Fejer-Riesz theorem

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Let x0,x1,x2,…,xnx_0, x_1, x_2, \ldots , x_n be arbitrary complex numbers, x0≠0x_0 \neq 0, xn≠0x_n \neq 0. The expression

∣x0+x1z+x2z2+⋯+xnzn∣2,z=eiϑ,(ϑ real), \left|x_0 + x_1 z + x_2 z^2 + \cdots + x_n z^n\right|^2, \qquad z = e^{i\vartheta }, \qquad (\vartheta \text{ real}),

represents a real non-negative trigonometric polynomial of order precisely nn. Calculate the coefficients of this trigonometric polynomial.

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If the real trigonometric polynomial of nnth order

g(ϑ)=λ0+λ1cos⁡ϑ+μ1sin⁡ϑ+λ2cos⁡2ϑ+μ2sin⁡2ϑ+⋯+λncos⁡nϑ+μnsin⁡nϑ,(λi,μj real, 0≦i≦n, 1≦j≦n) g(\vartheta ) = \lambda _0 + \lambda _1 \cos \vartheta + \mu _1 \sin \vartheta + \lambda _2 \cos 2\vartheta + \mu _2 \sin 2\vartheta + \cdots + \lambda _n \cos n\vartheta + \mu _n \sin n\vartheta , \qquad (\lambda _i, \mu _j \text{ real}, \ 0 \leqq i \leqq n, \ 1 \leqq j \leqq n)

can assume only non-negative values for all real ϑ\vartheta, then it may be represented in the following form:

g(ϑ)=∣h(z)∣2,z=eiϑ,(ϑ real), g(\vartheta ) = \left|h(z)\right|^2, \qquad z = e^{i\vartheta }, \qquad (\vartheta \text{ real}),

where h(z)=x0+x1z+x2z2+⋯+xnznh(z) = x_0 + x_1 z + x_2 z^2 + \cdots + x_n z^n is a polynomial of nnth degree.

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Remark.
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Factorize the polynomial G(z)G(z) considered in problem 11 into linear factors.

If g(ϑ)g(\vartheta ) (ϑ\vartheta real) denotes a real non-negative cosine polynomial, then one can always find a polynomial h(z)=x0+x1z+x2z2+⋯+xnznh(z) = x_0 + x_1 z + x_2 z^2 + \cdots + x_n z^n with only real coefficients such that we have

g(ϑ)=∣h(z)∣2,z=eiϑ. g(\vartheta ) = \left|h(z)\right|^2, \qquad z = e^{i\vartheta }.
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Show that the representation of a real non-negative trigonometric polynomial as given in problem 40 for real ϑ\vartheta is in general possible in several ways.

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Show that in problem 40 there always exists a representation such that h(z)h(z) satisfies the following conditions:

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(1)

h(z)h(z) is different from 00 for ∣z∣<1\left|z\right| < 1;

(2)

h(0)h(0) is real and positive.

Here it is assumed that g(ϑ)g(\vartheta ) is not identically zero.

Every polynomial of degree nn which can assume only real and non-negative values for −1≦x≦1-1 \leqq x \leqq 1 may be represented in the form

[A(x)]2+(1−x2)[B(x)]2, [A(x)]^2 + (1-x^2)[B(x)]^2,

where A(x)A(x) and B(x)B(x) are polynomials of nnth and (n−1)(n-1)th degrees, respectively, with only real coefficients.

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Remark.
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See problem 41.

Let

g(ϑ)=λ0+λ1cos⁡ϑ+μ1sin⁡ϑ+λ2cos⁡2ϑ+μ2sin⁡2ϑ+⋯+λncos⁡nϑ+μnsin⁡nϑ g(\vartheta ) = \lambda _0 + \lambda _1 \cos \vartheta + \mu _1 \sin \vartheta + \lambda _2 \cos 2\vartheta + \mu _2 \sin 2\vartheta + \cdots + \lambda _n \cos n\vartheta + \mu _n \sin n\vartheta

(ϑ\vartheta real) be a real non-negative trigonometric polynomial of nnth order, and let the constant term in g(ϑ)g(\vartheta ) be equal to 11, i.e.

λ0=12π∫02πg(ϑ) dϑ=1. \lambda _0 = \frac{1}{2\pi } \int _0^{2\pi } g(\vartheta ) \, d\vartheta = 1.

Then

g(ϑ)≦n+1. g(\vartheta ) \leqq n+1.
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With the notation of problem 50, we have

λn2+μn2≦1. \sqrt{\lambda _n^2 + \mu _n^2} \leqq 1.
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With the notation of problem 50, we have

λ12+μ12≦2cos⁡πn+2. \sqrt{\lambda _1^2 + \mu _1^2} \leqq 2\cos \frac{\pi }{n+2}.
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Obtain an analogous description of those rational functions which are positive on TT. Hint: Such a function must have the same number of zeros as poles in UU. Consider products of factors of the form

(z−α)(1−αˉz)(z−β)(1−βˉz) \frac{(z-\alpha )(1-\bar{\alpha } z)}{(z-\beta )(1-\bar{\beta } z)}

where ∣α∣<1\left|\alpha \right| < 1 and ∣β∣<1\left|\beta \right| < 1.

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Suppose ff is a trigonometric polynomial,

f(θ)=∑k=−nnakeikθ f(\theta ) = \sum _{k = -n}^{n} a_{k} e^{i k \theta }

and f(θ)>0f(\theta ) > 0 for all real θ\theta. Prove that there is a polynomial P(z)=c0+c1z+⋯+cnznP(z) = c_{0}+c_{1} z+\cdots +c_{n} z^{n} such that

f(θ)=∣P(eiθ)∣2(θ real ). f(\theta ) = \left|P\left(e^{i \theta }\right)\right|^{2} \quad (\theta \text{ real }).

Hint: Apply Exercise 4 to the rational function Σakzk\Sigma a_{k} z^{k}. Is the result still valid if we assume f(θ)≥0f(\theta ) \geq 0 instead of f(θ)>0f(\theta ) > 0?

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References

[PóSz98] Pólya G., Szegő G. Problems and Theorems in Analysis. Springer, 1998.
[Rud87] Rudin W. Real and Complex Analysis. 3rd ed., McGraw-Hill, 1987.