addition, if f e L1 we shall set
I(f) = Jf(x)dx.
Let P be the set of positive functions on]Rp that are zero

except at a finite number of points and are such that:
E A(a)=1.
aeatp
If A e P, set:
(A*f)(x) = I A(a)f(x - a).

adRp
There is no difficulty in verifying that if al,a2 e P then
Al*(A2*f) (al*A2)*.f,
=
where
(A1*A2)(a) = I Aba2(a
1 - b)
bdRP
(the reader well versed in measure theory will recognise the no-
tion of the convolution product of f with discrete probability
measures). If A e P, f e L1, it is clear that
Ila*fIll < Ilf1I1.
Lastly let us set, for f e L1,
p(f) = inflla*fIll, A eP.
It is then a matter of proving that
II(f)I = p(f). (1)
If a e Q and f,g a L1, then the following properties hold:
I(f) = p(f) if f 3 0,
p(af) = Ialp(f),
II(f)I < P(f),

p(f + g) < p(f) + p(g).
The first two are evident; the third follows from

II(f) I = I I(x*f) I , Ila*fll1,
and the last from the fact that for all c > 0 there exist X1,a2
e P such that
Ila1*fll1 < p(f) +
I1a2*9111 'c p(9) +
so that
p(f + g) < II(xl*x2)*(f + g)111
11X2*(a1*f) II1 + llal*(a2*9) 111
11X1*fI11 + Ila2*9111
p(f) + p(g) + 2e.
Now assume that one had proved that f e L1, f real, and I(f)= 0
implies p(f) = 0. Then if f e L1 is real and if cp >, 0, I((p) = 1,
one would have
II(f)I s p(f) 4 p(f - I(f)T) + II(f)l = II(f)I,
which would prove (1) in this case. To pass to the general case
observe that there exists a e Q, lad = 1, such that II(f)l = I(af),
if of = u + iv, where u,v are real, then
p(u) = lI(u)I = 1(u),
p(v) = II(V) I = 0,
and consequently:
p(f) > II(f)I = I(u) = p(u)
>. p(u + iv) = p(af) = p(f).
Therefore let us assume that f e L1, f real, and I(f) = 0.

Note that p(f) is the distance in L1 from zero to the closed con-
vex envelope of the fa's, a e ]R . If one had p(f) > 0 the Hahn-
Banach Theorem would assure us of the existence of a number a > 0
and of a non-zero continuous linear form on L bounded from be-
low by a on this convex envelope, and in particular on the set of
fa's. In other words there would exist g e L , g non-zero almost
everywhere, and such that
Jf(x - a)g(x)dx > a > (2)
for all a e]R . Since I(f) = 0 the left side of (2) is not changed
by adding a constant to g, which allows us to assume that g > 0.
Let h(x) = g(-x); then h > 0, h e Lm, and (2) can be written
(3)
Let M = IIhII.. Note that by (3) M > 0. Let p be as above. Then
(f - M q,)*h > a - M M = 0.
By the preceding exercise one would have
I(f-M9)=I(f)-M> 0,
which is absurd.
EXERCISE 8.159: If f is integrable on [a,b], and if
b is x
f(x)e n dx = 0
f a
for a sequence (an) of complex numbers having at least one finite

limit point, then f = 0 almost everywhere on [a,b].
AVn = VAV = AVA = VAV = evn
SOLUTION: For all z e a: let
b
F(z) = 1 f(x)eizxd
a
This defines an entire function which vanishes at each a . If

n
the latter have a finite limit point, then F(z) = 0. In partic-
ular the Fourier transform of the function equal to f on [a,b]
and zero elsewhere is zero. Consequently f = 0 almost everywhere
on [a,b].
EXERCISE 8.160: (a): Let (an) be a sequence of real numbers such

that
is x
lime n
n-9
exists for all x's belonging to a measurable set A of 3R with
meas(A) > 0.
Show that the sequence (an) is convergent.
(b): Let (cn) be a sequence of complex numbers and (an) a

sequence of real nubmers such that
is x
lime e n
n- n
exists for all the x's belonging to a measurable set A of ]R with

meas(A) > 0.
Show that either
lime = 0,
n-,m n
or
lime = c $ 0 and lima = a.

n. , n n._,a, n
ADA = DAD = ADA = DAD = ADA
is nx
SOLUTION (a) : The set of the x eat for which lime exists is
an additive subgroup that is measurable and of strictly positive
measure. From this it follows that
is x
g(x) = lime n (*)
n-),-
exists for all x eat (cf. exercise 8.138). Then for every inte-
grable function f on at,
+W ( -+Q is x
f(x)g(x)dx = limJ f(x)e n dx
f_ n-t°° m
(Dominated Convergence Theorem). Assume that for a subsequence

(On) of (an) IsnI -> By the Riemann-Lebesgue lemma,
E 0
for every integrable function f, and consequently g(x) = 0 for

almost all x, which is absurd because Ig(x)I = 1 for all x. The
sequence (an) is therefore bounded. Let a,8 be two accumulation
points of the sequence. By considering subsequences of (an) con-
verging towards a and B, one deduces from (*) that
eiax - eiBx
for all x, whence by differentiation a = B. This proves that the

sequence (an) is convergent.
SOLUTION (b): Since
is x
icne n
I
= Icn1,
we have that
IimIc I = p
n-),w Ti
exists. Assume that p > 0. Then from some point on, cn 4 0. If
is (x-y)
x,y e A, the sequence e n is therefore convergent. Because
meas(A - A) > 0 it follows from part (a) above that a = lima ex-
n-).w n
is x is x
ists. Finally, if x e A the sequences ene n and e n are con-
vergent, which proves that lime exists.
n-).w n
EXERCISE 8.161:(a): Let f e L1(T), and
f+(x) = suph-1fo If(x + u)Jdu,

h>o
f(x) = max(f+(x),f (x)).
Show that for all A > 0,

Ln
meas{ (f+ > A) n [-n, n] } < 11f111, (*)
and some analogous relations for f and ?. (Use the "Setting

Sun Lemma"). What does the application of Marycinkiewicz's Theo-
rem give in this case? (Cf. exercise 6.124).
(b): Let (Kn) be a sequence of functions of L1(T) and (H )

n
a sequence of continuously differentiable functions on [-n,n]
such that
(i): IKn(x)I < Hn(x), -n < x < n;
n
(ii): A = sup 2nj Hn(x)dx <
-n
(+W
(iii): B = sup IxH'(x)Idx <
2n
1 n
If f e L1(T) set:
X*f (x) = sup I (Kn f) (x) I .
Show that
K*f(x) < (A + 2B)f'(x).
What conclusion can be drawn from this?
000 = vov = ovo = vov = ovo
SOLUTION (a): Let P(A) be the left side of inequality (*). If
0 < A < 211fp1, then
sp(a) < 2% < 11fD D.
Furthermore, if IxI 4 1 and h > 0 are such that

211f111 < A < h-1Jhi f(x + u)I du,

0
and if N is the integer such that 2n(N - 1) < h < 20, then be-
cause f has period 2n,
JhIf(x + u)Idu < NJ0 If(u)Idu = 2nNI1f111 < (h + 2n)IIftl1,

0 0
and consequently h < 2n. From this it follows that for A > 211f1I1,
z
(A) = meas(x:lxl < n, 1 xJ IfI > A for a z such that
z
x x < z <x+2n}
z
< meas(x:-n < x < 3n, 1 xJ IfI > A for a z such that
z
x
x < z < 3n}.
By introducing the continuous function
x
F(x) = J lf(u)ldu - Ax
0
the last inequality may be written
p(a) < meas(V),
where
V = {x:-n < x < 3n,F(z) > F(x) for a z such that x < z < 30
By the "Setting Sun Lemma" V is the disjoint union of a sequence

of intervals (a.,b.) such that F(a.) < F(b.), and consequently
b lfI
J n
f
i
AND.FOURIER TRANSFORMS 389
which accomplishes the proof.

Proceeding similarly for f and observing that
(f° > A) _ (f+ > A)U(f > A),

one obtains
meas{(f> a)fl< ! 11f111}
Let us note that:

10h
?(x) = suplh-1 lf(x + u)ldul,
so
Furthermore, if f e L-(T) then
Ilf 11. S IIfll..
By Marcinkiewicz's Theorem (cf. exercise 6.124) for all p,

1 < p 4 m, there exists a constant AP such that
Ilf Ilp < APIIf11P, f eLW(T).
The relation above is still valid if f e Lp(T). In fact, if 9i

is an increasing sequence of simple functions that tends to Ifl
at every point, then for all x and all h > 0
h h
suph 11 gi(x + u)du = h-11 If(x + u)ldu,
i o 0
so
supgi(x) = f(x).
2
From this it is deduced that
supgi() = ?(X),
i
and therefore
Ilf lip = Sup Ilg" IIp < Apsup 1191 lip = AP Ilf IIp
i 2
(Actually the argument above is valid for every measurable func-

tion with period 2%). In particular, fA e Lp if f e Lp, 1 < p 4 -.
Using the last part of Exercise 6.124, one can show similarly
that there exist constants A,B,Ap (0 < p < 1) such that
II? ll t A + Bj, Ifi log+Ifl

n
Ilf°Ilp , Apllf111, 0 < p < 1.
SOLUTION (b): As each function Hn is bounded, so is each Kn, and

the convolution product K *f is therefore defined everywhere,
n
moreover
((n
I(Kn*f)(x)l < ?nJ- Hn(y)lf(x - y)ldy. (1)

E
Writing
n(y) = n(n) - Jll'(u)du

y
and changing the orders of integration, this yields
7c x
JE(Y)If(x - y)Idy = Hn(n)JOIf(x - y)Idy
(n u
- J H'(u)duJ If(x - y)Idy.
0n 0
Foru>.0
u
J If(x - y)Idy 6 of (x),
0
so
JH(Y)If(x - y)Idy 6 00 (n) + JQIuH'(u)Idu)f (x).
(JH(y)I
Similarly,
0
_x n f(x - y)Idy (iH(-n)
n
+
so that by (iii) and (1)
I(Kn*f)(x)I < '1(Hn(n) + Hn(-n) + 2B)?(x). (2)
Furthermore, the relation:
Y
n )du + Jb'uIc(u)du
yH (y) = fo H(u
x n
s J:Hfl(U)dU + f0juU1(u)jdu,
r0 0
n n( - n) 4 I H du + I JuH'(u)ldu,
-n m _n m
and consequently, by (ii) and (iii):
J( n(n) + Hn(-n)) < A + B.
Returning to (2) one obtains
I(K *f)(x)l 4 (A + 2B)fA(x).

n
One can then deduce for the operator f + K*f the same properties
as for f f".
EXERCISE 8.162: In what follows set z = x + iy, where x eat and

y > 0, and
y 1 x
P(x,y) = n 2 f Q(x,y) = f
2
K(x,y) = P(x,y) + iQ(x,y) = nz
(a): Show that the functions form, as y -+ 0, an ap-

proximate identity in L1(gt).
(b) : If f e LP(It), 1 < p < m, set:
Pf(z) = JP(x - t,y)f(t)dt.
Determine limPf(x + iy) when f is the characteristic func-

y;0
tion of an interval [a,b].
(c): Drawing inspiration from the preceding exercise, show

that if f e L1(R) and A > 0, then
meas{x:supIPf(x + iy)l > Al c 2a-1iIfII
From this deduce that
limQf(x + iy) = f(x) for almost all x.

Y-'-0
(Use part (b) above). Generalise this result to the case where
f e LP(R), 1 s p<
(d): Let g be a function bounded and holomorphic in the

half-plane II = {z:Im(z) > 0}.
Show that there exists g e L %R) such that g = P. (Use the
Lm
fact that from every bounded sequence of one can extract a sub
sequence which converges weakly in this space).
(e): When f e Lp(Ik), 1 6 p < -, set:
Kf(z) = JK(x - t,y)f(t)dt,
Qf(z) = 1mQ(x
+ - t,y)f(t)dt.
Show that Kf is holomorphic in the half-plane H. Next show

that liiKf(x + iy) exists for almost all x. (Reduce to the case
y-*o
where f < 0, set g(z) = expKf(z), and use parts (c) and (d) above.
Hf(x) = limQf(x + iy).

y->0
exists for almost all x. (Hf is called the HILBERT TRANSFORM of

f)-
(f): Calculate the Fourier transform Q0,y) of Q(-,y).

From this deduce that 1IHf 112 =
If 112 when f e L2 (M).
(g) : Let f e L1Ot), f 3 0. Show that for all e > 0 and all
y > 0
logjl t pKf(t + ie)I

dt = logll + tiKf(z + ie)I.
f-m (x - t)2 + y
JlogIQfct + ie)Idt < uIIfIll.
Next show that for every f e L1cR)
meas{t:IQf(t + ie)I > a} < ae IIfII'.
(h): Using parts (f) and (g) and Marcinkiewicz's Theorem

(cf. exercise 6.124) show that if 1 0 and
(b
P(x,y)dx = 1 (tan-1b
- tan-1 a ). (1)
a
SOLUTION (b) : Note that P( ,y) a Lq(,t) for 1 4 q < which as-
sures the existence of Pf(z). Moreover, (1) shows that if f is

the characteristic function of [a,b] then
ifa<x<b,
lim?f(x,y) i if x = a or x = b,
0 otherwise.
SOLUTION (c): First note that -PX(u,y) > 0 if u >. 0, and that
u2du 1
I -uP'(u,y)du = 2(
-_
2
0 X 0 (u2 + 1)2 .
Using the notations of the preceding exercise, this yields
JOP(t,y)lf(x ± t)ldt = JIf(x ± t)IdtJt-PX(u,y)dy
= J0_uPX(u,y)IuJOIf(x ± t)Idt]du
< if-(x).
Since
Pf(z) = J P(t,y){f(x + t) + f(x - t)}dt,

0
it follows that
JPf(z)l < ?(X).

Proceeding as in the preceding exercise, one shows that for all
A > 0
meas(f± > A) < A-1IIf ilI,

from which the desired inequality follows. This being so, let
OR-4)
(Tk) be a sequence of step functions such that II(Pk111 = and
f = I
Tk
in LThere exists a set N1 of measure zero such
that
f(x) = (pk(x), x4N1. (2)
k
Furthermore, for all z e R,
Pf(z) = I Prpk(z). (3)

k
Finally, by part (b) there exists a set N2 of measure zero, such

that
1imPpk(x + iy) _ (P k(x) for all k and all x 4N (4)

2'
y->o
Since
OR-2)
I meas{x:suplPcpk(x + iy)I > k-2} = I <
k y>o k
there exists a set N3 of measure zero such that if x *N :

3
supIPpk(x + iy)I 4 k-2

y>o
starting from some k (which may depend on x). In other words,

0
when x 4N the series (3) is uniformly convergent with respect
3
to y. It then follows from (2),(3) that if x+N1UN2UN3,
limPf(x + iy) = X limPq) (x + iy) = X (x) = f(x).

y->o k y-Yo k k k
When f e LPOR), 1 < p 4 -, for every integer N 3 1 let us set

fN(x) = f(x) or 0 according as IxI < N or not, and fN = f - fN.

Since fN a L1(IR),
limPfN(x + iy) = f(x)

Y+0
for almost all x such that IxI < N. Furthermore,
IPfN(x + iy)l (t)I dt.

It 1;.N
(x - t) 2
From this one concludes that
limPf(x + ig) = f(x)

Y-0
for almost all x e]-N,N[, and consequently for almost all x e]R.
SOLUTION (d): For c > 0 and R > 0 let rc R be the loop formed by
the segment [-R + ic,R + ic] and the semi-circle E * is + Rein
0 < 8 t n. For all z e n, whenever 1/c and R are large enough,
g(z) = 2n1iJ
g()
- l Jr
0 = 2ni d
r c,R e,R
so by subtraction it is deduced that
g(z) = r
c,R
- z- z d.
As the function g is bounded, the integral along the semi-circle

is 0(1/R), and consequently
(t + ic)
g(z) _ V-
n E . t + is - z t + 2c -
dt. (5)
Now, let (ck) be a sequence that decreases to zero. Extracting

a subsequence, one can assume that the functions t ' g(t + ick)
converge weakly in L OR) to a function g. One can also assume
that co < y. Since
It + iEk - zI a It + iE0 - zI , It + iEk - 21 > It - 51,
Lebesgue's Theorem shows that the functions
8)-1
t '* (t + iEk - Z)-1(t + ick -
tend in norm in L1OR) to the function
y2)-1,
t y ((x - t)2 +
and consequently one deduces from (5) that
g(z) = Pg(z).
Note that by the preceding part of the exercise, for the sequence
under consideration,
limg(x + iy) = g(x)

y+0
for almost all x.
SOLUTION (e): The functions belong to Lq(nt) for 1 < q <

which ensures the existence of Kf(z) when f e Lp(1R), 1 < p < -.
Furthermore, if C is a compact set contained in R there exists
0 < R < a such that the disc with centre is and radius R contains
C. But then
1
z(t)
1 If(t)I when zeC.

I
((a 2 + t )Z - R)
The function of t which appears in the right side of this inequal-

ity is integrable, for the first factor belongs to Lq(R2) for

1 < q 4 -. From this it follows that Kf is holomorphic in H.
Further, if f < 0 then
ReKf = Pf < 0,
and the function g = expKf is holomorphic and bounded in H. By

what we have just seen, ling(x + iy) exists for almost all x, as
y-*O
well as limPf(x + iy), moreover. Since
y40
expiQf = gexp(-Pf),
it follows from this that
limQf(x + iy) = Hf
y40
exists for almost all x. When f is not negative it is written

as a linear combination of four negative functions.
SOLUTION (f): The function belongs to L2(kt). Its Fourier

transform is, by definition, the limit in L2(1R) of the functions:
- -in-M xsin2nlx
M
r -2nil; as M 3 m.
E e Q(x,y)dx dx
J -M
M x2+y2
As the integral on the right has a limit as M 3 -, one deduces

from this that
f+C0
Q(E,y) = - i xsin2niax ax = - if+" xsin2nyEx d,.
_ ,Xx2 + y2 n1 x2 + 1
It is a classic result that for u >, 0,
+W
1 cosux dx = e-u.
nJ -m x2 + 1
One easily justifies the differentiation with respect to u under

the integral sign, which, taking into account that
(-E,y) = - (E,y),
yields
(E,y) isign(E)e-2t[yIEI.
Let
Y(E) = - isign(E).
When f e L2(JR) we have
and therefore
Q(-'Y?'
functions which tend to Y? in L2(JR) as y - 0. As the Fourier

transformation is an isometry of L2(It), it follows that
tends in L2 OR) to the inverse Fourier transform of Y}'. Since
Hf almost everywhere,
it follows that Hf a L2OR), Hf = Y7, and therefore that
IIHf1I2 = II?II2 = IIYYII2 = 117112 = IIfI12.
SOLUTION (g): Since
IK(x,y)I s n
y
it is clear that
nylKf(z)I < IIfII1
If, furthermore, f >. 0, then
ReKf = Pf > 0,
and the function 1 + pKf(z) takes its values in the half-plane

Re(z) - 1. By considering the principal value of the logarithm
in this half-plane, the function log(l + pKf(z)), which is holo-
morphic in IT, is defined unambiguously; moreover, its modulus is
bounded by
2+logll+pxf(z)I <2+pIKf(z)I <+ " IIfIIl
(since logll + pKf(z)I > 0). For all e > 0 the function
g(z) = log(1 + pKf(z + ie))
is therefore bounded and holomorphic in H. Since
ling(x + iy) = log(1 + iKf(x + ie))

y+0
we have (cf., part (d))
+W
log(1 + pKf(t + ie)
YJ- dt = log(1 + pKf(z + ie)),
n
(x-t)2+g
and on taking real parts,
+W
If_C0 logll + pKf(t + ie)I
dt = logll + pKf(z + ie)I.
2 + y2
(x - t)
We have observed that
nlogll+pKf(z+iE)I (Y+e) IIf1I1,

furthermore, since Kf = Pf + iQf, as Pf,Qf are real and Pf 3 0,

we have
log+IIQf1 < log 11 + 1,KfI.
so that
2
+b2log+IuQf(t+iE)ldt<uy+E 11f 111.
(x-t) 2
When y ± oFatou's Lemma gives
(+m
log+lpQf(t + ie)Idt < ullflll.
But then for all A > 0
meas{t:IQf(t + iE)l > A}.log+(ua) < uIIfIl1,
and on making u = e/a,
meas{t:lQf(t + iE)l > A} < a 11f111
If f e L1(R) is complex, one deduces that
meas{t: I Qf(t + iE) I > a} < ae 11f111, (6)
SOLUTION (h): Note that if f e L2(R)
IIf112,
and consequently
A) 4 a2 11/112.
Coupled with (6) this allows us to use Marcinkiewicz's Theorem

(cf., exercise 6.134). For 1 < p < 2 there exists a constant AP
(independent of E) such that
E) Ilp , Ap Ilfllp
if f e E, the space of step functions on R. To extend this result

to the case where 2 < p < -, let us observe that if f,g a L2(R),
then
(Qf(,E)lg) = ((,e)JI0) = - (M(,E)s) - - (fIQg(,E)).
If t = 1, then 1 < q < 2, and if f e E,

p q
IIQf(,E)IIp = sup{ I(Qf(,e)Ig)I: eE,11gllq. 1}
= sup{I(flQg(,t))I:geE,IIg II q. 1}
AgIIfIIp
Now assume that f e LP(R), 1 f in LP(R). For all t eR
IQf(t,E) - Qfk(t,c)I s IIQ(,E)IIgIIf - fkllp,
and Fatou's Lemma allows us to conclude that again in this case
IIQf(,E)IIp c Apilf1Ip
(setting AP = Aq if 2 < p < =). By part (e), for almost all t
limQf(t,c) = Hf(t),
E-ro
404 CHAPTER 8
and another application of Fatou's Lemma yields
IIHfIIP < APIIfIIP

CHAPTER 9
Functions with Bounded Variation:
Absolutely Continuous Functions:
Differentiation and Integration
EXERCISE 9.163: Show that if f is absolutely continuous on [a,b]

then so are the functions If1p for p a 1.
ovo = vov = ovo = vov ®nvo
SOLUTION: This follows immediately from the fact that for p 1
and 1z11 6 M, Iz21 ( M,
pMp-1121 - z21.
1Iz11p - Iz21p1 4
EXERCISE 9.164: Let E be a subset of [0,1] with measure zero.

Construct an increasing and absolutely continuous function on
[0,1] such that at every point x e E.
ovo = vov - ovo = vov = ovo
SOLUTION: Let (V 1) be a sequence of open sets such that
E C Vn meas (V 1) < 2-n.
The function
405
406 CHAPTER 9:
g : In IVn
is integrable. Let
f(x) = x
Jg(t)dt.
0
The function f is increasing and absolutely continuous. Let x e E.
For every integer N there exists a > 0 such that Iy - xj < a im-
plies y e V1 if 1 4 n<, N. Then
f(y) - f(x)
>, N,
y - x
which proves that f'(x) = +-.
EXERCISE 9.165: Let (cn) be a sequence of strictly positive num-

bers such that
OD
n=1 n
(a): Show that one can construct a sequence of intervals

In = ]xn - en,xn + en[ such that xn 4 xm if n 4 m, the sequence xn is
dense in ]R and every point of IR belongs to an infinite number of In's.
(b): With the In's the same as in part (a), consider the
function f such that f(xn) = cn and f(x) = 0 if x is distinct from
all the x 's.
Show that if limcn = 0 f is differentiable at no point of iR.
tVA = VAV = AVA = VAV - AVo
SOLUTION (a): One of the two series E c2n' X c2n+1 is divergent.

Assume, for example, that E c2n = -. Let (zn) be a sequence of
BOUNDED VARIATION etc. 407
points everywhere dense in It and such that zn 4 zm if n # M. Let
I2n+1 = ]zn - c2n+1'zn + c2n+1['
Next, consider integers nl < n2 < such that
L c2n > p
npcn<np+1
By induction, for all p one can determine some distinct points y

n
(np .< n < np+1) distinct from all the zn and from the yl,y2,...,
yn such that the intervals I2n c2n[ cover [-p,p].
.1 = ]yn - c2n'y +
p
The sequence of In's so obtained satisfies the required conditions.
SOLUTION (b): It is clear that
liminff(x) = 0 < f(xn) = cn.

x;xn
The function f is therefore not continuous at xn, and in partic-

ular it is not differentiable. If x is distinct from all the x 's
n
then
y yx
liminfIf(y) - f(x) = 0.
Furthermore, Ix - x I < en for an infinite number of integers n,

n
and consequently
l y p f(yy - X(x ) I
l
C
I n
a measurable set of [0,1] such that for
some a > 0
meas(Ef) [a,b] ) , a(b - a)

408 CHAPTER 9:
for any 0 < a < b t 1.

Show that meas(E) = 1.
AvA - vAv = AvA = vAv = eve
FIRST SOLUTION: On setting f = nE the condition of the problem

becomes
-aaJf(x)dx ? a.
1
b
By using Lebesgue's Differentiation Theorem, one deduces from this

that for almost all x e[0,1] f(x) > a, and consequently f(x) = 1.
This shows that meas(E) = 1.
SECOND SOLUTION: Let
n = 1,2,...
`pn = AIL [0,1/n] I .
The functions rpn form an approximate identity in L1(1R). There ex-

ists therefore, a subsequence (ns) such that f*9n -; f almost every-
s
where. If 0 < x .< 1, and if n is large enough, then
(x
f*cpn(x) = n1 f(y)dy >, a.
x-1/n
From this one concludes, as above, that f(x) = 1 for almost all
the x e [0,1].
EXERCISE 9.167: Let (f ) be a sequence of increasing functions on

n
[a,b]. Assume that the series
W
f(x) = I fn(x)
n=1
converges for all x (a 4 x < b).

Prove that for almost all x e [a,b]
f'(x) _ f'(x). (FUBINI'S THEOREM)

n=1
eve = Vev - ove = vov = ovo
SOLUTION: By considering the functions fn - fn(a) one can assume

that fn 0 for every integer n. Let
sn = f1 + ... + fn.
By a theorem by Lebesgue which asserts that an increasing function

is differentiable almost everywhere, one is assured that at almost
all the points of [a,b] all the numbers sn(x) and f'(x) exist.
When a < x <y4 b
8n(y) - 8n(x) -4 sn+1(y) - an+l(x) t f(y) - f(x),
and consequently
sn(x) '< antl(x) 4 f'(x)
almost everywhere. This proves that almost everywhere:
fn(x) <
n=1
Now consider a sequence n1 < n2 < such that
f(b) - sn (b) < 2-P.

P
Then for all x e [a,b]

410 CHAPTER 9:
E (f(x) - sn (x)) < E (f(b) - sn (b)) 0

P
for almost all x. As the sequence sn(x) is increasing almost

everywhere,
8,(x) - f'(x)
which accomplishes the proof of Fubini's Theorem.
EXERCISE 9.168: Let E be a set of 3t that is not necessarily meas-

urable.
Show that at almost all the points x e E
limm*(EnLx2 -h,x+h]
h;0
where m*(A) denotes the outer measure of A.
eve = VAV = AVA - VAV = AVA
SOLUTION: Recall that the outer measure of a set A is defined by
m*(A) = inf{meas(V):V an open set, and A C V},
and that
m*(AUB) < m*(A) + m*(B).
First let us show that if A c [a,c] and B c [c,b], then
m*(AUB) = m*(A) + m*(B).
In fact, for all e > 0 there exists an open set V such that A U B
C V and
meas(V) < m*(A U B) + e.
Let
V = Vn]-'.,e + c[,
V+ = vn ]c - c,+oo[.
Then
V = V U V+, meas(V n V+) < 2c, A C V, B C V+,
and consequently
m*(A) + m*(B) < meas(V) + meas(V+) = meas(V) + meas(V n V+)
6 m*(AUB) + 3c,
which proves the result.

Second, note that generality is not lost by assuming that E is
contained in a compact interval [a,b]. Let n be an open set con-
taining E and such that
meas(V ) < m*(E) + 2-n

n
For all a 4 x 4 b let

412 CHAPTER 9:
f(x) = m* (En [a,x] ), fn(x) = meas(Virl [a,x] ).
Everything comes down to proving that f'(x) = 1 at almost all the

points of E. If a .< x 4 y 4 b, then by the preceding
(fn(y) - f(y)) - (fn(x) - f(x))
- meas(Vnf) [x,y]) - m*(E1i[x,y]))3 0.
From this it follows that the functions fn - f are positive and

increasing, and that fn - f 4 2-n. Fubini's Theorem (cf., the-,
preceding exercise) applied to the series
I(fn - f)
n
implies that for almost all x
fn(a) - f'(x) - 0
It remains to observe that if x e E then fn(x) = 1 for every inte-

ger n.
EXERCISE 9.169: Let f be a continuous function on [a,b] and let

V be its variation on this interval (0 : V 4 W).
Show that for every A < V there exists d > 0 such that
n--i
L If(xitl - f(xi)I > A (* )
i=0
if
a = x0 < x1 < < xn = b and max(xitl

- xi) < 6.
ovo - vov - ovo = vov = ovo

SOLUTION: Let a = y0 < < yP = b be such that
p-1
A = E If(yi+l) - f(yi)I A.
>
i=0
There exists 6 > 0 such that ix - yI < 6 implies
A)
If (x) - f(y)I < (A 2p
If a = x0 < < xn = b and max(xi+l -

x.) < 6 the contribution
to the right side of (*) of the terms corresponding to i's such
that yj E xi < < is greater than
xi+l yj+l
(A X)
If(yj+1) - f(yj)I -
P
n--1
G If(xi+l) - f(xi)I > A - (A - A) = A.

i=0
EXERCISE 9.170: Let f be a real continuous function on [a,b].

Show that
+W
V(f;a,b) = J- n(t)dt,
where n(t) denotes the (finite or infinite) number of solutions

of the equation f(x) = t (BANACH'S THEOREM).
A0A = 0i0 - AVt = 0A0 = 40t
SOLUTION: If A = (a = x0 < xl < . < x = b) is a subdivision

P
of [a,b], set as usual
414 CHAPTER 9:
p-C1
A(f) = L lf(xi+l) - f(xi)1,
i=0
I A I = max(xi+1 - xi:0 4 i s p - 1).
Let fA be the function that coincides with f on A and which is af-

fine linear on each of the intervals [xi+,,xi]. Let no(t) be the
number of solutions of the equation fo(x) = t.
First show that
JnA(t)dt (1)
nA(t) 4 n(t) if t4 f(A). (2)
Let us denote the numbers of solutions of the equations f(x) = t

and f,(t) = t in ]xi+,,xi[ by vi(t) and pi(t). When t4 f(4) we
have
p-1 p-1
n(t) = I v.(t), nA(t) = I pi(t),
i=0 i=0
and furthermore, pi(t) = 1 or 0 according as t does or does not

belong to the open interval with end points f(xi) and f(xi+1
Therefore
J p.(t)dt = lf(xi+1) - f(xi)I and vi(t) 3 pi(t)
by the Intermediate Value theorem. This proves (1) and (2).

Now note that if A C A' then
fo = (fA,)o and f(o) = fo.(o)
so that (2) gives

nA(t) 4 no. (t) if t 4f(o). (3)
Consider a sequence (AS) of subdivisions of [a,b] such that
AS C ASt1' limIASI = 0. (4)

S
Let D be the union of the f(A )'s and of the maxima and minima of
f on the subintervals of an arbitrary AS. In other words, if t 4
D, and if a,B are two consecutive points of a subdivision AS, then
t is distinct from f(a) and f(B) and from the maximum and minimum
of f on [a,B]. The set D is denumerable, and we are going to show
that
limn (t) = n(t) if t 4D. (5)
s S
Since, by the preceding exercise
limts(f) = V(f;a,b), (6)

s
the equation to be proved will follows from (1),(3),(5),(6) and

Lebesgue's monotone convergence theorem. To prove (5), consider
t 4D and let k be an integer such that k .< n(t). Let E1 < E2 <
< Ek be solutions of f(x) = t. By choosing s0 large enough,
can be assume to separate the E , that is to say in each inter-
AS
val corresponding to AS there is nor more than one i. If a < E1

0
< B, where a and B are two consecutive points of AS , two cases
0
can arise: either f(a) - t and f(B) - t (which are not zero) have
opposite signs, in which case the equation f,6 (x) = t has a so-
So
lution in ]a,B[; or these two numbers have the same sign. If they
are positive, for example, then since t is not the minimum of f on
[a,B] there exist 7,6 such that a < y < d s0 so that AS has a point in [y,d],
1
416 CHAPTER 9:
and then the equation f. (x) = t has at least one solution in

s1
]a,8[. Observing that this property is not lost by increasing

al. one can thus operate step by step and obtain an integer s 3
so such that nA (t) a k. Taking (2) into account, this certainly
s
implies (5).
EXERCISE 9.171: Let F be a function defined on [a,b] and 1 < p <

Show that in order for there to exist f e Lp(a,b) such that:
X
F(x) = F(a) + J f(t)dt, a 4 x 4 b, (*)
a
it is necessary and sufficient that:
n-1 IF(x. -
F(x i )IP
sup I _i < W, (**)
A i=O (x i+1 - xi)p
where the supremum is taken over all partitions A = (a = x0 < xi

< < x = b) of the interval [a,b].
Show also that under these conditions the left side of (**)
equals 1IfIIP.
SOLUTION: In what follows, with A being given, set
L. = xi+l - xi, F. = F(xi+l) - F(xi).
Now assume that (*) holds, with f e Lp(a,b). If + = 1 then
p a
F1I =
xitlfl C of/q((xi+llfiP)1/p'
x. x.
and since p/q = p - 1 this yields
nIl JAFilpA-(p-1) nel xi+ll.flp

= jblflp (1)
i=0 i=0 JXi a
Next assume that (**) is satisfied and let M be the value of the
left side of this relation. Let us first show that F is absolute-
ly continuous. For that, consider a finite sequence (ai,bi) of
intervals contained in [a,b] and mutually disjoint. Using Hol-
der's inequality for finite sequences this yields
IF(bi) - F(ai)Ipli/p
C
IF(bi) - F(ai) 1 a1 /q
( (bi - ai)) /q
i 1
i (bi - ai)p i
< M1/pq (bi - ai))1/q
so that
lim E IF(bi) - F(ai)I = 0.

E(b.-a.)-'0 i
Having thus proved that F is absolutely continuous, it can be

asserted that (*) holds for some function f e L1(a,b). It remains
to show that f e Lp(a,b). If A is a decomposition of [a,b], let
fA be the function equal to AFi/Di on the (i + l)-th subinterval.
As F'(t) = f(t) for almost all t, it is clear that if As is a
sequence of partitions such that maxAi - 0 then -} f almost
s
everywhere. Furthermore
nIl
InFilpn(p-1)
jblfolp = 6 M.
a i=o
Therefore by Fatou's Lemma

418 CHAPTER 9:
bP < M,
JIfI
which, taking (1) into account, completes the proof.
EXERCISE 9.172: Let 1 < p < m and !-+.L = 1.
p
Show, using the preceding exercise, that for every contin-
uous linear function u on LP(R) there exists g e Lq(R) such that
u(f) = Jfg, f e LP(1t).
AVA = vov = AVA = vov = AVA
SOLUTION: Let
(O,xl ) if x 0,
F(x) _
{u1
- u(Il(X,01 ) if x 0,
so that
F(B) - F(a) = u(1(a,01 ), a < B. (1)
Let A > 0 and A = (-A = x0 < xi < < xn = A). Observe that if
n-1
g = e11(Xlpxl+il
i0
then using the notations of the previous exercise,
IIuII(n11
Inii c.AF 1.I = Iu(g)I < Ic1.IPA )1/P

1
i=0 i=0 1
In this inequality substitute
r Ur-1 IAF,"Iq-2
if F1 $ 0,
Aq-1
i
c
i =
0 otherwise
This yields
n-l IiF'.1q In-1 IAF.1p(q-1) 1/p

2=0 Q _ CC
IIu Il
j=0
&p(q-1 -1
I i
n-l q 1/p
= IIu II
JAF
i l
i=0 I
so
n-1 I AF i1
.
q
11
1 4 Ilullg.
i=0 Aq
i
By the preceding exercise g(t) = F'(t) exists for almost all

t e [-A,A], and
F(x) = J xg(t)dt, IxI 4 A,

0
+A
J-AIg(t)Igdt < IIu1Iq.
In view of the arbitrariness of A, g(t) = F'(t) exists for almost

all t eR, IIg IIq < IIu II, and
F(x) = JX g(t)dt, x e1Z. (2)

0
420 CHAPTER 9:
Let
Ug(f) = Jf(t)g(t)dt,
+
f eLY(it).
This defines a continuous linear function on Lp(12), and taking

(2) and (3) into account (1) can be written
u(Il[a
sl) = ug(n[a $] ), a c a.
As the functions IL form a total set in LP(R) we therefore

[a,sl
have u = ug.
EXERCISE 9.173: Two functions f,g that are positive and measur-
able on ]0,1[ are called EQUIMEASURABLE FUNCTIONS if
meas(f > y) = meas(g > y) for all y > 0.
(a): Show that if f,g are equimeasurable, then
1 1
J f(x)dx = g(x)dx.
0 J0
(b): Let a be a positive Borel function on [0,'[.

Show that if f,g are equimeasurable, then so are sof and
Bog.
(c): With f positive and measurable on ]0,1[ show that

there exists an unique function f* that is positive, decreasing,
right-continuous on ]0,1[, and equimeasurable with f. (Show that
{y:y > 0 and meas(f > y) > x} = ]O,fh(x)[).

(d): Show that for every measurable set E C ]0,1[
J f(x)dx 4 J
E To
and that for every positive and decreasing function w on ]0,1[
1 1
f(x)cp(x)dx 4 f*(x)q(x)dx.
1 0 J 0
(e): If f is positive and integrable on ]0,1[, then for

0<x<1 set
((
(u x
Of (X) = sup! 1 uJ f(t)dt, 0 1 then
II$fllp 0 there exists a number A depend-
ing only upon c such that
422 CHAPTER 9:
(1 1 1
J Of(x)dx 4 2 f(x)log+f(x)dx + AJ f(x)dx + E.
0 0 0
AVA = 4A0 = 00A = 000 = 0VA
SOLUTION (a): This property follows from the equation (cf. exer-
cise 5.98)
1 W
f(x)dx = J meas(f > y)dy.
f0 0
SOLUTION (b): It is easily verified that if f,g are positive on

1
] 0 , 1 [ then the set of sets A C [0,W[ such that f 1(A) and g- (A),
are measurable, and
meas(f 1(A)) = meas(g-1(A))
is a a-algebra. When f,g are equimeasurable this a-algebra con-

tains all the intervals ]y,'[, y > 0; therefore it contains all
the Borel sets of [0,o[. If s is positive and Borel on [0,o[,
then for all y > 0
meas(g-1(s-1(]y,°[))),
meas(f 1(s-1(]y,='[))) =
which proves that sof and sog are equimeasurable.
SOLUTION (c): Let us begin with some considerations about de-

creasing functions. Let F be the set of positive functions on
]0,u[ that are decreasing, right-continuous, and tend to zero at
infinity. If (p e F and x > 0, the set ((p > x) is a bounded inter-
val which, if it is not empty, has 0 as its left end point, and
is open on the right. In other words there exists T*(x) >. 0 such
that
(cp > x) = ]O,9*(x)[. (1)
We have T* a F; in fact q* is decreasing and right continuous,

for xn > xn+l' xn - x implies
(m>x)= U (c>xn),
n
i.e.
]0,cp*(x)[ = U ]0,p*(xn)[,
n
which means that T*(x n) -> cp*(x). Finally, if one had T* > c > 0
then, for 0 < y < e, one would have p(y) 3 x for all x > 0, which
is absurd. Note that (1) can be expressed in the following man-
ner: for x > 0 and y > 0, the conditions p(y) > x and c*(x) > y
are equivalent. From this it follows that
(q,*)* = (P. (2)
Now return to our problem. If we set T(y) = meas(f > y) for

y > 0, it is easily verified that T e F. Let g be a positive, de-
creasing, right-continuous functions on ]0,1[, and let gl be the
function obtained by extending g by 0 on [1,oo[. Then gI a F, and
in order that g be equimeasurable with f it is necessary and suf-
ficient that for all y > 0
cp(y) = meas(f > y) = meas(g > y) = meas(gl

> y) = g*(y),
that is to say, by (2), that gl = T*.
SOLUTION (d):
JE = J0E.f
31 JQE*.
=
424 CHAPTER 9:
For all y > 0
meas(ILEf > y) s meas(E),
and consequently
(IlEf)*(x) = 0 if x >. meas(E).
Also,
meas(ILEf > y) < meas(f > y),
so that
(if)* < P.
Therefore
eas(E) fineas(E)
JJ E f- Ef)ot J 0 f
0
In particular, if 0 < c < 1, then
f O E JO rt
From this it is immediately deduced that
1 1
J fW< J0 f*, (3)
0
for every positive decreasing step function 9. If cp is positive

and decreasing on ]0,1[ it is the limit on this interval of an
increasing sequence of positive decreasing step functions, and
(3) is therefore still valid in this case.
SOLUTION (e): Let
X
F(x) = Jf(t)dt, 0 < x < 1.
0
The set (9f > y) is formed of the x's for which there exists u
such that 0 y) = E (b - a )
n n
n
1b
y yJ(8f>y)f
an =
1 meas(8f>y)
I f*.
y 0
Therefore when meas(Of > y) > 0
1 rmeas(8f>y)
(4)
meas 8f > y J0
a
Note that since f* is decreasing, a-1J decreases as a increas-
0
es. Consider, then, an x such that (8f)*(x) > 0 (otherwise there
would be nothing to prove). Since
{y:meas(sf > y) > x) = ]0,(sf)*(x)[,

426 CHAPTER 9:
it follows from (4) and from the remark above that
(0 x
y < (8f)*(x) implies y .< _- f*,
x1
which shows that
xrx
(8f)*(x) s f*
0
SOLUTION (f): As the functions soBf and so(8f)* are equimeasur-

able,
JosoBf = Joso(8f)* S oo
Js{.Jf*}dx .
SOLUTION (g): In particular, if s(x) = xP, p > 0, then
PAP -< JOjo J

Pdx. (5)
After extending f* by zero on [1,W[ and setting
Jx
G(x) = x-1 f*,
0
(5) and Hardy's inequality gives
IIof1Ip 4 IIGUP s p Ilf llp = p IlfllP
since f and (f*)P are equimeasurable.
SOLUTION (h): If 0 < p < 1 then Holder's inequality for the pair
1
T-1 p1 applied to (5) yields
p
110f 11P F P-- p)

O xP 0 x
rr10 -11-PLJ0
xPJp J
< IIf IIiJ

O xP
so
II$f IIP <

1 1 pl 1/P IIf Ill.
SOLUTION (i): Finally, if p = 1, then starting from (5), one

obtains
I of*(t)dt1 t = 10f*(t)log dt.

J
OOf 6 10
J
o =
t
Let e > 0 and choose a such that 0 < a < 1 and
f0
log1 s < .
Then
1 a 1 1 1
of f*(t)log t dt + log a 1 f(t)dt.
f0 1 0 0
Let E be the set of t 's such that 0 < t < a and f*(t) 4 t
Then
Jf*(t)log..dt < Jiog t + 21 f*(t)log+f*(t)dt < (Contd)

VT
o
428 CHAPTER 9
1
(Contd) e + 2Jf(t)log+f(t)dt,
0
whence, at last,
1 1 + 1 1
J Of 2 flog f + log -JO
a
f+
0 Jo
CHAPTER 10
Summation Processes:
Trigonometric Polynomials
EXERCISE 10.174: (a): If the series
W
Iun
n=0
(1)
converges, and if
0
(2)
Ixn - An+ll <
n0
I
show that the series
00
(3)
L Anun
n=o
converges.
(b): Conversely, prove that if the series (3) converges

whenever the series (1) converges, then (2) is satisfied.
ovp = vov - nvo - vev = ovn
429
430 CHAPTER 10: SUMMATION PROCESSES
SOLUTION (a): (2) implies that An = A t en, with 3 0. As

cn
and suplu0 + + unI <

L len - entll < °°
the Abel-Dirichlet Theorem shows that the series E enun is con-

vergent. The same then holds for the series I 'nun.
SOLUTION (b): First Proof: Let E be the Banach space formed by

convergent sequences s = (sn), with the norm
IIslI = suplsnl.
For every integer N >. 1 define a linear function fN on E by
N-1
fN(s) = I ()n - An+1)sn t ANsN.
n=0
This linear functional is continuous, and it is a classical re-

sult that its norm is
N-1
IlfN ll = E l An - Xntl I + I AN1'
n=o
Since
N
fN(s) = A0s0 t =an(sn - sn-1),
n1
and as the series I (sn - 8 n-1) is convergent, limfN(s) exists
N_
for every s e E. By the Banach-Steinhaus Theorem one therefore
has
Su "fNII<
which implies that:

TRIGONOMETRIC POLYNOMIALS 431
G Ian - xn+1I <

n=0
Second Proof: Let
An - an+1 = rJn, rn > 0, IEnI = 1,
sn+rO+r1+ +rn En
U 0 = 3 0 , un = sn - sn-1 if n >. 1.
If it is assumed that
G Ixn - xn+1I G rn
n=0 n=0
then sn - 0, and the series E un is therefore convergent. Fur-

thermore,
NC N-1
Anun = aNsN + (an - an+1)sn nI.
0 n I0
The first term of the right -side is bounded by
IA0I + r0 + ... + rN-1

1 + r0 + + rN '
a quantity that remains bounded as N - ; the second term is equal

to
N-1 r
C
n-01+r0+ n
and tends to infinity with N by a classical property of positive

divergent series. It follows that the series Anun is divergent:
EXERCISE 10.175: Let (un)na0 be a decreasing sequence of positive

real numbers.
Show that if
then
un = of n).
ovo = V1V = tV1 = VAV = ovo
SOLUTION: Let
EN
u
n=N+1
If p > N then
(p - N)uP < uN+1 + ... + up 4 EN,
and consequently
li ppuP EN,
which implies the desired result upon making N
EXERCISE 10.176: Let (an)n30 be a sequence of real numbers. Set:
_ 2 _
fan 1 a = a 4a n+1'
= an - an+1, n =
The sequence is called a CONVEx SEQUENCE if
02an > 0 for all n > 0.
(a): Let c be a convex function on [0,-[. Show that the

sequence an = 9(n) is convex.
(b): Show that if the sequence (an )n>0 is convex and bound-
ed, then
(i): It is decreasing;
(ii): L1an = o(1/n);
(iii): L (n + 1)t2a. = a0 - lima..

n=0 n
(c): Show that for every sequence (cn)n>0 which tends to

zero there exists a convex sequence (an)n>0 which tends to zero,
and which is such that Ic.I < an for all n a 0.
ADA - VAV = A0A = V AV = DOA
SOLUTION (a): This follows from
2
an = an - 2a n+1 + a
n+2
= 2['9(n) + 3(p(n + 2) - p('n + L(n + 2))].
SOLUTION (b): The condition A2a 0 for all n means that the
sequence (da ) is decreasing.
n
If, for some integer r Aa
r < 0,
then for every integer n > r
n-1
an = ar - E Aas ar + (n - r)( Aar),
s=r
and so the sequence (an) would tend to +W, which is absurd.

Therefore Dan 3 0 for all n, which proves (i).
But then the sequence (an) is decreasing and bounded, and thus
has a limit. Since:
N-1
E Aan = a0 - aN,
n=0
the series I Aan is therefore convergent, and since the Aan's are
positive and decreasing, (ii) follows by the preceding exercise.
Finally,
N-1 2 N-1
(n + 1)A an = Aan - NAan = a0 - aN - NAaN,
n I=O n I=O
which implies (iii), since by (ii) the last term tends to zero.
SOLUTION (c): On replacing cn by sup(IcSl:s i n) it can be as-

sumed that the sequence (cn) is positive and decreases to zero.
By part (a) it suffices to construct a convex function q on [0,W[
that tends to zero at infinity, and that is such that 9(n) > cn
for all n.
To do that, consider a sequence (q)k) such that
if k 0, q)
1 = c0, -+ 0. (1)
9k ' qk+l lpk
Let no = 0, and let n1 be such that
ni > n0, cn1 < q) 2, (2)
then construct by induction some integers nk such that for k 3 2
nk > nk-1' (3)

< (P (4)
k+l'
enk
(Pk-1 (Pk (Pk-2 (Pk-1

< (5)
nk - nk-1
nk-i nk-2
This is possible because the sequence (cn) tends to zero. Note

that (4) is valid for all k > 0. This being so, let m be such
that cp(nk) = and that is linear on each of the intervals
k
This function is decre sing and tends to zero at
[nk,nk+l].
infinity by (1), and it is convex by (5). If nK
< n < nK+1,
then by virtue of Relation (4)
en < enk 5 9(nk+1) < (P(n).
EXERCISE 10.177: Let (u ) be a double sequence of com-

n,p n30,p
plex numbers, such that
W
(i): X lu 1 4 M for all p >. 0;
n=0 n,P
W
(ii): l}i.)m
I un = 1;
00
P+00 n=0 ,P
(iii): un,P = 0 for all n -> 0.
Show that if sn + s, then
lim I un p8n = s.
P" n=0 '
1Vt - V AV - AVA a VAV = ovo
SOLUTION: If an -> a, then on setting an = s + cn it is seen that

by (ii) one is reduced to the case where s = 0. Let c0 be the

Banach space formed by the sequences c = (en) that tend to zero,
with the norm
11C11 = sup f cn I
n
and let us consider on e0 the linear functionals
cc
fp(e) _ I un Pen.
n=0 '
It is clear that these latter are continuous and that
cc
IIfP II S E I un, p I . M. (1)

n=o
It is a question of proving that fp(c) -> 0 for all c ec0. Let
en be the sequence such that em = 6nm. From the relation
N
C
I1c - cnen II = sup I en I
n=0 n>N
one deduces that the eats form a total set in c0. By (1) it
therefore suffices to prove that for all n
limfp(en) = 0.
But this is nothing other than (iii), because
f (en) = u
P n,p
TRIGONOMETRIC POLYNGd'4IALS 437
In the following six exercises the following notations are

used:
If (cn)ne2Z is a sequence of complex numbers, set:
80+81+. . .+8N
CC
sN Ini<N c n' GN N + 1
tN InI`N Inlcn
It will be recalled that the series cn is called a CONVER-

L
GENT SERIES if limsN exists. It is called a CESARO CONVERGENT
N
SERIES if limaN exists. By the preceding exercise convergence
N
1
implies Cesaro convergence. (Let uN,p + 1 for N s.
AVA = VAV - AVA = VAV = AVA
SOLUTION: Let s' = limsN. If a'< then s = a', by what was

recalled in the note above. If s' _ -, then for p < N
s0 + ... + ap
N
N' N+1 +Nsp'
which implies that s , s , and consequently s = s' =
p
EXERCISE 10.17,: (a): Show that limaN exists if and only if the
N
series
W
I N 2tN
N=1
converges. (Use exercise 10.174).
(b): Assume that aN -> s. Show that sN - s if and only if

tN = o(N).
(c): Again assume that aN -)- s. Show that if for some real
number p , 1
Inlp-llcnIP
<
G
then sN -), s.
(d): Prove the following result (HARDY'S LEMMA): If cn =

0(1/n) then aN -> a implies sN -> s. (Assume that for a sequence
N1 < N2 < tN , BNS, B > 0, for example, and show that
s
tN +v >' 2 BNS if 0 4 v 4 Ns
S
2A
where A is a constant such that Icn + c_nI . A/n for n >, 1).
ta0 = VAV = MMA = VAT = 00A
SOLUTIONS (a);(b):
N N
tN = n cn = I n(c + c_n) = E n(sn sn-1
InI,N n=1 n=1
tN = N(sN - aN-1), (1)

which proves (b). Now
sN = (N + 1)GN - NoN-1'
and substituting this expression in (1) yields
tN = AN + 1)(aN ). (2)
- 'N-1
Therefore, aN converges if and only if the series
(a N - a N-1 ) N=i AN + 1)
NL
converges. Since the sequences
N-1
aN = N(N + 1) -1 and aN = (N + 1)
satisfy
<
N=1 IAN - N+1
the convergence of aN is equivalent to that of the series
L N 2t,
(cf. exercise 10.174).
SOLUTION (c): If p = 1 the condition becomes
E ICnI < 00,
in which case sN converges to a value that can only be s. There-

fore assume that p > 1, and let q be such that + q = 1; it is

now a matter of proving that N 1tN -+ 0 (cf., the
p part (b)). Now,
if r < N then
It
Inll/P InI1 - 1/pcnl
N < NI I nlcnl + NI
Inl-4r r<lnl.<N
N
I
N InI<r
cIn + 1(2
N
n=1
nq/P ) l/q (
lnl>r
Inl
p -l
I I pl/p.
n
)
Since
NC
G nq/P .< 1 (N + 1)q,

n=1
it follows that
t
N ?11/q N + 1( C lnlp-11 nlp)1/P
4 L cnI +
N N I
I ni4r Ini>r
and consequently
t 1/q
N N
limssupii
N
<
[2]
4 InI>r InIP-1IC lp)1/p
n
By making r + - the desired result is obtained.
SOLUTION (d): Assume that aN -+ s and that
Icn + c-nI E n , n
1
Let us show that N - 0 under these conditions, which by part
t
N
(b) will prove that sN - s. Otherwise there would exist a B > 0
and an increasing sequence of integers N such that
s
tN > BNs.
S
If VS is the integral part of BNs/2A, then for 0 < v < vs
= tN + I n(cn + c-n
tN +v
s s N <n.<N +v
s S
>. BN - vA
S
BN BN
>
BN
s 2-2 S s
Furthermore, by part (a), the series I N 2tN must be convergent,

and in particular
7 2 4
L N
N ' N<N +v
s S S
must tend to zero as s But this quantity is bounded from

below by
BNs N+v
s -2 B vs B2
2
x 2 Ns +'v s 2B + 4A > 0'
jN S
a contradiction.
REMARK: We have implicitly assumed that the c 's were real. If

n
this were not the case, decompose them into their real and imagin-
ary parts. Moreover, in assuming that N-1 t did not tend to zero
N
1
we supposed that limsupN > 0. If this supremum were zero then
t
N
necessarily liminfN 1tN < 0, and it would suffice to change the
signs of all the cn's.
EXERCISE 10.180: Set
8P + 8 + +
p+1 8p+N
=
ap,N N + 1
(a): Express ap,N as a function of the aN's.

Deduce from this that if a -> s then a -* s for every
N p ,NP
sequence of integers (Np) such that NP > ap, a > 0.
(b): Prove that if ian! < Alni for n >, 1, then
Iap,N - spI < A N .
(c): Deduce from the preceding a new proof of Hardy's Lemma

(cf. the preceding exercise).
AVA - VAV = AVA = VAV = AVA
SOLUTION (a):
(p + N + 1)ap+N
pop-1
ap,N N + 1
(1)
ap+N + NN p+N - ap-1
If the sequence (Np) is such that Np > ap, a > 0, then
N< a< 1Q
so that if a -> s then a -> B.

N p,Np
SOLUTION (b):
p+N
(N + I)ap,N = (N + 1)8 + G
(N + p + 1 - n)(cn + c-n),
n=p+l
so that
p+N
G (N + p + 1 - n)(cn + c-n
Iop,N - spI N + 11
n=p+1
p N2+ 1 r=1
r= p
SOLUTION (c): If Icnl . AIn(-1 for n a 1 and aN - s, let
E p sup IaN - 0 1I,

P N>p-1 P
so that ep -> 0. Let N be the integer such that
N 4pp<NP+1.
Then by equation (1) proved in part (a)
IoP,Np - op+Npl p
On the other hand, by the bound obtained in part (b),
IaN
P, - 81p < A p
P
This proves that sP - s.

EXERCISE 10.181: Assume that cn -> 0 and that en = 0 except when

n = 0,±n1,±n2,... with
p+l>, q > 1.
n
p
Show that if aN 4 s then sN -> B. (Let ap = max(Icn l,ic-n 1)

p p
and show that for np .< N <
np+l
N 1tN < 2 ¶ argr p;

r=1
then use exercises 10.177 and 10.179).
ADA = VAV - AVA - DAD = ADA
SOLUTION:
n
-E >, qp-r if p >, r,
n
r
so that if np < N < np+1' then
IN 1tNl = IN 1 ¶ nr,(cn + c_n )I

r=1 r r
2 a nr 2 ¶ a qr-p.
<
r=1 r np r=1 r
Now note that ar + 0, and that
q
l im I
Per=l qr-p =
q-1'
limgr-P
= 0.
P4°°
By exercise 10.177 it follows that
lim L argr P = 0,
P-'°° r=1
1
and therefore that N t -> 0. Then by exercise 10.179 sN -> s if
N
aN ->s.
EXERCISE 10.182: Let (an)n>0 be a sequence of strictly positive

real numbers that is convex and tends to zero.
Show that if
'ON' < A, SN = 0
[a N)
then the series
+00
alnlgn
is convergent.
SOLUTION: Using the notations Aan,42an of exercise 10.176, we

have
N N
I alnlcn = a0c0 + I an(cn + c-n
n=-N n=1
= a0s0 + an(sn - sn-1) (Contd)

n=1
N-i
(Contd) = a 8 + I Aa.8
N N
n=0
N-i
= a 8 + E Aan((n + 1)an - no n-1)
N N
n=0
N-2
= a a + NAaN-1aN-1 + E (n + 1)A2anan
N N
n=0
By hypothesis a a -r 0. Moreover, as the sequence (an) is convex

N N
and bounded and further (cf. exercise 10.176)
00
E (n + 1)IA2an.an1 s A (n + 1)A2an = a0A.

n=0 n=0
N
lien a c = (n + i)A2a a
n n
.
N-
EXERCISE 10.183: Denote by En the set of trigonometric polynom-

ials of the form
f(x) = e0 + e1cosx + + cncosnx,
where
c0 a c1 > ... > cn > 0.
Set
m(f) = sup{ If(x)I:Zn s x -C n},
M(f) = sup{If(x)I:0 < x 4 2n}.

Prove that
i - 21 1
inf M
fmf :fe
(1
E'J < l2 + 11 1
I n n+ 1 J n+ 1
tVt - VtV - AV = VAV = t4A
SOLUTION: We can restrict ourselves to the case where
cp + c1 + + cn = 1.
We then have
M(f) = 1 and cp (n + 1)-i.
n f(x)dx = 2 cp - c1 + 3 - 5 + < m(f).

J71/2 2
B y noticing that
it
CO - c1 ;., (2 - iJcp 3 12 - 1)n + 1
and that :
we obtain:
21 1
m(f) Ii
l nJn+1
On the other hand, if:
P x) = 1 + cosx n+ + 1 + cosnx
an elementary calculation shows that:
sin(n + Z)x
j
1 1
f(x) =n+12+ 2s in x -
It follows from this that if n/2 < x < ir:
If(x)I 2n+1 (ltsi-n n) _
EXERCISE 10.184: Let f be a trigonometric polynomial of degree

at most N.
(a): Show that if f 4 0 then f has at most 2N zeros in the

interval [0,27r[, counting multiplicity.
(b): Assume that f is real and that
A = IlfII = f(x0).
Show that if Ixl < n/N then
f(x0 + x) 3 AcosNx.
(c): f is no longer to be assumed to be real. Show that
Ilf'II. < NRfIIW. (BERNSTEIN'S INEQUALITY)
AVA = VAO = AVA = DAD = AVA
SOLUTION (a): If
f(x) _ cne1
lnlkN
consider the polynomial

P(z) = zN C zn
InI,N
Then f(x) = 0 if and only if P(e1x) = 0. The result follows from

the fact that P + 0 and deg(P) < 2N.
SOLUTION (b): By translation we reduce to the case where x0 = 0.

If the property were not true, then possibly after replacing
f(x) by f(-x), there would exist a y such that
0 < y < N , f(y) - AcosNy < 0.
For a >. 0 let
ge(x) = f(x) - (A + E)cosNx.
If a is small enough then gE(y) < 0. Furthermore, if xr = rn/N

then gE(xr) >, e if r is odd and gE(xr) < -e if r is even. From
this it follows that for e > 0 gE has at least one zero in each
of the intervals ]y,xl[,]xl,x2[,...,]x2N_2,x2N_1[. By making
e -> 0 one concludes from this that g0 has at least 2N - 1 zeros
in the interval [y,2n[. Moreover, g0(0) = g;(0) = 0; g0 would
therefore be a trigonometric polynomial of degree less than or
equal to 2N which would have at least 2N + 1 zeros in the inter-
val [0,2n[, which is absurd (because g0 # 0, since g0(y) < 0).
SOLUTION (c): First assume that f is real. Replacing f by -f,

if necessary, it may be assumed that for some x
m = 11f,11. = f'(x0).
By part (b)
n/2N (Contd)
211f 11 > f (x0 + 2N) - f (x0 2N, = J- f' (x0 + x )dx >.
n/2N
450 CHAPTER 10
rn/2N 2m
(Contd) mJ_ cosNxdx = ,
N
n/ 2N
which proves the result in this case.

In the general case let x be a real number. There exists an
a such that lal = 1 and If'(x)I = af'(x). Let us set of = u + iv,
where u and v are real. Then
If'(x)I = u'(x) 6 Nlu I
' NIIafIIm = NIIfil..

CHAPTER 11
Trigonometric Series
EXERCISE 11.185: Let z e a, z $ . Prove the following formulas
ezx =
e2nz - 1(2z 1 + zcosnx - nsinnxl
X 0 < x < 21;
n
n=1 z2 + n2 ) I
e
zx _ eTIz - 1 +
2 [(-1)nenz - 1] z2osn2
, 0 < x < n;
nz n
n=1 z +n
W
(-1)nenz] nsinnx 0 < x < R.
ezX = n E [1 -
n=1 z +n
What are the values of these series when x = 0?
AVO = VMV = AVA = VOV = AVo
SOLUTION: Let f be a function of period 27E such that f(x) = ezx

if 0 < x < 21. Then [f'] = zf, and consequently
in f at 0 is 1 - e21z). Therefore
451
452 CHAPTER 11:
e2nz - 1
1
(n) = 2n z n n $ 0.
Since
2tcz
(0) = 2nz
the first formula is proved (Jordan-Dirichlet Theorem). For

x = 0 the sum of the series is
z(f(x + 0) + f(x - 0) = (e2nz + 1)
W
2z
ncothnz = 1 + V
z n=1 z2 + n2
Now consider the functions g and h, with period 2n, respectively

even and odd, and which coincide with f on ]0,n[. Then
[g'] = zh, [h'] = zg,
so
ing(n) = A(n),
nn).
inTi(n) = zg(n) + 2n (2 - 2e1Ze-
Therefore if n 4 0 then
(-1)nenz - 1 z
g(n) _ ,
n
z2 + n2
di(n) =
1-(1-(T n
Zit
z2 + n2
TRIGONOMETRIC SERIES 453
Moreover
nz
e
7Z(0) = 0,
9(0) = nz 1 ,
which proves the two other formulas. In fact the second is valid
for x = 0. From this it is easily deduced that
m
C (_1) n
sinhnz z +
n=1 z n2
+
EXERCISE 11.186: Find the sums of the following series:
I acosnx nsinnx
n=1 n+ a2 2 c
n=1 n2 + a
2, (a real, a + 0).
SOLUTION: Let
W
g(x) _ acosnx
I (1)
n=1 n2 + a
inz
G(z) 2 z = x + iy, y >, 0. (2)
2e
n=1 n + a
The series in (2) converges absolutely for y > 0 and defines on

the half-plane y > 0 a holomorphic function that satisfies the
differential equation
iz
ae
G" - a2G = Re(z) > 0. (3)
e - 1
But the G can be analytically continued to a minus the two real

454 CHAPTER 11:
half-lines ]--,0] and ]2n,+m[. From this it follows that g is

infinitely differentiable (and even analytic) on ]0,2n[ and that
on this interval satisfies the differential equation:
eix a
2
g,, - a g = aRe
le ix
2
Hence
g(x) = acosha(x - n) + Ssinha(x - n) - 1

2a
for 0 < x < 2n, and hence also, by continuity, for 0 < x < 2n.
Since g(0) = g(20, 0 = 0.
Now,
r212asinhan it
so that
acosnx = ncosha(n - x)
2sinhna
- 1
2a '
0<x< 2n.
n=1 a2 + n2
The derivative of the right side is continuous on [0,2n], hence

one can differentiate term by term, giving
00
nsinnx = nsinha(n - x)
C
2sinhna
0<x<2n.
n-1 a2 + n2
(The formula is false at x = 0, for at this point the function

with period 21 that coincides with the right side for 0 < x < 2n
possesses right and left limits equal, respectively, to n/2 Ad
-n/2).
EXERCISE 11.187: Find an expansion of x2 as a trigonometric ser-

ies that is valid for 0 < x < 2n. Also, determine expansions of
x2 as a series in cosines, then in sines, valid fo 0 < x < n.
ovo = vov - ovo - vov = ovo
SOLUTION: If f has period 27 and f(x) = x2 for 0 < x < 21, at

zero this functions has a step equal to -4n2. We have [f'](x) _
2x, 0 < x < 2n, so therefore
[f ](n) = - -r , n f 0,
and
in71(n) in - 27,
so
2 2n
?(n) = -
2 zn
n
472
3 '
2
2 = 47 + 4 c cosnx - nnsinnx
n=1 n2 0 < x < 2n.
3
If x = 0 the right side is equal to
l(f(x + 0) + f(x - 0)) = 272,
which recovers the well known formula

456 CHAPTER 11:
C 1 i2
n==1 n2 - 6.
If g is even and g(x) = x2 for 0 < x .< it, then
[g'](x) = 2x, -n < x < it,
hence if n # 0
(_1)n+i 2
[g'](n) _
in '
and consequently
Furthermore,
Thus
x2 = n2 + 4 c (-1)3n cosnx
,
n=i n2
For x = 0 we recover the formula
1)n+in-2 = n2
(
12
n=i
Lastly, if h is odd and h(x) = x2 for 0 < x < it, then
[h'](x) = 21sT,
and h has a step equal to -2n2 at the point it. Since
[h'] (n) _ - 2it 1 - (-1)n

2
n + 0,
n
and
ne-inn
inle(n) = [h ](n) -
we have
2 1 - (_1)n it
lt(n) _ - + (-1)n+l
It . 3 in
zn
and consequently
x2 =2n E(-1)
n+l sinnx
n
-n8 sin(2n + 1)x
(2n + 1)
3 0<x<1.
n=1 n=1
REMARK: It is known that the first series has 2'x as its sum;
therefore
sin(2n+1)x=1 (=_x2), 04x< it.

n=1 (2n + 1) 3 8
EXERCISE 11.188: Prove the following formulas:
I sinnx (_) lcot'zx, 0 < x < 2n,

n=1
+m
C einx (- 0, 0 < x < 21.
n=-m
458 CHAPTER 11:
(The (c) over the equals sign indicates that the equation holds
when the sum is taken in the sense of Cesaro).
AV4 = VOV = AVA = VAV = IVA
SOLUTION: If 0 < x < 2%,
sN =
N _ cosjx - cos(N + ')x
Il sinnx 2sin2x
n
and consequently
N
aN = cot'x - 2(N + 1 sinT-
x
I
n= cos(n + 2)x
=0
cot ix -
sin(N + 1)x
_
4(N + 1)sin2ix
which proves that
am -> -fcotix.
Similarly, for the second sum
N inx sin(N + ')x

sN = 1 e = DN(x) =
sin ix
n=-N
and
_ 1 sin(N + 1);x 2
FN(x)
oN = N -+I ( sine,
so aN -* 0. Not that if x = 0, then
sN= 2N + 1,
so
aN=N+1+,,.
EXERCISE 11.189: Let f be a continuous function.

Show that the following two conditions are equivalent:
F
(i): There exists a function continuous on the closed
disc lzi 4 1 and holomorphic in the open disc lzl < 1, such that
f(x) = F(eix), x em;
(ii): f is periodic with period 2n, and ?(n) = 0 if n < 0.
AvA = vev = ova - vAv - eve
SOLUTION: (i) =a (ii): For all 0 < r < 1 and all n > 0,
2nei(n+1)xF(reix)dx.
0 znF(z)dz = irn+l
- 1lzl=r 10
As the function F is continuous on lzl E 1 the limit r -* 1 may

be taken, yielding
?( - n - 1) = 0, n 0.
(ii) => (i) : If:

N
PN(z) = E I 1 - N + 1)?(n)zn,
n=0
then by Fejer's Theorem
PN(e ix ) + f(x) uniformly on I .
By the Maximum Principle, it follows that
lim ( sup IPM(z) - PN(z)l) = lim ( sup IPM(z) - PN(z)l) = 0.

N,M+- l z l c1 N,M+- l z l =1
460 CHAPTER 11:
Therefore
PN(z) -* F(z) uniformly on z < 1,
is continuous on IzI .< 1, holomorphic on IzI < 1, and
f(x) = F(eix) if x e]R.
EXERCISE 11.190: Let f e L1(T). Show that the following condi-

tions are equivalent:
(i): If(n)I = O(e-cInl), e > 0;
(ii): f is the restriction to]R of a function holomorphic

on the strip IIm(z)I < 6, 6 > 0;
(iii): The series
+00
?(n)einz
(*)
n=-oo
converges on a strip IIm(z)I < 6, 6 > 0;
(iv): The series (*) converges at two points, z1 = x1 t i61

and z2 = x2 - i62, with 61,62 > 0.
4V4 = 040 = 4MA = VAV = t0A
SOLUTION: Let
?(-n)e-inz
an(z) = ?(n)einz +
Then
2inz 2inz inz inz

1 1 2
(e - e 2)j(n) = an(z1)e - an (z2 )e
If (iv) is satisfied there exists a constant M such that
lan(z1)I .< M, Ian (z2)I < M, n >. 0,
so that if n j 0
-n61 n62
+ e e - 0(e-elnl),
1?(n)l < M
le2n62 - e-2n611
if c = min(61,62). This proves that (iv) _> (i).

If (i) is satisfied, the series (*) converges in norm on every
strip IIm(z)I < 6, 6 < e Therefore (i) => (ii).
Since it is trivial that (iii) => (iv), it remains to prove
that (ii) => (iii).
Let F be a function holomorphic on the strip Im(z) < 6, 6 > 0,
and such that f(x) = F(x) if x is real. As the relation
F(x + 2n) = F(z)
is true on at, it holds on the entire strip IIm(z)I < 6 (principle

of analytic continuation). Hence there exists a function G de-
fined on the annulus
_6
e < J k I < e6 ,
such that
F(z) = if = eiz
As the function e1z is locally invertible, it is clear that G is

holomorphic on its domain of definition. Let
anEn
462 CHAPTER 11:
be its Laurent expansion. Since the circle IzI = 1 is contained

in the annulus of definition of G,
+m
E lanl < W,
+cm
f(x) = G anel , x R.
and consequently an = f(n). It follows that the series (*) con-

verges (and even converges absolutely) on the strip IIm(z)I < 6.
EXERCISE 11.191: (a): Let f e C00(T). Show that if
IIf(S)II0 = O(Rsr(as + 1)), R>0, a>0,
0(InI1/20'e-(InI/R)1/a).
?(n) =
(b): Now assume that (*) is satisfied. Show that
11f(s)II = O(ssRsr(as + 1)), 0 = (a - )+.
(c): Deduce from this that f is analytic if and only if
O(e-elnl)
If(n)I = for some e > 0.
AVA = VAV - OVA = VAV = AVA
SOLUTION: (a): If A is such that
IIf(S)II < ARSr(as + 1), s a o,
then for all n 4r 0

1 (n)I = I(in)-sf^ (n)I < AI IRIJsr(as + 1).

n
Let us take for s the integral part of (1/a)(Inl/R)1/a. Then
IS
Il
lnlr(as + 1) < (as)-asr(as + 1) ti
e-as
2.
Since
1/a /a
I I - a < as < [J..L]
J
(*) certainly holds.
SOLUTION: (b):
+00
f(s)(x) = E (in)sf(n)e11"`, s > 0,
-00
and consequently
1/a
IIf(s) II00 = 0( 1 ns +1/2a e- (n/R) ).
n=1
Let a = a + 1/2a and
xae-(x/R)1/a
(x) = x 0.
a
9 attains its maximum at
xo = R(aa)a.
Let Na be the integral part of xa. Then

464 CHAPTER 11:
spa(n) F Ja()dx + q) a(NQ) + 9

N
(N + 1) + +1Ta(x)dx
a a 1N
n=1
a
S (Pa(x)dx + 2(p a(xa).
Now,
(x)dx = aRo+lr(aa + a),

J0
Ra(aa)aae-aa
cpa(xa) =
Since r(x + h) ti xhr(x) as x -} 00,
aRa+1r(aa + a) = 0(aaRar(aa)).
Furthermore,
Ra(aa)aae-aa
= O(a'Rar(aa))
Therefore
00
ma(n) = 0(aYRar(aa)), y = max(a,2),

n=1
so
11f(s)JI = 0(syRsr(as + 2)) = O(sy ZRsr(as + 1),
which is precisely (**).
SOLUTION (c): It is known that f is analytic if and only if

IIf(s)II Co
= O(RSal), R > 0. (1)
By part (a) above, (1) implies that
0(e-£InI)
I?(n)I = 0(InI2e-InI/R) = if 0 < e < R
On the other hand, if
IJ(n)I = O(e-EInI),
then by part (b),
IIf(s)II0o
= 0(s2E-SS!) = O(Rss!) when R > 1g .
EXERCISE 11.192: Show that if f e L1(T) and:
Co
f(n)einx
g(x) _ almost everywhere,

n=--
then f = g almost everywhere.
A0A = VAV = AVA = VAV = A0A
SOLUTION: By the Lebesgue-Fejer theorem
aN(x) + f(x) almost everywhere,
But SN(x) - g(x) implies that aN(x) - g(x), so f = g almost every-

where.
EXERCISE 11.193: Let f e L1(T). Show that if
I Ifcx + t) + f(x - t) - 2sI tt <

0
466 CHAPTER 11:
then
?(n)elnx
= s. (DINT'S TEST)
n=-
nvn = vnv - nvn = vnv = nvn
SOLUTION: In fact
r n
sin(Nt+ J)t
a (f;x) - s =1 (f(x + t) + f(x - t) - 2s) dt
J
0
+ eN(x),
with eN(x) - 0. Since the function
t t-1(f(x + t) + f(x - t) - 2s)
is integrable, the integal tends to zero by the Riemann-Lebesgue

Theorem.
EXERCISE 11.194: Let f be a complex function with period 2n.

It is said that f e Lip(a) if there exists a constant M such that
If(x) - f(y)l 4 mix - Y10,
for all x and all y. (Evidently, 0 < a 6 1. Why?).

Show that then
?(n) = 0(n-a).
nvn = vov - nvn - vnv = nvn
SOLUTION: In fact
2n (
)e-inxdx,
= 4nj OX) - flx + n,
0 l J
so
?(n)I 2(rc)a.
EXERCISE 11.195: Let f e L. (T).
(a): If at a point x where f(x + 0) and f(x - 0) exist, one

has for0<t<6,
f(x + t) + f(x - t) - f(x + 0) - f(x - 0)I s Mta, a > 0,
then the Fourier series of f converges at this point to
1(f(x + 0) + f(x - 0)).
(b): If f e Lip(a) the Fourier series of f converges uni-

formly to f.
nve = vov = eve o vov = nvn
SOLUTION: (a): Let
cpx(t) = f(x + t) + f(x - t) - f(x + 0) - f(x - 0).
It is known that
1 6((t) sin(Nt+ j)t dt

a (f;x) - J(f(x + 0) + f(x - 0)) = x
N
0
+ eN(x),
468 CHAPTER 11:
where
lime (x) = 0.
N
By the hypothesis made, t-lcx(t) is integrable, so the result

follows from the Riemann-Lebesgue Theorem.
SOLUTION: (b): If f e Lip(a), f is continuous and it is known

that in this case eN(x) - 0 uniformly in x. Moreover,
ITx(t)I < Mta,
which proves the result.
EXERCISE 11.196: If
IxI-a0(x), 0 < a < 1,

f(x) =
where 0 has bounded variation on show that
0(na-1).
I?(n)I =
400 = vpv = AVA = VAV = AVA
SOLUTION: One can assume that is increasing and positive on

Then
11
n I Ipnlj elxla axl

l
Now,
n -: nx
e dx = na-l(G(nn) - G(in)),
J
C Ix la
where
rx -it
G(x) = e
0 0 Itla
dt.
I
It is known that G(x) tends to finite limits as x + ±m; IGI is
therefore bounded by a constant M, and consequently
Mo(n) na-1
If(n)I .<
EXERCISE 11.197: Let f e LP(T), 1 $< p 4< -. Set
fl=.f, fk - fkfk-1 for k 3 2.
(a): Show that:
P(f) _II.fkII/k
P
exists.
(b): Show that if p(f) = 0 then f = 0 almost everywhere.
ovo = VAV = ovo = vov = MA
SOLUTION: Note that if f,g e LP(T) then
II.f*gIIP < IIfll1IIaIIP S IIfIIPIIgIIp
SOLUTION: (a): It follows from what was noted above, that, set-
ting
ak=IIfk11pI
470 CHAPTER 11:
one has
ak+k 4akak' ak4 IIfIIP

1 2 1 2
It is then classical that
p(f) = limak/k
k
exists.
SOLUTION: (b): For n ea and k = 1
1?(n)Ik = I?k(n)I , IIfkIIl s IIfkIIp'
which implies that
I f(n) I < P(f), n e 2Z.
Therefore, when p(f) = 0 one has = 0, and consequently f = 0

almost everywhere.
EXERCISE 11.198: Let f e L1(T). Assume that for some a > D
27E
0(Ihla).
If(x t h) - f(x)Idx =
0
(a): Show that if
f1 = f and fk = f"fk-1' k 3 2,
then
fk e L2(T) when k >

2a
(b): Show that fk coincides almost everywhere with a con-

tinuous function when k > 1/a.
AV4 = VtV = 4VA = VAV - 4VA
SOLUTION: Note that
2n
f(n) = 1 {f(x) - f+ n)}e-inxdx,
0 IX J
so
0(Inl-a).
If(n)I = (1)
SOLUTION: (a): It follows from (1) that
0(Inl-ak),
Ifk(n)I =
E Ifk(n)I2 < W if k > 21

a
n
But then fk e L2(T).
SOLUTION: (b): If k > 1/a, then
G I?k(n)I <
n
in which case fk coincides almost everywhere with the sum of its

Fourier series, which is absolutely convergent, and hence contin-
uous.
472 CHAPTER 11:
EXERCISE 11.199: Let f eL1(T) be such that f(n) = O(Inl-a),
a > 0.
Show that if p is an integer such that a - p > 2, then f(p)
is defined almost everywhere and belongs to L2(T).
AVA = VAV = AVA = via = Ovp
SOLUTION: It suffices to carry out the proof for p = 1. Indeed,
the result is evident if p = 0, and if p > 2 then
lnlp-ilf(n)I
E
< -,
which ensures that f is (p - 1) times continuously differentiable,

and that
If(P-1)(n)I 0(InI-(0'-p+1))
= with (a - p + 1) - 1 >
Assume, therefore, that a > 3/2, and let us prove that f' exists
almost everywhere and belongs to L2(T). We have
Y Inf(n)12 < M.
Hence there exists g e L2(T) such that
g(n) = in?(n), n ea.
Since it is possible to integrate a Fourier series term by term,
rx
g(t)dt = (f(n)el"x - f(n)).
0
Since
Y If(n)I < -,
the right side is equal to f(x) - f(0), which proves that f'(x)=
g(x) almost everywhere.
L2,
EXERCISE 11.200: If f is absolutely continuous and f' e then
I I?(n) 14 IL I11 + " IV' II2 .

n
SOLUTION: In fact, 11(0)1 : If II1, and
E I1(n)I 4 (I n-2)2(1 Inf(n)I2

n40 n40 n40
t Ilf' 112
ExERCISE 11.201: For every finite set AC 2Z and all e > 0 show
that there exists f e L1 such that
(i) : 0 4 f(n) 4 1 for all n ea;

(ii): f(n) = 1 if n e A;
(iii): 11f111<1+E.
OVA - VOV = AVA = VAV = AVA
SOLUTION: If A C [-r,r] let
f(x) = (2N + 1)-1( elnx )( L elm),
where N is an integer to be determined later. It is easy to see

that
474 CHAPTER 11:
1 if Inj 4 r,
f(n) = 1 - 2N + 1 if r < Inj < r + 2N + 1,

0 if Inj >r+ 2N + 1.
Using the Cauchy-Schwarz inequality and Bessel's equation, it
follows that
211
If(x)I dx < ON + 1)-1(2N + 1)2 UN + 2r + 1)2

1
27E
0
2N+2r+1
( 2N+ 1
If N is chosen sufficiently large, then
ILrII <1+e.
EXERCISE 11.202: Let ((pi) be an orthonormal basis of L2(T).

Prove that
LOA - VAV = AVA = VAV = AVA
SOLUTION: If f e L2(T) then
2 I(fIki)I2.
I
if112 =I
2
In particular, letting f(x) = einx ,
-Ti(n) 12 = 1, n ea.
Now consider a sequence (cn)nea such that
c n > 0, E cn = W c2 <
on
n n
and let g eL2(T) be such that g(n) = cn. If I I1pi111 < °° were to
hold, then we could write
E cn = I I
n n i
_
i n
_ (g*pilgi)
= G (g I Ai,ec"pi)
Z
I19112 l1q'i111,
which is absurd.
EXERCISE 11.203: Let 1 < n1 < n2 < < n < be a strictly

p
increasing sequence of integers. Set
N inx
p
fN(x) = e
P=1
N
Show that for almost all x
limfN(x) = 0.
N
AVA - V AV - t0A = VAV - t0A

476 CHAPTER 11:
SOLUTION: By Plancherel's Formula
Cm 21[
2n L
m=1
J If
2(x)I2dx = 2 < °°,
0 m m=1 m
and consequently for almost all x:
limf 2(x) = 0. (1)

M m
If m2 c N < (m + 1)2, then
2 N in x
fN(x) - N f 2(x) = I e p
m NI
p=m+1
2
(m+1)2-1- m2` 2
N rN-
Since m2/N -' 1 as N -* -, it follows that
limfN(x) = 0
N
for every x for which (1) holds.
EXERCISE 11.204: Let E be a subset of ]0,21r[ with measure zero.

Show that there exists a function f e Lp(T) for all p <
and such that for all x e E
limaNf(x) _ .
N
AVD = VAV = AVA = VAV = AVA
SOLUTION: For every integer k > 1 let Vk be an open set such

that
E C Vk C ]0,2n[, meas(Vk) E 2-k
Let be the characteristic function of Vk and f the function,

9k
with period 2n, equal to G k9k on [0,2n]. If 0 kcp implies that
k
aNf > koNfk.
By Fejer's Theorem, if x e E C Vk, then
liminfaNf(x) > k,
N
so
lima f(x)
N
EXERCISE 11.205: Let (pi) be -a sequence of positive elements of

L1(T) such that
limcpi(n) = 1 for all n e 7L.

2
(a): Show that if f e C(T) then qi*f - f uniformly.
(b): Deduce from this that (Ti) is an approximate identity

for L1(T).
AVA = VAV = AVA = vov = ovo

478 CHAPTER 11:
SOLUTION: (a): If f e C(T) let Ti(f) = w.*f. The Ti's are con-
tinuous linear operators on C(T), and
M = sup 11T111 = suPII(piII1 = su0i(o) f in C(T) for all f e C(T).
SOLUTION: (b): Let 0 < a < n, and let f be the function in C(T)
that is zero on [-Ja,'-za], equal to unity on [-n,-a] and [a,n],
and linear on [-a,-'-2a] and ['za,a]. Then
pi(t)dt pi(t)f(t)dt = 2n(9i*f)(0)

1
atlxI 1t J_n
2nf(0) = 0.
This shows that (pi) is an approximate identity, because, fur-

thermore, Ti > 0 and
IIcpiII1 = ?i(o) ->- I.
ExERCISE 11.206: Let (an)n0 be such that an > 0 for all n, and
A } W. i
n
Show that there exists a continuous function f such that
liml upxInl I f(n)I I al", I f(n)I2 = .

_W
in x
(Consider a series I An'Ie s , where the integers ns increase
s
quickly enough).
nvn = vov = ovo = vov = ovo
SOLUTION: Let n1 < n2 < be a sequence of integers such that
The series
1 in x
s
f(x) _ ante
s
is then absolutely convergent, and thus f is continuous. If n 4

ns for all s then 7(n) = 0, while
`(ns) = A.
Therefore
PXlnl f(n) = mans = m,

li is
E a1n1If(n)12 = I X"
I?(ns)I2
=E1 =.
n s S s
EXERCISE 11.207: Let (an)ne2Z be a sequence of complex numbers

such that
E 1Xnf(n)I < for all f e L1(T).

n
480 CHAPTER 11:
Show that
AV1 = VtV = AVO = V1V = AVo
SOLUTION: Consider the linear mapping of L1(T) into Q1(2Z) which

associates to f e L1(T) the sequence
f = (anf(n))nea'
If fi + 0 in L1(T) and f i -; y in t1(2), then
Yn = limfi(n) = limxnfi(n) = 0.
Z 1.
By the Closed Graph Theorem the mapping f -+ f is continuous.

Hence there exists a constant A > 0 such that:
E IAnf(n)1 < Allf111, f e L1(T).

n
If in the preceding inequality we take for f the Fejer kernel FN,

one obtains
I1 - N+ 1, lanl < A,
lnl<N l
and by making N--> W this yields
L Ian1 < A.
n
EXERCISE 11.208: Let (), n)ne2Z be a sequence of real numbers such

that
X a0, E X=- EX2

n n
Show that there exists a function f e L2(T) such that
(i): If(n)I = o(an);
(ii): For any a < b, ess suplf(x)I = .

asxxb
ovo = VtV = ova = VAV = AVA
SOLUTION: Let c0 be the vector space of sequences u = (un)nea

of complex numbers such that
Inlm IunI = 0,
provided with the norm
Hull = S1PIunl .
co is a Banach space. If u e c0, there exists u e L2(T) such that
u (x) '\
anune",
and
g112
2 = E anlunl2 < IIuI12 E an
n n
The mapping u -; u is therefore continuous from c0 into L2(T). If
I is a compact interval of length greater than zero, let
pI(u) = ess sup I u(x) I .

xeI
482 CHAPTER 11:
It is clear that pI is a semi-norm on co; this semi-norm, fur-

thermore, is lower semi-continuous. In fact, for every function
g, continuous on I, the mapping
is continuous on c0 and
pI(u) = sup{IJIugl:g continuous, J1ii $ 1}.
For every integer s a 1 let us consider the closed set
AS = {u:pl(u) < s}.
We are going to show that AS = 0, which will prove that pl(u)

for all the u belonging to an everywhere dense Gs set (Baire's
O
Theorem). If one had AS +O one would deduce, taking the convex-
ity of AS into account, that for some p > 0,
huh pI(u) '< s. (1)
Let (ar), 1 < r 4 k, be a sequence of real numbers such that the

intervals I + ar cover [0,2n]. If
hull < 1, and

u(r) _ (une is n
r nea'
then also
11U(r)
11 F 1,
and by (1)
ess sup Iu(x)I = ess sup I c(x + ar) I =

pl(u(r)) 4
I+a r I P
(since u(x+ar)=u(r)(x)). Hence s/p would hold if Ihu1141.

For every function f e L1(T) the mapping
2n
u 2nI
z7(x)f(-x)dx
0
would be a continuous linear functional on c0. Thus there would

exist a sequence (an)ne7G such that
((2n
E lanI < and unan = 2n10 u(x)f(-x)dx, u e c0.
By taking for u the sequence whose n-th term equals l and all of
whose other terms are zero, one obtains
an = anf(n),
and consequently
X andf(n) <
n
and thus would hold for all f e L1(T). By the preceding exercise
this would imply -
IX <
n
n
contrary to the hypothesis.

Let (1k) be a sequence of compact intervals with lengths great-
er than zero such that every interval I of length greater than
zero contains an Tk. For every k there exists a Gd everywhere
dense in c0, say Ek,,such that pI (u) = m if u e Ek. The set
k
484 CHAPTER 11:
E = nk Ek
is then a Gd everywhere dense in c0, and if us E then
u e L2(T),
u(n) = anun = o(A ),
pI(u) = ess sup Iu(x)I >. ess sup Iu(x)I _ .

I Ik
EXERCISE 11.209: Assume that
cn ' cn+1 3 0, en < n , n > 1.
(a): Show that
N
I c sinnxl < 2Av.
I
n
n=1
(b): Deduce from this that the functions
W
f(x) = E cnsinnx
n=1
belongs to L1(T), and that the right side is its Fourier series.
SOLUTION: (a): One can assume that 0 < x < it. Let M be an ipte-
ger between 1 and N - 1. Noting that
1
sinnxI < nx and Isinpx + + singxl <
si- x < x 9
one obtains
N M N
An
1 csinnx1.1 111+1 E 15AMx+ M+1x.
n=1 n=1 n=M+1
If x > / let M = 0, so that the first sum disappears and a bound

A' is obtained. If x < //N let M = N, so the second sum disap-
pears, which again gives the bound AI. Finally, if 1 4 I/x < N
make M = [I/x], which leads to the bound 2AVi.
SOLUTION: (b): It is known that the series giving f(x) converges

for all x (Abel-Dirichlet Theorem). By Lebesgue's Dominated Con-
vergence theorem, f e L1(T) and the partial sums of the series con-
verge to f in L1(T), so ?(n) = en.
REMARK 1: f is continuous on ]0,n], since
I ensinnxi 4
x aN+l'
n=N+l
REMARK 2: Plancherel's Theorem shows directly that there exists

a function g e L2(T) C L1(T) such that:
M
g(x) = E Cnsinnx,
n=1
in the sense of convergence in L2(T). By Remark 1 f = g almost

everywhere, whence the result.
EXERCISE 11.210: Consider the trigonometric series
W
ansinnx, (*)
n=1
486 CHAPTER 11:
where (an) is a sequence of positive numbers which decreases to

zero.
(a): Show that the series (*) converges for all x.
(b): Show that the following conditions are equivalent:
(i): The series (*) is uniformly convergent;
(ii): The series (*) is the Fourier series of a continuous

function;
(iii): an = o(1/n).
(c): Show that the following conditions are equivalent:
(i): There exists a constant M such that:
N
E ansinnx I c M, x eat, N>, 1;
n=1
(ii): The series (*) is the Fourier series of a function

of L-(T);
(iii): an = 0(1/n).
(d): Show that the following conditions are equivalent:
(i): The series (*) is the Fourier series of a function

of L1(T);
(ii): The sum of the series (*) is a function in L1(T);
(iii) : E n-1 a < -.
Show that in this case the partial sums of the series (*)
converge in L1(T).
000 = Vov - AVO = vav = ovo

SOLUTION: First recall that the formula:
2sinnx.sin-x = cos(n - J)x - cos(n t J)x
shows that for N < M and 0 < IxI 4 it
N
cos(N - ')x - cos(M + })x 1
D (x) = sinnx =
2sin ( )
N,M n=N -
IDN,M(x)I
< since
i T , 0 < IxI 5 n. 2)
On the other hand,
M M-1
I a sinnx = aMDN M(x) + E Aan.DN n(x), (3)
n
n=N n=N '
where
4an 3 0.
= an - anti
From this one deduces that
Mp naN
ansinnxl < 'T , 0 < IxI < it. (4)
InLN
SOLUTION: (a): (4) shows that the series (*) is uniformly con-
vergent for 0 < d s IxI < it. It clearly converges for x = 0.
Thus its sum is an odd function, continuous for 0 < IxI 4 it.
SOLUTION: (b): If the series (*) is uniformly convergent, then

488 CHAPTER 11:
lim{supl I ansinnxl} = 0.
N-' x gN+1,<n4N
In particular,
nn
lim a sin = 0.
N- 2N+14n4N n 2N
Now,
Na
I n
asin 2N N (5)
ZN+itn<N 2V2-
which proves that NaN - 0, and thus that (i) => (iii).
Let
eN = supnan.
n>,N
If 0 < IxI < it, there exists an integer p such that
it
FT-1
Using (4) with N replaced by N + p and letting M one then

has
I I ansinnxl 4 1
1 ansinnxl + I
: ansinnxI
n>.N N4n<N+p n>'N+p
naN+
IxI I na +
Non<N+p n ix
.pIXICN+(p+1)xN+
P
so that, because
pIxl < it and (p + 1)aN+p .< (N + p)aN+p S EN,
we have at last
an sinnxl < (n + 1)e (6)

N_
I n3N
which proves (iii) =>;(i).

If the series (*) is uniformly convergent, its sum is a con-
tinuous function f whose Fourier coefficients are obtained by in-
tegrating term by term, which shows that the Fourier series of f
is certainly (*). Thus (i) => (ii).
If (*) is the Fourier series of a continuous function, then the
Fejer sums aN(x) of (*) converge uniformly. Since aN(0) = 0, it
follows that
N02N(2'N) = 0.
If x = 7t/2N then nx < it, hence sinnx 3 0, when n < 2N and nx < 7E12,
2nx
hence sinnx a = when n < N.
N, Thus
a2N(77E
N) ;' n1N (1
n1
2N + 11 N 2N n
2N n<N
I 1 ) a
We have thus proved that (ii) => (iii).
SOLUTION: (c): Inequality (5) proved above again shows that (i)
=> (iii), and in the same way (iii) => (i) follows from (6).
Furthermore, (i) implies that the sum of the series (*) belongs
to LW(T), and Lebesgue's Theorem justifies obtaining the Fourier
490 CHAPTER 11:
coefficients of this sum by integrating term by term, so that

(*) is certainly the Fourier series of its sum. It has thus been
proved that (i) => (ii). On the other hand, if (ii) is satisfied,
the aN are uniformly bounded, and the inequality
a2N (2'N, > 4 (N + 1)aN
proved in part (b) shows that (ii) => (iii).
SOLUTION: (d): Letting N = 1 and M - in (3) yields
f(x) _ ansinnx = Aanb1 n(x).

n=1 n=1
L '
Note that by (1)
cosix - cos(n + )x sin2 x ,

D1,nx_-
+ "2sinnx,
2sinx tangy
g(x) = Dansin2'nx
tanx
n=1
h(x) = 2 1 ansinnx.
n=1
Since
Aan > 0 and E Aan = a0,
the function h is continuous (note, furthermore, that as the ser-

ies which gives h is absolutely convergent, this series is cer-
tainly the Fourier series of h). Furthermore, because
sin 22nx ' 0

for 0 < x 4 n,
tanix
g >. 0 and
(n cWc ' n
Og(x)dx = ax (7)
°anj0 tan x
n=1
It follows that f e L1(T) if and only if the series which appears

in the right side of (7) converges. Furthermore, in this case
the Fourier series of f certainly is (*), for the integrals of
g(x)sinnx and h(x)sinnx are obtained by integrating term by term,
and therefore
J71 lrn
f(x)sinnxdx = Da (x)sinnxdx = Aa = a .
n n k nJI 1,k k=n k n'
k=1 n
Thus (ii) => (i).

As the fact that (i) => (ii) follows from exercise 11.192, in
order to prove that (ii) <_> (iii) it remains to prove that the
convergence of the right side of (7) is equivalent to I n-1a <
n
Now, since
1 2
tan x - X
is integrable on (0,n), we have
ji7c
JO sinntx
z
dx = 2J1 s x dx + 0(1) = + 0(1)
n logn,
492 CHAPTER 11:
and because
lognti1+2+ to,
(ii) is therefore equivalent to
I1 t + t .1 Aan < (8)

n=1 2 n11
Since
N
I n= I1 + + ... + N)aNtl + 1 I1 + + ... + nlpan
n=1 2 n=1 l
2
11
it is clear that (iii) implies (8). The converse is also true,

because
I1 t + +
NJaN+l =
[i++ ... + tan
n:Ntl
2
1 {1 + + + nldan.
n>.N+1
2
Finally, if sN is the n-th partial sum of the series (*), then
f(x) - aN(x) _ Aan.D1 n(x)

n>N '
(cf. (3)), and consequently
Ilf - SN II1 N 'n
But by the preceding
II51 nIll ti 1 logn,

hence by (8)
IIf-SNII130.
EXERCISE 11.211: (a): If (an)n30 is a sequence of complex num-

bers such that
00
an -' 0, E IA2anI < 00,

n=0
prove that the series
Co
f(x) = la0 + ancosnx (1)

n=1
converges for 0 < x < 2n, and that
Co
f(x) = 2 1 (n + 1)A2anFn(x), (2)

n=0
where Fn denotes the n-th Fejer kernel.
(b): Show that if
an -> 0, 1 (n + 1)Io2anI <

n=0
L1,
then the function f e and that if:
an + 0, n&an -> 0, 1 (n + 1)IA2anI < m,

n=0
then the right side of (1) is the Fourier series of f.
evo - vev - 4aL - vov = pv4

494 CHAPTER 11:
SOLUTION: (a): We have (where Dn is the n-th Dirichlet kernel):
a N N
8N(x) = 2 + E ancosnx = an( (x) - Dn_1(x))
2 n=0
= n
n=1
N-Ci
2 aNDN(x) + G AanDn(x).
n=o
2
Since
D0 + + Dn = (n + i)Fn,
this yields
N-1
sN(x) = 'aNDN(x) + jN aN_1FN-1(x) + E (n + i)A2an.Fn(x).
n=0
For 0 < x < 2n:
IDN(x) 1
sin x , IF (x)l <
n
(n +
1
-12X
which gives the result.
SOLUTION: (b): If
an - 0, G
(n + 1)IA2anI < °°,
then (2) shows that f e L1(T), since IIFn1I, = 1. Moreover, the

convergence in (2) holds in L1(T), so for every integer k:
2f(k) _ (n + 1)62anFn(k)
n=0
m
= I (n + i - k)t2an.
n=k
Now,
N
E (n + 1 - k)a2an = ak + (N + 1 - k)DaN+1'
- aN+l
n=k
Consequently, if, in addition,
NAa -> 0
n
we obtain that
?(k) = jak,
which proves the last assertion.
EXERCISE 11.212: (a): Let f e L1(T), f >, 0, and 0.
Show that for 0 < a < it,
r n a
f(t)dt <
1
1
- it aJ-f(t)dt.
a
(b): Let (cn)ne2Z be a sequence of positive real numbers.

Suppose that there exists d > 0 and he L2(-S,S) such that
+m a
E ccp(-n)
n = 71-h(x)(p(x)dx (*)
n=-m S
for every function cp that is infinitely differentiable and has

compact support contained in ]-S,S[.
Show that
aJ a
C2
< Ih(x)I2dx.
n=-w S
nvn - VAV - tV - vov = nvn

496 CHAPTER 11:
SOLUTION: (a): Let 8 be the characteristic function of [-a/2,

a/2] and W = 8*8. Then
a
0<W< Zn and W(x)=0 ifa< Ixl <n.
Furthermore,
?(n) = 18(n)12 > 0.
Therefore
it +W
2nfa f(t)dt > 1 f(t)c(t)dt = 2n = f(n)s(- n)

a n n
I8(0)I2n
2nf(0)$(0) = f(t)dt
fn
2 n
(2 n) f _nf(t)dt,
and the result follows
SOLUTION: (b): Set, as usual
(f19) = J_1r.
For s = 1,2 ... let 85 a C'(T), 85 0, 11-5sll l = 1, and 85(x) = 0

if 1/s << 1x1 < it. Then
lim85(n) = 1, (1)
S
for all n ea. Denote by Cam(-6,5) the set of infinitely differen-

tiable functions with compact support contained in In
the usual manner Cam(-d,d) is identified with a subspace of CS(T).

s*0s e C (-d,d) whenever s is large enough. Applying (*) to this

function yields
I en1;S(n)I2 <
n
Hence one can define a continuous function
an1SS(n)I2einx.
gs(x) = I (2)
n
Let 0 < y < 6 and p e C (-y,y). Whenever s is large enough

p68s°e4s e C and consequently
(gSIW) _ a 1i S (n)I2 ThT= (hlpda8se8s)

n
= (h* *9sk,P)
Therefore
gs = h*e JS on ]-Y,Y].
S
Taking the complex conjugates of both sides of (2) and then

multiplying term by term, one sees that the Fourier coeffi-
cients of Igs I2 are all positive. By part (a) one therefore
has
Y
112
IIgs 2 YJ-YIh*Os*8sI2 Y Ilh*ss*;s 1122 < Y Ilhll2,
and on making y - 6:
IIgsII22 6 IIhlI2. (3)
Taking (1) and (2) into account, we have limgs(n) = cn

8
498 CHAPTER 11:
and, using (3),
Icn12 Icn12
I = sup E = sup(lim X (0 s(n))2)
n N InkkN N s Inl4N
< anIIh112.
EXERCISE 11.213: With every function f e L1(T) there is associ-

ated its ADJOINT FOURIER SERIES:
I -isign(n)f(n)e1RX,
where
-1 if n s -1,
sign(n) = 0 if n = 0,
1 ifn1.
The ADJOINT FOURIER SUMS of f are the numbers
I
-isign(n)f(n)eln".
SN(x) =
InI,<N
(a): Show that
s*N = f*D*N',
where DN is a function to be determined.
(b): Show that
ti 2logN,
J D(u)du
0
(c): If c is an integrable function such that

TRIGONOMETRIC FUNCTIONS 499
lime(u) = 0,
u+0
show that
J e(u)DN(u)du = o(logN).
0
(Set
AN(u) = J(u) - sinNu,
and note that
AN(u) 0 if 0 '< u 4 n).
(d): Deduce from the preceding that if
t = lim(f(x + u) - f(x - u))

U-0
then
3N(x)
lim togN
N
(e): Then prove the following result: If f has left and

right hand limits at all points, and if
If(n)I = ° (1)
n
then f is continuous.
AVA m VAV m AVA - VDV ° AVA
SOLUTION: (a): It is clear that

500 CHAPTER 11:
N
DN(u) = 2 1 sinnu. (1)
n=1
Multiplying both sides by sinNu we find
cosju - cos(N + ')u

D*(u) = 0 U (2)
N sinNu
SOLUTION: (b): By (1),
it ["(N-1)] 1
JD(u)du=2 -n-.72
0N n=0
ti 2logN.
SOLUTION: (C): It is easily seen that for 0 < lui 4 it,
ON(u) = DN(u) - sinNu - (1 - cosNu)cotju.
By the Riemann-Lebesgue Theorem:
Let a > 0, and choose d > 0 so that
Ie(u)I < a if 0 E u < d.
The Riemann-Lebesgue Theorem and the fact that
AN(u)>.0 if 0su4 R.
show that
n r n n
iJ eA*1 < a A* + J e(u)cotiudu + o(1).
N
0 J
oN d
Since
JOAN = JODN + 0(1)
ti 2logN,
from this one concludes that
n
limsup(logN)-11E J E 2a,
N fo
an d, since a is arbitrary, that
EAN = 0(logN).
J
0
By (3) we also have:
n
J0CD = o (logN).
SOLUTION: (d): As the function DN is odd, it is easily seen that
n
N(x) _ - 2nJ (f(x + u) - f(x - u))DN(u)du,
0
If
f(x + u) - f(x - u) = C + e(u) with lirE(u),

u-*0
from parts (b) and (c) above one deduces that
lim(logN)-1sN(x) _ - n (4)
N
502 CHAPTER 11:
SOLUTION: (e): If f has left and right hand limits at all points
then £ exists at every point x and is equal to
f(x + 0) - f(x - 0).
Further, if
f(n) = a
11n J '
then
IsN()I 6 I (11(n) + f(-n)) = of I I = o(logN).

n=1 (n=1
From (4) it is then deduced that £ = 0, which proves that f is

continuous.
EXERCISE 11.214: (a): Let (un)n)1 be a sequence of positive num-

bers such that
A
U c
n n
Set:
u1 + 2u2 + + nun
an = n ,
2 2
u2 + 4u2 + + n u
bn = n ,
yn = n L ussin2
2n
s=1
Show that the conditions an -> 0, bn - 0, yn -* 0 are equiv-

TRIGOROMETRIC SERIES 503
alent. (Prove that
bn Aan, an2 < bn yn
and that for every integer v
n
2
vb +A
2
Yn 4 nv v
(b): Let f be a real function with left and right hand

limits at all points, and with period 2n. For every integer
n > 1 set
2n-1
9n(u) _ If(u + xr+l) f(u + xr)I2
r=0
where xr = nr/n.
Show that if
If(C + 0) - fU - 0)j > d > 0 at some point E.
then whenever n is large enough
rp n(u) > d for almost all u.
Show also that if f is continuous and has bounded variation,

then (pn -> 0 uniformly on R.
(c): Calculate:
r2n
J pn(u)du,
0
using Plancherel's Formula.
(d): With the aid of what has gone before, prove the fol-
504 CHAPTER 11:
lowing theorem (owed to Wiener): A necessary and sufficient con-

dition for a function f with bounded variation to be continuous
is that:
2f(2) + ... + nf(n)
lim f(1) + = 0.
n n
AVA = V/V = AVA = VAV = AVt
2 2
SOLUTION: (a): Since s us .< Asus, it is clear that b n .< Aan.
The Cauchy-Schwarz Inequality shows that
Iu2 + 4u2 + + n 2u 2 2 = b12.

a n n
l J
Furthermore, noting that sinu . 2u/n if 0 . n I us(;8 )2 = bn.

s=1
yn < n X
us l(2n) 2+ A2n L
s=1 s>nv s 2
"4
2
bnv + A2nl
r
1nv x
2
a2 _ n4v bnv + A
2
All this shows that an - 0 is equivalent to bn - 0, then that

yn -)- 0 implies bn + 0, and finally that if b -* 0 then for every
n
integer v > 0
2
l i nsupyn - A
and consequently yn + 0.
SOLUTION: (b): If
there exists an integer n0 such that:
n) - f(a)I > d if n a n0 and a < E < a + n (1)
If u t C + nQ there exists an integer k such that
u< C+2kn <u+2n,

and then
E + 2kn # u + xr for all r.
Hence there exists r such that
u+xz,< +2kn<u+xr+1, 04r<2n.

By (1) and the periodicity of f, this implies that
If(u + xr+1) - f(u + xr)I > d,
and we have thus proved that
9 (u) > d2 if n > n0 and u $ E + nip.
If it is now assumed that f is continuous and has bounded var-

iation, then for all e > 0 there exists n > 0 such that
If(u) - f(v)I < e if Iu - VI < n,
and consequently if n/n < n,
2n-1
qpn(u) < e I If(u + xr+1) - f(u + xr)J e EV(f;0,2n).
r=0
506 CHAPTER 11:
This shows that n i 0 uniformly on1R.
SOLUTION: (c):
(eisxr+1 - eisxr)f(s)eisu
f(u + xr+l) - f(u + xr) ti
s
is(x + n/2n) (( ll
sinl2nJf(s)eisu.
ti 2ie r
s ll
Plancherel's Formula gives
m
(2
gn(u)du = 8n Y IJ'(s)I2sin212nJ
2nl 0 s= l
and as f is real, ?(-s) = f(a), so that
M
(27[
2j pn()du = 16n = Ij(s)I2sin2[22n-
0 s=1
SOLUTION: (d): By the results proved in parts (b) and (c),
n If(s)I2sin2[In- 0
s=1 JJJJ
if and only if f is continuous. Furthermore, as f has bounded

variation,
Using part (a), Wiener's Theorem is obtained.
EXERCISE 11.215: (a): Show that there exists a sequence

such that 0 4 as 4 1 and that for every integer p 3 1:
TRIGQNOMETRIC SERIES 507
(1 t cost)(1 + cosst). (1 t cos4p-1t)
(4P-1)/3
_ I ascosst. (1)
S=O
(b): Denote by yp the number of indices s such that:
0<s< 3 (4p- 1), as40.
Show that
yptl - yp
= 3P.
(c): Deduce from this that there exists a continuous func-

tion f with period 21, such that for all x
x
f(x) x + limJ (1 + cost)(1 + t cos4p-1t)dt.
p-0 0
(4)
(d): Show that f has bounded variation and that its Four-
ier coefficients are not o(1/n). Calculate f(4n)).
ovo = vov = ovo = VAV = ovo
SOLUTION: (a): First note that
(1 + cost)(1 t cos4p-1t)
is a linear combination of functions cosst for
0<s<1+4+ + 4P-1 = 1 (4P - 1).
Multiplying this combination of functions by cos4Pt, one obtains,

508 CHAPTER 11:
for s 4 0, the two terms
cos(4p + s)t,cos(4p - s)t.
The coefficients 4p + s and 4p - s lie respectively between 4p t1

and 3 (4p+1 - 1) and between 3 4p + and 4p - 1. Now
3
(4p - 1) < 4p + 3
3
which shows that there exists a sequence (as) satisfying (1) for
all p > 1. By what has gone before it is clear that as = 2-u
with u eJi, for all s such that as # 0; in particular, 0 < as < 1.
SOLUTION: (b): -y - yp is equal to the number of terms which

P+1
appear upon multiplying the right side of (1) by cos4pt and re-
placing the products of cosines by sums; by the analysis carried
out in part (a)
yp = 2(yp - 1) + 1 = 2yp - 1,
yptl
and consequently:
(yp+l yp) = 3(yp - yp-1
One can show that y2 - yl = 3, so
3p.
yptl - yp
SOLUTION: (c): Let us denote by Fp(x) the value of the integral

which appears in the right side of (2). We have
a
IFp+1(x) - Fp(x)I .< .. < (Contd)
(4p-1)/3<s4(4p+1-1)/3
Yp+1 - yp = 3p+1
(Contd)
(4p-1) 4p-1
3
Therefore -x + Fp(x) converges uniformly on ]R to a continuous

function f. Furthermore, the integral over [0,21] of
- 1 + (1 + cost)(1 + cos4p-1t)
is zero. Hence -x + Fp(x) has period 21. Therefore so does f.
SOLUTION: (d): For all p,FF is increasing; thus the same is true
for its limit. But then f has bounded variation because it is
the difference of two increasing functions. The Fourier coeffic-
ients of f are the limit of those of -x + F (x), so
aSsinsx
f(x) s
s=1
It is clear that:
4-s
2if(4s) =
which proves that si(s) does not tend to zero.
EXERCISE 11.216: The object of the exercise is to construct a

function f e Lip(a) whose Fourier coefficients are not o(n-a) (cf.
exercise 11.194). Let a > 1 and 0 < a < 1. Set
f(x) _ a nacosanx, -n < x 4 R.

n=0
(a): Let u a 0. Show that
Aa1-a) [u] -u + Ba-c'

If(x + a-u) - f(x - a-u)I 4 (
510 CHAPTER 11:
where A,B are constants depending only upon a,a, and where [u]
denotes the integral part of u.
Deduce from this that f e Lip(a).
(b) : Set
sinTrx
F(x) = if x # 0, F(0) = 1.
Prove that
(1-a)n
f(s) _ a n Flan - s). (*)
n=1 a + s
(c): Let 0 < A < loga, and let n0 be an integer such that
n0 1
a >2loga-A
For every integer v > n0 denote by sv the integer such that
v- 1-zsav<sv+
Show that
IF(an - s V )I < 1 ifn>v,

t(avloga - J)
and
IF(an - sv)I < 1n if n0 s n < v.

naa
(d): Deduce from this that
6 > 0
Vf(sv
whenever v is large enough, and that, in particular, ,f(s) is not

O(s-a).
REMARK: When a = 1 every function f e Lip(1) has bounded variation.

In this case then see exercise 11.215.
ovo - VtV - ove - V1V - ovo
SOLUTION: (a):
f(x + a-u) - f(x - a-u) = - 2 1 a-nasinan-using x,

n=1
so
[u]-1
lf(x + a-u) - f(x - a -u ) <2 E a (1-a)n-u +2 a -na
n=1 n= [u]
2a(1-a)[u]-u + 2a-a[u]
a1-a n-a
-1 1-
Setting:
A B= ,
a 1-a2
-1 1- 2 a_a
the desired inequality is obtained. Then
If(x t a-u) - f(x - a-u)i < '[Aa(1-a)([u]-u) + Baa(u-[u])1

2a au
< -(A + Baa),
which shows that f e Lip(a).
SOLUTION: (b): The series which defines f is absolutely conver-

512 CHAPTER 11:
gent, and consequently
a-na lI (cosanx)(cossx)dx.
n
n=0 0
On observing that
(an + s)F(an + s) = (an - s)F(an - s),
and that consequently
n
F(an + s) + Flan - s) = 2a F(an - s),
(an + s)
this yields
(1-a)n
(s) _ a F(an - s).
n=0 an + s
SOLUTION: (c): Note that
F(x)I <
n x if x # 0,
17
and that if n > v
a ' - 8 v a an av > (n - v)aloga > avioga - 2.
Since
n n
avioga - 1 > a ologa - z > as 0 > 0,
it follows that
IF(an-8 1
if n > v.
V
)I <
n(avloga - 1)
TRIGONOMETJ?IC SERIES 513
If it is now assumed that n0 E n < v then
sv - an > av - an - '7 > (v - n)anloga - ' >. anloga - 'z > aan,
because
n n0
a >, a > 2 logo - A
Thus
IF(an - sv)I < 1 if n0 4< n < V.

n
naa
SOLUTION: (d): Taking into account part (c) and the inequalities
IF(x)l < 1 for all x and IF(x)l >. 2/n if jxj < 'zf we obtain
In0 1 and-a)n
F(an
- sv)I . _n r 1
a(l-a)n
- 0(a-v),
n=0 a+ s v v n=0
v-1
a-an
= 0(a-v),
n s
n=n0 v n=0
1 a-an = 0(a-v),
s
n=v+1 n(avloga - Z) n=0
and
(1-a)v (1-a)v
a F(av - s v )>,2a
71 2av+
av+sv
ti
1 -av
7Ca
It follows that if 0 < 6 < 1/rz then

514 CHAPTER 11:
av1f(s)I
> a
when v is large enough. Since sv ti aV we also have
SC, l?(8V) >
for v large enough, which proves that the .W's are not o(s-a).
EXERCISE 11.217: (a); If -1 < r < 1 set
Pr(x) = I rlle
n inX
1 - r2
1 - 2rcosx + r2
(b): For every function f e L1(T) set
+00
Ar(f;x) _ L
rlnl?(n)e"x.
Prove that if f(x + 0) and f(x - 0) exist at a point x, then
lim A(f;x)
r = '2(f(x + 0) + f(x - 0)).
r-*1-
(c) : Set
(x
F(x) = f(t)dt.
J n
Prove that if F(n) = 0, then

n
( x) = 1 F(x + t) - F(x - t) Q (t)dt
r f'
A
2nj_n 2sint r '
where Qr is a function to be determined.
(d): Prove that as r -> 1 (r < 1) the Qr's form an approx-

imate identity in L1(T).
(e): Prove that if at some point x the "symmetric deriva-

tive of F", Dsf(x) = lim[F(x + t) - F(x - t)]/2t, exists and is
t->0
finite, then
limA (f;x) = D F(x).

r+1_ r s
(f): Compare this result with the Lebesgue-F6jer theorem.
AVl = V AV = p0A = OAV = A0A
SOLUTION: (a):
P(x)=1+ re ix + re -ix - 1-r 2
r 1 - relx 1 - relx 1 - 2rcosx + r2
SOLUTION: (b): Replacing the f(n) by their defining expressions

in the formula for Ar(f;x) shows that
Ar(f;x) = (f*P )(x).
Note that the r form an approximate identity in L1(T) as r -} 1,

since
n
1
Pr > 0, J- P (x)dx = 1,
2n
n
r
and for all 6 > 0

516 CHAPTER 11:
P (x)dx < P (d), lime (d) = 0.

2n
dslxl<n r r r-*1 r
Set
s = 1(f(x + 0) - f(x - 0)),

Q(t) = f(x + t) - f(x - t) - 2s.
Taking into account that P (-x) = Pr(x), one easily sees that
(n
A(f;x)
r
- s = 2n J QtP tdt.
0
Let e > 0; if d is chosen so that
IQ(t)I < e if 0 < t < d,
then
IAr(f;a) - sI . e + Pr(d)IIQIII,
which proves that
limAr (f;x) = s.
r+1-
SOLUTIONS: (c);(d): Integrating by parts and taking into account

that Pr'(-t) = -Pr(t) yields
it n
1 1
Ar(f;x) = 2J- f(t)Pr(x - t)dt - 2nJ- F(t)Pr(x - t)dt
n n
n n
= 2nJ- F(x - t)P'r (t)dt = - 2nJ- F(x + t)P'(t)dt,
r
n n
so
n
Ar(f;x) = - 2n j(F(x + t) - F(x - t))P'(t)dt
n
setting
Qr(t) sint.P (t),
we have
F(x + - t) Qr(t)dt.
Ar(f;x) = 2If 2sintF(x (1)
n
It is clear that
Qr(-t) = Qr(t) and Qr >. 0.
Also, if f(x) = cosx then F(x) = sinx; therefore taking f(x) _

cosx and y = 0 in (1) yields
n
Qr(t)dt = r.
2nI
n
Finally an elementary calculation shows that
( 2
sint
Qr(t) = 2r(1 - r2 )I
2)
l1 - 2rcost + r )
attains its maximum when
2r
cost =
1 + r2
Therefore, if 0 < d < it then
sup Qr(t) 4 Qr(d),

66t67[
518 CHAPTER 11:
as long as
r2)-1
cosd < 2r(1 +
Since Qr(d) -> 0 as r -> 1, the Qr form an approximate identity in

L1(T).
SOLUTION: (e): By adding a constant to f, F(n) may be assumed

to 0. Setting
fi(t) = F(x + t) - F(x - t) - D F(x),

2sint S
we have
n
Ar(f;x) - D(x) = 2nJ (t)Qr(t)dt + (r - 1)DF(x),
-n
since i(t) -> 0 as t - 0, one can show as in (b) that the integral
on the right side tends to 0 as r - 1, from which the result fol-
lows. (Note that there is no problem at ±n since at these points
Qr(t) " (constant)sin2t).
SOLUTION: (f): In particular
Ar(f;x) + f(x)
at all points where f(x) = F'(x), i.e. almost everywhere. Now,

the condition f(x) = F'(x) can be written
rh
limh_1
h-*O 0 + u) - f(x))du = 0.
Therefore this result is better than that of Lebesgue-Fejer,

which says aN(f;x) - f(x) if
h
limb-11 If(x + U) - f(x)ldu = 0.
h->0 J0
EXERCISE 11.218: The series en converges to s in the sense of
Borel (written
(B)
c
n
s)
_m
if
n
r s r
r-
lime
n=0
ni = s
where
sn = IpI e
<n
(a): Show that if
in the ordinary sense, it also converges to s in the Borel sense

(use Exercise 10.177).
(b): Show that
z n (B) 1 1 z
if Re(z) < 1.
n=0
(c): For every function f e L1(T) set:

520 CHAPTER 11:
n
Br(f;x) = e-r 8 (f;x) x,
n30
n n'
Show that
Br(f;x) = (f*Br)(x),
where
e-2rsinÌx sin(lx + rsinx)

B (x) =
r sinix
(d): Prove that
rx
J(x) = J Is u du tin logx as x
0 u
(e): Prove that
IIBr11, = 7c/2e-2ru2 Isin(2r 1)ul

du + 0(1) as r
JO
r
116111ti 21ogr, r
R
(f): Using (e), show that there exist continuous functions

whose Fourier series does not converge in the Borel sense at cer-
tain points.
(g): Prove that if f e L1(T), and if
1
lim(f(x + t) - f(x))log = 0
t-r0 I I
at a point x, then
?(n)einx
(B) f(x).
AV0 = V AV - AVA = VAV = DOA
SOLUTION: (a): If Cr.) is a sequence of real numbers that tends

to +-, and if:
n
-r. r.
un,i = e n! '
then:
(i): U >. 0;
n,i
w
(ii) : E u
n,i = 1;
n=0
(iii): limu = 0.
ti
ni '
By exercise 10.177 this implies
s rn
X1->-
limer
ni s ifsn->s.
n=0
SOLUTION: (b): In this case
1-zn+1
sn 1-z
and consequently
522 CHAPTER 11:
s rn
e -r L n
n=0 n! = 1 1 (1 - ze
z
from which the result follows.
SOLUTION: (c): Because f*Dn it is clear that
Br(f; ) = f*Br,
where
n
-r C
Dr
n
= e
Br n=O nt
.
Recall that
i(n+ )x
Dn(x) = ImIe si-fix z
0 < lxI
and consequently
Br(x) = se. x i Im(ejx+reix
=
e-r(1-cosx) sin(x + rsinx)
sinix
SOLUTION: (d): First of all, if n > 0 is an integer, then
n-1 n
J(nn) =
sinx dx.
J X sn
8=0 0
The integral that appears in this expression is equivalent to

2/ns are s -> -, which proves that
J(ma) ti loge.
Therefore, when x -> m:
0 < J(x) - J(1[x/71]) <

[x/1]
J(n[x/n]) ti n log[x/n] tin logx,
and consequently
J(x) ti n logx.
SOLUTION: (e):
2 1/2 e-2r sin2u

IIBrIIl = nj Isin(u + rsin2u)Idu.
sinu
0
As the function 1.1 - 1 is bounded on [0,1/2], it is clear

s inu
I
U
that as
2 n/2 e-2rsin2u _
IIBrIIl = nj Isin(u + rsin2u)Idu + o(1).

u
0
Using the mean value theorem and the inequalities
sinu 32n , 0<u< 2

4
u2 - sin2u c 9 ,
this yields
524 CHAPTER 11:
_ e-2ru2) du rn/2u3e-8ru2/n2du = 01
lx/2(e-2rsin2u
0
u < 23-f
O r
Consequently
2
2 n/2 a-2ru
IIBr1I1 Isin(u + rsin2u)ldu + o(i).
= 'If 0 U
Applying the mean value theorem once again, and using the inequal-
ity
3
u- sinu F 6, u 3 0,
it follows that
3
4r3u
Isin(u + 2ru) - sin(u + rsin2u)l t
and since
43 f
o/2u2e-2ru2du
= Cl rJ
one deduces that
2
2(( n/2 a-2ru
IIBrlll = 0 u Isin(2r + 1)uldu + o(1).
,if
To evaluate the integral which appears in the preceding formula,.

choose a d > 0 and write that
-2d
e J((2r + 1)r-'6) t 4 J((2r + 1)r-16) logr,
fo it
2
n/2 fm e-2u
du.
U
611F S
Then
2 IB
2 e-2 r
< liminf logr
ill
limsup
JIB rill 2
1E
- loy 1<
10r II1 _ 2
logy n2
SOLUTION: (f): The linear functional on C(T) defined by
f - Br(f;x)
have JIBr11, as norm. By the principle of condensation of singul-

arities, for all x there exists a GS everywhere dense in C(T)
such that
SuPIBr(f;x) I = 00
if feG6.
SOLUTION: (g): Note that
n e-r n n
71
1Br = n>,0 n! 21J-1Dn
=
e-r
I
Ln = 1.
n.
n>.O
If, for 0 < Iti 4 it, we set

526 CHAPTER 11:
w(t) = (f(x + t) - f(x))log1--1 ,

t
Br(t)
Qr(t) =
log l t l
then
U
Br(f;x) - f(x) = 2nf-X cp(t)Qr(t)dt. (1)
Note that for 0 < 6 < ItI E n:
-2rsin2'z6
IQr(t)1 log2 sin 6
On the other hand, some calculations similar in every way to

those carried out in (e) show that
2
n/2 a-2ru
IIQr1I1 = jcJ Isin(2r + 1)uldu + o(1).
0 ulogu
Decomposing the integral above into an integral taken between 0

and 1/1, and another taken between l/V and n/2, it is seen to
be bounded by:
a2u2
J((2r + 1-)r-') + 1
du.
logn log2 T u
IIQx,111 4< A, A = constant.
But then if E > 0 and if 6 > 0 is such that ItP(t)I < e for 1t1.< 6.
by (1) we shall have
- 2rsin2d
IB(f;x)
r - f(x)I < eA + Icp(t)Idt,
l0 2 sin d.l
d4Itkit
which proves that
limB(f;x)
r = f(x).
r-+W
EXERCISE 11.219: Let (an) be a sequence of numbers an >. 0, and
An = a0 + +a .
Suppose that
a
An n-> 0.
A
n
The series
+W
L en
is said to converge to s in the sense of NBrlund, written
+w
(N)
E Cn - 8,
_m
if
a s + ... + a 8
n 0 0 n
vn = A
n
where
528 CHAPTER 11:
8 = X C .
P
IP14n
(I): (a): Show that if a series converges in the ordinary

sense it converges in the Narlund sense. (Use exercise 10.177).
(I): (b): Prove that if 0 < a0 .< a1 < Cesaro converg-

ence implies Narlund convergence.
(II): In the whole of this Part (II) assume that:
a0>a1>,.., >,an>,**, 9
an-*0. (*)
For f e L1 set
n
Nn(f) = A 1 apse-p(f),
n p=0
where s(f) denotes the n-th Fourier sum of f.
(II): (a): Show that
Nn(f) = f,t(Un - n),
where
Un(x) = A
sinsn x X acos(p
p + )x, (1)
n p=0
n
1 cos(n + 1)x
V a sin(p + 7)x. (2)
= A sin ix P
n p=0
Show that
1/n
n(x)Idx
J
is bounded for n >. 1.
(II): (b): Show that there exist constants B,C,D such that:
n
Isin(p t 1)x dx 4 B(p + 1)log p + C(p + 1), 14 p < n,
J1/n 2sin2ix
n
slnxI
dx < Dlogn, n > 2.
1/n 2sin2Ix
(II): (c): By carrying out some suitable Abel transforma-

tions on (1) and (2), prove that
IIVn Ill < 1,
and:
IUn(x)Idx < C + (Elogn + B Aplogll +

f 1/n n p=1 `
where E is a constant.
(II): (d): Now assume that
SnPIIUnII,
By carrying out another Abel transformation on (1) for Un

and observing that
sin2(n + 1)x < Isin(n + 1)x I,
show first of all that the quantity
71 n-l
x )x
JO(sin2(n + 1)W){cossnnt + An Asin(p + 1)xfdx
l p=
nL 2 JJJ
530 CHAPTER 11:
stays bounded, then by studying the behaviour of the integrals:
7E sin2(n
f0 s infix
+ 1)x.cos(n + z) x
dx'
lTE
cos(2n + 2)x.sin(p + 1)xdx,

0
deduce that
1 nA
sup
n A I --
n p=1 P
< .
(II): (e): Conclude from the preceding that when (*) is

satisfied the following conditions are equivalent:
(i) : For all f e L1(T)
inx (N)
f(n)e = f(x)
at every point x where f is continuous;
n A
P < .
sup A
n p=1 P
V,
(III): For every real number4 set
na = (a + n)
n n! -
and assume that
a _
Aa-1
n n
(III): (a): Show that
A = Aa
n n
and that if a > 0 one obtains a summation method in the style of

NSrlund.
Next show that if 0 < a < 1 one is in the case studied in
part (II) above, if a > 1, in that of part (I)(b); and that fin-
ally, if a = 1 Cesaro's method is recovered.
(III): (b): It is said that:
a g0 An1 + ... + S n A
a =
n Aa
n
is the CESARO SUM OF ORDER a of the series I en, and that the
latter is (C,a)-CONVERGENT if 6n is (a > 0).
Prove that for every a > 0 the Fourier series of a function
f e L1(T) is (C,a)-convergent to f at every point where f is con-
tinuous.
ovo = VAV - ovo = vov = ovo
SOLUTION: (I): (a):
vn P10 un,pap,
=
where
a
if 0 n.
532 CHAPTER 11:
It is clear that
u = 1.
p>0 n,P
Moreover,
a
n_p
un,P { An-p
and consequently
limu = 0.
n n,P
By exercise 10.177 sn -> s implies vn -> s.
SOLUTION: (I): (b): Writing an for the n-th Cesaro sum of the
series X Cn,
n
vn an-p((p + 1)ap -
n p0 PCP-1
(n + 1)a n-1
A 0 an + A (p + 1)(an-
n n p=0 P - an- P 1)a p
p=O an,paP,
where
(P (an-
n P - an-P 1) if 0 4 p < n - 1,
(n + 1)a0
n,p A
if p = n,
n
0 ifp>n.
As the sequence (a ) is increasing, all the An,p >. 0. It is

n
clear that
lima = 0.
n n,P
Furthermore, when all the sn's are equal to one, the same holds
for all the a 's and v 's. so
n n
A = 1.
p=0 n,P
By Exercise 10.177 an -* s implies vn - s.
SOLUTION: (II): (a): Nn(f) is equal to the convolution product

of f with
n
1 n 1 sin(n - + )x
I aDn-p(x)
p = A E ap
sin x
n p=0 n p=0
n
=
1 sin(n ± 1)x
apcos(p + )x
n p=0
A
n
cossn 1)x
An -7-
1
i IX 0 apsin(p + J)x,
p
which implies the first result desired.

Note that
sin(n + 1)x
2(n + 1) ,
s in x
and consequently
IUnI < 2(n + 1),
so
534 CHAPTER 11:
1/n ( l
JU 4 211 + l 4.
f0
SOLUTIONS: (II): (b);(c): Denoting by Fn the n-th Fejer kernel

and setting
A = ap - ap+i'
we obtain
n-1
1
V (x) = cos(n + 1)x{(n + 1)anFn(x) + (p + 1)h F (x)}.
An p=0
E
P P
(1)
Since
AP;0, 0 and IIFPIII=1,
it follows that
n-1
11711 A {(n + 1)an + E p + i)AP} = 1.
n p=0
Similarly, noting that
n
sin(n + 1)x
cos(p + ')x =
I
p=o
2sinx
we obtain
Un(x) = A sin(n + 1)x (2)

n
x Ja sin(n + 1)x n,l A sin(p t 1)x)

n p
2sin21x + p=0 2sin2.,x J
Now note that
fit 2
sinx dx 4 (n xdx = it
log(nn) ` Dlogn.
1/n 2sin tx 1/n (2x )
for all n >. 2 if D is chosen large enough.

When 14p<n,
fn Isin(p 1)xl + dx
dx 4 (p + 1)J 1/p xdx
J 1/n 2sin2Ix 1/n (2x 21 f' /p (2x
n2
< B(p + 1)log a + C(p + 1),
with B = C = 12/2. Therefore
11
IU
n( C [(n + 1)a n +
p=1 P
n-1
+ [D0ogn + B (p + 1)log
p P1
n p=1
Notice that the first bracket-is equal to An - Ap, and that
n-1 n
E (p + 1)A log 2allogn + X alog
P
P p
p=1 p p=2
n (( l
+ E palogl1
P - .
P=2 I p J)
The last term of the right side is negative, and
n n-1 l
n ((
1
a log = I A logl1 + - Alogn.
l
p p=1 P t P1
p=2 P
536 CHAPTER 11:
Therefore, writing
E = D00 + 2Ba1,
we have
J7E nIl
IUnI < C + A (Elogn + B Alog1i
p + pJ).
1/n n p=1
SOLUTION: (II): (d): With the help of an Abel transformation

one obtains
1 sin(n + 1)x
U (x) =
n A s inmx
n
r( n-1
x 1Ancos(n + )x + 2sinZx A sin(p + 1)x}
P=0 P J
= sin(n + 1)x.Gn(x),
where
n-1
Gn(x) = cossin
xT- + A2- 1 A sin(p + 1)x.
n p=o p
Since
sin2(n + 1)xlGn(x)I < Isin(n + 1)x.Gn(x)I = IUn(x)I,
we have
rn
supJ sin2(n + 1)xlGn(x)Idx <
0
Let
2
M= sup I cot''x - x
Otxtn
Since
J
it sin2(n + 1)xcos(n +
0 s ink )x
dx
1)xdx + Jsin2(n + 1)xcos(n + 1)xcotixdx,

0 0
this integral remains bounded in absolute value by
jn(n+l )
it(M + 1) + 2sin2u.cosu du
0
Now, the generalized integral:
sin2u.cosu du
u
I
is convergent, from which it follows that
n-1 rn
1 E A s i n (n + 1)x.sin(p + 1)xdx
A n p=0 p1 0
remains bounded. Also, if 0 < p t n - 1, then
f cos(2n + 2)x.sin(p + 1)xdxl

2n + p + 3 + 2n - p + 1
0
Since
538 CHAPTER 11:
Since
n-1
E A 6 n,
An p=0 P
it follows that:
A n1 A 1 sin(p + i)xdx =
- it
2
A
p
(2p + 1)
Ti p=0 p 0 n 062p6n-1
remains bounded. Writing
1
nA 1 r1 + 1 l
A
2p
An
g am= An
C
pJ 2p + 1
p=1 p 162psn
1 2 A2p-1
l 1+ 2p - 2p + 1)
G
A262pcn+1 11
+ Ti
because A2p-1 6 A2p one obtains
1 n A A
nt2 A
p=1 -k6
An p
s A A
2
2p + 1
n n+2 062pEn+1
Since
An+ a t a a
A
1 t
n+1
A
n+2
41+2 n+1
A ,
n n n
at last we obtain
n A
sup - < m.
A
n An p=1 p E
SOLUTION: (II): (e): Let

1 n
On = Un - n = A I aDn_p
P
n p=0
It is clear that
n
1 _
2itj On
Since the n-th F6jer kernel is
1 [sin(n t 1)x12,
Fn (x) _
nt1 sinx J
by using the expression (1) for n found in (II)(b)(c), one ob-

tains for all 6 > 0
n-1 a
su IV 1(x) I < 1 2i 2 .
An
An sin 16 lan + p0 APl n sin 16
Similarly, the expression (2) for Un provides the bound
su Un(x) < An 12
6<IxT<n n 2sin Zd
Thus
M(6)=
n
su IO(x)I-*0
On asn -}w.
6<IX
If
n A
sup
n
A E < (3)
n p=1 p
then
540 CHAPTER 11:
n
sup A <
n n p=1
i.e.
1
sup A loge <
n
By the inequalities
rl/n
llnII1<1, I JUnI <4,
0
J171 n-l
C + An (Elogn + B Aplog1 + p)
/nl nI <
pI1
log11 + pl
`
p
it is then seen that (3) implies that
-(4)'
sup lln ll l
In particular, in this case (fin) is an approximate identity in

L1(T). If f e L1(T) is continuous at x, the bound
INn(f;x) - f(x) I c 114nl11Isup If(x + t) - f(t)I + M(6)llflll

tI<6
shows that
limNn(f;x) = f(x). (5)
If it is now assumed that (5) is satisfied for every continuous

function f and all x, then in particular
suPiNn(f;o)I < feC(T).

By the Banach-Steinhaus Theorem, (4) then holds, and therefore
because
IIVnII1 4 1.
But the (II)(d) this implies (3).
SOLUTION: (III): (a):
W
Anxn = (1 -
x)-a,l
-1<x<1,
n=0
from which it is immediately deduced that
nC Aa-i = Aa.
L
P=0 P n
Thus by setting an = Aa-1 we have

n
a a
An = An, limAn
n
lim-=lnma+n=0.
A
n
Furthermore,
an+1 (a - i)
an = 1 + n + 1 '
which proves that an increases with n if a > 1, and decreases

with n if 0 < a < 1; when a = 1 we have an = 1 for all n.
SOLUTION: (III): (b): If a 1 the (CA)-convergence of

E ?(n)elnx to f(x) at every point where f is continuous results
542 CHAPTER 11:
from Fejer's Theorem and from part (I)(b) above. If 0 < a < 1
note that
a n
a
A
n'Pa+1
so
a
A
c na a
p=1
p aMa+1
L n
Thus, (3) is satisfied, and by part (II)(e) this implies (C,a)-

convergence at every point of continuity.
EXERCISE 11.220: Let 1 4 p 4 2 and p+ 4= 1.
(a): Show that if f e LP(T), then
+W
E I f(n) I q IIfIIp.
n=
(b): Let (en)neM be a sequence of complex numbers such that
+00
E Ic n IP<
n=-w
Show that the series
+00
I einx
n=-m
converges in Lq(T) to a function f, and that

+W
Ilfllqq < 1 ICn Ip.
n=-W
(Use the Riesz-Thorin Theorem, cf. exercise 6.123).
avn a VAV Q nvn ° vnv - nvn
SOLUTION: (a): Let T be the mapping which associates with f e

W
L (T) the sequence of its Fourier coefficients. Then
IIT(f) IIW < Ilflll, (1)
as
I f(n) I r Ilflll for all n,
and by Plancherel's Theorem
IIT(f) II2 = IIf112 (2)
If0<t<1and
1 t
p= 1 1 t+ t
2
1 1- t + 2t = t2
q - W L 2 ,
then by the Riesz-Thorin Theorem
11q
IIT(f) < IIf1IP (3)
Note that p runs over the segment [1,2] when t varies from 0
to 1, and that + = 1. Formula (3), proved for f e LW(T), is
still valied if pf e 4Lp(T), since LW(T) is dense in Lp(T).

544 CHAPTER 11
SOLUTION: (b): Consider the space E of sequences c = (cn)nea

,
all the terms of which are zero except for a finite number, and
let
+W
$(c)(x) =
V.
cneln"A x e3R.
n=- ,
Then
110(c) IIW < 11c 111,
(4)
k(c)112 = Iic 112.
so
IIa(c) IIq < 16 11P. (5)
We finish by observing that E0 is dense in .2p(2z).

Erratum to Exercise 3.45
THE PROOF THAT (iii) => (ii) IS VALID ONLY IF f(O) = f(l)
If this condition is not fulfilled, consider a continuous

function 8 such that
E
0 < $E < 1, 8c (0) _ $E(1) = 0, eE (x) = 0 if E<x<1-E
and write
n - rl
n 1 .f(x.) 1f
ti=1 1 0
= n l (x .)f(x 1.) - f l(1 - 8 )f

E 1 E
2=1 o fo
n
+ n -1 (1 - e (xi))f(xi)
2=1
Assuming that Ifl < M, we have
n
In-1 I
In 1 f(xi) - J 'A < -, E(xi)f(xi) - Jl0Efl +
ti=1 0 i=1 0
(Contd)
545
546 ERRATUM TO EXERCISE 3.45
(1 -1 n
(Contd) + M1 (1 - 9 ) + Mn (1 - 8e(xi)),
e
0 i=1
and therefore
n 1 2Mf1(1 E
- fl
limsupn-1 f(x .) J fl < - 8 ) < 4eM.
2=1 0 0
Bibliography
N.A. BARY: A Treatise on Trigonometric Series, VoZ.s I, II,

(Pergamon Press, Inc., New York), (1964).
J. DIEUDONNE: EZxments d'Analyse, Tome II, (Gauthier-Viliars,
Paris), (1969).
R.E. EDWARDS: Fourier Series, VoZ.s I, II, (Holt, Rinehart and
Winston, Inc., New York), (1967).
C. GEORGE: Cours d'Int9gration (Ecole des Mines, Nancy), (1977).
P.R. HALMOS: Measure Theory, (Van Nostrand, New York), (1950).
Y. KATZNELSON: An Introduction to Harmonic Analysis, (John Wiley
and Sons, Inc., New York), (1968).
A. KOLMOGOROV and S. FOMIN: Elements of the Theory of Functions
and Functional Analysis, (Mir, Moscow), (1974).
L.H. LOOMIS: An Introduction to Abstract Harmonic Analysis, (Van
Nostrand, New York), (1953).
F. RIESZ and B. NAGY: Lecons d'Analyse Fonctionelle, (4th edn.),
(Budapest-Paris), (1965).
W. RUDIN: Real and Complex Analysis, (McGraw-Hill, New York),
(1966).
K. YOSIDA: Functional Analysis, (Springer-Verlag, Berlin), (1965).
A. ZYGMUND: Trigonometric Series, Vol.s I, II, (Cambridge Univer-
sity Press), (1959).
Name Index
The notions introduced in Chapter 0 do not appear in this

Index. The numbers below refer to the exercises.
Abel Cauchy determinant 7.134

-Dirichlet Theorem 11.209 Convergence in measure 3.54,
- sums 11.217 3.56, 3.57, 6.112,
-'s Theorem 3.33 6.114
Airy function 4.78
Dini Test 11.193

Baire's Theorem 1.17, 11.208 Dirichlet integral 5.89
Banach Duality Theorem 9.172
-'s Formula 9.170
-Steinhaus Theorem 6.107,
7.133, 11.218, 11.219
-'s Theorem 6.119, 8.147 Equi-measurable function 9.173
Bernstein's Inequality 10.184
Bessel function 5-95
Bienaym6-Chebycheff Inequality
. 3.67 Fatou
Borel generalisation of -'s Lemma
-Cantelli Lemma 1.3 3.36
- sums 11.218 F6j6r's Formula 3.47
Fubini's Differentiation Theo-
rem 9.167, 9.168
550 NAME INDEX
Gauss 3.67 Poincare's Formula 1.1

Gram determinant 7.129, 7.134 Poisson's Formula 8.146
Graph
Closed - Theorem 11.207
Rademacher functions 7.133

Richter's Theorem 3.61
Haar functions 7.133 Riesz-Thorin Theorem 6.123
Hahn-Banach Theorem 3.65,
8.158
Hardy
-'s Inequality 8.152, 9.173 Sand
-'s Lemma 10.179, 10.180 Pile of - Formula 5.94
Heisenberg's Uncertainty Series
Relations 7.132 adjoint Fourier - 11.213
Hilbert transformation 8.162 Simpson's Formula 5.94
Stone-Weierstrass Theorem
3.46, 7.134
Stokes' Formula 8.147
Integrability
uniform - 3.58, 6.113
Titchmarsh's Theorem 8.151
Jensen's Inequality 3.69, 3.70,

3.71, 6.100, 6.101, 6.102,
6.117 Walsch basis 7.133
Wiener's Theorem 11.214
Lindelt3f's Theorem 3.63

Liouville's Theorem 3.72 Young's Inequality 6.106,
Lyapunov's Theorem 3.60 6.123, 8.148
Marcinkiewicz's Theorem 6.124,

8.161, 8.162
Maximum Principle 3.72, 6.123,
11.189
Minkowski
Generalised - Inequality
6.110
Mtlntz's Theorem 7.134
Ndrlund sums 11.219

Exercises Integration

Transféré par

Informations du document

Copyright

Formats disponibles

Partager ce document

Partager ou intégrer le document

Options de partage

Avez-vous trouvé ce document utile ?

Ce contenu est-il inapproprié ?

Droits d'auteur :

Formats disponibles

Exercises Integration

Transféré par

Droits d'auteur :

Formats disponibles

Problem Books in Mathematics

Series Editor: P.R. Halmos

Unsolved Problems in Intuitive Mathematics, Volume I:

Theorems and Problems in Functional Analysis

Problem-Solving Through Problems

Demography Through Problems

Problem Book for First Year Calculus

Exercises in Number Theory

AMS Classifications: OOA07, 26-01, 28-01

Library of Congress Cataloging in Publication Data

Title of the original French edition: Exercices et problemes d'integration,

© 1984 by Springer-Verlag New York Inc.

Printed and bound by R.R. Donnelley & Sons, Harrisonburg, Virginia.

Having taught the theory of integration for several years at

Teachers will find this book to be an important, if not ex-

this book encourages those who have to present (either orally or

In presenting such a work it is just as well to make explicit

In view of the origin of this book, it is evident that I took

of Lebesgue's theory. This has led me to include some exercises

I find it difficult to cite the origin of these exercises.

INTRODUCTION ... ... ... ... ... ... ... ... V

CHAPTER 0: OUTLINE OF THE COURSE ... ... ... ... ... 1

CHAPTER 1: MEASURABLE SETS ... ... ... ... ... ... 37

CHAPTER 2: a-ALGEBRAS AND POSITIVE MEASURES ... ... ... 79

CHAPTER 3: THE FUNDAMENTAL THEOREMS. ... ... ... ... 89

CHAPTER 4: ASYMPTOTIC EVALUATION OF INTEGRALS... ... ... 177

CHAPTER 5: FUBINI'S THEOREM... ... ... ... ... ... 199

CHAPTER 8: CONVOLUTION PRODUCTS AND FOURIER TRANSFORMS ... 325

CHAPTER 9: FUNCTIONS WITH BOUNDED VARIATION: ABSOLUTELY

CHAPTER 10: SUMMATION PROCESSES: TRIGONOMETRIC POLYNOMIALS.. 429

ERRATUM TO EXERCISE 3.45 ... ... ... ... ... 545

0.1 a-ALGEBRAS AND MEASURES

DEFINITION: A family A of subsets of a set X is called a a-ALGEBRA

DEFINITION: A (positive) MEASURE on a a -algebra A is a mapping u

It follows that u(o) = 0, and then, if E is the union (not

ite number of Ei's, each of which is in A and which are pairwise

DEFINITION: A set E of]R is called a NEGLIGEABLE SET if there

This definition is equivalent to the existence, for every e> 0,

DEFINITION: A set of ]R is called a LEBESGUE MEASURABLE SET (or

In order that E C ]R be measurable it is necessary and suffic-

DEFINITION: If A is a o-algebra of subsets of X and B is a Q alge-

If f:X -;Ill, in order that f be A-measurable it is sufficient

DEFINITION: A function is called a SIMPLE FUNCTION (with respect

For every A-measurable positive arithmetic function f there ex-

DEFINITION: A property holding on the points of a set A of7Rp is

This allows the notion of measurability to be extended to func-

DEFINITION: A function defined on]RP is called a STEP FUNCTION if

Every measurable arithmetic function on]R is the limit almost

THEOREM: (Regularity of the Lebesgue Measure): For every measur-

sup{meas(K):K compact K C E};

THEOREM: (Egoroff): Let X be a measurable set of]R such that

(i): meas(X - A) < ci

(ii): fn -> f uniformly on A.

0.2 INTEGRATION OF MEASURABLE POSITIVE FUNCTIONS

NOTATION: If cp is a simple function on Min that takes the positive

with the convention that a.(+-) or 0 according as a > 0 or

This (Lebesgue) integral possesses the following properties

PROPERTY (1): If f = g almost everywhere, then if = Jg;

PROPERTY (2): Jf = 0 if and only if f = 0 almost everywhere;

PROPERTY (3): if < - implies f < m almost everywhere;

PROPERTY (4): f 4 g almost everywhere implies if 1< Jg;

PROPERTY (5): J(f + g) = if + fg;

PROPERTY (6) If A e]-R+., then JAf = AJf.

One can prove the following two fundamental results: