Bernstein’s inequality and Nikolsky’s inequality for d

Jordan Bell
February 16, 2015

1 Complex Borel measures and the Fourier transform

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

For μ(d), it is a fact that the union O of all open sets Ud such that |μ|(U)=0 itself satisfies |μ|(O)=0. We define suppμ=dO, called the support of μ.

For μ(d), we define μ^:d by

μ^(ξ)=de-2πiξx𝑑μ(x),ξd.

It is a fact that μ^ belongs to Cu(), the collection of bounded uniformly continuous functions d. For ξd,

|μ^(ξ)|d|e-2πiξx|d|μ|(x)=|μ|(d)=μ. (1)

Let md be Lebesgue measure on d. For fL1(d), let

Λf=fmd,

which belongs to (d). We define f^:d by

f^(ξ)=Λf^(ξ)=de-2πiξx𝑑Λf(x)=df(x)e-2πiξx𝑑md(x),ξd.

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 μM(Rd) and suppμ is compact, then μ^C(Rd) and for any multi-index α,

Dαμ^=((-2πix)αμ).

For R>0, if suppμB(0,R)¯, then

Dαμ^(2πR)|α|1μ.
Proof.

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

Δ(h)=μ^(ξ+hej)-μ^(ξ)h,h0.

We can write this as

Δ(h)=de-2πihxj-1he-2πiξx𝑑μ(x).

For any xd,

|e-2πihxj-1h|=|e-2πihxj-1||h||-2πihxj||h|=2π|xj|.

Because μ has compact support, 2π|xj|L1(μ). Furthermore, for each xd we have

e-2πihxj-1h-2πixj,h0.

Therefore, the dominated convergence theorem tells us that

limh0Δ(h)=d-2πixje-2πiξxdμ(x).

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

(Dαμ^)(ξ)=limh0Δ(h),

so

(Dαμ^)(ξ)=d(-2πix)αe-2πiξx𝑑μ(x)=((-2πix)αμ)(ξ),

and in particular, μ^C1(d). (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 (-2πix)αμ, hence we can play the above game with (-2πix)αμ, and by induction it follows that for any α,

Dαμ^=((-2πix)αμ),

and in particular, μ^C(d).

Suppose that suppμB(0,R)¯. The total variation of the complex measure (-2πix)αμ is the positive measure

(2π)|α|1|x1|α1|xd|αd|μ|,

hence

(-2πix)αμ =(2π)|α|1d|x1|α1|xd|αdd|μ|(x)
=(2π)|α|1B(0,R)¯|x1|α1|xd|αdd|μ|(x)
(2π)|α|1B(0,R)¯Rα1Rαdd|μ|(x)
=(2πR)|α|1B(0,R)¯d|μ|(x)
=(2πR)|α|1dd|μ|(x)
=(2πR)|α|1μ.

Then using (1),

((-2πix)αμ)(-2πix)αμ(2πR)|α|1μ.

But we have already established that Dαμ^=((-2πix)αμ), which with the above inequality completes the proof. ∎

2 Test functions

For an open subset Ω of d, we denote by 𝒟(Ω) the set of those ϕC(Ω) such that suppϕ 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) 0ϕ1, and (iv) ϕ is radial. We write, for k=1,2,,

ϕk(x)=ϕ(k-1x),xd.

For any multi-index α,

(Dαϕk)(x)=k-|α|1(Dαϕ)(k-1x),xd,

hence

Dαϕk=k-|α|1Dαϕ. (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 fCN(Rd) and DαfL1(Rd) for each |α|N. Then for each |α|N, Dα(ϕkf)Dαf in L1(Rd) as k.

Proof.

Let |α|N. In the case α=0,

ϕkf-f1 =d|ϕk(x)f(x)-f(x)|𝑑x
=|x|k|ϕk(x)f(x)-f(x)|𝑑x
|x|k|f(x)|𝑑x.

Because fL1(d), 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(ϕkf)=ϕkDαf+0<βαcβDα-βfDβϕk.

For C1=maxβ|cβ|,

Dα(ϕkf)-ϕkDαf1 0<βαcβDα-βfDβϕk1
C10<βαDβϕkDα-βf1.

Let C2=max0<βαDβϕ. By (2), for 0<βα we have

Dβϕk=k-|β|1DβϕC2k-|β|1C2k-1.

Thus

Dα(ϕkf)-ϕkDαf1C1C2k-10<βαDα-βf1,

which tends to 0 as k. For any k,

ϕkDαf-Dαf1 =d|ϕk(x)(Dαf)(x)-(Dαf)(x)|𝑑x
=|x|k|ϕk(x)(Dαf)(x)-(Dαf)(x)|𝑑x
|x|k|(Dαf)(x)|𝑑x,

and because DαfL1(d), this tends to 0 as k. But

Dα(ϕkf)-Dαf1Dα(ϕkf)-ϕkDαf1+ϕkDαf-Dαf1,

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 fCN(Rd) and DαfL1(Rd) for each |α|N, then for each |α|N,

Dαf^(ξ)=(2πiξ)αf^(ξ),ξd. (3)

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

|f^(ξ)|C(1+|ξ|)-N,ξd.
Proof.

If gCc1(d), then for any 1jd, integrating by parts,

d(jg)(x)e-2πiξx𝑑x=2πiξjdg(x)e-2πiξx𝑑x.

It follows by induction that if gCcN(d), then for each |α|N,

Dαg^(ξ)=(2πiξ)αg^(ξ),ξd.

Let |α|N. For k=1,2,, let fk=ϕkf. For each k we have fkCN(d), hence

Dαfk^(ξ)=(2πiξ)αfk^(ξ),ξd.

On the one hand,

Dαfk^-Dαf^=(Dαfk-Dαf)Dαfk-Dαf1,

and Lemma 2 tells us that this tends to 0 as k. On the other hand, for ξd,

|Dαfk^(ξ)-(2πiξ)αf^(ξ)| =|(2πiξ)αfk^(ξ)-(2πiξ)αf^(ξ)|
=|(2πiξ)α||(fk-f)(ξ)|
|(2πiξ)α|fk-f1,

which by Lemma 2 tends to 0 as k. Therefore, for ξd,

|Dαf^(ξ)-(2πiξ)αf^(ξ)|Dαfk^-Dαf^+|Dαfk^(ξ)-(2πiξ)αf^(ξ)|,

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

Dαf^(ξ)=(2πiξ)αf^(ξ).

If ySd-1 then there is at least one 1jd with yj0, from which we get

|β|1=N|yβ|>0.

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

1CN|β|1=N|yβ|,ySd-1.

For nonzero xd, write x=|x|y, with which |β|1=N|xβ|=|x|N|β|1=N|yβ|. Therefore

|x|NCN|β|1=N|xβ|,xd.

For |α|N, because the Fourier transform of an element of L1 belongs to C0, we have by (3) that ξξαf^(ξ) belongs to C0(d), and in particular is bounded. Then for ξd,

|ξ|N|f^(ξ)| CN|β|1=N|ξβ||f^(ξ)|
=CN|β|1=N|ξβf^(ξ)|
CN|β|1=Nξβf^(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|-NC2N(1+|ξ|)-N.

On the other hand, for |ξ|1 we have

1+|ξ|2,

and so

|f^(ξ)|f^2N2-Nf^2N(1+|ξ|)-N.

Thus, for

C=max{2NC,2Nf^}

we have

|f^(ξ)|C(1+|ξ|)-N,ξd,

completing the proof. ∎

3 Bernstein’s inequality for L2

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

esssuppf=dO.

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 fL2(Rd), R>0, and

esssuppf^B(0,R)¯, (4)

then there is some f0C(Rd) such that f(x)=f0(x) for almost all xRd, and for any multi-index α,

Dαf02(2πR)|α|1f2.
Proof.

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

f^1=χRf^1χR2f^2=md(B(0,R)¯)1/2f2<,

so f^L1(d). The Plancherel theorem66 6 Walter Rudin, Real and Complex Analysis, third ed., p. 187, Theorem 9.14. tells us that if gL2(d) and g^L1(d), then

g(x)=dg^(ξ)e2πixξ𝑑ξ

for almost all xd. Thus, for f0:d defined by

f0(x)=df^(ξ)e2πixξ𝑑ξ=(f^)(-x),xd,

we have f(x)=f0(x) for almost all xd. Because f=f0 almost everywhere,

f0^=f^.

Applying Theorem 1 to dμ(ξ)=f0^(-ξ)dξ, we have f0C(d) and for any multi-index α,

Dαf0=((-2πiξ)αf^(-ξ)).

By Parseval’s identity,

Dαf02 =(-2πiξ)αf^(-ξ)2
=(2πiξ)αχR(ξ)f^(ξ)2
(2πiξ)αχR(ξ)f^2
(2πR)|α|1f^2
=(2πR)|α|1f2,

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 1pq, 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 fS(Rd), R>0,

suppf^B(0,R)¯,

and 1pq, then

fqCdRd(1p-1q)fp.
Proof.

Let g=fR, i.e.

g(x)=R-df(R-1x),xd.

Then for ξd,

g^(ξ)=dg(x)e-2πiξx𝑑x=dR-df(R-1x)e-2πiξx𝑑x=f^(Rξ),

showing that suppg^=R-1suppf^B(0,1)¯. Let χ𝒟(d) with χ(ξ)=1 for |ξ|1, with which

g^=χg^.

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

gq-1χrgq=χ^rgq. (5)

Moreover,

ga =(d|R-df(R-1x)|a𝑑x)1/a
=(dR-da+d|f(y)|a𝑑y)1/a
=Rd(1a-1)fa,

so (5) tells us

Rd(1q-1)fqχ^rRd(1p-1)fp,

i.e.

fqχ^rRd(1p-1q)fp.

Now, 1r=1+1q-1p, so 01r1 because 1pq, namely, 1r. By the log-convexity of Lr norms, for 1r=1-θ we have

χ^rχ^11-θχ^θ.

Thus with

Cd=max{χ^1,χ^}

we have proved the claim. ∎

5 The Dirichlet kernel and Fejér kernel for R

The function DMC0() defined by

DM(x)=sin2πMxπx,x0

and DM(0)=2M, is called the Dirichlet kernel. Let χM be the indicator function for the set [-M,M]. We have, for x0,

χR^(x) =χR(ξ)e-2πixξ𝑑ξ
=-MMe-2πixξ𝑑ξ
=e-2πixξ-2πix|-MM
=e-2πiMx-2πix+e2πiMx2πix
=1πxe2πiMx-e-2πiMx2i
=sin2πMxπx.

For x=0, χR^(0)=2M=DM(0). Thus,

DM=χR^.

For fL1() and M>0, we define

(SMf)(x)=-MMf^(ξ)e2πiξx𝑑ξ,x.

It is straightforward to check that

(SMf)(x)=sin2πMtπtf(x-t)𝑑t=(DM*f)(x),x.

For fL1(), M>0, and x,

1M0M(Smf)(x)𝑑m =1M0M(-mmf^(ξ)e2πiξx𝑑ξ)𝑑m
=1M0M(-mm(f(y)e-2πiξy𝑑y)e2πiξx𝑑ξ)𝑑m
=1Mf(y)(0M(-mme-2πiξ(y-x)𝑑ξ)𝑑m)𝑑y
=1Mf(y)(0MDm(y-x)𝑑m)𝑑y
=1Mf(y)(0Msin2πm(y-x)π(y-x)𝑑m)𝑑y
=1Mf(y)(-cos2πm(y-x)2π2(y-x)2|0M)𝑑y
=1Mf(y)(12π2(y-x)2-cos2πM(y-x)2π2(y-x)2)𝑑y.

We define the Fejér kernel KMC0() by

KM(x)=1-cos2πMx2Mπ2x2,x0,

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

1M0M(Smf)(x)𝑑m=(KM*f)(x).

One proves that KM is an approximate identity: KM0,

KM(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 fL1(), KM*ff in L1() as M.

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

Theorem 6.

If μM(R), M>0, and

suppμ[-M,M],

then

μ^4πMμ^.
Proof.

For x0, let dμx0(t)=e-2πix0tdμ(t). μx0 has the same support has μ, and

μx0^(x)=e-2πixt𝑑μx0(t)=e-2πixte-2πix0t𝑑μ(t)=μ^(x+x0).

It follows that to prove the claim it suffices to prove that |μ^(0)|4πMμ^.

Write f=μ^Cu(). Define ΔMCc() by

ΔM(t)={M-|t||t|<M0|t|M,  t.

We calculate, for x0,

ΔM(t)e-2πixt𝑑t =-e-2πiMx(-1+e2πiMx)24π2x2
=(sinπMx)2π2x2
=1-cos2πMx2π2x2.

so

ΔM^(x)=MKM(x).

Then for t[-M,M],

(e2πiMξ-e-2πiMξ)KM(ξ)e-2πiξt𝑑ξ =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

(e2πiMξ-e-2πiMξ)KM(ξ)e-2πiξt𝑑ξ𝑑μ(t)=(e2πiMξ-e-2πiMξ)KM(ξ)f(ξ)𝑑ξ.

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

tM𝑑μ(t) =1-2πiM-2πitdμ(t)
=1-2πiM((-2πit)μ)(0)
=1-2πiMf(0).

Hence

1-2πiMf(0)=(e2πiMξ-e-2πiMξ)KM(ξ)f(ξ)𝑑ξ,

giving

|f(0)|4πMfKM1=4πMf,

proving the claim. ∎