The Wiener algebra and Wiener’s lemma

Jordan Bell
January 17, 2015

1 Introduction

Let 𝕋=/2π. For fL1(𝕋) we define

fL1(𝕋)=12π𝕋|f(t)|𝑑t.

For f,gL1(𝕋), we define

(f*g)(t)=12π𝕋f(τ)g(t-τ)𝑑τ,t𝕋.

f*gL1(𝕋), and satisfies Young’s inequality

f*gL1(𝕋)fL1(𝕋)gL1(𝕋).

With convolution as the operation, L1(𝕋) is a commutative Banach algebra.

For fL1(𝕋), we define f^: by

f^(k)=12π𝕋f(t)e-ikt𝑑t,k.

We define c0() to be the collection of those F: such that |F(k)|0 as |k|. For fL1(𝕋), the Riemann-Lebesgue lemma tells us that f^c0().

We define 1() to be the set of functions F: such that

F1()=k|F(k)|.

For F,G1(), we define

(F*G)(k)=jF(j)G(k-j).

F*G1(), and satisfies Young’s inequality

F*G1()F1()G1().

1() is a commutative Banach algebra, with unity

F(k)={1k=0,0k0.

For fL1(𝕋) and n0 we define Sn(f)C(𝕋) by

Sn(f)(t)=|k|nf^(k)eikt,t𝕋.

For 0<α<1, we define Lipα(𝕋) to be the collection of those functions f:𝕋 such that

supt𝕋,h0|f(t+h)-f(t)||h|α<.

For fLipα(𝕋), we define

fLipα(𝕋)=fC(𝕋)+supt𝕋,h0|f(t+h)-f(t)||h|α.

2 Total variation

For f:𝕋, we define

var(f)=sup{i=1n|f(ti)-f(ti-1)|:n1,0=t0<<tn=2π}.

If var(f)< then we say that f is of bounded variation, and we define BV(𝕋) to be the set of functions 𝕋 of bounded variation. We define

fBV(𝕋)=supt𝕋|f(t)|+var(f).

This is a norm on BV(𝕋), with which BV(𝕋) is a Banach algebra.11 1 N. L. Carothers, Real Analysis, p. 206, Theorem 13.4.

Theorem 1.

If fBV(𝕋), then

|f^(n)|var(f)2π|n|,n,n0.
Proof.

Integrating by parts,

f^(n)=12π𝕋f(t)e-int𝑑t=-12π𝕋e-int-in𝑑f(t)=12πin𝕋e-int𝑑f(t),

hence

|f^(n)|12π|n|var(f).

3 Absolutely convergent Fourier series

Suppose that fL1(𝕋) and that f^1(). For nm,

Sn(f)-Sm(f)C(𝕋)=supt𝕋|m<|k|nf^(k)eikt|m<|k|n|f^(k)|,

and because f^1() it follows that Sn(f) converges to some gC(𝕋). We check that f(t)=g(t) for almost all t𝕋.

We define A(𝕋) to be the collection of those fC(𝕋) such that f^1(), and we define

fA(𝕋)=f^1().

A(𝕋) is a commutative Banach algebra, with unity t1, and the Fourier transform is an isomorphism of Banach algebras :A(𝕋)1(). We call A(𝕋) the Wiener algebra. The inclusion map A(𝕋)C(𝕋) has norm 1.

Theorem 2.

If f:𝕋 is absolutely continuous, then

f^(k)=o(k-1),|k|.
Proof.

Because f is absolutely continuous, the fundamental theorem of calculus tells us that fL1(𝕋). Doing integration by parts, for k we have

(f)(k) =12π𝕋f(t)e-ikt𝑑t
=12πf(t)e-ikt|02π-12π𝕋f(t)(-ike-ikt)𝑑t
=ik(f)(k).

The Riemann-Lebesgue lemma tells us that (f)(k)=o(1), so

(f)(k)=o(1k),|k|.

Theorem 3.

If f:𝕋 is absolutely continuous and fL2(𝕋), then

fA(𝕋)fL1(𝕋)+(2k=1k-2)1/2fL2(𝕋).
Proof.

First,

|f^(0)|=|12π𝕋f(t)𝑑t|fL1(𝕋).

Next, because f is absolutely continuous, by the fundamental theorem of calculus we have fL1(𝕋), and for k,

(f)(k)=ik(f)(k).

Using the Cauchy-Schwarz inequality, and since (f)(0)=0,

fA(𝕋) =|f^(0)|+k0|f^(k)|
=|f^(0)|+k0|k|-1|(f)(k)|
fL1(𝕋)+(k0|k|-2)1/2(k0|(f)(k)|2)1/2
=fL1(𝕋)+(2k=1k-2)1/2(f)2().

By Parseval’s theorem we have (f)2()=fL2(𝕋), completing the proof. ∎

We now prove that if α>12, then Lipα(𝕋)A(𝕋), and the inclusion map is a bounded linear operator.22 2 Yitzhak Katznelson, An Introduction to Harmonic Analysis, third ed., p. 34, Theorem 6.3.

Theorem 4.

If α>12, then Lipα(𝕋)A(𝕋), and for any fLipα(𝕋) we have

fA(𝕋)cαfLipα(𝕋),

with

cα=1+21/2(2π3)α11-212-α.
Proof.

For f:𝕋 and h, we define

fh(t)=f(t-h),t𝕋,

which satisfies, for n,

(fh)(n) =12π𝕋f(t-h)e-int𝑑t
=12π𝕋f(t)e-in(t+h)𝑑t
=e-inh(f)(n).

Thus

(fh-f)(n)=(e-inh-1)f^(n),n. (1)

For m0 and for n such that 2m|n|<2m+1, let

hm=2π32-m.

Then

2π3=2m2π32-m|nhm|<2m+12π32-m=4π3.

If n>0 this implies that

π3nhm2<2π3

and so

|e-inhm-1|=2sinnhm22sinπ3=3,

and if n<0 this implies that

-2π3<nhm2-π3

and so

|e-inhm-1|3.

This gives us

2m|n|<2m+1|f^(n)|2 2m|n|<2m+13|f^(n)|2
2m|n|<2m+1|e-inhm-1|2|f^(n)|2
n|e-inhm-1|2|f^(n)|2.

Using (1) and Parseval’s theorem we have

n|e-inhm-1|2|f^(n)|2=(fhm-f)2()2=fhm-fL2(𝕋)2,

and thus

2m|n|<2m+1|f^(n)|2fhm-fL2(𝕋)2.

Furthermore, for gL(𝕋) we have gL2(𝕋)gL(𝕋), so

2m|n|<2m+1|f^(n)|2 fhm-fL(𝕋)2
fLipα(𝕋)2hm2α
=(2π32m)2αfLipα(𝕋)2.

By the Cauchy-Schwarz inequality, because there are 2m+1 nonzero terms in 2m|n|<2m+1|f^(n)|,

2m|n|<2m+1|f^(n)| (2m+1)1/2(2m|n|<2m+1|f^(n)|2)1/2
2m+12(2π32m)αfLipα(𝕋)
=2m(12-α)21/2(2π3)αfLipα(𝕋).

Then, since α>12,

n|f^(n)| =|f^(0)|+m=02m|n|<2m+1|f^(n)|
|f^(0)|+m=02m(12-α)21/2(2π3)αfLipα(𝕋)
=|f^(0)|+21/2(2π3)αfLipα(𝕋)m=02m(12-α)
=|f^(0)|+21/2(2π3)αfLipα(𝕋)11-212-α

As

|f^(0)|fL1(𝕋)fL(𝕋)fLipα(𝕋),

we have for all fLipα(𝕋) that

n|f^(n)|cαfLipα(𝕋),

completing the proof. ∎

We now prove that if α>0, then BV(𝕋)Lipα(𝕋)A(𝕋).33 3 Yitzhak Katznelson, An Introduction to Harmonic Analysis, third ed., p. 35, Theorem 6.4.

Theorem 5.

If α>0 and fBV(𝕋)Lipα(𝕋), then

fh-fL2(𝕋)212πh1+αfLipα(𝕋)var(f),h>0.

and fA(𝕋).

Proof.

For N1 and h=2πN,

fh-fL2(𝕋)2 =12π02π|fh(t)-f(t)|2𝑑t
=12πj=1N(j-1)hjh|fh(t)-f(t)|2𝑑t
=12πj=1N0h|fjh(t)-f(j-1)h(t)|2𝑑t
=12π0hj=1N|fjh(t)-f(j-1)h(t)|2dt
12πfh-fL(𝕋)0hj=1N|fjh(t)-f(j-1)h(t)|dt
12πfh-fL(𝕋)0hvar(f)𝑑t.

As fLipα(𝕋), fh-fL(𝕋)hαfLipα(𝕋), hence

fh-fL2(𝕋)212πh1+αfLipα(𝕋)var(f).

4 Wiener’s lemma

For k1, using the product rule (fg)=fg+fg we check that Ck(𝕋) is a Banach algebra with the norm

fCk(𝕋)=j=0kf(j)C(𝕋).

If fCk(𝕋) and f(t)0 for all t𝕋, then the quotient rule tells us that

(f-1)(t)=-f(t)f(t)2,

using which we get 1fCk(𝕋). That is, if fCk(𝕋) does not vanish then f-1=1fCk(𝕋).

If B is a commutative unital Banach algebra, a multiplicative linear functional on B is a nonzero algebra homomorphism B, and the collection ΔB of multiplicative linear functionals on B is called the maximal ideal space of B. The Gelfand transform of fB is Γ(f):ΔB defined by

Γ(f)(h)=h(f),hΔB.

It is a fact that fB is invertible if and only if h(f)0 for all hΔB, i.e., fB is invertible if and only if Γ(f) does not vanish.

We now prove that if fA(𝕋) and does not vanish, then f is invertible in A(𝕋). We call this statement Wiener’s lemma.44 4 Yitzhak Katznelson, An Introduction to Harmonic Analysis, third ed., p. 239, Theorem 2.9.

Theorem 6 (Wiener’s lemma).

If fA(𝕋) and f(t)0 for all t𝕋, then 1/fA(𝕋).

Proof.

Let w:A(𝕋) be a multiplicative linear functional. The fact that w is a multiplicative linear functional implies that w=1. Define u(t)=eit, t𝕋, for which uA(𝕋)=1. We define λ=w(u), which satisfies

|λ|wuA(𝕋)=1

and because u-1A(𝕋)=1 we have λ-1=w(u-1) and

|λ-1|wu-1A(𝕋)=1,

hence |λ|=1. Then there is some tw𝕋 such that λ=eitw. For n,

w(un)=λn=eintw.

If P(t)=|n|Naneint is a trigonometric polynomial, then

w(P)=w(|n|Nanun)=|n|Nanw(u)n=|n|Naneintw=P(tw). (2)

For gA(𝕋), if ϵ>0, then there is some N such that g-SN(g)A(𝕋)<ϵ. Using (2) and the fact that gC(𝕋)gA(𝕋),

|w(g)-g(tw)| |w(g)-w(SN(g))|+|w(SN(g))-SN(g)(tw)|
+|SN(g)(tw)-g(tw)|
=|w(g-SN(g))|+|SN(g)(tw)-f(tw)|
wg-SN(g)A(𝕋)+SN(g)-gC(𝕋)
wg-SN(g)A(𝕋)+g-SN(g)A(𝕋)
<2ϵ.

Because this is true for all ϵ>0, it follows that w(g)=g(tw).

Let Δ be the maximal ideal space of A(𝕋). Then for wΔ there is some tw𝕋 such that w(f)=f(tw), hence, because f(t)0 for all t𝕋,

Γ(f)(w)=w(f)=f(tw)0.

That is, Γ(f) does not vanish, and therefore f is invertible in A(𝕋). It is then immediate that f-1(t)=1f(t) for all t𝕋, completing the proof. ∎

The above proof of Wiener’s lemma uses the theory of the commutative Banach algebras. The following is a proof of the theorem that does not use the Gelfand transform.55 5 Karlheinz Gröchenig, Wiener’s Lemma: Theme and Variations. An Introduction to Spectral Invariance and Its Applications, p. 180, §5.2.4, in Brigitte Forster and Peter Massopust, eds., Four Short Courses on Harmonic Analysis, pp. 175–234.

Proof.

Because fA(𝕋), f* defined by f*(t)=f(t)¯, t𝕋, belongs to A(𝕋). Let

g=|f|2fC(𝕋)2=ff*fC(𝕋)2A(𝕋),

which satisfies 0<g(t)1 for all t𝕋. As 1f=f*|f|2=f*fC(𝕋)2g, to show that 1/fA(𝕋) it suffices to show that 1gA(𝕋).

Because g is continuous and g(t)0 for all t𝕋,

δ=inft𝕋g(t)>0;

if δ=1 then g=1, and indeed 1gA(𝕋). Otherwise, g-1C(𝕋)=1-δ<1. This implies that g is invertible in the Banach algebra C(𝕋) and that g-1=j=0(1-g)j in C(𝕋). Let h=1-gA(𝕋).

For ϵ>0, there is some N such that h-SN(h)A(𝕋)<ϵ. Now, if P is a trigonometric polynomial of degree M then using the Cauchy-Schwarz inequality and Parseval’s theorem,

PA(𝕋) =P^1()
(2M+1)1/2P^2()
=(2M+1)1/2PL2(𝕋)
(2M+1)1/2PL(𝕋).

Furthermore, for j1, Pj is a trigonometric polynomial of degree jM. The binomial theorem tells us, with P=SN(h) and r=h-P,

hk=(P+r)k=j=0k(kj)Pjrk-j,

and using this and PjA(𝕋)(2jN+1)1/2PjL(𝕋),

hkA(𝕋) j=0k(kj)PjA(𝕋)rk-jA(𝕋)
j=0k(kj)PjA(𝕋)h-SN(h)A(𝕋)k-j
j=0k(kj)(2jN+1)1/2PjL(𝕋)ϵk-j
(2kN+1)1/2j=0k(kj)PL(𝕋)jϵk-j
=(2kN+1)1/2(PL(𝕋)+ϵ)k.

Because

PL(𝕋) h-SN(h)L(𝕋)+hL(𝕋)
h-SN(h)A(𝕋)+hL(𝕋)
<ϵ+hL(𝕋),

we have

hkA(𝕋)(2kN+1)1/2(hL(𝕋)+2ϵ)k=(2kN+1)1/2(1-δ+2ϵ)k.

Take some ϵ<δ2, so that 1-δ+2ϵ<1. Then with N=N(ϵ),

k=0hkA(𝕋)k=0(2kN+1)1/2(1-δ+2ϵ)k=2NΦ(1-δ+2ϵ,-12,12N)<,

where Φ is the Lerch transcendent. This implies that the the series k=0hk converges in A(𝕋). We check that k=0hk is the inverse of 1-h, namely, g=1-h is invertible in A(𝕋), proving the claim. ∎

5 Spectral theory

Suppose that A is a commutative Banach algebra with unity 1. We define U(A) to be the collection of those fA such that f is invertible in A. It is a fact that U(A) is an open subset of A. We define

σA(f)={λ:f-λU(A)},

called the spectrum of f. It is a fact that σA(f) is a nonempty compact subset of .

If AB are Banach algebras with unity 1, we say that A is inverse-closed in B if fA and f-1B together imply that f-1A.66 6 Karlheinz Gröchenig, Wiener’s Lemma: Theme and Variations. An Introduction to Spectral Invariance and Its Applications, p. 183, §5.2.5, in Brigitte Forster and Peter Massopust, eds., Four Short Courses on Harmonic Analysis, pp. 175–234.

Lemma 7.

Suppose that AB are Banach algebras with unity 1. The following are equivalent:

  1. 1.

    A is inverse-closed in B.

  2. 2.

    σA(f)=σB(f) for all fA.

Proof.

Assume that A is inverse-closed in B and let fA. If λσA(f) then f-λU(A)U(B), hence λσB(f). Therefore σB(f)σA(f). If λσB(f) then f-λU(B). That is, (f-λ)-1B. Because A is inverse-closed in B and f-λA, we get (f-λ)-1A. Thus λσA(f), and therefore σA(f)σB(f). We thus have obtained σA(f)=σB(f).

Assume that for all fA, σA(f)=σB(f). Suppose that fA and f-1B. That is, fU(B), so 0σB(f). Then 0σA(f), meaning that fU(A). ∎

A(𝕋)C(𝕋) are Banach algebras with unity 1. Wiener’s lemma states that A(𝕋) is inverse-closed in C(𝕋). It is apparent that for fC(𝕋), σC(𝕋)(f)=f(𝕋). Therefore, Lemma 7 tells us for fA(𝕋) that σA(𝕋)(f)=f(𝕋).

The Wiener-Lévy theorem states that if fA(𝕋), Ω is an open set containing f(𝕋), and F:Ω is holomorphic, then FfA(𝕋).77 7 Karlheinz Gröchenig, Wiener’s Lemma: Theme and Variations. An Introduction to Spectral Invariance and Its Applications, p. 187, Theorem 5.16, in Brigitte Forster and Peter Massopust, eds., Four Short Courses on Harmonic Analysis, pp. 175–234; Walter Rudin, Fourier Analysis on Groups, Chapter 6; N. K. Nikolski (ed.), Functional Analysis I, p. 235; V. P. Havin and N. K. Nikolski (eds.), Commutative Harmonic Analysis II, p. 240, §7.7. In particular, if fA(𝕋) does not vanish, then Ω={0} is an open set containing f(𝕋) and F(z)=1z is a holomorphic function on Ω, and hence Ff(t)=1f(t) belongs to A(𝕋), which is the statement of Wiener’s lemma.