L1 norms of products of sines

Jordan Bell
January 2, 2014

1 Introduction

A trigonometric polynomial of degree n is an expression of the form

∑k=-nnck⁢ei⁢k⁢t,ck∈ℂ.

Using the identity ei⁢t=cos⁡t+i⁢sin⁡t, we can write a trigonometric polynomial of degree n in the form

a0+∑k=1nak⁢cos⁡k⁢t+∑k=1nbk⁢sin⁡k⁢t,ak,bk∈ℂ.

The trigonometric functions cos⁡k⁢t and sin⁡k⁢t, k∈ℤ, are the building blocks for 2⁢π-periodic functions (cf. [6]). To formalize the idea of the size of a 2⁢π-periodic function and to formalize the idea of approximating 2⁢π-periodic functions using trigonometric polynomials, we introduce Lp norms.

For 1≤p<∞ and for a 2⁢π-periodic function f, we define the Lp norm of f by

∥f∥p=(12⁢π⁢∫02⁢π|f⁢(t)|p⁢𝑑t)1/p.

For a continuous 2⁢π-periodic function f, we define the L∞ norm of f by

∥f∥∞=max0≤t≤2⁢π⁡|f⁢(t)|.

If f is a continuous 2⁢π-periodic function, then there is a sequence of trigonometric polynomials fn such that ∥f-fn∥∞→0 as n→∞ [11, p. 54, Corollary 5.4].

The Dirichlet kernel Dn is defined by

Dn⁢(t)=∑k=-nnei⁢k⁢t=1+2⁢∑k=1ncos⁡k⁢t.

One can show [5, p. 71, Exercise 1.1] that

∥Dn∥1=4π2⋅log⁡n+O⁢(1).

(On the other hand, it can quickly be seen that ∥Dn∥∞=2⁢n+1, and it follows immediately from Parseval’s identity that ∥Dn∥2=2⁢n+1.)

Pólya and Szegő [8, Part VI] present various problems about trigonometric polynomials together with solutions to them. A result on L∞ norms of trigonometric polynomials that Pólya and Szegő present is for the sum An⁢(t)=∑k=1nsin⁡k⁢tk. The local maxima and local minima of An can be explicitly determined [8, p. 74, no. 23], and it can be shown that [8, p. 74, no. 25]

∥An∥∞∼∫0πsin⁡tt⁢𝑑t.

In [2, p. 532, Theorem 2], the author proves the following.

Theorem 1.

Let Fn⁢(t)=∏k=1nsin⁡(k⁢t), let M be the maximum value of

1w⁢∫0wlog⁡sin⁡t⁢d⁢t

for w∈(0,π), let A=eM, and let B=4⁢eM⁢(1-e2⁢M)-14. We have

∥Fn∥1∼Bn⋅An.

We compute that M=-0.49452⁢… and A=0.60985⁢….

When I was working on this problem, I first found simpler weaker estimates that apply to a larger class of products.

For k≥1, let ak be a positive integer, and let

Fna⁢(t)=∏k=1nsin⁡(ak⁢t),a=(ak).

In this paper we show that we can use simpler methods to obtain nontrivial upper and lower bounds on ∥Fna∥1. The results are substantially weaker than Theorem 1, but hold for any sequence a. As well, their proofs can be more readily understood. We present an asymptotic result showing that the L1 norm of sin⁡(t)⁢sin⁡(qm⁢t)⁢⋯⁢sin⁡(qm⁢(n-1)⁢t) approaches (2π)n as m→∞, for q≥2 an integer. We present inequalities for the norms of trigonometric polynomials.

In Figure 1 we plot ∏k=18|sin⁡(k⁢t)| for 0≤t≤2⁢π. In Figure 2 we plot ∏k=14|sin⁡(pk⁢t)| for 0≤t≤2⁢π, where pk is the kth prime. In Figure 3 we plot ∏k=110|sin⁡(⌈k⌉⁢t)| for 0≤t≤2⁢π, where ⌈x⌉ is the least integer ≥x. We want upper and lower bounds on the areas under these graphs.

Figure 1: ∏k=18|sin⁡(k⁢t)| for 0≤t≤2⁢π
Figure 2: ∏k=14|sin⁡(pk⁢t)| for 0≤t≤2⁢π, where pk is the kth prime
Figure 3: ∏k=110|sin⁡(⌈k⌉⁢t)| for 0≤t≤2⁢π

2 Upper and lower bounds

Hölder’s inequality is the first tool for which we reach when we want to bound the norm of a product.

Theorem 2.

For any sequence a, we have

∥Fna∥1=O⁢(1n).
Proof.

Hölder’s inequality [7, p. 45, Theorem 2.3] (cf. [10, p. 151, Exercise 9.9]) states that if ∑k=1n1pk=1 then

∥f∥1≤∏k=1n∥f∥pk.

As 1=∑k=1n1n, this implies that

∥Fna∥1≤∏k=1n∥sin⁡(ak⁢t)∥n.

For each k,

∫02⁢π|sin⁡(ak⁢t)|n⁢𝑑t = 1ak⁢∫02⁢π⁢ak|sin⁡t|n⁢𝑑t
= 1ak⁢∑j=1ak∫2⁢π⁢(j-1)2⁢π⁢j|sin⁡t|n⁢𝑑t
= 1ak⁢∑j=1ak∫02⁢π|sin⁡(t+2⁢π⁢(j-1))|n⁢𝑑t
= 1ak⁢∑j=1ak∫02⁢π|sin⁡t|n⁢𝑑t
= ∫02⁢π|sin⁡t|n⁢𝑑t
= 2⁢∫0πsinn⁡t⁢d⁢t.

Let Gn=∫0πsinn⁡t⁢d⁢t. Doing integration by parts, for n≥2 we have

Gn = ∫0πsinn-1⁡t⁢sin⁡t⁢d⁢t
= -sinn-1⁡t⁢cos⁡t|0π+(n-1)⁢∫0πsinn-2⁡t⁢cos2⁡t⁢d⁢t
= (n-1)⁢∫0πsinn-2⁡t⁢(1-sin2⁡t)⁢𝑑t
= (n-1)⁢Gn-2-(n-1)⁢Gn.

Thus,

Gn=n-1n⁢Gn-2.

Say n=2⁢m+1, m≥1. For m=1, we have G2⁢m+1=G3=23⁢G1=43. Assume that for some m≥1 we have

G2⁢m+1=22⁢m+1⁢m!⁢m!(2⁢m+1)!. (1)

Then

G2⁢m+3 = 2⁢m+22⁢m+3⁢G2⁢m+1
= 2⁢m+22⁢m+3⁢22⁢m+1⁢m!⁢m!(2⁢m+1)!
= 22⁢m+3⁢(m+1)!⁢(m+1)!(2⁢m+3)!.

Therefore, by induction (1) holds for all m≥1. By applying Stirling’s approximation to (1) we get

G2⁢m+1 ∼ 22⁢m+1⁢2⁢π⁢m⁢(me)m⁢2⁢π⁢m⁢(me)m2⁢π⁢(2⁢m+1)⁢(2⁢m+1e)2⁢m+1
= 22⁢m+1⋅2⁢π2⁢π⁢(2⁢m+1)⋅(mm+12)2⁢m+1⋅122⁢m+1⋅e2⁢m+1e2⁢m
= e⁢2⁢π2⁢m+1⋅(mm+12)2⁢m+1
< e⁢2⁢π2⁢m+1.

Thus,

G2⁢m+1=O⁢(12⁢m+1).

Say n=2⁢m, m≥1. For m=1, we have G2⁢m=G2=12⁢G0=π2. Assume that for some m≥1 we have

G2⁢m=π⁢(2⁢m)!22⁢m⁢m!⁢m!. (2)

Then

G2⁢m+2 = 2⁢m+12⁢m+2⁢G2⁢m
= 2⁢m+12⁢m+2⋅π⁢(2⁢m)!22⁢m⁢m!⁢m!
= π⁢(2⁢m+2)!22⁢m+2⁢(m+1)!⁢(m+1)!.

Therefore, by induction (2) holds for all m≥1. Like for n=2⁢m+1, by applying Stirling’s approximation to (2) we get G2⁢m∼2⁢π2⁢m, and so

G2⁢m=O⁢(12⁢m).

Hence Gn=O⁢(1n). It follows that

∥Fna∥1 ≤ ∏k=1n(12⁢π⁢∫02⁢π|sin⁡(ak⁢t)|n⁢𝑑t)1/n
= ∏k=1n(Gnπ)1/n
= Gnπ
= O⁢(1n).

∎

In the proof of Theorem 2, we saw that for any ak≥1, we have

∫02⁢π|sin⁡(ak⁢t)|n⁢𝑑t=2⁢Gn,Gn=∫0πsinn⁡t⁢d⁢t,

We showed that

G2⁢m+1∼e⁢2⁢π2⁢m+1⋅(mm+12)2⁢m+1.

We can check, by taking logarithms and using L’Hospital’s rule, that

limm→∞⁡(mm+12)2⁢m+1=e-1.

Therefore, there is some C1>0 such that for all m≥1 we have

G2⁢m+1≥C12⁢m+1.

We also showed that

G2⁢m∼2⁢π2⁢m,

and hence there is some C2>0 such that for all m≥1 we have

G2⁢m≥C22⁢m.

If C=min⁡{C1,C2}, then for all n≥2 we have

Gn≥Cn.

It follows that for any positive integer a, if ak=a for all k≥1 then

∥Fna∥1=Gnπ≥Cπ⋅1n.

In other words, if all the terms in the sequence a are the same then the inequality given by Theorem 2 is sharp.

In the above theorem we gave an upper bound on ∥Fna∥1, and in the following theorem we give a lower bound on ∥Fna∥1.

Theorem 3.

For any sequence a, we have

∥Fna∥1>12n.
Proof.

Since -log is a convex function on (0,∞), by Jensen’s inequality [7, p. 44, Theorem 2.2] we have for any nonnegative function f with ∥f∥1<∞ that

-log⁡(12⁢π⁢∫02⁢πf⁢(t)⁢𝑑t)≤12⁢π⁢∫02⁢π-log⁡(f⁢(t))⁢d⁢t,

and the two sides are equal if and only if f is constant almost everywhere (for continuous f this is equivalent to f being constant). Hence, as there is no sequence a of positive integers such that Fna is constant,

log⁡(12⁢π⁢∫02⁢π|Fna⁢(t)|⁢𝑑t)>12⁢π⁢∫02⁢πlog⁡(|Fna⁢(t)|)⁢𝑑t. (3)

The left-hand side of (3) is log⁡∥Fna∥1, and the the right-hand side is equal to

12⁢π⁢∫02⁢π∑k=1nlog⁡|sin⁡(ak⁢t)|⁢d⁢t=12⁢π⁢∑k=1n∫02⁢πlog⁡|sin⁡(ak⁢t)|⁢d⁢t.

But for each k,

∫02⁢πlog⁡|sin⁡(ak⁢t)|⁢d⁢t = 1ak⁢∫02⁢π⁢aklog⁡|sin⁡t|⁢d⁢t
= 1ak⁢∑j=1ak∫2⁢π⁢(j-1)2⁢π⁢jlog⁡|sin⁡t|⁢d⁢t
= 1ak⁢∑j=1ak∫02⁢πlog⁡|sin⁡(t+2⁢π⁢(j-1))|⁢d⁢t
= 1ak⁢∑j=1ak∫02⁢πlog⁡|sin⁡t|⁢d⁢t
= ∫02⁢πlog⁡|sin⁡t|⁢d⁢t.

Hence (3) is

log⁡∥Fna∥1>n2⁢π⁢∫02⁢πlog⁡|sin⁡t|⁢d⁢t.

We calculate ∫02⁢πlog⁡|sin⁡t|⁢d⁢t in the following way. (The earliest evaluation of this integral of which the author is aware is by Euler [4], who gives two derivations, the first using the Euler-Maclaurin summation formula, the power series expansion for log⁡(1+x1-x), and the power series expansion of x⁢cot⁡(x), and the second using the Fourier series of log⁡|sin⁡t|.) First,

∫02⁢πlog⁡|sin⁡t|⁢d⁢t=4⁢∫0π2log⁡sin⁡t⁢d⁢t.

We have

∫0π2log⁡sin⁡t⁢d⁢t = ∫-π20log⁡(sin⁡(t+π2))⁢𝑑t
= ∫-π20log⁡(sin⁡t⁢cos⁡π2+sin⁡π2⁢cos⁡t)⁢𝑑t
= ∫-π20log⁡cos⁡t⁢d⁢t
= ∫0π2log⁡cos⁡t⁢d⁢t.

Therefore,

2⁢∫0π2log⁡sin⁡t⁢d⁢t = ∫0π2log⁡sin⁡t⁢d⁢t+∫0π2log⁡cos⁡t⁢d⁢t
= ∫0π2log⁡(2⁢sin⁡t⁢cos⁡t)-log⁡2⁢d⁢t
= ∫0π2log⁡sin⁡(2⁢t)⁢d⁢t-π2⁢log⁡2
= 12⁢∫0πlog⁡sin⁡t⁢d⁢t-π2⁢log⁡2.

Because ∫0πlog⁡sin⁡t⁢d⁢t=2⁢∫0π2log⁡sin⁡t⁢d⁢t, we have

2⁢∫0π2log⁡sin⁡t⁢d⁢t=∫0π2log⁡sin⁡t⁢d⁢t-π2⁢log⁡2,

and so

∫0π2log⁡sin⁡t⁢d⁢t=-π2⁢log⁡2.

Thus

∫02⁢πlog⁡|sin⁡t|⁢d⁢t=-2⁢π⁢log⁡2.

Therefore we have

log∥Fna∥1>n2⁢π⋅-2πlog2=-nlog2=log(2-n),

and thus

∥Fna∥1>2-n.

∎

In the above theorem we gave a lower bound for ∥Fna∥1. In the following theorem we give another lower bound for ∥Fna∥1, and we then construct examples where one lower bound is better than the other.

Theorem 4.

For any sequence a, if

An=max1≤k≤n⁡ak,

then

∥Fna∥1>14⋅1n+1⋅1Ann+1⁢∏k=1nak.
Proof.

If 0≤t≤π2 then sin⁡t≥2π⁢t [13]. In words, if 0<t<π2, then (t,sin⁡t) lies above the line joining (0,0) and (π2,1).

∫02⁢π|Fna⁢(t)|⁢𝑑t = ∫02⁢π∏k=1n|sin⁡(ak⁢t)|⁢d⁢t
> ∫0π2⁢An∏k=1nsin⁡(ak⁢t)⁢d⁢t
≥ ∫0π2⁢An∏k=1n(2π⁢ak⁢t)⁢d⁢t
= (2π)n⁢(∏k=1nak)⁢∫0π2⁢Antn⁢𝑑t
= (2π)n⁢(∏k=1nak)⁢1n+1⁢(π2⁢An)n+1
= π2⋅1n+1⋅1Ann+1⁢∏k=1nak.

∎

If, for instance, ak=2k, the above inequality is

∥Fna∥1>14⋅1n+1⋅12n⁢(n+1)⋅2n⁢(n+1)2=14⋅1n+1⋅2-n⁢(n+1)2,

which is worse than (i.e. less than) the inequality given by Theorem 3.

If ak=k, the inequality is

∥Fna∥1>14⋅1n+1⋅1nn+1⋅n!,

and applying Stirling’s approximation we get

∥Fna∥1≫1n+1⋅1n⋅1en,

which is also worse than the inequality given by Theorem 3.

But if ak=⌈k⌉, the inequality is

∥Fna∥1>14⋅1n+1⋅1(n+1)n+12⁢∏k=1nk12=14⋅1n+1⋅1nn+12⋅1(1+1n)n+12⁢∏k=1nk12.

Taking logarithms and using L’Hospital’s rule, we get

limn→∞⁡(1+1n)n+12=e12.

Then using Stirling’s approximation we obtain

∥Fna∥1≫n-54⁢e-n2,

and since e1/2<2, this lower bound is better than (i.e. greater than) the lower bound 2-n in Theorem 3.

3 Mixing

This section talks about measure spaces and mixing. These topics take repeated exposure to become comfortable with, but Theorem 5 is a pretty result whose statement can be understood without understanding its proof. The notion of mixing is related to independent random variables, for which the expectation of their product is equal to the product of their expectations.

Let X be a measure space with probability measure μ. Following [9, p. 21, Definition 3.6], we say that a measure preserving map T:X→X is r-fold mixing if for all g,f1,…,fr∈Lr+1⁢(X) we have

limm1→∞,…,mr→∞⁡∫Xg⁢(t)⋅∏k=1rfk⁢(T∑j=1kmj⁢(t))⁢d⁢μ⁢(t)=(∫Xg⁢(t)⁢𝑑μ⁢(t))⁢∏k=1r(∫Xfk⁢(t)⁢𝑑μ⁢(t)). (4)

If for each r the map T is r-fold mixing, we say that T is mixing of all orders.

Let λ be Lebesgue measure on [0,1]. Let q≥2 be an integer, and define Tq:[0,1]→[0,1] by Tq⁢(t)=R⁢(q⁢t); R⁢(x)=x-[x], where [x] is the greatest integer ≤x. Tq is mixing of all orders. This can be proved by first showing that the dynamical system ([0,1],λ,Tq) is isomorphic to a Bernoulli shift (cf. [3, p. 17, Example 2.8]). This implies that if the Bernoulli shift is r-fold mixing then Tq is r-fold mixing. One then shows that a Bernoulli shift is mixing of all orders [3, p. 53, Exercise 2.7.9]. Using that Tq is mixing of all orders gets us the following result.

Theorem 5.

Let q≥2 be an integer. For each n≥1 we have

limm→∞⁡∫01|sin⁡(2⁢π⁢t)|⋅∏k=1n|sin⁡(2⁢π⁢qk⁢m⁢t)|⁢d⁢t=(2π)n+1.
Proof.

Define g⁢(t)=f1⁢(t)=⋯=fn⁢(t)=|sin⁡(2⁢π⁢t)|. For any nonzero integer N we have

∫01|sin⁡(2⁢π⁢N⁢t)|⁢𝑑t=2π,

and it follows from (4), using m=max⁡{m1,…,mn}, that

limm→∞⁡∫01|sin⁡(2⁢π⁢t)|⋅∏k=1n|sin⁡(2⁢π⁢qk⁢m⁢t)|⁢d⁢t=(2π)n+1.

∎

In other words, if for k≥1 we set ak⁢(m)=q(k-1)⁢m, then for each n we have

limm→∞⁡∥Fna⁢(m)∥1=(2π)n,a⁢(m)=(ak⁢(m)).

It would be overwhelming for a reader without experience in ergodic theory to work out the details of the reasoning that we indicated above Theorem 5 for why Tq is mixing of all orders. In the following we explain a more understandable derivation of the case n=1 of Theorem 5. For a measure space X with probability measure μ, we say that a measure preserving transformation T:X→X is mixing (in other words, 1-fold mixing), if for all f,g∈L2⁢(X) we have

limm→∞⁡∫Xf⁢(Tm⁢(t))⁢g⁢(t)⁢𝑑μ⁢(t)=(∫Xf⁢(t)⁢𝑑μ⁢(t))⁢(∫Xg⁢(t)⁢𝑑μ⁢(t)).

Stein and Shakarchi [12, p. 305] prove that T2:[0,1]→[0,1] (for Tq⁢(t)=R⁢(q⁢t)) is mixing, and their argument works to show that Tq:[0,1]→[0,1] is mixing for q≥2 an integer. Hence, taking f⁢(t)=g⁢(t)=|sin⁡(2⁢π⁢t)|, we get

limm→∞⁡∫01|sin⁡(2⁢π⁢qm⁢t)|⋅|sin⁡(2⁢π⁢t)|⁢𝑑t=(2π)2.

4 Sequences of powers

If Sn=∑k=1nak, then

Fna⁢(t) = ∏k=1nsin⁡(ak⁢t)
= ∏k=1nei⁢ak⁢t-e-i⁢ak⁢t2⁢i
= ∏k=1n(-e-i⁢ak⁢t2⁢i)⁢(1-e2⁢i⁢ak⁢t)
= 12n⁢exp⁡(i⁢n⁢π2-i⁢Sn⁢t)⁢∏k=1n(1-e2⁢i⁢ak⁢t).

Thus |Fna⁢(t)|=2-n⁢∏k=1n|1-e2⁢i⁢ak⁢t|. Define Pna⁢(t)=∏k=1n(1-ei⁢ak⁢t). Bell, Borwein and Richmond [1] estimate ∥Pna∥∞ when ak is a power of k or is quadratic in k. They prove that if ak=km, with m≥2 an integer, then there exists a constant 1<c<2 such that ∥Pna∥∞>cn for all sufficiently large n. The product Pna⁢(t)=∏k=1n(1-ei⁢ak⁢t) can be written as a sum,

∏k=1n(1-ei⁢ak⁢t)=∑k=0Snak⁢ei⁢k⁢t,ak=12⁢π⁢∫02⁢πe-i⁢k⁢t⁢Pna⁢(t)⁢𝑑t,

for Sn=∑k=1nak. We have

|Pna⁢(t)|=|∑k=0Snak⁢ei⁢k⁢t|≤∑k=0Sn|ei⁢k⁢t⁢ak|=∑k=0Sn|ak|.

But

|ak|≤12⁢π⁢∫02⁢π|e-i⁢k⁢t⁢Pna⁢(t)|⁢𝑑t=12⁢π⁢∫02⁢π|Pna⁢(t)|⁢𝑑t=∥Pna∥1.

Hence

∥Pna∥∞≤(Sn+1)⁢∥Pna∥1.

It follows that

∥Fna∥1=12n⋅∥Pna∥1≥12n⋅∥Pna∥∞Sn+1>1Sn+1⋅(c2)n.

As Sn=∑k=1nkm=O⁢(nm+1), the above lower bound on ∥Fna∥1 is better than the one given by Theorem 3.

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