Lp norms of trigonometric polynomials

Jordan Bell
April 3, 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.

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→∞ [31, p. 54, Corollary 5.4].

If 1≤p<∞ and f is a continuous 2⁢π-periodic function, then

∥f∥p=(12⁢π⁢∫02⁢π|f⁢(t)|p⁢𝑑t)1/p≤(12⁢π⁢∫02⁢π∥f∥∞p⁢𝑑t)1/p=∥f∥∞.

Jensen’s inequality [16, p. 44, Theorem 2.2] (cf. [30, p. 113, Problem 7.5]) tells us that if ϕ:[0,∞)→ℝ is convex, then for any function h:[0,2⁢π]→[0,∞) we have

ϕ⁢(12⁢π⁢∫02⁢πh⁢(t)⁢𝑑t)≤12⁢π⁢∫02⁢πϕ⁢(h⁢(t))⁢𝑑t.

If 1≤p<q<∞, then ϕ:[0,∞)→ℝ defined by ϕ⁢(x)=xq/p is convex. Hence, if 1≤p<q<∞ then for any 2⁢π-periodic function f,

∥f∥p = (ϕ⁢(∥f∥pp))1/q
= (ϕ⁢(12⁢π⁢∫02⁢π|f⁢(t)|p⁢𝑑t))1/q
≤ (12⁢π⁢∫02⁢πϕ⁢(|f⁢(t)|p)⁢𝑑t)1/q
= (12⁢π⁢∫02⁢π|f⁢(t)|q⁢𝑑t)1/q
= ∥f∥q.

The Dirichlet kernel Dn is defined by

Dn⁢(t)=∑k=-nnei⁢k⁢t=1+2⁢∑k=1ncos⁡k⁢t.

One can show [14, 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 from Parseval’s identity that ∥Dn∥2=2⁢n+1.)

Pólya and Szegő [27, 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 [27, p. 74, no. 23], and it can be shown that [27, p. 74, no. 25]

∥An∥∞∼∫0πsin⁡tt⁢𝑑t.

2 Lp norms

If 1≤p<q<∞, then [14, p. 123, Exercise 1.8] (cf. [7, p. 102, Theorem 2.6]) there is some C⁢(p,q) such that for any trigonometric polynomial f of degree n, we have

∥f∥q≤C⁢(p,q)⁢n1p-1q⁢∥f∥p.

This inequality is sharp [33, p. 230]: for 1≤p<q<∞ there is some C′⁢(p,q) such that if Fn⁢(t)=1n⁢∑k=0n-1Dk⁢(t) (Fn is called the Fejér kernel) then

∥Fn∥q>C′⁢(p,q)⁢n1p-1q⁢∥Fn∥p.
Theorem 1.

Let 1≤p≤q≤∞. If f^⁢(j)=0 for |j|>n+1 then

∥f∥q≤5⁢(n+1)1p-1q⁢∥f∥p.
Proof.

Let Kn⁢(t)=∑j=-nn(1-|j|n+1)⁢ei⁢j⁢t, the Fejér kernel. From this expression we get |Kn⁢(t)|≤Kn⁢(0)=n+1. It’s straightforward to show that Kn⁢(t)=1n+1⁢(sin⁡n+12⁢tsin⁡12⁢t)2. Since sin⁡t2>tπ for 0<t<π, we get |Kn⁢(t)|≤π2(n+1)⁢t2, and thus we obtain

|Kn⁢(t)|≤min⁡(n+1,π2(n+1)⁢t2).

Then, for any r≥1,

∥Kn∥rr = 12⁢π⁢∫02⁢π|Kn⁢(t)|r⁢𝑑t
≤ 12⁢π⁢∫0πn+1(n+1)r⁢𝑑t+12⁢π⁢∫πn+12⁢π(π2(n+1)⁢t2)r⁢𝑑t
= (n+1)r-12+12⁢1(n+1)r⁢12⁢r-1⁢((n+1)2⁢r-1-122⁢r-1)
≤ (n+1)r-12+12⁢1(n+1)r⁢12⁢r-1⁢(n+1)2⁢r-1
≤ (n+1)r-1.

Hence ∥Kn∥r≤(n+1)1-1r.

Let Vn⁢(t)=2⁢K2⁢n+1⁢(t)-Kn⁢(t), the de la Vallée Poussin kernel. Then

∥Vn∥r≤2⁢∥K2⁢n+1∥r+∥Kn∥r≤2⁢(2⁢n+2)1-1r+(n+1)1-1r≤5⁢(n+1)1-1r.

For |j|≤n+1 we have Vn^⁢(j)=1, and one thus checks that Vn*f=f. Take 1q+1=1p+1r. By Young’s inequality we have

∥f∥q=∥Vn*f∥q≤∥Vn∥r⁢∥f∥p≤5⁢(n+1)1p-1q⁢∥f∥p.

∎

Let Xn={a0+∑k=1nak⁢cos⁡k⁢t+bk⁢sin⁡k⁢t:ak,bk∈ℝ}, the real vector space of real valued trigonometric polynomials of degree n, have norm

∥f∥Xn=max⁡{|a0|,|a1|,…,|an|,|b1|,…,|bn|}.

Let Yn,p be the same vector space with the Lp norm. Ash and Ganzburg [1] give upper and lower bounds on the operator norm of the map i:Xn→Yn,p defined by i⁢(f)=f.

Bernstein’s inequality [14, p. 50, Exercise 7.16] states that for 1≤p≤∞, if f is a trigonometric polynomial of degree n, then

∥f′∥p≤n⁢∥f∥p.

In the other direction, if f∈C1 then

12⁢π⁢∫02⁢πf⁢(s)⁢𝑑s+12⁢π⁢∫0ts⁢f′⁢(s)⁢𝑑s+12⁢π⁢∫t2⁢π(s-2⁢π)⁢f′⁢(s)⁢𝑑s=12⁢π⁢∫02⁢πf⁢(s)⁢𝑑s+12⁢π⁢∫02⁢πs⁢f′⁢(s)⁢𝑑s-∫t2⁢πf′⁢(s)⁢𝑑s=12⁢π⁢∫02⁢πf⁢(s)⁢𝑑s+12⁢π⁢s⁢f⁢(s)|02⁢π-12⁢π⁢∫02⁢πf⁢(s)⁢𝑑s-f⁢(s)|t2⁢π=f⁢(t).

Hence

|f⁢(t)| ≤ 12⁢π⁢∫02⁢π|f⁢(s)|⁢𝑑s+12⁢π⁢∫0ts⁢|f′⁢(s)|⁢𝑑s+12⁢π⁢∫t2⁢π(2⁢π-s)⁢|f′⁢(s)|⁢𝑑s
≤ 12⁢π⁢∫02⁢π|f⁢(s)|⁢𝑑s+∫0t|f′⁢(s)|⁢𝑑s+∫t2⁢π|f′⁢(s)|⁢𝑑s
= ∥f∥1+2⁢π⁢∥f′∥1,

so

∥f∥∞≤∥f∥1+2⁢π⁢∥f′∥1.

This is an instance of the Sobolev inequality [26].

It turns out that for a trigonometric polynomial the mass cannot be too concentrated. More precisely, the number of nonzero terms of a trigonometric polynomial restricts how concentrated its mass can be. Let d⁢μ=d⁢t2⁢π. Thus μ⁢([0,2⁢π])=1. A result of Turán [20, p. 89, Lemma 1] states that if λ1,…,λN∈ℤ and T⁢(t)=∑n=1Nbn⁢ei⁢λn⁢t, bn∈ℂ, then for any closed arc I⊂[0,2⁢π],

∥T∥∞≤(2⁢eμ⁢(I))N-1⁢maxt∈I⁡|T⁢(t)|.

Nazarov [11, p. 452] shows that there is some constant A such that if E is a closed subset of [0,2⁢π] (not necessarily an arc), then

∥T^∥1≤(Aμ⁢(E))N⁢maxt∈E⁡|f⁢(T)|.

Nazarov [23] proves that there exists some constant C such that if 0≤q≤2 and μ⁢(E)≥13, then

∥T∥q≤eC⁢(N-1)⁢(1-μ⁢(E)2⁢π)⁢(12⁢π⁢∫E|T⁢(t)|q⁢𝑑t)1/q.

These results of Turan and Nazarov are examples of the uncertainty principle [9], which is the general principle that a constrain on the support of the Fourier transform of a function constrains the support of the function itself.

In [10], Hardy and Littlewood present inequalities for norms of 2⁢π-periodic functions in terms of certain series formed from their Fourier coefficients. Let ck∈ℂ, k∈ℤ, be such that ck→0 as k→±∞, and define c0*,c1*,c-1*,c2*,c-2*,… to be the absolute values of the ck ordered in decreasing magnitude. For real r>1, define

Sr*⁢(c)=(∑k=-∞∞ck*r⁢(|k|+1)r-2)1/r.

For instance, if ck=1 for -N≤k≤N and ck=0 for |k|>N, then Sr*⁢(c)=(1+2⁢∑k=2N+1kr-2)1/r. Hardy and Littlewood state the result [10, p. 164, Theorem 2] that if 1<p≤2 then there is some constant A⁢(p) such that for any sequence c, with ck→0 as k→±∞, if f⁢(t)=∑k=-∞∞ck⁢ei⁢k⁢t and ∥f∥p<∞ then

Sp*⁢(c)≤A⁢(p)⁢∥f∥p.

A proof of this is given in Zygmund [35, vol. II, p. 128, chap. XII, Theorem 6.3]. Asking if this inequality holds for p=1 suggests the following question that Hardy and Littlewood pose at the end of their paper [10, p. 168]: Is there a constant A such that for all distinct positive integers mk,k=1,…,N, we have

∥∑k=1Ncos⁡mk⁢t∥1>A⁢log⁡N⁢?

McGehee, Pigno and Smith [18] prove that there is some K such that for all N, if n1,…,nN are distinct integers and c1,…,cN∈ℂ satisfy |ck|≥1, then

∥∑k=1Nck⁢ei⁢nk⁢t∥1>K⁢log⁡N.

Thus

∥∑k=1Ncos⁡mk⁢t∥1=12⋅∥∑k=1Nei⁢mk⁢t+e-i⁢mk⁢t∥1≥12⋅K⁢log⁡(2⁢N).

For k≥2, define TN⁢(t)=∑n=1Nei⁢nk⁢t. Since ∥TN∥∞=N, for each p≥1 we have ∥TN∥p≤N. Hua’s lemma [22, p. 116, Theorem 4.6] states that if ϵ>0, then

∥TN∥2k=O⁢(N1-k2k+ϵ).

Hua’s lemma is used in additive number theory. The number of sets of integer solutions of the equation

f⁢(x1,…,xn)=N,ar≤xr≤br

is equal to (cf. [12, p. 151])

∑a1≤x1≤b1⋯⁢∑an≤xn≤bn∫01e2⁢π⁢i⁢(f⁢(x1,…,xn)-N)⁢t⁢𝑑t.

Borwein and Lockhart [4]: what is the expected Lp norm of a trigonometric polynomial of order n? Kahane [13, Chapter 6] also presents material on random trigonometric polynomials.

Nursultanov and Tikhonov [25]: the sup on a subset of 𝕋 of a trigonometric polynomial f of degree n being lower bounded in terms of ∥f∥∞, n, and the measure of the subset.

3 ℓᵖ norms

For a 2⁢π-periodic function f, we define f^:ℤ→ℂ by

f^⁢(k)=12⁢π⁢∫02⁢πe-i⁢k⁢t⁢f⁢(t)⁢𝑑t.

For 1≤p<∞, we define the ℓp norm of f^ by

∥f^∥p=(∑k=-∞∞|f^⁢(k)|p)1/p,

and we define the ℓ∞ norm of f^ by

∥f^∥∞=maxk∈ℤ⁡|f^⁢(k)|.

Parseval’s identity [31, p. 80, Theorem 1.3] states that ∥f∥2=∥f^∥2.

If 1≤p<∞, then

∥f^∥∞≤(⋯+∥f^∥∞p+⋯)1/p=∥f^∥p.

If 1≤p<q<∞, then, since for each k, |f^⁢(k)|∥f^∥q≤1,

1=(∑k=-∞∞(|f^⁢(k)|∥f^∥q)q)1/q≤(∑k=-∞∞(|f^⁢(k)|∥f^∥q)p)1/q=∥f^∥pp/q∥f^∥qp/q.

Hence for 1≤p<p≤∞,

∥f^∥q≤∥f^∥p.

For 1≤p<∞, if f is a trigonometric polynomial of degree n then

∥f^∥p=(∑k=-nn|f^⁢(k)|p)1/p≤(∑k=-nn∥f^∥∞p)1/p=(2⁢n+1)1/p⁢∥f^∥∞.

For 1≤p<q<∞, we have [30, p. 123, Problem 8.3] (this is Jensen’s inequality for sums)

(∑k=-nn12⁢n+1⁢|f^⁢(k)|p)1/p≤(∑k=-nn12⁢n+1⁢|f^⁢(k)|q)1/q,

i.e.

(2⁢n+1)-1/p⁢∥f^∥p≤(2⁢n+1)-1/q⁢∥f^∥q.

Hence for 1<p<q<∞,

∥f^∥p≤(2⁢n+1)1p-1q⁢∥f^∥q.

For any t,

|f⁢(t)|=|∑k=-∞∞f^⁢(k)⁢ei⁢k⁢t|≤∑k=-∞∞|f^⁢(k)⁢ei⁢k⁢t|=∑k=-∞∞|f^⁢(k)|=∥f^∥1.

Hence

∥f∥∞≤∥f^∥1.

For any k∈ℤ,

|f^⁢(k)|=|12⁢π⁢∫02⁢πe-i⁢k⁢t⁢f⁢(t)⁢𝑑t|≤12⁢π⁢∫02⁢π|f⁢(t)|⁢𝑑t=∥f∥1.

Hence

∥f^∥∞≤∥f∥1.

The Hausdorff-Young inequality [32, p. 57, Corollary 2.4] states that for 1≤p≤2 and 1p+1q=1, if f∈Lp then

∥f^∥q≤∥f∥p.

The dual Hausdorff-Young inequality [32, p. 58, Corollary 2.5] states that for 1≤p≤2 and 1p+1q=1, if f∈Lq then

∥f∥q≤∥f^∥q.

A survey on the Hausdorff-Young inequality is given in [6])

For M+1≤k≤M+N, let ak∈ℂ and let S⁢(t)=∑k=M+1N+1ak⁢ei⁢k⁢t. Let t1,…,tR∈ℝ, and let δ be such that if r≠s then

∥tr-ts∥≥δ,

where ∥t∥=mink⁡|t-k| is the distance from t to a nearest integer. The large sieve [19] is an inequality of the form

∑r=1R|S⁢(2⁢π⁢tr)|2≤Δ⁢(N,δ)⁢∑k=M+1M+N|ak|2.

A result of Selberg [19, p. 559, Theorem 3] shows that the large sieve is valid for Δ=N-1+δ-1.

Kristiansen [15]

Boas [2]

For F:ℤ/n→ℂ, its Fourier transform F^:ℤ/n→ℂ (called the discrete Fourier transform) is defined by

F^⁢(k)=1n⁢∑j=0n-1F⁢(j)⁢e-2⁢π⁢i⁢j⁢k/n,0≤k≤n-1,

and one can prove [31, p. 223, Theorem 1.2] that

F⁢(j)=∑k=0n-1F^⁢(k)⁢e2⁢π⁢i⁢k⁢j/N,0≤j≤n-1.

One can also prove Parseval’s identity for the Fourier transform on ℤ/n [31, p. 223, Theorem  1.2]. It states

∑k=0n-1|F^⁢(k)|2=1n⁢∑j=0n-1|F⁢(j)|2.

Let P⁢(t)=∑k=0n-1ak⁢ei⁢k⁢t. Define F:ℤ/n→ℂ by

F⁢(j)=∑k=0n-1ak⁢e2⁢π⁢i⁢k⁢j/n,0≤j≤n-1.

(That is, F^⁢(k)=ak.) We then have

∑k=0n-1|ak|2=1n⁢∑j=0n-1|F⁢(j)|2=1n⁢∑j=0n-1|P⁢(2⁢π⁢jn)|2.

Thus

∥P∥2=(1n⁢∑j=0n-1|P⁢(2⁢π⁢jn)|2)1/2.

The Marcinkiewicz-Zygmund inequalities [35, vol. II, p. 28, chap. X, Theorem 7.5] state that there is a constant A such that for 1≤p≤∞, if f is a trigonometric polynomial of degree n then

(12⁢n+1⁢∑k=02⁢n|f⁢(2⁢π⁢k2⁢n+1)|p)1/p≤A⁢(2⁢π)1/p⁢∥f∥p,

and for each 1<p<∞ there exists some Ap such that if f is a trigonometric polynomial of degree n then

∥f∥p≤Ap⁢(12⁢n+1⁢∑k=02⁢n|f⁢(2⁢π⁢k2⁢n+1)|p)1/p.

Máté and Nevai [17, p. 148, Theorem 6] prove that for p>0, if Sn is a trigonometric polynomial of degree n then

∥Sn∥∞≤((1+n⁢p)⁢e2)1/p⁢∥Sn∥p.

Máté and Nevai [17] prove a version of Bernstein’s inequality for 0<p<1, and their result can be sharpened to the following [34]: For 0<p<1, if Tn is a trigonometric polynomial of order n then

∥Tn′∥p≤n⁢∥Tn∥p.

Let suppf^={k∈ℤ:f^⁢(k)≠0}. A subset Λ of ℤ is called a Sidon set [28, p. 121, §5.7.2] if there exists a constant B such that for every trigonometric polynomial f with suppf^⊆Λ we have

∥f^∥1≤B⁢∥f∥∞.

Let B⁢(Λ) be the least such B. A sequence of positive integers λk is said to be lacunary if there is a constant ρ such that λk+1>ρ⁢λk for all k. If λk is a lacunary sequence, then {λk} is a Sidon set [21, p. 154, Corollary 6.17]. If Λ⊂ℤ is a Sidon set, then [28, p. 128, Theorem 5.7.7] (cf. [21, p. 157, Corollary 6.19]) for any 2<p<∞, for every trigonometric polynomial f with suppf^⊆Λ we have

∥f∥p≤B⁢(Λ)⁢p⁢∥f∥2,

and

∥f∥2≤2⁢B⁢(Λ)⁢∥f∥1.

Let 0<p<∞. A subset E of ℤ is called a Λ⁢(p)-set if for every 0<r<p there is some A⁢(E,p) such that for all trigonometric polynomials f with suppf^⊂E we have

∥f∥p≤A⁢(E,p)⁢∥f∥2.

Λ⁢(p) sets were introduced by Rudin, and he discusses them in his autobiography [29, Chapter 28]. A modern survey of Λ⁢(p)-sets is given by Bourgain [5].

Bochkarev [3] proves various lower bounds on the L1 norms of certain trigonometric polynomials. Let ck∈ℂ, k≥1. If there are constants A and B such that

A⁢(log⁡k)sk≤|ck|≤B⁢(log⁡k)sk,k≥1,

then [3, p. 58, Theorem 19]

∥∑k=1nck⁢ei⁢k2⁢t∥1≫{(log⁡n)s-12,s>12,log⁡log⁡n,s=12.

If P⁢(t)=∑k=0nak⁢ei⁢k⁢t with ak∈{-1,1}, then by the Cauchy-Schwarz inequality and Parseval’s identity we have

∥P∥1=12⁢π⁢∫02⁢π1⋅|P⁢(t)|⁢𝑑t≤∥1∥2⋅∥P∥2=1⋅∥P^∥2=n+1.

Newman [24] shows that in fact we can do better than what we get using the Cauchy-Schwarz inequality and Parseval’s identity:

∥P∥1<n+0.97.

A Fekete polynomial is a polynomial of the form ∑k=1l-1(kl)⁢zk, l prime, where (kl) is the Legendre symbol. Let Pl⁢(t)=∑k=1l-1(kl)⁢ei⁢k⁢t. Erdélyi [8] proves upper and lower bounds on (1|I|⁢∫I|Pl⁢(t)|q⁢𝑑t)1/q, q>0, where I is an arc in [0,2⁢π].

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