Conjugate function and Hilbert transform

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Prove that the system {eint}−∞∞\left\{ e^{i n t}\right\}_{-\infty }^{\infty } is a Schauder basis in the spaces Lp[0,2π],p∈(1,∞)L_{p}[0,2 \pi ], p \in (1, \infty ).

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Find the spectrum of the Hilbert operator in L2(R)L_{2}(\mathbb {R}):

Aφ(x)=1π v.p. ∫−∞+∞φ(t)x−tdt A \varphi (x) = \frac{1}{\pi } \text{ v.p. } \int _{-\infty }^{+\infty } \frac{\varphi (t)}{x-t} d t
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The Hilbert transform of a function x∈L2[0,2π]x \in L_{2}[0,2 \pi ] is the function y(t)=12π∫02πx(s)ctg⁡t−s2ds.y(t) = \frac{1}{2 \pi } \int_{0}^{2 \pi } x(s) \operatorname {ctg} \frac{t-s}{2} d s.{ }1 Prove that the operator A:x↦yA: x \mapsto y is a partial isometry.

Footnotes

  1. The function yy is also called the trigonometric conjugate of the function xx. ↩

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To each real function uu in L2L^{2} there corresponds a unique real function vv in L2L^{2} such that ⟨v,e0⟩=0\left\langle v, e_{0} \right\rangle = 0 and such that u+iv∈H2u + iv \in H^{2}. Equivalently, to each real uu in L2L^{2} there corresponds a unique ff in H2H^{2} such that ⟨f,e0⟩\left\langle f, e_{0} \right\rangle is real and such that Re(f)=u\mathrm{Re}\left(f\right) = u.

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Remark.
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The relation between uu and vv is expressed by saying that they are conjugate functions; alternatively, vv is the Hilbert transform of uu.

The Hilbert transform of f∈L2(R)f \in L^{2}(\mathbb {R}) is the function HfH f whose Fourier transform is (Hf)∧(ξ)=−isign⁡(ξ)f^(ξ)(H f)^{\wedge }(\xi ) = -i \operatorname {sign}\left(\xi \right) \widehat{f}(\xi ), where sign⁡(ξ)=1,0\operatorname {sign}\left(\xi \right) = 1,0, or -1 according to whether ξ>0,ξ=0\xi > 0, \xi = 0, or ξ<0\xi < 0, respectively.

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(a)

Show that the Hilbert transform is a unitary mapping of L2(R)L^{2}(\mathbb {R}) onto itself, but it does not map L1(R)∩L2(R)L^{1}(\mathbb {R}) \cap L^{2}(\mathbb {R}) onto itself. In particular, if f∈L1(R)∩L2(R)f \in L^{1}(\mathbb {R}) \cap L^{2}(\mathbb {R}) satisfies f^(0)≠0\widehat{f}(0) \neq 0, then Hf∉L1(R)H f \notin L^{1}(\mathbb {R}).

(b)

Suppose that φ∈L2(R)\varphi \in L^{2}(\mathbb {R}) satisfies a refinement equation with coefficients (ck)k∈Z∈ℓ1(Z)\left(c_{k}\right)_{k \in \mathbb {Z}} \in \ell^{1}(\mathbb {Z}). Show that HφH \varphi satisfies the same refinement equation.

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(a)

Suppose that g∈L1(T)g \in L^{1}(\mathbf{T}). Show that gg is real valued if and only if g^(n)‾=g^(−n)\overline{\widehat{g}(n)} = \widehat{g}(-n) for n∈Zn \in \mathbb {Z}.

(b)

Show that if f∈A(T)f \in A(\mathbf{T}) is real valued, then its conjugate function HfH f is also real valued.

Prove Theorem 14.6.

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Remark.
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Theorem 14.6: The Fourier algebra A(T)A(\mathbf{T}) admits conjugation, and if f∈A(T)f \in A(\mathbf{T}), then the twisted partial sums SNtfS_{N}^{\mathrm{t}} f converge to HfH f in LpL^{p}-norm for each 1≤p≤∞1 \leq p \leq \infty: for all f∈A(T)f \in A(\mathbf{T}) and 1≤p≤∞1 \leq p \leq \infty, lim⁡N→∞∥Hf−SNtf∥Lp=0\lim_{N \rightarrow \infty }\left\| H f-S_{N}^{\mathrm{t}} f\right\|_{L^{p}} = 0.

Finish the proof of Theorem 14.7.

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Given 1<p<∞1 < p < \infty, show that conjugation is bounded on Lp(T)L^{p}(\mathbf{T}) if and only if it is bounded on Lp′(T)L^{p^{\prime }}(\mathbf{T}).

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The function Dˉn(x)=sin⁡x+sin⁡2x+…+sin⁡nx\bar{D}_{n}(x) = \sin x+\sin 2 x+\ldots +\sin nx is called the conjugate Dirichlet kernel. Prove that:

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(1)

Dˉn(x)=cos⁡(x/2)−cos⁡(n+x/2)x2sin⁡(x/2),x≠2πk,k∈Z\bar{D}_{n}(x) = \frac{\cos (x / 2)-\cos (n+x / 2) x}{2 \sin (x / 2)}, \quad x \neq 2 \pi k, k \in Z;

(2)

∣Dn(x)∣<π2∣x∣,∣Dˉn(x)∣⩽π∣x∣,0<∣x∣⩽π\left|D_{n}(x)\right| < \frac{\pi }{2\left|x\right|}, \quad \left|\bar{D}_{n}(x)\right| \leqslant \frac{\pi }{\left|x\right|}, \quad 0 < \left|x\right| \leqslant \pi.

The series conjugate to the trigonometric series (1) is called the series

∑n=1∞(−bncos⁡nx+ansin⁡nx) \sum _{n = 1}^{\infty }\left(-b_{n} \cos n x+a_{n} \sin n x\right)

Let series (1) be the Fourier series of the function ff. Prove that in this case the partial sums Sˉn(x;f)\bar{S}_{n}(x ; f) of the conjugate series can be written in the form

Sˉn(x;f)=−1π∫−ππf(t)Dˉn(t−x)dt \bar{S}_{n}(x ; f) = -\frac{1}{\pi } \int _{-\pi }^{\pi } f(t) \bar{D}_{n}(t-x) d t

where Dˉn(x)\bar{D}_{n}(x) is defined in problem 104.

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Prove that if ff is a function Riemann-integrable on the segment [−π;π][-\pi ; \pi ], and hence there exists a constant M>0M > 0 such that for all x∈[−π;π]x \in [-\pi ; \pi ] the inequality ∣f(x)∣⩽M\left|f(x)\right| \leqslant M holds, then

∣Sn(x;f)∣⩽cMln⁡n,∣Sˉn(x;f)∣⩽cM⩽n, \left|S_{n}(x ; f)\right| \leqslant c M \ln n, \quad \left|\bar{S}_{n}(x ; f)\right| \leqslant c M \leqslant n,

∣x∣⩽π\left|x\right| \leqslant \pi, where cc is some absolute constant.

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(a)

Let f,g∈L2(−π,π),h=fgf, g \in \mathscr {L}^{2}(-\pi , \pi ), h=f g. Prove that if f^(n)=g^(n)=0\widehat{f}(n)=\widehat{g}(n)=0 for n<0n<0, then also h^(n)=0\widehat{h}(n)=0 for n<0n<0.

(b)

Let f∈L∞(−π,π),Φ=eff \in \mathscr {L}^{\infty }(-\pi , \pi ), \Phi =e^{f}. Prove that if f^(n)=0\widehat{f}(n)=0 for n<0n<0, then also Φ^(n)=0\widehat{\Phi }(n)=0 for n<0n<0.

Let f∈L2(−π,π)f \in \mathscr {L}^{2}(-\pi , \pi ). Consider the function f~\widetilde{f}, defined by the equality

f~(x)=−i∑n∈Zf^(n)sign⁡(n)einx(x∈(−π,π)). \tilde{f}(x)=-i \sum _{n \in \mathbb {Z}} \widehat{f}(n) \operatorname {sign}(n) e^{i n x} \quad (x \in (-\pi , \pi )) .

Prove that the function f~\widetilde{f} is real if the function ff is real.

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Let 1=n0<n1<n2<…<nm1=n_{0}<n_{1}<n_{2}<\ldots <n_{m} be natural numbers, and let a1a_{1}, a2,…,ama_{2}, \ldots , a_{m} be arbitrary complex numbers, and let

fk(x)=∑2k−1⩽j<2kajeinjx(x∈R) f_{k}(x)=\sum _{2^{k-1} \leqslant j<2^{k}} a_{j} e^{i n_{j} x} \quad (x \in \mathbb {R})

(we assume that k⩾1k \geqslant 1 and aj=0a_{j}=0 for j>mj>m). Further, let

gk=∣fk∣,hk=gk−ig~k, and Fε=∑k⩾1fke−εΣj⩾khj, g_{k}=\left|f_{k}\right|, \quad h_{k}=g_{k}-i \tilde{g}_{k}, \quad \text{ and } \quad F_{\varepsilon }=\sum _{k \geqslant 1} f_{k} e^{-\varepsilon \Sigma _{j \geqslant k} h_{j}},

where ε\varepsilon is an arbitrary positive number, g~k\widetilde{g}_{k} is the function conjugate to gkg_{k} (see the definition in problem 4.32). Prove that

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(a)

∣Fε(x)∣⩽ε−1\left|F_{\varepsilon }(x)\right| \leqslant \varepsilon^{-1} for any x∈(−π,π)x \in (-\pi , \pi );

(b)

if 2p−1⩽q<2p2^{p-1} \leqslant q<2^{p}, then

∣F^ε(nq)−aq∣⩽ε2∑k⩾p∥fk∥2∑j⩾k∥fj∥2. \left|\widehat{F}_{\varepsilon }\left(n_{q}\right)-a_{q}\right| \leqslant \frac{\varepsilon }{2} \sum _{k \geqslant p}\left\| f_{k}\right\| _{2} \sum _{j \geqslant k}\left\| f_{j}\right\| _{2} .
Remark.
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The function f~\widetilde{f} defined in problem 4.32 is called conjugate to ff. The reader can become acquainted with one of the numerous applications of this important notion in problems 4.33 and 4.34, borrowed from [MGPS].

Let 1⩽n1<n2<…<nm(nj∈N)1 \leqslant n_{1}<n_{2}<\ldots <n_{m}\left(n_{j} \in \mathbb {N}\right). Using the result of the previous problem, prove that for any complex numbers c1,c2,…,cmc_{1}, c_{2}, \ldots , c_{m} the inequality

∫−ππ∣∑1⩽j⩽mcjeinjx∣dx⩾δ∑1⩽j⩽m∣cj∣j, \int _{-\pi }^{\pi }\left|\sum _{1 \leqslant j \leqslant m} c_{j} e^{i n_{j} x}\right| d x \geqslant \delta \sum _{1 \leqslant j \leqslant m} \frac{\left|c_{j}\right|}{j},

holds, where δ\delta is a positive absolute constant (δ⩾10−2\delta \geqslant 10^{-2}).

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Remark.
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The function f~\widetilde{f} defined in problem 4.32 is called conjugate to ff. The reader can become acquainted with one of the numerous applications of this important notion in problems 4.33 and 4.34, borrowed from [MGPS].

Put c=(2/π)1/2c = (2 / \pi )^{1 / 2}. For j=1,2,3,…j = 1,2,3, \ldots, define gjg_{j} on the real line by

g(t)={c/t if 1/j<∣t∣<j0 otherwise  g(t) = \begin{cases} c / t & \text{ if } 1 / j < \left|t\right| < j \\ 0 & \text{ otherwise }\end{cases}

Prove that {g^j}\left\{ \hat{g}_{j}\right\} is a uniformly bounded sequence of functions which converges pointwise, as j→∞j \rightarrow \infty. If f∈L2(R1)f \in L^{2}\left(\mathbb {R}^{1}\right), it follows that f∗gjf * g_{j} converges, in the L2L^{2} metric, to a function Hf∈L2H f \in L^{2}. This is the Hilbert transform of ff; formally,

(Hf)(x)=1π∫−∞∞f(t)x−tdt (H f)(x) = \frac{1}{\pi } \int _{-\infty }^{\infty } \frac{f(t)}{x-t} d t

(The integral exists, in the principal value sense, for almost every xx, but this is not so easy to prove; if ff satisfies a Lipschitz condition of order 1, for instance, the proof is trivial). Prove that

∥Hf∥2=∥f∥2 and H(Hf)=−f \left\| H f\right\| _{2} = \left\| f\right\| _{2} \quad \text{ and } \quad H(H f) = -f

for every f∈L2(R1)f \in L^{2}\left(\mathbb {R}^{1}\right). Thus HH is an L2L^{2}-isometry, of period 4. Is it true that Hf∈S1H f \in \mathscr {S}_{1} if f∈S1f \in \mathscr {S}_{1}?

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For f∈L2(R),x∈R,0<y<∞f \in L^{2}(R), x \in R, 0 < y < \infty, define

[Q(y)f](x)=1π∫−∞∞y(x−ξ)2+y2f(ξ)dξ [Q(y) f](x) = \frac{1}{\pi } \int _{-\infty }^{\infty } \frac{y}{(x-\xi )^{2}+y^{2}} f(\xi ) d \xi

and put Q(0)f=fQ(0) f = f. Show that {Q(y):0≤y<∞}\left\{ Q(y): 0 \leq y < \infty \right\} satisfies the conditions imposed in Definition 13.34 and that ∥Q(y)∥=1\left\| Q(y)\right\| = 1 for all yy.

Find the domain of the infinitesimal generator AA of {Q(y)}\left\{ Q(y)\right\}, and prove that

Af=−Hf′ A f = -H f^{\prime }

where HH is the Hilbert transform (Chapter 7, Exercise 24). Prove that −A-A is positive and self-adjoint.

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Remark.
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The integral represents a harmonic function in the upper half-plane, with boundary values ff. The semigroup property of {Q(y)}\left\{ Q(y)\right\} can be deduced from this, as well as from a look at the Fourier transforms of the functions Q(y)fQ(y) f.

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