Convolution algebras

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Suppose g∈L1(∂D)g \in L^{1}(\partial \mathbf{D}) is such that g^(n)≠0\widehat{g}(n) \neq 0 for infinitely many n∈Zn \in \mathbf{Z}. Prove that if f∈L1(∂D)f \in L^{1}(\partial \mathbf{D}), then f∗g≠gf * g \neq g.

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Prove that if L1(G)L^1(G) has an identity, then GG is discrete.

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Define an operation ∗* in the space of functions on the group GG by the equation f∗(x)=f(−x)‾f^*(x)=\overline{f(-x)}. Prove that

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(a)

f1∗∗f2∗=(f1∗f2)∗f_1^**f_2^*=(f_1*f_2)^* for f1,f2∈L1(G,μ)f_1,f_2\in L^{1}\left({G,\mu }\right);

(b)

(f1∗f2∗)(0)=⟨f1,f2⟩(f_1*f_2^*)(0)= \left\langle f_1, f_2 \right\rangle for f1,f2∈L2(G,μ)f_1,f_2\in L^{2}\left({G,\mu }\right).

Problem 2.8.5 from Rudin W. "Real and Complex Analysis" [Rud87]More problems in Chapter 2.8 "Integration on Product Spaces"

Let MM be the Banach space of all complex Borel measures on R1\mathbb {R}^{1}. The norm in MM is ∥μ∥=∣μ∣(R1)\left\| \mu \right\| = \left|\mu \right|\left(\mathbb {R}^{1}\right). Associate to each Borel set E⊂R1E \subset \mathbb {R}^{1} the set

E2={(x,y):x+y∈E}⊂R2 E_{2} = \left\{ (x, y): x+y \in E\right\} \subset \mathbb {R}^{2}

If μ\mu and λ∈M\lambda \in M, define their convolution μ∗λ\mu * \lambda to be the set function given by

(μ∗λ)(E)=(μ×λ)(E2) (\mu * \lambda )(E) = (\mu \times \lambda )\left(E_{2}\right)

for every Borel set E⊂R1;μ×λE \subset \mathbb {R}^{1} ; \mu \times \lambda is as in Definition 8.7.

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(a)

Prove that μ∗λ∈M\mu * \lambda \in M and that ∥μ∗λ∥≤∥μ∥∥λ∥\left\| \mu * \lambda \right\| \leq \left\| \mu \right\| \left\| \lambda \right\|.

(b)

Prove that μ∗λ\mu * \lambda is the unique v∈Mv \in M such that

∫fdv=∬f(x+y)dμ(x)dλ(y) \int f d v = \iint f(x+y) d \mu (x) d \lambda (y)

for every f∈C0(R1)f \in C_{0}\left(\mathbb {R}^{1}\right). (All integrals extend over R1\mathbb {R}^{1}).

(c)

Prove that convolution in MM is commutative, associative, and distributive with respect to addition.

(d)

Prove the formula

(μ∗λ)(E)=∫μ(E−t)dλ(t) (\mu * \lambda )(E) = \int \mu (E-t) d \lambda (t)

for every μ\mu and λ∈M\lambda \in M and every Borel set EE. Here

E−t={x−t:x∈E} E-t = \left\{ x-t: x \in E\right\}
(e)

Define μ\mu to be discrete if μ\mu is concentrated on a countable set; define μ\mu to be continuous if μ({x})=0\mu (\left\{ x\right\} ) = 0 for every point x∈R1x \in \mathbb {R}^{1}; let mm be Lebesgue measure on R1\mathbb {R}^{1} (note that m∉Mm \notin M). Prove that μ∗λ\mu * \lambda is discrete if both μ\mu and λ\lambda are discrete, that μ∗λ\mu * \lambda is continuous if μ\mu is continuous and λ∈M\lambda \in M, and that μ∗λ≪m\mu * \lambda \ll m if μ≪m\mu \ll m.

(f)

Assume dμ=fdm,dλ=gdm,f∈L1(R1)d \mu = f d m, \quad d \lambda = g d m, \quad f \in L^{1}\left(\mathbb {R}^{1}\right), and g∈L1(R1)\quad g \in L^{1}\left(\mathbb {R}^{1}\right), and prove that d(μ∗λ)=(f∗g)dmd(\mu * \lambda ) = (f * g) d m.

(g)

Properties (a) and (c) show that the Banach space MM is what one calls a commutative Banach algebra. Show that (e)(e) and (f)(f) imply that the set of all discrete measures in MM is a subalgebra of MM, that the continuous measures form an ideal in MM, and that the absolutely continuous measures (relative to mm) form an ideal in MM which is isomorphic (as an algebra) to L1(R1)L^{1}\left(\mathbb {R}^{1}\right).

(h)

Show that MM has a unit, i.e., show that there exists a δ∈M\delta \in M such that δ∗μ=μ\delta * \mu = \mu for all μ∈M\mu \in M.

(i)

Only two properties of R1\mathbb {R}^{1} have been used in this discussion: R1\mathbb {R}^{1} is a commutative group (under addition), and there exists a translation invariant Borel measure mm on R1\mathbb {R}^{1} which is not identically 0 and which is finite on all compact subsets of R1\mathbb {R}^{1}. Show that the same results hold if R1\mathbb {R}^{1} is replaced by Rk\mathbb {R}^{k} or by TT (the unit circle) or by TkT^{k} (the kk-dimensional torus, the cartesian product of kk copies of TT), as soon as the definitions are properly formulated.

Prove that a closed linear subspace of the Banach algebra L1(R1)L^{1}\left(\mathbb {R}^{1}\right) (see Sec. 9.19) is translation invariant if and only if it is an ideal.

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Show that L1(T)L^{1}(T) is a commutative Banach algebra (without unit) if multiplication is defined by

(f∗g)(t)=12π∫−ππf(t−s)g(s)ds (f * g)(t) = \frac{1}{2 \pi } \int _{-\pi }^{\pi } f(t-s) g(s) d s

Find all complex homomorphisms of L1(T)L^{1}(T), as in Theorem 9.23. If EE is a set of integers and if IEI_{E} is the set of all f∈L1(T)f \in L^{1}(T) such that f^(n)=0\hat{f}(n) = 0 for all n∈En \in E, prove that IEI_{E} is a closed ideal in L1(T)L^{1}(T), and prove that every closed ideal in L1(T)L^{1}(T) is obtained in this manner.

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Let ℓ1(Z)\ell^{1}(\mathbb {Z}) denote the collection of all (doubly ended) sequences {ai}i=−∞∞\left\{ a_{i}\right\}_{i=-\infty }^{\infty } of complex numbers such that ∑i=−∞∞∣ai∣<∞\sum_{i=-\infty }^{\infty }\left|a_{i}\right|<\infty. This space is very much like ℓ1=ℓ1(N)\ell^{1}=\ell^{1}(\mathbb {N}). With the norm of a={ai}i=−∞∞a=\left\{ a_{i}\right\}_{i=-\infty }^{\infty } given by

∥a∥=∑i=−∞∞∣ai∣ \left\| a\right\| =\sum _{i=-\infty }^{\infty }\left|a_{i}\right|

ℓ1(Z)\ell^{1}(\mathbb {Z}) becomes a Banach space. The point of this exercise is to see that we can define a multiplication to make ℓ1(Z)\ell^{1}(\mathbb {Z}) into a Banach algebra. For a={ai}i=−∞∞a=\left\{ a_{i}\right\}_{i=-\infty }^{\infty } and b={bi}i=−∞∞b=\left\{ b_{i}\right\}_{i=-\infty }^{\infty } in ℓ1(Z)\ell^{1}(\mathbb {Z}), define the product a∗ba * b by

(a∗b)i=∑j=−∞∞ai−jbj (a * b)_{i}=\sum _{j=-\infty }^{\infty } a_{i-j} b_{j}

This multiplication is called convolution. Show that ℓ1(Z)\ell^{1}(\mathbb {Z}) is a Banach algebra.

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L1(R,L,λˉ)L^{1}\left(\mathbb {R}, \mathcal{L}, \bar{\lambda }\right) has no element uu such that u∗f=fu * f = f λˉ\bar{\lambda }-a.e. on R\mathbb {R} for every ff in L1(R,L,λˉ)L^{1}\left(\mathbb {R}, \mathcal{L}, \bar{\lambda }\right).

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Remark.
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Suppose such a uu exists. Find δ>0\delta > 0 with ∫[−2δ,2δ]∣u∣ dλˉ<1\int_{[-2\delta , 2\delta ]} \left|u\right| \, d\bar{\lambda } < 1. Let f=  1[−δ,δ]f = \; \mathbb {1}_{[-\delta , \delta ]}. For λˉ\bar{\lambda }-a.e. x∈Rx \in \mathbb {R} we have

f(x)=u∗f(x)=∫Ru(x−y)f(y) dλˉ(y)=∫[−δ,δ]u(x−y) dλˉ(y)=∫[x−δ,x+δ]u(t) dλˉ(t). \begin{aligned} f(x) = u * f(x) & = \int _{\mathbb {R}} u(x - y) f(y) \, d\bar{\lambda }(y) \\ & = \int _{[-\delta , \delta ]} u(x - y) \, d\bar{\lambda }(y) \\ & = \int _{[x - \delta , x + \delta ]} u(t) \, d\bar{\lambda }(t) . \end{aligned}

Since λˉ([−δ,δ])>0\bar{\lambda }\left([-\delta , \delta ]\right) > 0, there is x0∈[−δ,δ]x_{0} \in [-\delta , \delta ] with 1=f(x0)=∫[x0−δ,x0+δ]u(t) dλˉ(t)1 = f\left(x_{0}\right) = \int_{[x_{0} - \delta , x_{0} + \delta ]} u(t) \, d\bar{\lambda }(t). Now [x0−δ,x0+δ]⊆[−2δ,2δ][x_{0} - \delta , x_{0} + \delta ] \subseteq [-2\delta , 2\delta ], so

1=∣∫x0−δx0+δu(t) dλˉ(t)∣≤∫x0−δx0+δ∣u(t)∣ dλˉ(t)≤∫−2δ2δ∣u(t)∣ dλˉ(t)<1. 1 = \left|\int _{x_{0} - \delta }^{x_{0} + \delta } u(t) \, d\bar{\lambda }(t)\right| \leq \int _{x_{0} - \delta }^{x_{0} + \delta } \left|u(t)\right| \, d\bar{\lambda }(t) \leq \int _{-2\delta }^{2\delta } \left|u(t)\right| \, d\bar{\lambda }(t) < 1 .

This gives a contradiction.

References

[Axl19] Axler S. Measure, Integration & Real Analysis. 3rd ed., Springer, 2019.
[Con07] Conway J.B. A Course in Functional Analysis. 2nd ed., Springer, 2007.
[KiGv88] Kirillov A.A., Gvishiani A.D. Теоремы и задачи функционального анализа. 2-е изд., Наука, 1988.
[Rud87] Rudin W. Real and Complex Analysis. 3rd ed., McGraw-Hill, 1987.
[Sax02] Saxe K. Beginning Functional Analysis. Springer, 2002.
[Ves03] Vestrup E.M. The Theory of Measures and Integration. Wiley-Interscience, 2003.