1. Let us define Z 2
1
J0 (x) = 2 cos x sin() d
0
Show that Z
f (x) 7 F () = 2 J0 (2x)f (x)x dx
defines a unitary map from L2 [0, ), r dr to itself. Describe the relation to the
Fourier transform of radial functions in two dimensions.
2. Let d be a probability measure on R with x d(x) = 0 and x4 d(x) < .
R R
Prove the central limit theorem for the sum of independent random variables with
this distribution.
Specifically, if X1 , X2 , . . . are d-distributed, show that for any Schwartz function
f, Z
x2
E f X1 ++X 1
n1/2
n
2 2
exp{ 2 2 }f (x) dx
H = {e2inx : n
(The classical version has G = R and H = Z, which leads to G
Z}.)
1
2
() = ei + e2i .
Hint: For part (b) begin by considering the case
9. The dyadic cubes in Rd are the sets of the form
Qn,k = [k1 2n , (k1 + 1)2n ) [kd 2n , (kd + 1)2n )
were n ranges over Z and k Zd .
(a) Given a collection of dyadic cubes whose diameters are bounded, show that one
may find a sub-collection which covers the same region of Rd but with all cubes
disjoint.
(b) Define the (uncentered) dyadic maximal function by
Z
1
[MD f ](x) = sup f (y) dy
Q3x |Q| Q
where the supremum is over all dyadic cubes that contain x. Show that this operator
is of weak type (1,1).
(c) Deduce boundedness of the Hardy-Littlewood maximal function from the above.
3
Remarks: Part (a) provides a replacement for the Vitali Covering Lemma. I propose
you address (c) geometrically; draw some pictures in the planar (d = 2) case.
10. (a) Evaluate
N
X
DN (x) = e2inx
n=N
and show that it is not an approximate identity on T.
(b) Show that 2N1+1 |DN (x)|2 is an approximate identity and derive its relation to
the Fejer kernel.
(c) Calculate
X
r|n| e2inx
nZ
for 0 < r < 1 and show that for r 1 it gives rise to an approximate identity.
(d) Suppose n is an approximate identity and d, a finite complex measure on T.
Show that n d converges weak- to d.
R Note: dRn converges weak- to d iff for every bounded continuous function, f ,
f dn f d.
11. (a) Given f Lp (R), 1 p < , show that t 7 f (x + t) defines a continuous map
of R into Lp (R, dx).
(b) Show that it is not equi-continuous as f varies over the set of f with kf kLp 1.
(That is, cannot be chosen from independently of f .)
(c) Show that part (a) is false for L and M (R).
12. (From Wolff 4.) Find a sequence of Schwartz functions n such that (a) kn kLp
and kn kLp0 are constant. The supports of n are disjoint and those of n are
PN
almost disjoint. Use n=1 n to show that if kfkLp0 . kf kLp then p 2.
PN PN
By almost disjoint we mean k n=1 n kpLp 100 99
p
n=1 kn kLp . Notice that if
the supports were actually disjoint, then 100/99 could be replaced by 1.
Hint: Take a single Cc function and modify it by translation and multiplication
by characters.
13. Prove the Rising Sun Lemma: Given a non-negative f L1 (R), define
1 t
Z
[MR f ](x) = sup f (x + s) ds.
t>0 t 0
16. Let f C with < 1, and let Kn denote the Fejer kernel.
(a) Show that
kf Kn f kC 0 . n kf kC .
(b)[Optional] Show that kf Kn f kC 0 may fail. However, it is true if one
restricts to those f with
(1) sup |f (x) f (y)| = o( ).
|xy|<
(c)[Optional] Show that the set of f C that obey (1) is exactly the closure of
C in C .
17. Let f be a continuous function on T. Suppose that for each n > 0 there is a
trigonometric polynomial pn of degree n (or less) such that
kf pn kC 0 . n
where < 1. Show that f is Holder continuous. Hint: write
X
f = p1 + p2k p2k1 .
k=1
where n+1 = 0 .
Prove the following theorem of F. and
P M. i Riesz: f 0 H 1 if and only if is
rectifiable. [Hint: the function z 7 |f (ze k ) f (zeik+1 )| is continuous and
sub-harmonic on D.]
19. Prove the following result of Privalov: For 0 < < 1, f C implies f C .
20. (a) Suppose T is a rotation invariant operator on L2 (R/Z), that is, Ry T = T Ry
for any rotation [Ry f ](x) = f (x y). Show that e2inx , n Z, are eigenfunctions
of T .
(b) Let T be a bounded operator on L2 (Rn ) such that there is a function K obeying
|K(x, y)| . |x y|n so that whenever f and g have disjoint supports,
Z Z
hg, T f i = g(x)K(x, y)f (y) dy dx.
Show that if T is translation invariant, then K(x, y) = F (x y), which means that
T is a convolution operator. [Hint: Treat (a) and (b) independently.]
21. (a) Let I R be an interval and let z C+ = {z : Im z > 0}. Show that the
harmonic measure of I C+ with respect to z is equal to the angle subtended
by I at z divided by . Deduce that the the harmonic measure of I is constant on
arcs of circles.
d
(b) Calculate the conjugate function of [0,a] () L2 (S 1 ; 2 ).
5
26. For 1 p < , let Lpw (R) denote the set of measurable functions on R for which
1/p
kf kp = sup p |{x : |f | > }|
>0
(This is the pseudo-differential operator with symbol, a, which belongs to the exotic
0
symbol class S0,0 .) Show that it is bounded. [Hint: let j be a partition of unity
7
adapted to the partition of R by [j, j +1), then apply the Cotlar-Stein Lemma using
the operators with symbols ai,j (x, ) = (x i)a(x, )( j).]
29. (a) Prove that Z Z
f (x)g (x) dx
f (x)g(x) dx
Rn Rn
(b) Suppose f 7 f K is a bounded operator on L2 (Rn ) and K(x) . |x|n . Show
that there exists C so that
Z
K(x) dx C
<|x|<N
Schurs test (or part (b)) shows that this is a bounded operator.
(a) Given n Zd , let us write n for the function k 7 k,n . Show that hm |H N n i
is equal to the number of paths of length N from n to m in the Z3 lattice.
(b) As H is translation invariant, we know that we can write it as a Fourier multi-
plier. Find the Fourier multiplier.
(c) Determine the leading term in the t asymptotics of
h0 |etH 0 i.
(d) [Optional] Use the BorelCantelli Lemma to deduce that in three dimensions,
a random walker starting at the origin will return to the origin only finitely many
times (with probability one).
32. Let denote a hyperplane in Rd and let d denote the induced Lebesgue measure.
For s 0, H s denotes the Sobolev space of functions f L2 for which
Z
2
f
s = |f|2 (1 + ||2 )s d
H
is finite.
Show that for > 1/2, f 7 f | defines a continuous map from H s (Rd ) to
s
H (). Also show that for 1/2, it does not.
8
33. Let denote the cone |0 |2 = |1 |2 + + |d |2 in Rd+1 and let d denote the
induced surface measure.
(a) If f is a smooth function supported in a compact subset of Rd+1 \ {0}, show
that Fourier transform of f d has a natural interpretation as a solution of the wave
equation:
d2 u X d2 u
= .
dt2 j
dx2j
36. (a) Prove Debyes asymptotics for Bessel functions: given (0, ),
e[tanh()] h i
1 + O( 1 )
J sech() = p
2 tanh()
as .
(b) Prove that
X
cos[z sin()] = J0 (z) + 2 J2k (z) cos(2k)
k=1
9
(c) From part (a), it follows that C (E)V (x) 1 for -almost all x. Explain.
From this and part (b), show that C (E)V (x) 1 for all x supp().
(d) Show that
C (E) = sup{kk : supp() E and x supp(), V (x) 1}.
38. Let E Rn , be a compact set of non-zero -capacity (0 < < n). Let us define
X
2
Dn = inf n(n1) |xi xj |
1i<jn
and X
Mn = sup inf 1
|x xi | .
xE n
1in
The infimum in the definition of Dn and the supremum in the definition of Mn are
over {x1 , . . . , xn } E.
Show that Dn+1 Mn , that Mn 1/C (E), and that lim inf Dn 1/C (E).
Conclude that C (E) = lim Dn = lim Mn . [You may use the results of Question 3.]
39. Functions defined by
X an
f (s) = ,
n=1
ns
are known as Dirichlet series. The most famous example is the Riemann zeta
function, where an 1. By writing s = + it we have ns = e log(n) eit log(n)
which shows the connection to Fourier integrals.
bn ns , show that f (s)g(s) can also be
P
(a) Given f (s) as above and g(s) =
written as a Dirichlet series and find the formula for the coefficients. In this way,
interpret the coefficients of (s)2 . (This operation is the multiplicative analogue of
convolution.)
(b) Let f and g be Dirichlet series absolutely convergent for Re(s) > 0 . Show that
Z T
1 X an bn
lim f ( + it)g( it) =
T 2T T n+
for Re() and Re() larger than 0 . This is the analogue of the Plancherel Theorem.
10
1Fourier transform restriction phenomena for certain lattice subsets and applications to non-
linear evolution equations, I. Geom. Funct. Analysis, 3 (1993) 107156.
11
(Such sums are known as Gauss sums.) From this we may deduce
N 2i[an2 +bn]/q
X
N
e &
n=0
q
2
when N q, for example. By studying small regions around x = b/q and t = a/q
with q [3, N ] show that N cannot be replaced by an N -independent constant
in part (a).
43. Prove the following two Strichartz estimates due to Bourgain2:
2
2
X
X
an e2i(nx+n t)
. |an |2
L4
where L4 denotes L4 (R2 /Z2 ; dx dt) and
2
X 2 2 X
2i[nx+my+(n +m )t]
|a(n, m)|2
a(n, m)e
.N
n2 +m2 N 2
4
L
where L4 denotes L4 (R3 /Z3 ; dx dy dt). [Hint: Use the method from the proof of
Zygmunds restriction theorem.]
44. Let d and dn be probability measures on [0, ).
(a) Show that if dn converges weak- to d, then
lim sup n (K) (K)
n
for any closed set K. Also show that for any open set, O,
lim inf n (O) (O).
n
(b) Give examples that show that the inequalities in part (a) can fail to be equalities.
(c) If we do not assume that d is a probability measure, half of (a) can fail. Which
half and why?
(c) Show that if Z Z
lim emx dn (x) = emx d(x)
n
for all m {0, 1, 2, . . . } then dn converges weak- to d.
2Fourier transform restriction phenomena for certain lattice subsets and applications to non-
linear evolution equations, I. Geom. Funct. Analysis, 3 (1993) 107156.