Bernstein’s inequality and Nikolsky’s inequality for ℝd

Jordan Bell
February 16, 2015

1 Complex Borel measures and the Fourier transform

Let ℳ⁢(ℝd)=r⁢c⁢a⁢(ℝd) be the set of complex Borel measures on ℝd. This is a Banach algebra with the total variation norm, with convolution as multiplication; for μ∈ℳ⁢(ℝd), we denote by |μ| the total variation of μ, which itself belongs to ℳ⁢(ℝd), and the total variation norm of μ is ∥μ∥=|μ|⁢(ℝd).

For μ∈ℳ⁢(ℝd), it is a fact that the union O of all open sets U⊂ℝd such that |μ|⁢(U)=0 itself satisfies |μ|⁢(O)=0. We define supp⁢μ=ℝd∖O, called the support of μ.

For μ∈ℳ⁢(ℝd), we define μ^:ℝd→ℂ by

μ^⁢(ξ)=∫ℝde-2⁢π⁢i⁢ξ⋅x⁢𝑑μ⁢(x),ξ∈ℝd.

It is a fact that μ^ belongs to Cu⁢(ℝ), the collection of bounded uniformly continuous functions ℝd→ℂ. For ξ∈ℝd,

|μ^⁢(ξ)|≤∫ℝd|e-2⁢π⁢i⁢ξ⋅x|⁢d⁢|μ|⁢(x)=|μ|⁢(ℝd)=∥μ∥. (1)

Let md be Lebesgue measure on ℝd. For f∈L1⁢(ℝd), let

Λf=f⁢md,

which belongs to ℳ⁢(ℝd). We define f^:ℝd→ℂ by

f^⁢(ξ)=Λf^⁢(ξ)=∫ℝde-2⁢π⁢i⁢ξ⋅x⁢𝑑Λf⁢(x)=∫ℝdf⁢(x)⁢e-2⁢π⁢i⁢ξ⋅x⁢𝑑md⁢(x),ξ∈ℝd.

The following theorem establishes properties of the Fourier transform of a complex Borel measure with compact support.11 1 Thomas H. Wolff, Lectures on Harmonic Analysis, p. 3, Proposition 1.3.

Theorem 1.

If μ∈M⁢(Rd) and supp⁢μ is compact, then μ^∈C∞⁢(Rd) and for any multi-index α,

Dα⁢μ^=ℱ⁢((-2⁢π⁢i⁢x)α⁢μ).

For R>0, if supp⁢μ⊂B⁢(0,R)¯, then

∥Dα⁢μ^∥∞≤(2⁢π⁢R)|α|1⁢∥μ∥.
Proof.

For j=1,…,d, let ej be the jth coordinate vector in ℝd, with length 1. Let ξ∈ℝd, and define

Δ⁢(h)=μ^⁢(ξ+h⁢ej)-μ^⁢(ξ)h,h≠0.

We can write this as

Δ⁢(h)=∫ℝde-2⁢π⁢i⁢h⁢xj-1h⁢e-2⁢π⁢i⁢ξ⋅x⁢𝑑μ⁢(x).

For any x∈ℝd,

|e-2⁢π⁢i⁢h⁢xj-1h|=|e-2⁢π⁢i⁢h⁢xj-1||h|≤|-2⁢π⁢i⁢h⁢xj||h|=2⁢π⁢|xj|.

Because μ has compact support, 2⁢π⁢|xj|∈L1⁢(μ). Furthermore, for each x∈ℝd we have

e-2⁢π⁢i⁢h⁢xj-1h→-2⁢π⁢i⁢xj,h→0.

Therefore, the dominated convergence theorem tells us that

limh→0⁡Δ⁢(h)=∫ℝd-2⁢π⁢i⁢xj⁢e-2⁢π⁢i⁢ξ⋅x⁢d⁢μ⁢(x).

On the other hand, for αk=1 for k=j and αk=0 otherwise,

(Dα⁢μ^)⁢(ξ)=limh→0⁡Δ⁢(h),

so

(Dα⁢μ^)⁢(ξ)=∫ℝd(-2⁢π⁢i⁢x)α⁢e-2⁢π⁢i⁢ξ⋅x⁢𝑑μ⁢(x)=ℱ⁢((-2⁢π⁢i⁢x)α⁢μ)⁢(ξ),

and in particular, μ^∈C1⁢(ℝd). (The Fourier transform of a regular complex Borel measure on a locally compact abelian group is bounded and uniformly continuous.22 2 Walter Rudin, Fourier Analysis on Groups, p. 15, Theorem 1.3.3.) Because μ has compact support so does (-2⁢π⁢i⁢x)α⁢μ, hence we can play the above game with (-2⁢π⁢i⁢x)α⁢μ, and by induction it follows that for any α,

Dα⁢μ^=ℱ⁢((-2⁢π⁢i⁢x)α⁢μ),

and in particular, μ^∈C∞⁢(ℝd).

Suppose that supp⁢μ⊂B⁢(0,R)¯. The total variation of the complex measure (-2⁢π⁢i⁢x)α⁢μ is the positive measure

(2⁢π)|α|1⁢|x1|α1⁢⋯⁢|xd|αd⁢|μ|,

hence

∥(-2⁢π⁢i⁢x)α⁢μ∥ =(2⁢π)|α|1⁢∫ℝd|x1|α1⁢⋯⁢|xd|αd⁢d⁢|μ|⁢(x)
=(2⁢π)|α|1⁢∫B⁢(0,R)¯|x1|α1⁢⋯⁢|xd|αd⁢d⁢|μ|⁢(x)
≤(2⁢π)|α|1⁢∫B⁢(0,R)¯Rα1⁢⋯⁢Rαd⁢d⁢|μ|⁢(x)
=(2⁢π⁢R)|α|1⁢∫B⁢(0,R)¯d⁢|μ|⁢(x)
=(2⁢π⁢R)|α|1⁢∫ℝdd⁢|μ|⁢(x)
=(2⁢π⁢R)|α|1⁢∥μ∥.

Then using (1),

∥ℱ⁢((-2⁢π⁢i⁢x)α⁢μ)∥∞≤∥(-2⁢π⁢i⁢x)α⁢μ∥≤(2⁢π⁢R)|α|1⁢∥μ∥.

But we have already established that Dα⁢μ^=ℱ⁢((-2⁢π⁢i⁢x)α⁢μ), which with the above inequality completes the proof. ∎

2 Test functions

For an open subset Ω of ℝd, we denote by 𝒟⁢(Ω) the set of those ϕ∈C∞⁢(Ω) such that supp⁢ϕ is a compact set. Elements of 𝒟⁢(Ω) are called test functions.

It is a fact that there is a test function ϕ satisfying: (i) ϕ⁢(x)=1 for |x|≤1, (ii) ϕ⁢(x)=0 for |x|≥2, (iii) 0≤ϕ≤1, and (iv) ϕ is radial. We write, for k=1,2,…,

ϕk⁢(x)=ϕ⁢(k-1⁢x),x∈ℝd.

For any multi-index α,

(Dα⁢ϕk)⁢(x)=k-|α|1⁢(Dα⁢ϕ)⁢(k-1⁢x),x∈ℝd,

hence

∥Dα⁢ϕk∥∞=k-|α|1⁢∥Dα⁢ϕ∥∞. (2)

We use the following lemma to prove the theorem that comes after it.33 3 Thomas H. Wolff, Lectures on Harmonic Analysis, p. 4, Lemma 1.5.

Lemma 2.

Suppose that f∈CN⁢(Rd) and Dα⁢f∈L1⁢(Rd) for each |α|≤N. Then for each |α|≤N, Dα⁢(ϕk⁢f)→Dα⁢f in L1⁢(Rd) as k→∞.

Proof.

Let |α|≤N. In the case α=0,

∥ϕk⁢f-f∥1 =∫ℝd|ϕk⁢(x)⁢f⁢(x)-f⁢(x)|⁢𝑑x
=∫|x|≥k|ϕk⁢(x)⁢f⁢(x)-f⁢(x)|⁢𝑑x
≤∫|x|≥k|f⁢(x)|⁢𝑑x.

Because f∈L1⁢(ℝd), this tends to 0 as k→∞.

Suppose that α>0. The Leibniz rule tells us that with cβ=(αβ), we have, for each k,

Dα⁢(ϕk⁢f)=ϕk⁢Dα⁢f+∑0<β≤αcβ⁢Dα-β⁢f⁢Dβ⁢ϕk.

For C1=maxβ⁡|cβ|,

∥Dα⁢(ϕk⁢f)-ϕk⁢Dα⁢f∥1 ≤∑0<β≤α∥cβ⁢Dα-β⁢f⁢Dβ⁢ϕk∥1
≤C1⁢∑0<β≤α∥Dβ⁢ϕk∥∞⁢∥Dα-β⁢f∥1.

Let C2=max0<β≤α⁡∥Dβ⁢ϕ∥∞. By (2), for 0<β≤α we have

∥Dβ⁢ϕk∥∞=k-|β|1⁢∥Dβ⁢ϕ∥∞≤C2⁢k-|β|1≤C2⁢k-1.

Thus

∥Dα⁢(ϕk⁢f)-ϕk⁢Dα⁢f∥1≤C1⁢C2⁢k-1⁢∑0<β≤α∥Dα-β⁢f∥1,

which tends to 0 as k→∞. For any k,

∥ϕk⁢Dα⁢f-Dα⁢f∥1 =∫ℝd|ϕk⁢(x)⁢(Dα⁢f)⁢(x)-(Dα⁢f)⁢(x)|⁢𝑑x
=∫|x|≥k|ϕk⁢(x)⁢(Dα⁢f)⁢(x)-(Dα⁢f)⁢(x)|⁢𝑑x
≤∫|x|≥k|(Dα⁢f)⁢(x)|⁢𝑑x,

and because Dα⁢f∈L1⁢(ℝd), this tends to 0 as k→∞. But

∥Dα⁢(ϕk⁢f)-Dα⁢f∥1≤∥Dα⁢(ϕk⁢f)-ϕk⁢Dα⁢f∥1+∥ϕk⁢Dα⁢f-Dα⁢f∥1,

which completes the proof. ∎

Now we calculate the Fourier transform of the derivative of a function, and show that the smoother a function is the faster its Fourier transform decays.44 4 Thomas H. Wolff, Lectures on Harmonic Analysis, p. 4, Proposition 1.4.

Theorem 3.

If f∈CN⁢(Rd) and Dα⁢f∈L1⁢(Rd) for each |α|≤N, then for each |α|≤N,

Dα⁢f^⁢(ξ)=(2⁢π⁢i⁢ξ)α⁢f^⁢(ξ),ξ∈ℝd. (3)

There is a constant C=C⁢(f,N) such that

|f^⁢(ξ)|≤C⁢(1+|ξ|)-N,ξ∈ℝd.
Proof.

If g∈Cc1⁢(ℝd), then for any 1≤j≤d, integrating by parts,

∫ℝd(∂j⁡g)⁢(x)⁢e-2⁢π⁢i⁢ξ⋅x⁢𝑑x=2⁢π⁢i⁢ξj⁢∫ℝdg⁢(x)⁢e-2⁢π⁢i⁢ξ⋅x⁢𝑑x.

It follows by induction that if g∈CcN⁢(ℝd), then for each |α|≤N,

Dα⁢g^⁢(ξ)=(2⁢π⁢i⁢ξ)α⁢g^⁢(ξ),ξ∈ℝd.

Let |α|≤N. For k=1,2,…, let fk=ϕk⁢f. For each k we have fk∈CN⁢(ℝd), hence

Dα⁢fk^⁢(ξ)=(2⁢π⁢i⁢ξ)α⁢fk^⁢(ξ),ξ∈ℝd.

On the one hand,

∥Dα⁢fk^-Dα⁢f^∥∞=∥ℱ⁢(Dα⁢fk-Dα⁢f)∥∞≤∥Dα⁢fk-Dα⁢f∥1,

and Lemma 2 tells us that this tends to 0 as k→∞. On the other hand, for ξ∈ℝd,

|Dα⁢fk^⁢(ξ)-(2⁢π⁢i⁢ξ)α⁢f^⁢(ξ)| =|(2⁢π⁢i⁢ξ)α⁢fk^⁢(ξ)-(2⁢π⁢i⁢ξ)α⁢f^⁢(ξ)|
=|(2⁢π⁢i⁢ξ)α|⁢|ℱ⁢(fk-f)⁢(ξ)|
≤|(2⁢π⁢i⁢ξ)α|⁢∥fk-f∥1,

which by Lemma 2 tends to 0 as k→∞. Therefore, for ξ∈ℝd,

|Dα⁢f^⁢(ξ)-(2⁢π⁢i⁢ξ)α⁢f^⁢(ξ)|≤∥Dα⁢fk^-Dα⁢f^∥∞+|Dα⁢fk^⁢(ξ)-(2⁢π⁢i⁢ξ)α⁢f^⁢(ξ)|,

and because the right-hand side tends to 0 as k→∞, we get

Dα⁢f^⁢(ξ)=(2⁢π⁢i⁢ξ)α⁢f^⁢(ξ).

If y∈Sd-1 then there is at least one 1≤j≤d with yj≠0, from which we get

∑|β|1=N|yβ|>0.

The function y↦∑|β|1=N|yβ| is continuous Sd-1→ℝ, so there is some CN>0 such that

1CN≤∑|β|1=N|yβ|,y∈Sd-1.

For nonzero x∈ℝd, write x=|x|⁢y, with which ∑|β|1=N|xβ|=|x|N⁢∑|β|1=N|yβ|. Therefore

|x|N≤CN⁢∑|β|1=N|xβ|,x∈ℝd.

For |α|≤N, because the Fourier transform of an element of L1 belongs to C0, we have by (3) that ξ↦ξα⁢f^⁢(ξ) belongs to C0⁢(ℝd), and in particular is bounded. Then for ξ∈ℝd,

|ξ|N⁢|f^⁢(ξ)| ≤CN⁢∑|β|1=N|ξβ|⁢|f^⁢(ξ)|
=CN⁢∑|β|1=N|ξβ⁢f^⁢(ξ)|
≤CN⁢∑|β|1=N∥ξβ⁢f^⁢(ξ)∥∞
=C′.

On the one hand, for |ξ|≥1 we have

1+|ξ|≤2⁢|ξ|,

hence

|ξ|-N≤(1+|ξ|2)-N=2N⁢(1+|ξ|)-N,

giving

|f^⁢(ξ)|≤C′⁢|ξ|-N≤C′⁢2N⁢(1+|ξ|)-N.

On the other hand, for |ξ|≤1 we have

1+|ξ|≤2,

and so

|f^⁢(ξ)|≤∥f^∥∞⁢2N⁢2-N≤∥f^∥∞⁢2N⁢(1+|ξ|)-N.

Thus, for

C=max⁡{2N⁢C′,2N⁢∥f^∥∞}

we have

|f^⁢(ξ)|≤C⁢(1+|ξ|)-N,ξ∈ℝd,

completing the proof. ∎

3 Bernstein’s inequality for L2

For a Borel measurable function f:ℝd→ℂ, let O be the union of those open subsets U of ℝd such that f⁢(x)=0 for almost all x∈U. In other words, O is the largest open set on which f=0 almost everywhere. The essential support of f is the set

ess⁢supp⁢f=ℝd∖O.

The following is Bernstein’s inequality for L2⁢(Rd).55 5 Thomas H. Wolff, Lectures on Harmonic Analysis, p. 31, Proposition 5.1.

Theorem 4.

If f∈L2⁢(Rd), R>0, and

ess⁢supp⁢f^⊂B⁢(0,R)¯, (4)

then there is some f0∈C∞⁢(Rd) such that f⁢(x)=f0⁢(x) for almost all x∈Rd, and for any multi-index α,

∥Dα⁢f0∥2≤(2⁢π⁢R)|α|1⁢∥f∥2.
Proof.

Let χR be the indicator function for B⁢(0,R)¯. By (4), the Cauchy-Schwarz inequality, and the Parseval identity,

∥f^∥1=∥χR⁢f^∥1≤∥χR∥2⁢∥f^∥2=md⁢(B⁢(0,R)¯)1/2⁢∥f∥2<∞,

so f^∈L1⁢(ℝd). The Plancherel theorem66 6 Walter Rudin, Real and Complex Analysis, third ed., p. 187, Theorem 9.14. tells us that if g∈L2⁢(ℝd) and g^∈L1⁢(ℝd), then

g⁢(x)=∫ℝdg^⁢(ξ)⁢e2⁢π⁢i⁢x⋅ξ⁢𝑑ξ

for almost all x∈ℝd. Thus, for f0:ℝd→ℂ defined by

f0⁢(x)=∫ℝdf^⁢(ξ)⁢e2⁢π⁢i⁢x⋅ξ⁢𝑑ξ=ℱ⁢(f^)⁢(-x),x∈ℝd,

we have f⁢(x)=f0⁢(x) for almost all x∈ℝd. Because f=f0 almost everywhere,

f0^=f^.

Applying Theorem 1 to d⁢μ⁢(ξ)=f0^⁢(-ξ)⁢d⁢ξ, we have f0∈C∞⁢(ℝd) and for any multi-index α,

Dα⁢f0=ℱ⁢((-2⁢π⁢i⁢ξ)α⁢f^⁢(-ξ)).

By Parseval’s identity,

∥Dα⁢f0∥2 =∥(-2⁢π⁢i⁢ξ)α⁢f^⁢(-ξ)∥2
=∥(2⁢π⁢i⁢ξ)α⁢χR⁢(ξ)⁢f^⁢(ξ)∥2
≤∥(2⁢π⁢i⁢ξ)α⁢χR⁢(ξ)∥∞⁢∥f^∥2
≤(2⁢π⁢R)|α|1⁢∥f^∥2
=(2⁢π⁢R)|α|1⁢∥f∥2,

proving the claim. ∎

4 Nikolsky’s inequality

Nikolsky’s inequality tells us that if the Fourier transform of a function is supported on a ball centered at the origin, then for 1≤p≤q≤∞, the Lq norm of the function is bounded above in terms of its Lp norm.77 7 Camil Muscalu and Wilhelm Schlag, Classical and Multilinear Harmonic Analysis, volume I, p. 83, Lemma 4.13.

Theorem 5.

There is a constant Cd such that if f∈S⁢(Rd), R>0,

supp⁢f^⊂B⁢(0,R)¯,

and 1≤p≤q≤∞, then

∥f∥q≤Cd⁢Rd⁢(1p-1q)⁢∥f∥p.
Proof.

Let g=fR, i.e.

g⁢(x)=R-d⁢f⁢(R-1⁢x),x∈ℝd.

Then for ξ∈ℝd,

g^⁢(ξ)=∫ℝdg⁢(x)⁢e-2⁢π⁢i⁢ξ⋅x⁢𝑑x=∫ℝdR-d⁢f⁢(R-1⁢x)⁢e-2⁢π⁢i⁢ξ⋅x⁢𝑑x=f^⁢(R⁢ξ),

showing that supp⁢g^=R-1⁢supp⁢f^⊂B⁢(0,1)¯. Let χ∈𝒟⁢(ℝd) with χ⁢(ξ)=1 for |ξ|≤1, with which

g^=χ⁢g^.

Then g=(ℱ-1⁢χ)*g, and using Young’s inequality, with 1+1q=1r+1p,

∥g∥q≤∥ℱ-1⁢χ∥r⁢∥g∥q=∥χ^∥r⁢∥g∥q. (5)

Moreover,

∥g∥a =(∫ℝd|R-d⁢f⁢(R-1⁢x)|a⁢𝑑x)1/a
=(∫ℝdR-d⁢a+d⁢|f⁢(y)|a⁢𝑑y)1/a
=Rd⁢(1a-1)⁢∥f∥a,

so (5) tells us

Rd⁢(1q-1)⁢∥f∥q≤∥χ^∥r⁢Rd⁢(1p-1)⁢∥f∥p,

i.e.

∥f∥q≤∥χ^∥r⁢Rd⁢(1p-1q)⁢∥f∥p.

Now, 1r=1+1q-1p, so 0≤1r≤1 because 1≤p≤q≤∞, namely, 1≤r≤∞. By the log-convexity of Lr norms, for 1r=1-θ we have

∥χ^∥r≤∥χ^∥11-θ⁢∥χ^∥∞θ.

Thus with

Cd=max⁡{∥χ^∥1,∥χ^∥∞}

we have proved the claim. ∎

5 The Dirichlet kernel and Fejér kernel for R

The function DM∈C0⁢(ℝ) defined by

DM⁢(x)=sin⁡2⁢π⁢M⁢xπ⁢x,x≠0

and DM⁢(0)=2⁢M, is called the Dirichlet kernel. Let χM be the indicator function for the set [-M,M]. We have, for x≠0,

χR^⁢(x) =∫ℝχR⁢(ξ)⁢e-2⁢π⁢i⁢x⁢ξ⁢𝑑ξ
=∫-MMe-2⁢π⁢i⁢x⁢ξ⁢𝑑ξ
=e-2⁢π⁢i⁢x⁢ξ-2⁢π⁢i⁢x|-MM
=e-2⁢π⁢i⁢M⁢x-2⁢π⁢i⁢x+e2⁢π⁢i⁢M⁢x2⁢π⁢i⁢x
=1π⁢x⁢e2⁢π⁢i⁢M⁢x-e-2⁢π⁢i⁢M⁢x2⁢i
=sin⁡2⁢π⁢M⁢xπ⁢x.

For x=0, χR^⁢(0)=2⁢M=DM⁢(0). Thus,

DM=χR^.

For f∈L1⁢(ℝ) and M>0, we define

(SM⁢f)⁢(x)=∫-MMf^⁢(ξ)⁢e2⁢π⁢i⁢ξ⁢x⁢𝑑ξ,x∈ℝ.

It is straightforward to check that

(SM⁢f)⁢(x)=∫ℝsin⁡2⁢π⁢M⁢tπ⁢t⁢f⁢(x-t)⁢𝑑t=(DM*f)⁢(x),x∈ℝ.

For f∈L1⁢(ℝ), M>0, and x∈ℝ,

1M⁢∫0M(Sm⁢f)⁢(x)⁢𝑑m =1M⁢∫0M(∫-mmf^⁢(ξ)⁢e2⁢π⁢i⁢ξ⁢x⁢𝑑ξ)⁢𝑑m
=1M⁢∫0M(∫-mm(∫ℝf⁢(y)⁢e-2⁢π⁢i⁢ξ⁢y⁢𝑑y)⁢e2⁢π⁢i⁢ξ⁢x⁢𝑑ξ)⁢𝑑m
=1M⁢∫ℝf⁢(y)⁢(∫0M(∫-mme-2⁢π⁢i⁢ξ⁢(y-x)⁢𝑑ξ)⁢𝑑m)⁢𝑑y
=1M⁢∫ℝf⁢(y)⁢(∫0MDm⁢(y-x)⁢𝑑m)⁢𝑑y
=1M⁢∫ℝf⁢(y)⁢(∫0Msin⁡2⁢π⁢m⁢(y-x)π⁢(y-x)⁢𝑑m)⁢𝑑y
=1M⁢∫ℝf⁢(y)⁢(-cos⁡2⁢π⁢m⁢(y-x)2⁢π2⁢(y-x)2|0M)⁢𝑑y
=1M⁢∫ℝf⁢(y)⁢(12⁢π2⁢(y-x)2-cos⁡2⁢π⁢M⁢(y-x)2⁢π2⁢(y-x)2)⁢𝑑y.

We define the Fejér kernel KM∈C0⁢(ℝ) by

KM⁢(x)=1-cos⁡2⁢π⁢M⁢x2⁢M⁢π2⁢x2,x≠0,

and KM⁢(0)=M. Thus, because KM is an even function,

1M⁢∫0M(Sm⁢f)⁢(x)⁢𝑑m=(KM*f)⁢(x).

One proves that KM is an approximate identity: KM≥0,

∫ℝKM⁢(x)⁢𝑑x=1,

and for any δ>0,

limM→∞⁡∫|x|>δKM⁢(x)⁢𝑑x=0.

The fact that KM is an approximate identity implies that for any f∈L1⁢(ℝ), KM*f→f in L1⁢(ℝ) as M→∞.

We shall use the Fejér kernel to prove Bernstein’s inequality for ℝ.88 8 Mark A. Pinsky, Introduction to Fourier Analysis and Wavelets, p. 122, Theorem 2.3.17.

Theorem 6.

If μ∈M⁢(R), M>0, and

supp⁢μ⊂[-M,M],

then

∥μ^′∥∞≤4⁢π⁢M⁢∥μ^∥∞.
Proof.

For x0∈ℝ, let d⁢μx0⁢(t)=e-2⁢π⁢i⁢x0⁢t⁢d⁢μ⁢(t). μx0 has the same support has μ, and

μx0^⁢(x)=∫ℝe-2⁢π⁢i⁢x⁢t⁢𝑑μx0⁢(t)=∫ℝe-2⁢π⁢i⁢x⁢t⁢e-2⁢π⁢i⁢x0⁢t⁢𝑑μ⁢(t)=μ^⁢(x+x0).

It follows that to prove the claim it suffices to prove that |μ^′⁢(0)|≤4⁢π⁢M⁢∥μ^∥∞.

Write f=μ^∈Cu⁢(ℝ). Define ΔM∈Cc⁢(ℝ) by

ΔM⁢(t)={M-|t||t|<M0|t|≥M,  t∈ℝ.

We calculate, for x≠0,

∫ℝΔM⁢(t)⁢e-2⁢π⁢i⁢x⁢t⁢𝑑t =-e-2⁢π⁢i⁢M⁢x⁢(-1+e2⁢π⁢i⁢M⁢x)24⁢π2⁢x2
=(sin⁡π⁢M⁢x)2π2⁢x2
=1-cos⁡2⁢π⁢M⁢x2⁢π2⁢x2.

so

ΔM^⁢(x)=M⁢KM⁢(x).

Then for t∈[-M,M],

∫ℝ(e2⁢π⁢i⁢M⁢ξ-e-2⁢π⁢i⁢M⁢ξ)⁢KM⁢(ξ)⁢e-2⁢π⁢i⁢ξ⁢t⁢𝑑ξ =KM^⁢(t-M)-KM^⁢(t+M)
=ΔM⁢(-t+M)-ΔM⁢(-t-M)M
=tM.

On the one hand, the integral of the left-hand side with respect to μ is

∫ℝ∫ℝ(e2⁢π⁢i⁢M⁢ξ-e-2⁢π⁢i⁢M⁢ξ)⁢KM⁢(ξ)⁢e-2⁢π⁢i⁢ξ⁢t⁢𝑑ξ⁢𝑑μ⁢(t)=∫ℝ(e2⁢π⁢i⁢M⁢ξ-e-2⁢π⁢i⁢M⁢ξ)⁢KM⁢(ξ)⁢f⁢(ξ)⁢𝑑ξ.

On the other hand, the integral of the right-hand side with respect to μ is

∫ℝtM⁢𝑑μ⁢(t) =1-2⁢π⁢i⁢M⁢∫ℝ-2⁢π⁢i⁢t⁢d⁢μ⁢(t)
=1-2⁢π⁢i⁢M⁢ℱ⁢((-2⁢π⁢i⁢t)⁢μ)⁢(0)
=1-2⁢π⁢i⁢M⁢f′⁢(0).

Hence

1-2⁢π⁢i⁢M⁢f′⁢(0)=∫ℝ(e2⁢π⁢i⁢M⁢ξ-e-2⁢π⁢i⁢M⁢ξ)⁢KM⁢(ξ)⁢f⁢(ξ)⁢𝑑ξ,

giving

|f′⁢(0)|≤4⁢π⁢M⁢∥f∥∞⁢∥KM∥1=4⁢π⁢M⁢∥f∥∞,

proving the claim. ∎