Chapter 2.5

Examples of Banach Space Techniques

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Problem 2.5.1

Let XX consist of two points aa and bb, put μ({a})=μ({b})=12\mu (\left\{ a\right\} ) = \mu (\left\{ b\right\} ) = \frac{1}{2}, and let Lp(μ)L^{p}(\mu ) be the resulting real LpL^{p}-space. Identify each real function ff on XX with the point (f(a),f(b))(f(a), f(b)) in the plane, and sketch the unit balls of Lp(μ)L^{p}(\mu ), for 0<p≤∞0 < p \leq \infty. Note that they are convex if and only if 1≤p≤∞1 \leq p \leq \infty. For which pp is this unit ball a square? A circle? If μ({a})≠μ(b)\mu (\left\{ a\right\} ) \neq \mu (b), how does the situation differ from the preceding one?

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Problem 2.5.2

Prove that the unit ball (open or closed) is convex in every normed linear space.

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Problem 2.5.3

If 1<p<∞1 < p < \infty, prove that the unit ball of Lp(μ)L^{p}(\mu ) is strictly convex; this means that if

∥f∥p=∥g∥p=1,f≠g,h=12(f+g), \left\| f\right\| _{p} = \left\| g\right\| _{p} = 1, \quad f \neq g, \quad h = \frac{1}{2}(f+g),

then ∥h∥p<1\left\| h\right\|_{p} < 1. (Geometrically, the surface of the ball contains no straight lines). Show that this fails in every L1(μ)L^{1}(\mu ), in every L∞(μ)L^{\infty }(\mu ), and in every C(X)C(X). (Ignore trivialities, such as spaces consisting of only one point).

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Problem 2.5.4

Let CC be the space of all continuous functions on [0,1], with the supremum norm. Let MM consist of all f∈Cf \in C for which

∫01/2f(t)dt−∫1/21f(t)dt=1 \int _{0}^{1 / 2} f(t) d t-\int _{1 / 2}^{1} f(t) d t = 1

Prove that MM is a closed convex subset of CC which contains no element of minimal norm.

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Problem 2.5.5

Let MM be the set of all f∈L1([0,1])f \in L^{1}([0,1]), relative to Lebesgue measure, such that

∫01f(t)dt=1 \int _{0}^{1} f(t) d t = 1

Show that MM is a closed convex subset of L1([0,1])L^{1}([0,1]) which contains infinitely many elements of minimal norm. (Compare this and Exercise 4 with Theorem 4.10).

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Problem 2.5.6

Let ff be a bounded linear functional on a subspace MM of a Hilbert space HH. Prove that ff has a unique norm-preserving extension to a bounded linear functional on HH, and that this extension vanishes on M⊥M^{\perp }.

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Problem 2.5.7

Construct a bounded linear functional on some subspace of some L1(μ)L^{1}(\mu ) which has two (hence infinitely many) distinct norm-preserving linear extensions to L1(μ)L^{1}(\mu ).

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Problem 2.5.8

Let XX be a normed linear space, and let X∗X^{*} be its dual space, as defined in Sec. 5.21, with the norm

∥f∥=sup⁡{∣f(x)∣:∥x∥≤1} \left\| f\right\| = \sup \left\{ \left|f(x)\right|: \left\| x\right\| \leq 1\right\}
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(a)

Prove that X∗X^{*} is a Banach space.

(b)

Prove that the mapping f→f(x)f \rightarrow f(x) is, for each x∈Xx \in X, a bounded linear functional on X∗X^{*}, of norm ∥x∥\left\| x\right\|. (This gives a natural imbedding of XX in its " second dual " X∗∗X^{* *}, the dual space of X∗X^{*}).

(c)

Prove that {∥xn∥}\left\{ \left\| x_{n}\right\| \right\} is bounded if {xn}\left\{ x_{n}\right\} is a sequence in XX such that {f(xn)}\left\{ f\left(x_{n}\right)\right\} is bounded for every f∈X∗f \in X^{*}.

Problem 2.5.9

Let c0,ℓ1c_{0}, \ell^{1}, and ℓ∞\ell^{\infty } be the Banach spaces consisting of all complex sequences x={ξi}x = \left\{ \xi_{i}\right\}, i=1,2,3,…i = 1,2,3, \ldots, defined as follows:

x∈ℓ1 if and only if ∥x∥1=∑∣ξi∣<∞x∈ℓ∞ if and only if ∥x∥∞=sup⁡∣ξi∣<∞ \begin{aligned} & x \in \ell ^{1} \text{ if and only if } \left\| x\right\| _{1} = \sum \left|\xi _{i}\right| < \infty \\ & x \in \ell ^{\infty } \text{ if and only if } \left\| x\right\| _{\infty } = \sup \left|\xi _{i}\right| < \infty \end{aligned}

c0c_{0} is the subspace of ℓ∞\ell^{\infty } consisting of all x∈ℓ∞x \in \ell^{\infty } for which ξi→0\xi_{i} \rightarrow 0 as i→∞i \rightarrow \infty. Prove the following four statements.

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(a)

If y={ηi}∈ℓ1y = \left\{ \eta_{i}\right\} \in \ell^{1} and Λx=∑ξiηi\Lambda x = \sum \xi_{i} \eta_{i} for every x∈c0x \in c_{0}, then Λ\Lambda is a bounded linear functional on c0c_{0}, and ∥Λ∥=∥y∥1\left\| \Lambda \right\| = \left\| y\right\|_{1}. Moreover, every Λ∈(c0)∗\Lambda \in \left(c_{0}\right)^{*} is obtained in this way. In brief, (c0)∗=ℓ1\left(c_{0}\right)^{*} = \ell^{1}. (More precisely, these two spaces are not equal; the preceding statement exhibits an isometric vector space isomorphism between them).

(b)

In the same sense, (ℓ1)∗=ℓ∞\left(\ell^{1}\right)^{*} = \ell^{\infty }.

(c)

Every y∈ℓ1y \in \ell^{1} induces a bounded linear functional on ℓ∞\ell^{\infty }, as in (a). However, this does not give all of (ℓ∞)∗\left(\ell^{\infty }\right)^{*}, since (ℓ∞)∗\left(\ell^{\infty }\right)^{*} contains nontrivial functionals that vanish on all of c0c_{0}.

(d)

c0c_{0} and ℓ1\ell^{1} are separable but ℓ∞\ell^{\infty } is not.

Problem 2.5.10

If ∑αiξi\sum \alpha_{i} \xi_{i} converges for every sequence {ξi}\left\{ \xi_{i}\right\} such that ξi→0\xi_{i} \rightarrow 0 as i→∞i \rightarrow \infty, prove that ∑∣αi∣<∞\sum \left|\alpha_{i}\right| < \infty.

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Problem 2.5.11

For 0<α≤10 < \alpha \leq 1, let Lip α\alpha denote the space of all complex functions ff on [a,b][a, b] for which

Mf=sup⁡s≠t∣f(s)−f(t)∣∣s−t∣α<∞ M_{f} = \sup _{s \neq t} \frac{\left|f(s)-f(t)\right|}{\left|s-t\right|^{\alpha }} < \infty

Prove that Lip α\alpha is a Banach space, if ∥f∥=∣f(a)∣+Mf\left\| f\right\| = \left|f(a)\right|+M_{f}; also, if

∥f∥=Mf+sup⁡x∣f(x)∣ \left\| f\right\| = M_{f}+\sup _{x}\left|f(x)\right|

(The members of Lip α\alpha are said to satisfy a Lipschitz condition of order α\alpha).

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Problem 2.5.12

Let KK be a triangle (two-dimensional figure) in the plane, let HH be the set consisting of the vertices of KK, and let AA be the set of all real functions ff on KK, of the form

f(x,y)=αx+βy+γ(α,β, and γ real ). f(x, y) = \alpha x+\beta y+\gamma \quad (\alpha , \beta , \text{ and } \gamma \text{ real }).

Show that to each (x0,y0)∈K\left(x_{0}, y_{0}\right) \in K there corresponds a unique measure μ\mu on HH such that

f(x0,y0)=∫Hfdμ f\left(x_{0}, y_{0}\right) = \int _{H} f d \mu

(Compare Sec. 5.22). Replace KK by a square, let HH again be the set of its vertices, and let AA be as above. Show that to each point of KK there still corresponds a measure on HH, with the above property, but that uniqueness is now lost.

Can you extrapolate to a more general theorem? (Think of other figures, higher dimensional spaces).

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Problem 2.5.13

Let {fn}\left\{ f_{n}\right\} be a sequence of continuous complex functions on a (nonempty) complete metric space XX, such that f(x)=lim⁡fn(x)f(x) = \lim f_{n}(x) exists (as a complex number) for every x∈Xx \in X.

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(a)

Prove that there is an open set V≠∅V \neq \varnothing and a number M<∞M < \infty such that ∣fn(x)∣<M\left|f_{n}(x)\right| < M for all x∈Vx \in V and for n=1,2,3,…n = 1,2,3, \ldots

(b)

If ϵ>0\epsilon > 0, prove that there is an open set V≠∅V \neq \varnothing and an integer NN such that ∣f(x)−fn(x)∣≤ϵ\left|f(x)-f_{n}(x)\right| \leq \epsilon if x∈Vx \in V and n≥Nn \geq N.

Hint for (b)(b) : For N=1,2,3,…N = 1,2,3, \ldots, put

AN={x:∣fm(x)−fn(x)∣≤ϵ if m≥N and n≥N} A_{N} = \left\{ x:\left|f_{m}(x)-f_{n}(x)\right| \leq \epsilon \text{ if } m \geq N \text{ and } n \geq N\right\}

Since X=⋃ANX = \bigcup A_{N}, some ANA_{N} has a nonempty interior.

Problem 2.5.14

Let CC be the space of all real continuous functions on I=[0,1]I = [0,1] with the supremum norm. Let XnX_{n} be the subset of CC consisting of those ff for which there exists a t∈It \in I such that ∣f(s)−f(t)∣≤n∣s−t∣\left|f(s)-f(t)\right| \leq n\left|s-t\right| for all s∈Is \in I. Fix nn and prove that each open set in CC contains an open set which does not intersect XnX_{n}. (Each f∈Cf \in C can be uniformly approximated by a zigzag function gg with very large slopes, and if ∥g−h∥\left\| g-h\right\| is small, h∉Xnh \notin X_{n}). Show that this implies the existence of a dense GδG_{\delta } in CC which consists entirely of nowhere differentiable functions.

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Problem 2.5.15

Let A=(aij)A = \left(a_{i j}\right) be an infinite matrix with complex entries, where i,j=0,1,2,…Ai, j = 0,1,2, \ldots A associates with each sequence {sj}\left\{ s_{j}\right\} a sequence {σi}\left\{ \sigma_{i}\right\}, defined by

σi=∑j=0∞aijsj(i=1,2,3,…) \sigma _{i} = \sum _{j = 0}^{\infty } a_{i j} s_{j} \quad (i = 1,2,3, \ldots )

provided that these series converge. Prove that AA transforms every convergent sequence {sj}\left\{ s_{j}\right\} to a sequence {σi}\left\{ \sigma_{i}\right\} which converges to the same limit if and only if the following conditions are satisfied:

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(a)

lim⁡i→∞aij=0\lim_{i \rightarrow \infty } a_{i j} = 0 for each jj.

(b)

sup⁡i∑j=0∞∣aij∣<∞\sup_{i} \sum_{j = 0}^{\infty }\left|a_{i j}\right| < \infty.

(c)

lim⁡i→∞∑j=0∞aij=1\lim_{i \rightarrow \infty } \sum_{j = 0}^{\infty } a_{i j} = 1. The process of passing from {sj}\left\{ s_{j}\right\} to {σi}\left\{ \sigma_{i}\right\} is called a summability method. Two examples are:

aij={1i+1 if 0≤j≤i0 if i<j a_{i j} = \begin{cases} \frac{1}{i+1} & \text{ if } 0 \leq j \leq i \\ 0 & \text{ if } i < j\end{cases}

and

aij=(1−ri)rij,0<ri<1,ri→1 a_{i j} = \left(1-r_{i}\right) r_{i}^{j}, \quad 0 < r_{i} < 1, \quad r_{i} \rightarrow 1

Prove that each of these also transforms some divergent sequences {sj}\left\{ s_{j}\right\} (even some unbounded ones) to convergent sequences {σi}\left\{ \sigma_{i}\right\}.

Problem 2.5.16

Suppose XX and YY are Banach spaces, and suppose Λ\Lambda is a linear mapping of XX into YY, with the following property: For every sequence {xn}\left\{ x_{n}\right\} in XX for which x=lim⁡xnx = \lim x_{n} and y=lim⁡Λxny = \lim \Lambda x_{n} exist, it is true that y=Λxy = \Lambda x. Prove that Λ\Lambda is continuous.

This is the so-called "closed graph theorem". Hint: Let X⊕YX \oplus Y be the set of all ordered pairs (x,y),x∈X(x, y), x \in X and y∈Yy \in Y, with addition and scalar multiplication defined componentwise. Prove that X⊕YX \oplus Y is a Banach space, if ∥(x,y)∥=∥x∥+∥y∥\left\| (x, y)\right\| = \left\| x\right\| +\left\| y\right\|. The graph GG of Λ\Lambda is the subset of X⊕YX \oplus Y formed by the pairs (x,Λx),x∈X(x, \Lambda x), x \in X. Note that our hypothesis says that GG is closed; hence GG is a Banach space. Note that (x,Λx)→x(x, \Lambda x) \rightarrow x is continuous, one-to-one, and linear and maps GG onto XX.

Observe that there exist nonlinear mappings (of R1\mathbb {R}^{1} onto R1\mathbb {R}^{1}, for instance) whose graph is closed although they are not continuous: f(x)=1/xf(x) = 1 / x if x≠0,f(0)=0x \neq 0, f(0) = 0.

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Problem 2.5.17

If μ\mu is a positive measure, each f∈L∞(μ)f \in L^{\infty }(\mu ) defines a multiplication operator MfM_{f} on L2(μ)L^{2}(\mu ) into L2(μ)L^{2}(\mu ), such that Mf(g)=fgM_{f}(g) = f g. Prove that ∥Mf∥≤∥f∥∞\left\| M_{f}\right\| \leq \left\| f\right\|_{\infty }. For which measures μ\mu is it true that ∥Mf∥=∥f∥∞\left\| M_{f}\right\| = \left\| f\right\|_{\infty } for all f∈L∞(μ)f \in L^{\infty }(\mu )? For which f∈L∞(μ)f \in L^{\infty }(\mu ) does MfM_{f} map L2(μ)L^{2}(\mu ) onto L2(μ)L^{2}(\mu )?

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Problem 2.5.18

Suppose {Λn}\left\{ \Lambda_{n}\right\} is a sequence of bounded linear transformations from a normed linear space XX to a Banach space YY, suppose ∥Λn∥≤M<∞\left\| \Lambda_{n}\right\| \leq M < \infty for all nn, and suppose there is a dense set E⊂XE \subset X such that {Λnx}\left\{ \Lambda_{n} x\right\} converges for each x∈Ex \in E. Prove that {Λnx}\left\{ \Lambda_{n} x\right\} converges for each x∈Xx \in X.

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Problem 2.5.19

If sns_{n} is the nnth partial sum of the Fourier series of a function f∈C(T)f \in C(T), prove that sn/log⁡n→0s_{n} / \log n \rightarrow 0 uniformly, as n→∞n \rightarrow \infty, for each f∈C(T)f \in C(T). That is, prove that

lim⁡n→∞∥sn∥∞log⁡n=0. \lim _{n \rightarrow \infty } \frac{\left\| s_{n}\right\| _{\infty }}{\log n} = 0.

On the other hand, if λn/log⁡n→0\lambda_{n} / \log n \rightarrow 0, prove that there exists an f∈C(T)f \in C(T) such that the sequence {sn(f;0)/λn}\left\{ s_{n}(f ; 0) / \lambda_{n}\right\} is unbounded. Hint: Apply the reasoning of Exercise 18 and that of Sec. 5.11, with a better estimate of ∥Dn∥1\left\| D_{n}\right\|_{1} than was used there.

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Problem 2.5.20
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(a)

Does there exist a sequence of continuous positive functions fnf_{n} on R1\mathbb {R}^{1} such that {fn(x)}\left\{ f_{n}(x)\right\} is unbounded if and only if xx is rational?

(b)

Replace "rational" by "irrational" in (a) and answer the resulting question.

(c)

Replace " {fn(x)}\left\{ f_{n}(x)\right\} is unbounded" by " fn(x)→∞f_{n}(x) \rightarrow \infty as n→∞n \rightarrow \infty " and answer the resulting analogues of (a)(a) and (b)(b).

Problem 2.5.21

Suppose E⊂R1E \subset \mathbb {R}^{1} is measurable, and m(E)=0m(E) = 0. Must there be a translate E+xE+x of EE that does not intersect EE? Must there be a homeomorphism hh of R1\mathbb {R}^{1} onto R1\mathbb {R}^{1} so that h(E)h(E) does not intersect EE?

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Problem 2.5.22

Suppose f∈C(T)f \in C(T) and f∈Lip⁡αf \in \operatorname {Lip} \alpha for some α>0\alpha > 0. (See Exercise 11). Prove that the Fourier series of ff converges to f(x)f(x), by completing the following outline: It is enough to consider the case x=0x = 0, f(0)=0f(0) = 0. The difference between the partial sums sn(f;0)s_{n}(f ; 0) and the integrals

1π∫−ππf(t)sin⁡nttdt \frac{1}{\pi } \int _{-\pi }^{\pi } f(t) \frac{\sin n t}{t} d t

tends to 0 as n→∞n \rightarrow \infty. The function f(t)/tf(t) / t is in L1(T)L^{1}(T). Apply the Riemann-Lebesgue lemma. More careful reasoning shows that the convergence is actually uniform on TT.

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