Functional Analysis

Dr A. J. Wassermann1
Lent term 1999

1 LATEXed by Tim Perutz { comments to soc-archim-notes@lists.cam.ac.uk.

Contents
1 Introduction
2 Metric spaces

4
6

3 Normed spaces

13

2.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.2 Compactness and completeness . . . . . . . . . . . . . . . . .
3.1
3.2
3.3
3.4
3.5
3.6
3.7
3.8

Continuity properties of the algebraic operations .

Completeness . . . . . . . . . . . . . . . . . . . .
The uniform norm . . . . . . . . . . . . . . . . .
The space `2 . . . . . . . . . . . . . . . . . . . . .
The `p spaces . . . . . . . . . . . . . . . . . . . .
The Lp spaces . . . . . . . . . . . . . . . . . . . .
Equivalent norms . . . . . . . . . . . . . . . . . .
Bounded operators and linear functionals . . . . .

4 Inner product spaces

4.1
4.2
4.3
4.4

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Closest points and the projection theorem . . . . .

Orthonormal bases and Parseval's equation . . . . .
Orthonormal bases and the Gram-Schmidt process .
The dual of a Hilbert space:
the Riesz representation theorem . . . . . . . . . .

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6
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14
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19
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21

25

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5 Fourier series and the Dirichlet problem

36

6 Application to theta, gamma and zeta functions

45

5.1 The Dirichlet problem . . . . . . . . . . . . . . . . . . . . . . 40

5.2 Uniformly convergent Fourier series . . . . . . . . . . . . . . . 42
6.1 Theta functions . . . . . . . . . . . . . . . . . . . . . . . . . . 45
6.2 The gamma and beta functions . . . . . . . . . . . . . . . . . 47
6.3 The Riemann zeta function . . . . . . . . . . . . . . . . . . . 48
2

CONTENTS

7 The Stone-Weierstrass Theorem

50

7.1 Important example: Hermite functions . . . . . . . . . . . . . 57

7.2 Products and easy `Fubini' theorem . . . . . . . . . . . . . . . 58
Note. The nal chapter of the course, on Lebesgue integration, is omitted
here as this was supplied in printed form by Dr Wassermann. These notes do
not always reproduce verbatim what Dr Wassermann wrote on the board, but
the changes are minor - they suited me, and they might not please everyone.
I would also encourage you not to see these notes as a substitute for going
to the lectures, which contain more jokes and are billed by the lecturer as
`mellow'...
T.P.

Chapter 1
Introduction
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Chapter 2
Metric spaces
2.1 Preliminaries

Denition 2.1.1. A metric space is an ordered pair (X; d) where X is a set

with a function d : X  X ! R satisfying
1. d(x; y)  0 with equality i x = y;
2. d(x; y) = d(y; x);
3. d(x; z)  d(x; y) + d(y; z) (triangle inequality)
for all x; y; z 2 X .
Examples.
1.

Rn

or C n with d(x; y) = kx ; yk where

kxk =

X

1=2
2
jxij :

2. C ([0; 1]), the continuous functions [0; 1] ! C , with

d(f; g) = sup jf (x) ; g(x)j:

x2[0;1]

3. C ([0; 1]),

d2(f; g) =

Z 1

jf (x) ; g(x)j2

1=2

For 3, we must still prove the triangle inequality. This follows from the
Cauchy-Schwarz inequality, proved later in a general inner product space.
6

CHAPTER 2. METRIC SPACES

Denition 2.1.2. U  X is open in X if, given x 2 U there is exists  > 0

such that

B (x; ) := fy : d(x; y) < g  U:

Lemma 2.1.3. B (x; ) is itself open.
Proof. By the triangle inequality, B (y; r)  B (x; ) whenever y 2 B (x; ); r <
 ; d(x; y).
Properties of open sets:
1. X; ; are open;
2. arbitrary unions of open sets are open;
3. nite intersections of open sets are open.
Denition 2.1.4. F  X is closed in X i X n F is open.
Taking complements, union $ intersection; thus we have
Properties of closed sets:
1. X; ; are closed;
2. arbitrary intersections of closed sets are closed;
3. nite unions of closed sets are closed.
Denition 2.1.5. The closure A of a set A  X is the smallest closed set
containing A. Thus
\

A = fF : F closed; F  Ag:

Proposition 2.1.6.
A = fx : 9(xn )  X s.t. xn ! xg;
i.e. the closure of A is the set of its limit points.
Proof.

x 2= A , there exists a closed set F with x 2= F  A

, x 2 U := X n F; open with U \ A = ;
, 9  > 0 such that B (x; ) \ A = ; (so d(x; y)   8y 2 A)
, x is not a limit point of A:

CHAPTER 2. METRIC SPACES

Denition 2.1.7. We say X0  X is dense in X i X0 = X .

This means that every point in X can be approximated arbitrarily closely
by elements of X0. We'll often nd nice subsets X0  X such that X0 = X .
E.g. the Weierstrass approximation theorem asserts that if (X; d) is as in
example 2 above and X0 is the set of polynomial functions on [0; 1] then
X0 = X .
Denition 2.1.8. f : X ! Y is continuous on X i xn ! x in X )
f (xn) ! f (x). When Y = R or C we talk about real or complex continuous
functions on X .
We say X and Y are homeomorphic i there are continuous, mutually
inverse functions f : X ! Y , g : Y ! X .
Proposition 2.1.9. The following are equivalent.
1. f is continuous;
2. U open ) f ;1(U ) open;
3. F closed ) f ;1 (F ) closed.
Proof. 2 , 3: f ;1(A t B ) = f ;1(A) t f ;1 (B ) and the complement of an
open set is closed.
1 ) 3: Say f is continuous, F  X closed. If an 2 f ;1(F ) and an ! a
then f (an) ! f (a) so a 2 f ;1(F ), since f (a) 2 F by closure of F .
3 ) 1: Say an ! a. Then f ;1(B (f (a)); ) is open, so contains an for
n large enough since it contains a. This implies d(f (an); f (a))   for n
suciently large.
Remark . The epsilon-delta denition of continuity need only rarely be used.
Example of homeomorphism: R 
= S 1 n f1g by the Cayley transform
(stereographic projection)
+ i ; g(x) = i(z + 1) :
f (x) = xx ;
i
z;1

Theorem 2.1.10. If U is any non-empty open subset of R then U can be

expressed uniquely as a countable union of disjoint open intervals.

Proof. The idea is to use the equivalence relation of path connectivity. Say
a  b in U i the segment joining a and b lies entirely in U . (Note: don't
ask for a  b.) Clearly  is an equivalence relation. Claim: each class is an
open interval.

CHAPTER 2. METRIC SPACES

Take an equivalence class E  U . Set

m = xinf
x; M = sup x:
2E
x2E

Thus E  [m; M ]. (Posibly m = ;1 or M = 1.) Now m; M 2= E , since E

is open. Since the segment joining points arbitrarily close to m or M lies in
E , it does for all points, so E = (m; M ).
To see there are only countably many intervals, note either that every
interval contains a rational, and these must all be distinct; or look at the
sum of lengths of equivalence classes intersected with (;N; N ) for any N .
There can only be nitely many with length greater than or equal to 1=N ,
since the total length  2N .
F
Finally, uniqueness. Let U = In. If x; y 2 In then x  y, so In lies in
some equivalence class (m; M ). If In 6= (m; M ) then an endpoint of In lies
in some Im, m 6= n, contradicting disjointness of the In.
Remark . The idea of length is crucial for dening Lebesgue integration. This
theorem shows that we can dene

`(U ) =

`(In)

where U = In.

2.2 Compactness and completeness

Denition 2.2.1. (X; d) is sequentially compact i every sequence contains

a convergent subsequence. (X; d) is complete i every Cauchy sequence converges.

Lemma 2.2.2. A subspace of one of the above metric spaces inherits the
same property i it is closed.
Proof. Use the fact that a set is closed i it contains all its limit points.
Suppose X is complete, A  X closed. If (an) is a Cauchy sequence in A it
is, a fortiori, Cauchy in X , hence convergent in X : say an ! x. But A is
closed, so x 2 A. Hence A is complete.
Conversely, if A is complete and (an)  A where an ! x 2 X then (an) is
a Cauchy sequence in X , so Cauchy in A. By completeness, (an) converges
in A. Hence x 2 A.
A similar argument works for compactness.
Lemma 2.2.3. Sequentially compact implies complete.

CHAPTER 2. METRIC SPACES

10

Proof. Suppose (xn ) is a Cauchy sequence in X . Since X is sequentially

complete, (xn) has a convergent subsequence, say xnk ! x. But (xn) is
Cauchy, so it too converges to x. So xn ! x and X is complete.
We will consider in great detail continuous functions on a compact space.

Lemma 2.2.4. Suppose f : X ! C is a continuous function on a sequentially compact metric space X . Then f is bounded in modulus, and attains
its bound.
Proof. If jf (x)j is unbounded then we can nd a sequence (xn ) in X such
that jf (xn)j ! 1 as n ! 1. Passing to a subsequence if necessary, we may
assume xn ! x. But then f (xn) ! f (x) by continuity. Contradiction.
In general, set M = sup jf (x)j, take (xn ) such that f (xn) ! M . Passing
to a subsequence if necessary we may assume xn ! x. By continuity jf (x)j =
M.
Remark . If f is real-valued, a similar argument shows f attains its upper
and lower bounds in X .

Lemma 2.2.5. Suppose f : X ! C is a continuous function on a sequentially compact metric space X . Then f is uniformly continuous, i.e. given
 > 0 there sxists  > 0 such that

d(x; y)   ) jf (x) ; f (y)j  :

Proof. If not, we can nd xn ; yn with d(xn; yn) ! 0 but jf (xn) ; f (yn)j  .
Without loss of generality say xn ! x by sequecntial compactness. Since
d(xn; yn) ! 0 we must have yn ! x. But then jf (xn) ; f (yn)j ! jf (x) ;
f (x)j = 0. #

Lemma 2.2.6. If f : X ! Y is continuous an A  X sequentially compact

then f (A) is sequentially compact. (`The continuous image of a compact set
is compact.')

Proof. Take yn = f (an) in f (A). Since A is sequentially compact we may

pass to a convergent subsequence (ank ) with ank ! a as k ! 1. Since f is
continuous, f (ank ) ! f (a). So (f (an)) has a convergent subsequence; hence
f (A) is sequentially compact.

Denition 2.2.7. A metric space (X; d) is totally bounded if, given  > 0,
there are nitely many open -balls B (x; ) covering X .

CHAPTER 2. METRIC SPACES

11

X is compact, or possesses the nite covering property, if every open cover

has a nite subcover, that is, whenever
X=

2A

O;

a union of open sets, there exist 1 ; : : : ; n 2 A such that

X=

n
[
i=1

Oi :

Theorem 2.2.8 (Equivalent forms of compactness). Let (X; d) be a metric space. The following are equivalent:
1. X is sequentially compact;
2. X is complete and totally bounded;
3. X is compact.
Proof. 1 ) 2 :
Suppose X is sequentially compact. We already know X is complete. If
it is not totally bounded then there exists  and (xn) such that d(xi; xj )  
for i 6= j . Then (xn) manifestly has no convergent subsequence. #
2)1:
Let (xn )  X . We must produce a convergent subsequence. For each
n > 0, we can cover X by nitely many balls of radius 1=n. By the pigeonhole
principle, for each n we can inductively nd (xi(n) ), a subsequence of (x(in;1) )
lying wholly inside a ball of radius 1=n. Take the diagonal subsequence (x(nn) ),
plainly an allowed subsequence of (xn ). By construction, (yn) := (x(nn) ) lies
in a 1=m-ball for n  m. So (yn) is a Cauchy sequence, since d(xi; yi)  m2
for i; j  m. So (yn) is a convergent subsequence of (xn) by completeness.
3)1:
Suppose (xn) has no convergent subsequence. Without loss of generality
all terms in (xn ) are distinct, because if not there would be a convergent
subsequence which would trivially be convergent. We can nd radii rm > 0
such that each B (xn ; rn) contains no other xm with m 6= n (because no xn is
a limit point of (xi )). Clearly fx1 ; x2; : : : g must be closed, since otherwise it
would have a limit point x 6= xi and hence a convergent subsequence.


X = X n fx1 ; x2 ; : : : g [

[

n1

B (xn; rn) :

CHAPTER 2. METRIC SPACES

12

This is plainly an open cover with no nite subcover. (If we want to cover
xn we need B (xn; rn).)
1)3:
X sequentially compact implies X totall bounded. So for each n we can
nd a nite subset Sn  X such that every x 2 S
X the (1=n)-balls centred
at points of Sn cover X . But then, setting S = n1 Sn, S is a countable
set dense in X . (A metric space with a countable dense subset is called
separable.)
Suppose S = (xn) and U = fU :  2 Ag is an open cover of X . For
S each
i, take Ui 2 U such that xi 2 Ui . Then, since S is dense in X , X = i1 Ui.
We have found a countable subcover U1; U2 ; : : : . If this has no nite
subcover then we can take (xnk ) such that xnk 2= U1 [


[ Un. Passing to a
subsequence if necessary, we may assume xnk ! x by sequential
compactness.
S
But then
= n1 Un, contradicting
S xnk 2 X n (U1 [


[ Uj ) for all j , i.e. x 2
X = n1 Un.
Usually one just says a metric space is compact if it has one of the above
properties.
Corollary 2.2.9. A subset of R n (or C n = R 2n ) is compact i closed and
bounded.
Proof. We use compact = complete and totally bounded. A subset of R n is
totally bounded i it is bounded (it is enough to show a cuboid is totally
bounded, and this is easily seen with a grid); it is complete i closed.

Chapter 3
Normed spaces
In this course we'll be considering norms on vector spaces of functions, e.g.
C ([0; 1]), usually given by things of form

kf k1 = sup jf (x)j
kf kp =

Z

1=p

jf (x)jp dx

We'll see that C ([a; b]) is complete for the metric d1(f; g) := kf ; gk1, but
not for dp := kf ; gkp. Abstract completions can be dened using trickery such as spaces of Cauchy sequences, orthonormal bases, or embedding
in abstract dual spaces, but to obtain concrete completions we'll need the
Lebesgue integral.
Denition 3.0.10. A normed space over C (or R ) is a vector space V with
a function k
k : V ! R such that
1. kxk  0 with equality i x = 0;
2. kxk = jj kxk for  2 C (or R );
3. kx + yk  kxk + kyk.
Dene a metric d by d(x; y) = kx ; yk. This makes V into a metric
space. (As usual, only the triangle inequality could be non-trivial, and
d(x; y) = kx ; yk = kx ; z + z ; yk  kx ; zk + kz ; yk = d(x; z)+ d(z; y).)
All notions from metric spaces now apply, e.g. continuity, compactness, completeness. Norms are essential for carrying over ideas from nite-dimensional
algebra (e.g. the statement that every self-adjoint matrix can be diagonalized) to the innite-dimensional settings that appear naturally in the real
13

CHAPTER 3. NORMED SPACES

14

world. Often an operator, e.g.

2

d + V (x)
; dx
2
is the innite-dimensional analogue of a self-adjoint matrix (see Hilbert Spaces
course).
In particular, we say xn ! x if kxn ; xk ! 0. A map f : V ! X is
continuous i xn ! x ) f (xn) ! f (x).

3.1 Continuity properties of the algebraic operations

1. Addition: xn ! x; yn ! y ) xn + yn ! x + y;
2. Scalar multiplication: n ! ; xn ! x ) nxn ! x;
3. Norm: xn ! x ) kxn k ! kxk.

Easy proof is omitted.

3.2 Completeness

Denition 3.2.1. We say a normed space is complete if it is complete for

the corresponding metric. We call a complete normed space a Banach space.

One aim will be to embed an incomplete normed space E into a complete
normed space E1 , such that E is dense in E1 . We then call E1 a completion
of E .

3.3 The uniform norm

Denition 3.3.1. Let X be a compact metric space, and C (X ) the space of

continuous complex-valued functions on X . dene the uniform norm k
k1

on C (X ) by

kf k1 = sup jf (x)j:
x2X

Theorem 3.3.2. The uniform norm makes C (X ) into a Banach space.

CHAPTER 3. NORMED SPACES

15

Proof. The rst two axioms for normed spaces are obviously satised. For
the triangle inequality,
kf + gk1 = sup jf (x) + g(x)j
 sup(jf (x)j + jg(x)j)
 sup jf (y)j + sup jg(z)j
y2X

z 2X

= kf k1 + kgk1 :
To check completeness, suppose (fn) is a Cauchy sequence in C (X ). So,
given  > 0 there exists n0 such that
jfm (x) ; fn(x)j   8n; m  n0 8x 2 X:
In particular, for each x 2 X; (fn(x)) is a Cauchy sequence and hence has a
limit f (x). Letting m ! 1,
jf (x) ; fn(x)j   8n; m  n0 8x 2 X:
Hence fn ! f uniformly, i.e. kfn ; f k1 ! 0. It remains to show that f is
continuous; we must show
xn ! x ) f (xn) ! f (x):


Given  > 0 choose N so that f ; f N 1 < . Then

jf (xn) ; f (x)j  jf (xn) ; fN (xn)j + jfN (xn) ; fN (x)j + jfN (x) ; f (x)j
  + jfN (xn) ; fN (x)j + 
 3

for n suciently large. So f is continuous.

3.4 The space `2

n

`2 := (x1; x2 ; : : : ) :
We have already seen that in C n
n
X
i=1

xi y i 

X

(Cauchy-Schwarz), and that

X

1=2
2
jxi + yij

jxi j2

X

jxij2 < 1 :

1=2 X

jyij2

1=2

1=2 X
1=2
2
2
jxij +
jyij :

CHAPTER 3. NORMED SPACES

16

So, if we dene kxk2 = ( jxi j2)1=2 and let n ! 1, we obtain

kx + yk2  kxk2 + kyk2 :

Thus `2 is closed under addition, and k
k2 satises the triangle inequality.
It is obvious that `2 is closed under scalar multiplication and that kxk2 =
jj kxk2 . Thus (`2 ; k
k2) is a normed space. We'll prove below that `2 is in
fact the unique innite-dimensional separable complete inner product space
(Hilbert space). It is also a special (and nice) case of an `p space.

3.5 The `p spaces

Theorem 3.5.1 (Holder's inequality). If p > 1 and p1 + 1q = 1 then

 n

X


ai bi


i=1

X

jaijp

1=p X

jbijq

1=q

Proof. Claim: if  2 (0; 1) then

x y1;  x + (1 ; )y:
To prove this one can just use calculus to show that
 
 
x   x + (1 ; ):
y
y
Alternatively, applying the AM-GM inequality to the numbers
x;
: : : ; x; y; : : :; y
| {z } | {z }
n

yields

1
+ my ;
(xn ym) n+m  nxn +
m
so
n
m
x n+m y n+m  n +n m x + n +m m y:
Thus the claim holds for  = n +n m , i.e  2 Q . By continuity we are done.
P

P
Since  aibi   jaijjbij we may assume ai; bi  0. If a = 0 or b = 0
the inequality is trivial; if not, by scaling we may set
X

api =

bqi = 1:

CHAPTER 3. NORMED SPACES

Now we must show
Therefore

17

ai bi  1. By the above claim,

ai bi  1p api + 1q bqi :

X
X
ai bi  p1 api + 1q bqi = 1p + 1q = 1:

Variant (proved similarly): if f; g 2 C ([a; b]) then

Z b





f
(
x
)
g
(
x
)
dx



Z b

1=p Z b

jf jp dx

1=q

jg(x)jq dx

and similarly for (;1; 1).


1=p
P
p
We will use Holder's inequality to prove that kxkp =
jxij
denes
a norm on C n .

Corollary 3.5.2.

kxkp = sup

jxiyij:

jxiyij:

kykq =1

Proof. By Holder's inequality,

kxkp  sup
We may assume kxkp = 1, i.e.

kykq =1

jxijp = 1. Set yi = jxijp;1. Then

X
X
X
jyijq = jxijq(p;1) = xi p = 1
P
P
so kykq = 1, and jxiyij = xip = 1. The result follows.
Theorem 3.5.3 (Minkowski's inequality).
kx + ykp  kxkp + kykp :
Proof.

kx + ykp = sup

j(xi + yi)zi j

 sup

jxiuij + sup

kzkq =1
kukq =1

= kxkp + kykp :

kvkq =1

jyivi j

CHAPTER 3. NORMED SPACES

18

Hardy-Littlewood-Polya proof. Since jxn + ynj  jxnj + jynj we may assume

xn ; yn  0. The result is trivial for p = 1 so we may assume p > 1. Then
X

xn + ynp =

xn(xn + yn)p;1 +

X

xpn

X

1=p X

ynp

yn(xn + yn)p;1

(xn + yn)p

1=p X

(p;1)=p

(xn + yn)p

(p;1)=p

by Holder's inequality (as 1q = p ;p 1 ). So

X

(xn + yn)p  (kxkp + kykp) kx + ykpp;1 :

Dividing both sides by kx + ykpp;1 gives the result.

We now see that k
kp denes a norm on C n . Now for 1  p < 1 dene

` p = f(x1; x2 ; : : : ) :

jxijp < 1g:

(When p = 1 the triangle inequality is obvious). So for 1  p < 1 we have

n
X
i=1

jxi + yijp

!1=p

n
X
i=1

jxi jp

!1=p

n
X
i=1

jyijp

!1=p

Now let n ! 1, rst on the RHS, then on the LHS. We deduce that x+y 2 `p
if x; y 2 `p, and kx + ykp  kxkp + kykp.
When p = 1: kxkp ! kxk1 = supi jxij. Thus

`1 = f(x1 ; x2 ; : : : ) : sup jxi j < 1g:

i

The (trivial) argument used for C (X ) shows that `1 is a normed space, even
complete.
Theorem 3.5.4. `p is a Banach space for 1  p < 1.
Proof. The key is to choose the correct notation. Let (x(n) )  `p be a Cauchy
sequence. Say x(in) ; x(im) p   for n; m  n0 , i.e.
N
X
i=1

jx(in) ; x(im) jp  p

CHAPTER 3. NORMED SPACES

19

for all N and n; m  n0 . This implies that each cordinate gives a Cauchy
sequence (x(im) ), with limit xi , say. Hence for all N and n  n0 ,
N
X
i=1

Letting N ! 1,
Hence xn ; x 2 `p with

1
X
i=1

x(n)

jx(in) ; xi jp  p:
jx(in) ; xi jp  p:

; x   for n  n0 . Finally

x = (x ; x(n) ) + x(n) 2 `p:

Thus `p is complete.

3.6 The Lp spaces

The Lp norm on C ([a; b]) is

kf kp :=

Z b

1=p

jf (x)jp dx

To establish that this is a norm, prove analogues of Holder's and Minkowski's

inequalities:
1.

Z b





f
(
x
)
g
(
x
)
dx



2.

Z b

1=p Z b

jf jp dx

kf kp = sup

Z b

kgkq =1 b

3.

jg(x)jq dx

1=q

jfgj dx;

kf + gk  kf kp + kgkp :

These normed spaces|or, more properly, their completions|are called

the Lp spaces, and they are continuous analogues of the `p spaces. One of the
main points of Lebesgue integration is to prove that the completed spaces

CHAPTER 3. NORMED SPACES

20

Lp([a; b]) can be described as the space of all measurable functions on [a; b]
such that
Z b
1=p
p
jf (x)j dx < 1;
a
with
Z b
1=p
p
kf kp =
jf (x)j dx :
a
Thus we work with an enlarged class of functions.

3.7 Equivalent norms

Denition 3.7.1. Two norms k
k1 ; k
k2 on a vector space are equivalent

i they dene the same topology, i.e. i
kxn ; xk1 ! 0 , kxn ; xk2 ! 0:
Lemma 3.7.2. Two norms on E are equivalent i there exist A; B > 0 such
that
A kxk2  kxk1  B kxk2 :
Proof. Suciency is obvious, putting (xn ; x) instead of x.
Necessity: the map (E; k
k1) ! (E; k
k2) is continuous, in particular it
is continuous at 0. So, given  > 0 there exists  > 0 such that kxk1   )
kxk2  . Take any y 6= 0. Set x = kyyk . So kxk1 =  and kxk2  . Hence
1


y


ky k   ;
1 2
i.e.
kyk2   kyk1 :
Reversing the roles of the two norms gives the other inequality.
Theorem 3.7.3. All norms on a real or complex nite-dimensional vector
space are equivalent.
Remark . The proof crucially relies on the compactness of the closed unit
ball fx : kxk  1g. F. Riesz proved that if the unit ball in a Banach space is
compact then the space must be nite-dimensional. In many cases one can
introduce a new metric (not a norm) on the unit ball, making it compact.
For example, in `p set
X
d(x; y) = jxn 2;n ynj :

CHAPTER 3. NORMED SPACES

21

Proof. Choose a basis e1 ; : : : ; en for the vector space V , and dene

X


ai ei

X

1=2
2
jaij ;

the usual Euclidean norm. We show that any other norm k
k is equivalent
to k
k2 . In fact,
X



a
e

i i

jaij keik

X

1=2 X

jaij2
kei k2
X


= constant
ai ei
2


1=2

so we get kxk  K kxk2, say.

But j kxk ; kyk j  kx ; yk, so the map x 7! kxk is continuous in
(E; k
k2). Hence f : x 7! kxk denes a continuous function on the unit
sphere S := fx : kxk2 = 1g. But S is compact and f > 0 on S . So f achieves
its minimum and hence kxk   > 0 for kxk2 = 1. So kxk   kxk2 for all x.

Denition 3.7.4. If E is a normed space and S  E , dene lin S to be the

linear span of S , i.e. the subspace of all nite linear combinations
X

ixi (xi 2 S ):

It's clearly the smallest subspace of E containing S . Dene

lin S := lin S:
This is the smallest closed subspace of E containing S .

3.8 Bounded operators and linear functionals

Denition 3.8.1. A linear operator T : E ! F is bounded i there exists

K > 0 such that kTxk  K kxk for all x 2 E .
The smallest such K is called the operator norm kT k of T . Thus it is
given by
k = sup kTxk :
kT k = sup kkTx
x6=0 xk
kxk=1
Proposition 3.8.2. A linear map T : E ! F is continuous i it is bounded.

CHAPTER 3. NORMED SPACES

22

Proof. Say T is continuous, hence continuous at 0. So given  > 0 there

exists  > 0 such that

kxk   ) kTxk  :
Set y = x=. Then kyk  1 ) kTyk  =. But then, taking y = x , we
kxk
get

kTxk   kxk :
Conversely, T bounded ) kTx ; Tyk  K kx ; yk so xn ! x ) Txn ! Tx,

i.e. T is continuous.
Let E; F be normed spaces and let B (E; F ) be the space of bounded
operators T : E ! F . Set B (E ) = B (E; E ). When F = C , B (E; F ) is just
the space of bounded linear maps E ! C , called bounded linear functionals,
and we write
E  = B (E; C );
the dual of E . (This denition is similar to that in linear algebra, but with
the extra continuity condition thrown in.)
Proposition 3.8.3. Let E; F be normed spaces. Then
1. B (E; F ) is a normed linear space with respect to the operator norm.
2. If T : E ! F and S : F ! G are bounded linear maps, so too is
ST : E ! G, and kST k  kS k kT k.
3. If F is complete (a Banach space) then B (E; F ) is complete. In particular, if E is any normed space, E  is complete.
Proof. 1. If S; T 2 B (E; F ) dene S + T by
(S + T )(x) = S (x) + T (x):
This gives a vector space structure on B (E; F ). Clearly

kS k = jj kS k :
kS k  0, and kS k = 0 ) Sx = 0 8x ) S = 0. Triangle inequality:
k(S + T )xk  kSxk + kTxk  kS k kxk + kT k kxk = (kS k + kT k) kxk :
Hence S + T is bounded and kS + T k  kS k + kT k.

CHAPTER 3. NORMED SPACES

23

2. We have

kSTxk  kS k kTxk  kS k kT k kxk

so ST is bounded and kST k  kS k kT k.

3. Suppose F is complete. Let (Tn) be a Cauchy sequence in B (E; F ). So

kTn ; Tm k ! 0 as n; m ! 1. Hence (Tnx) is a Cauchy sequence for
all x 2 E since kTnx ; Tmxk  kTn ; Tm k kxk. Since F is complete,
Tnx ! some Tx 2 F . By continuity, T is linear. We must show T is
bounded and kTn ; T k ! 0. Since (Tn ) is a Cauchy sequence, given
 > 0 there exists n0 such that kTn ; Tm k   8n  n0 . So
kTnx ; Tm xk   kxk 8n  n0 8x 2 E:
Let m ! 1 :
kTnx ; Txk   kxk 8n  n0 8x 2 E:
So Tn ; T is bounded with kTn ; T k   for n  n0. In particular,
T = Tn0 + (T ; Tn0 )
is bounded.

Theorem 3.8.4. The dual of `p is canonically isomorphic to `q as a normed

1 1
space, where + = 1.

p q
Proof. We know that in C N
kxkp = sup

kykq =1

jxiyij = sup

kykq =1

jxi yij

(the last two expressions are equal because yk can be replaced by eik yk so
that eik xk yk = jxk yk j and kykq is unchanged). Letting N ! 1 we see that
this equation also holds in `p. P
If y 2 `q set fy (x) = x
y = xi yi. Then fy 2 (`p) and
kfy k = sup jfy (x)j = sup jx
yj = kykq :
kxkp =1

kxkp =1

This explains how `q is canonically contained in (`p).

Now say f 2 (`p) . Set yi = f (ei) where (ei)j = ij . Let
y(N ) = (y1; : : : ; yN ; 0; 0; : : : )
and
y = (y1; y2; : : : ):

CHAPTER 3. NORMED SPACES

24

Warning. This proof can easily be adapted to show (`1 ) = `1 . However,

(`1) 6= `1 :

`1 is `bad' since it is not separable, e.g. the set of sequences with all entries
0 or 1 is uncountable by the Cantor argument, but any two such sequences
x; y satisfy kx ; yk1 = 1. To describe (`1) one needs ultralters and the
Axiom of Choice. However, the weak topology is more natural for stuying
`1. The same applies to B (E; F ), also non-separable.
Why does the above proof go wrong in `1? Because
x(N ) = (x1 ; : : : ; xN ; : : : ; ) 6! x:

Chapter 4
Inner product spaces
Denition 4.0.5. Let E be a complex (or real) vector space. An inner
product on E is a map E  E ! C (or R ); (x; y) 7! hx; yi such that
(a) hx; xi  0 with equality i x = 0;
(b) hx; yi = hy; xi;
(c) hx + y; zi = hx; yi + hy; zi.
Theorem 4.0.6 (Cauchy-Schwarz inequality).
jhx; yij  kxk kyk :
Proof.

0  x + rei y 2 = kxk2 + r2 kyk2 + 2rRe(e;i hx; yi):

Choose  such that ei hx; yi = jhx; yij so kxk2 + r2 kyk2 + 2rjhx; yij  0 8r.
Deduce jhx; yij  kxk kyk.
It is easy to show that equality occurs i x and y are proportional.
Corollary 4.0.7. kxk = hx; xi1=2 denes a norm on E .
Proof. Just check triangle inequality.
Denition 4.0.8. A complete inner product space is called a Hilbert space.

Parallelogram rule.
kx + yk2 + kx ; yk2 = 2(kxk2 + kyk2 ):

Amazing fact: a normed space satisfying the parallelogram rule is an inner

product space. The proof of this depends on the polarization identity which
gives the inner product back from the norm: in a complex space,
;


hx; yi = 14 kx + yk2 ; kx ; yk2 + i kx + iyk2 ; i kx ; iyk2 :
25

CHAPTER 4. INNER PRODUCT SPACES

In a real space,
If ! = e2i=n then

26

hx; yi = 14 kx + yk2 ; kx ; yk2 :

;

n;1
X

1
hx; yi = n !k x + !k y 2 :
k=0
(This corresponds to averaging over a cyclic group of nth roots of unity.)
Letting n ! 1,
Z 2


1
hx; yi = 2 ei x = ei y 2 d:
0
R
Examples. C ([a; b]) with hf; gi = ab f (x)g (x) dx:
C (S 1), identied
with the space of continuous periodic functions on [0; 2],
R
with hf; gi = 21 02 f (x)g(x) dx:
If E1 ; : : : ; En are inner product spaces then
Pso is E1 


En = f(x1 ; : : : ; xn ) :
xi 2 Eig with h(x1;


; xn); (y1; : : : ; yn)i = hxi; yii:

4.1 Closest points and the projection theorem

Theorem 4.1.1. Let E be an inner product space and C a complete convex
subset of E . Then, given x 2 E n C , there is a unique point a 2 C minimizing
kx ; ak (i.e. a unique closest point).
Moreover, for all y 2 C we have
Rehx ; a; y ; ai  0
and a is uniquely determined by this property. `All points of C lie the other
side of the perpendicular hyperplane through a.'
Note that any nite-dimensional subspace of E must be complete (as
all norms are equivalent and R N , C N are complete) so C could be a nitedimensional subspace.
Proof. Take yn 2 C (n = 1; 2; : : : ) with kx ; ynk !  = inf y2C kx ; yk.
Claim: (yn) is Cauchy. The idea is to use the parallelogram rule.
;


kx ; ynk2 + kx ; ymk2 = 21 k2x ; yn ; ymk2 + kyn ; ymk2 :
So
2



y
+
y
n
m
2
2
2
kym ; ynk = 2 kx ; ynk + 2 kx ; ymk ; 4 x ; 2 :

CHAPTER 4. INNER PRODUCT SPACES

27

But yn + ym 2 C by convexity of C . So
2
kym ; ynk2  2 kx ; ynk2 + kx ; ymk2 ; 42
since kx ; yk   8y 2 C . As n; m ! 1,
2 kx ; ynk2 + 2 kx ; ymk2 ; 42 ! 22 + 22 ; 42 = 0;
hence (yn) is Cauchy.
So by completeness of C , (yn) ! some a 2 C . By continuity, kx ; ak = .
(Observe that since any sequence yn such that kyn ; xk !  is a Cauchy
sequence, this already proves uniquencess of a. We'll see this more directly
below.)
To prove the hyperplane property set b = y ; a. Then

  kx ; yk = kx ; a ; bk :
More generally,

  kx ; a ; t(y ; a)k = kx ; a ; tbk for t 2 [0; 1]:

So kx ; a ; tbk2  2.

hx ; a; y ; ai ; 2tRe hx ; a; bi + t2 kbk2  kx ; ak2 :

For small t, the middle term dominates and so we must have kx ; ak  0.
(More pedestrian: t kbk2  Rehx ; a; bi for t > 0. Thus hx ; a; y ; ai  0:)
Uniqueness: if a is another xed point then

Re hx ; a; a1 ; ai  0;
Re hx ; a1 ; a ; a1i  0:
Adding, ka ; a1 k2  0, so a = a1.
Corollary 4.1.2. Suppose M is a complete linear subspace of an inner product space E . Then, if x 2 E n M there is a unique point a 2 M minimizing
kx ; ak, uniquely characterized by the property

x ; a ? M:
This is essentially the same as the familiar fact that the closest point to
a subspace is obtained by dropping a perpendicular. If a is taken to be the
foot of the perpendicular, it must be closest to x by Pythagoras.

CHAPTER 4. INNER PRODUCT SPACES

28

Proof. Existence of a follows straight from the theorem. Note M is closed

under addition and scalar multiplication. Set z = y ; a 2 M for y 2 M .
Then for all ,
Re hei z; x ; ai  0:
Choosing  such that

ei hz; x ; ai = jhz; x ; aij

we have x ; a ? y ; a. (In the real case take 1 instead of ei .) But y ; a
is an arbitrary element of M , so x ; a ? M .
Corollary 4.1.3. Suppose M is a complete linear subspace of an inner product space E . Then
E = M  M ?;
the direct sum being orthogonal.
Proof. Clearly M \ M ? = 0. Taking a as in the previous corollary, we can
write
x = a + (x ; a ) 2 M + M ? :

Denition 4.1.4. The orthogonal projection onto the linear subspace M of

E is the linear operator P : E ! M ; x 7! a (= x if x 2 M ). Thus P 2 = P .
Clearly I ; P is a projection onto the orthogonal complement M ? of M .
Note that P is a bounded operator: if x 2 M; y 2 M ? then
;


kP (x + y)k = kxk  kxk2 + kyk2 1=2 = kx + yk :
Thus kP k  1 and if M =
6 0 then kP k = 1 (attained on M ).
Special cases.
1. E complete, M a closed subspace, so M is complete.

E = M  M ? ) M ?? = M:
The operation M 7! M ? has the following properties.
(a) A  B ) A?  B ?.
(b) If S  E then S ?? = lin S . (Note that S is just a subset of E .)

CHAPTER 4. INNER PRODUCT SPACES

Proof.

29
;

S ? = (lin S )? = lin S ?


;
since xn ? y; xn ! x ) x ? y. But then S ?? = lin S ?? =
lin S .
(c) (A + B )? = A? \ B ?:
(d) (A \ B )? = A? + B ?:
Proof. By c,
(A? + B ?)? = A?? \ B ?? = A \ B:
Now, using b,
A? + B ? = (A? + B ?)?? = (A \ B )?:
2. If M is a nite-dimensional subspace of an inner product space E then
M is automatically complete (as all norms on it are equivalent). Projection onto nite-dimensional subspaces will lead to the Gram-Schmidt
orthonormalization process.
3. Compact convex subsets of R n .
Let C  R n be compact and convex. Call x 2 C an extreme point if it
doesn't lie in the interior of a line segment in C .
Theorem 4.1.5 (Krein-Milman). Every compact convex set C  R n has
an extreme point. If E is the set of extreme points then
C = conv E;
where P
conv S denotes the P
set of convex combinations of elements of S , i.e. of
sums isi with   0; i = 1.
Proof. Existence: proceed by induction on n, the dimension of the ambient
space. Let H = fy : f (y) = g be a hyperplane intersecting C such that
f (x)  8x 2 C . Obtain such a hyperplane by using a separating hyperplane
coming from x1 2 E n C and the corresponding closest point a. Then C \ H
is a compact, convex set in H , and dim H = n ; 1, so inductively it has an
extreme point b. Claim: b is extreme in C . For, suppose b = tx + (1 ; t)y
with x; y 2 C; t 2 (0; 1). Apply f :
 = f (b) = tf (x) + (1 ; t)f (y):

CHAPTER 4. INNER PRODUCT SPACES

30

But f (x)  ; f (y)  , hence f (x) =  = f (y), i.e. x; y 2 H . Since b is

extreme in C \ H , we must have x = y. So b is extreme in C .
To show C = conv E, let C1 = conv E  C , plainly a compact convex
subset of C . If there exists x 2 C n C 1 then we can nd a separating hyperplane such that f (y)   8y 2 C and f (x) > . (Take the perpendicular
associated with the closest point to x in C1.) Thus
sup f (y)  f (x) > :
y 2C

By the rst part, H \ C contains an extreme point of C , and H \ C1 = ;.

But C1, by denition, contains all the extreme points. Contradiction.

4.2 Orthonormal bases and Parseval's equation

Denition 4.2.1. (en) is called an orthonormal system if
hei; ey i = ij :

An orthonormal system is called a basis of an inner product space E if

lin(e1 ; e2; : : : ) = E;
P
i.e. any x 2 E can be approximated arbitrarily closely by a nite sum iei.
Theorem 4.2.2 (generalised Pythagoras). If xi ? xj (i 6= j ) then
X 2

xi

Proof.

n
X

xi 2
i=1

* n
X

i=1

xi;

n
X
i=1

kxi k2:
+

xi =

n
X
i=1

kxi k2 :

Theorem 4.2.3 (Bessel's inequality). Let (en) be an orthonormal system

in an inner product space E . Let f 2 E . Set an = hf; en i. Then
kf k2 =
and so

N
X
n=1

janj2 + f ;

1
X
n=1

N
X
n=1

janj2  kf k2 :

anen 2

CHAPTER 4. INNER PRODUCT SPACES

31

Proof. Observe that a1e1 ; : : : ; anen and f ; Nn=1 anen are mutually perpendicular and sum to f , so just apply Pythagoras. Thus
N
X
n=1

Now let N ! 1.

janj2  kf k2 :

Theorem 4.2.4 (Basis criterion|Parseval's equation). Suppose (en) is

an ortho-normal system in an inner product space E . The following are
equivalent:
1. lin fe1 ; e2 ; : : : g = E , i.e. (en ) is a basis;
2. (Parseval's equation)
1
X
janj2 = kf k2
n=1

for all f 2 E , where an = hf; eni;

3. (Generalised Parseval equation)

hf; gi = anbn
for all f; g 2 E , where an = hf; eni; bn = hg; eni;
P

anen with sum convergent in E for all f 2 E .

Denition 4.2.5. The an = hf; eni are called the (generalised) Fourier coecients of f with respect to (e)n.
P
Note. If En = linP(e1 ; : : : ; e( n)) then ni=1 aiei is the closest point to f in
En since En ? f ; ni=1 aiei.
Proof. Proof of theorem 1 ) 2 :. Say lin fe1 ; eP
2 ; : : : g = E . Then f can be
approximated arbitrarily closely by nite sums Ni=1 biei for N large enough.
So d(f; En) ! 0 as N ! 1, where d(f; En) = inf x2En kf ; xk. But
4. f =

d(f; En) = f ;
since

PN

n=1 an en

N
X
n=1

anen

is closest. So

kf k2 =

N
X
n=1

janj2 + f ;

N
X
n=1

anen 2 :

(*)

CHAPTER 4. INNER PRODUCT SPACES

32

Let N ! 1. Get kf k2 = janj2.

2 , 3 : Both sides in 3 are inner poducts; the result follows by polarization.


P
PN
2
2

! 0 by (*).
2 ) 4 : if 1
n=1 jan j = kf k then f ; n=1 an en P
4 ) 1 : Trivial, as we have explicit approximations Ni=1 anen .

4.3 Orthonormal bases and the Gram-Schmidt

process
Let E be an inner product space and suppose v1; v2 ; : : : are linearly independent with E = linfv1; v2; : : : g. The Gram-Schmidt process of orthonormalization produces an orthonormal basis (en) with
lin(e1; e2; : : : ) = lin(v1; v2 ; : : : ):
Set e1 = kvv11 k and
u2 = v2 ; hv2 ; e1ie1 ;
set e2 = kuu22k and
u3 = v3 ; hv3; e2 ie2 ; hv3; e1 ie1:
Continue in the same way. Take the orthogonal projection of vn onto
lin(v1; : : : ; vn;1)? = lin(e1 ; : : : ; en;1)? =
and normalize. So
X
un = vn ; hvn; eiiei
un
kun k .

i<n

and en =
Plainly (en) is an orthonormal system and lin(e1 ; e2; : : : ) =
lin(e1; e2 ; : : : ). So E = lin(e1 ; e2; : : : ).
Lemma 4.3.1. If e isPan inner product space with orthonormal
basis (en)
P
then E is complete i anen converges in E whenever janj2 < 1.
P
P
Proof. If E is complete and jan j2 < 1 then Nn=1 anen forms a Cauchy
sequence, hence converges.
Conversely, contemplate the map E ! ` 2; f 7! (an) = (hf; eni). This
map is linear, preserves inner products, and by assumption is surjective. SO
E can be identied with ` 2 as an inner product space, which we know to be
complete.
Now we show `there's only one (separable) Hilbert space!' Recall a Hilbert
space is separable if there is a sequence (vi) in E such that E = lin (v1; v2 : : : ).

CHAPTER 4. INNER PRODUCT SPACES

33

Theorem 4.3.2. Let E be a separable innite-dimensional Hilbert space.

Then E is isomorphic, as an inner product space, to ` 2.

Proof. We may assume without loss of generality that fvi : i = 1; 2 : : : g is
linearly independent. Orthonormalize to get (en). Then use (en) to get the
identication of E with ` 2 as above.
2
In greater detail, dene
P a 2map E !P` by f 7! (an ), where an = hf; en i.
By completeness of E , janP
j < 1 so anen converges. By the generalised
Parseval equation, hf; gi = anbn if an = hf; eni; bn = hg; eni; so the map
preserves the inner product.

4.4 The dual of a Hilbert space:

the Riesz representation theorem
Recall

1 1
(`p) 
= `q ; p + q = 1;

so `2 is self-dual.
We'll give a direct geometric proof for any Hilbert space, much quicker
than the one passing through ` 2 identication.
Theorem 4.4.1. Let f : H ! C be a continuous linear functional of a
Hilbert space H . There exists a unique element  2 H such that
f ( ) = h; i:
Thus the dual of H may be identied, via the conjugate-linear map sending
f to , with H itself.
Proof. Consider ker f = f : f ( ) = 0g. Since f is continuous, ker f is a
closed subspace of H . So
H = ker f  (ker f )?:
If ker f = H then f = 0 and we are done; if not, take 1 2 (ker f )? with
f (1 ) = 1. Then  ; f ( )1 2 ker f; so
h ; f ( )1; 1 i = 0:
Hence
f ( ) = hh;;1ii = h; 12i = h; i;
k1k
1 1
where  = 1 = k1k2 .

CHAPTER 4. INNER PRODUCT SPACES

34

Example. Hilbert spaces of holomorphic functions often arise in physics,

in the theory of several complex variables, and in number theory (automorphic and modular forms). The example from physics is holomorphic Fock
space. We look at the simplest example, L2hol (D).
Let D denote the unit disc.

L2hol (D) := ff

:D!

with inner product


C f

hf; gi =

holomorphic,
Z

jzj<1

jzj<1

jf (z)j2 dx dy < 1g

f (z)g(z) dx dy:

Amazing fact: this is a Hilbert space.

Theorem 4.4.2. L2hol(D) is a Hilbert space.
Proof. 1. The functions fn(z ) = z n are orthogonal: for r  1, let

hf; gir =
Then

hfn; fmir =

jzj<r

fg dx dy =

jzj<r

fg dx dy:

Z r Z 2

= nm
2

ei(n;m) tn+m t dt d
Z 2pi

r2(n+1)

so kfnk =

= n + 1 nm

p 
q

t2n+1 dt

n+1 :

n
2
2. If en(z) = n+1
 z , then (en ) forms an orthonormal basis for Lhol (D).
We know (en) is an orthonormal system. To check it's a basis it is
enough to show that
X

kf k2 = jhf; enij2:
P
Clearly, hf; f ir " hf; f i as r ! 1. Say
f
=
anzn . This conveges
PN
uniformly for jzj  r if r < 1. Thus n=0 an zn ! f in the uniform
norm on jzj  r. But
kgk2r

jzjr

jgj2 dx dy  sup jgj2(r2)

jzjr

CHAPTER 4. INNER PRODUCT SPACES

so

N
X

an zn
n=0

Hence

; f r ! 0:

N
X


anzn r2 2
r

n=0

So, by Pythagoras,

1
X
n=0

35

! kf k2r :

janj kzn k2r = kf k2r

if r < 1. As r ! 1, the RHS tends to kf k2 and the LHS tends to

1
X
n=0

3. If

jan

j2 kzn k2

1
X
n=0

jhf; enij2:

jbnj2 < 1 then

f (z) :=

bnen =

1 zn
bn n +


denes a function in L2hol (D) with Fourier coecients hf; eni = bn .

Thus L2hol (D) is complete, hence a Hilbert space. Recall that if E is an
inner
product space with
basis (en) thenPE is complete i
P
P orthonormal
2
anen 2 E whenever janj < 1. If jzj  r and jbnj2 < 1 then
by Cauchy-Schwarz,
X

because

X
1=2 X (n + 1)
n
+
1
n
2
2n
jbn j
r
jbnj  jzj 



X
1=2
= p(11; r2)
jbnj2

1
X
n=0

(n + 1)xn

1=2

1
X
d
1 = 1 :
d
= dx xn = dx
1;x
(1 ; x)2
n=0


n
So jbnj n+1
 z is uniformly convergent on jz j  r < 1. Moreover
kPf k2r =2 P jbnj2r2(n+1) and hf; enir = rn+1bn. So, letting r " 1, kf k2 =
jbjn < 1 and hf; eni = bn .

Chapter 5
Fourier series and the Dirichlet
problem
We start by approximating functions by trigonometric polynomials
N
X
n=;N

anein :

Later we'll interpret this in terms of Poisson integrals and the Dirichlet problem.
Proposition 5.0.3. Let Kn(x; y) be a kernel on [a; b]  [a; b] such that
(a) Kn  0 and Kn is continuous;
Z
(b) Kn(x; y) dy ! 1 uniformly for x 2 [a; b];
(c)

jy;xj

Kn(x; y) dy ! 0 uniformly for x 2 [a; b] for xed  > 0:

R

If f 2 C [a; b], set fn (x) = Kn(x; y)f (y ) dy . Then fn ! f uniformly on

[a; b].
`Explanation'. Kn(x; y) dy may be regarded as a probability measure in
y (x xed). The point is that for xed x, this proability measure uniformly
(in x) approaches a delta function at x as n ! 1.
Proof.
Z

f (x) ; fn(x) = f (x) ; Kn(x; y)f (y) dy

Z

= (f (x) ; f (y))Kn(x; y)dy + f (x) 1 ;

36

Kn(x; y) dy :

CHAPTER 5. FOURIER SERIES AND THE DIRICHLET PROBLEM 37

Since f is uniformly continous, we may choose  > 0 such that jx ; yj   )
jf (x) ; f (y)j  . Then

jf (x) ; fn(x)j 
+
Z

jy;xj

jy;xj

jf (x) ; f (y)jKn(x; y) dy



Kn(x; y) dy

Z

Kn(x; y) dy :

jf (x) ; f (y)jKn(x; y) dy + jf (x)j ;

  Kn(x; y) dy + 2 kf k1
R

jy;xj



1 1

Kn(x; y) dy + kf k
R

Since Kn(x; y) dy ! 1 uniformly in x, and jy;xj Kn(x; y) dy ! 0 uniformly in x, we get kf (x) ; fn(x)k1 ! 0.
To approximate f 2 C (T) uniformly by a trigonometric polynomial, we
proceed heuristically as follows. Assume
X
f (x) = aneinx:
So hf; eni = an, where

n2

Z 2
1
hf; gi = 2 f (x)g(x) dx:
0
i
Now for z = re with jrj < 1, let
X
F (z) = rjnjaneinx

n2

and

fr (x) = F (reix).
F (z ) =

So

X r jnj Z 2

2 0
Now, summing two G.P.s,
n

So
with

f (y)ein(x;y) dy =

Z 2 X

rjnjein(x;y) f (y) dy:

1 ; r2
rjnjein(x;y) = 1 ; 2r cos(
x ; y ) + r2 :

Z 2
1
fr (x) = 2
Kr (x; y)f (y) dy
0

1 ; r2
Kr (x; y) = 1 ; 2r cos(
x ; y ) + r2

Now we justify all this.

(the Poisson integral )

(the Poisson kernel ):

CHAPTER 5. FOURIER SERIES AND THE DIRICHLET PROBLEM 38

Proposition 5.0.4. Let rn " 1 and set Kn(x; y) = Krn (x; y). Then
1. Kn =2 satises the conditions of Proposition 5.0.3;
2.

1 R 2 K (x; y )f (y ) dy
r
2 0
einx);

n2

rjnjaneinx (where an = hf; eni; en =

3. kfn ; f k1 ! 0.
Proof. 1. (a) Manifestly Kn  0 are continuous.
P
(b) For r < 1 the sum Kr (x; y) = n2 rjnjan ein(x;y) is uniformly
convergent so we can exchange sum and integral. So
Z

1 Z 2 K (x; y) dy = 1 X rjnj Z ein(x;y) dy = X rjnj = 1:

n0
2 0 r
2 n2
n2
Z

Hence
(c)

1 R 2 K (x; y ) dy = 1
r
2 0

(so we obtain probability densities).

2
2
1
;
r
1
;
r
Kr (x; y) = 1 ; 2r cos(x ; y) + r2 = 2
sin (x ; y) + (r ; cos(x ; y))2
2
2
 sin12 (;x r; y)  1sin;2r
if jx ; yj  .
2. This now follows by uniform convergence, interchanging sum and integral.
3. This follows from 1.

This result is hugely signicant, and has many consequences.

Corollary 5.0.5. Any continuous function on T (i.e. a function periodic on
[0; 2]) can be approximated uniformly by trigonometric polynomials.
P jnj
Proof.
Take
r
<
1
with
k
f
;
f
k

=
2
where
f
(
x
)
=
r aneinx. Since
r
r
1
R
R
P jnj
r an < 1P(as janj  j 21 f (x)e;inx dxj  21 jf j dx), kfr ; gN k1 ! 0
where gN = Nn=;N rjnjaneinx. Take N large enough that kfr ; gN k1  =2.
Then kf ; gN k1  kfr ; f k1 + kfr ; gN k1  .
Corollary 5.0.6 (The Weierstrass approximation theorem). Any continuous function on [0; 1] may be approximated uniformly by polynomials.

CHAPTER 5. FOURIER SERIES AND THE DIRICHLET PROBLEM 39

Note. Taylor's theorem doen't give this result, even for smooth functions!
Proof. Let f 2 C [0; 1]. Dene
(

f~(x) = f (x); if x 2 [0; 1];

f (;x); if x 2 [;1; 0]:
But f~ may now be regarded as a periodic function on [;1; 1], and hence may
be approximated uniformly by a sequence of trigonometric polynomials
N
X
n=;N

an einx:

But each term einx is given by a uniformly convergent power series for
jxj  1. So truncating each of these series we see that g, and hence f , may
be approximated uniformly by polynomials.
Corollary 5.0.7. (en) isRan
orthonormal basis for C (T) with respect to the
2
1
inner product hf; gi = 2 0 f (x)g (x) dx.
Proof. It suces to show that the set of trigonometric polynomials, linfe1 ; e2 ; : : : g
is dense under the L2 norm. But this is clear, since
Z

1 2 jf (x)j2 dx  sup jf j;
2 0
so kf k2  kf k1, i.e. `close in k
k1 implies close in k
k2 '.
Corollary 5.0.8. Let E be the space of piecewise continuous functions on
[0; 2] (i.e. nitely many jump discontinuities) with the same inner product.
Then (en ) is an orthonormal basis for E ; in particular,

kf k22 =

janj2

by Parseval's theorem.
Proof. Appproximate f linearly in neighbourhoods of the discontinuities to
obtain g 2 C (T) with kf ; gk2  =2. Then we can nd a trigonometric
polynomial h with kg ; hk2  =2. So kf ; hk2   and the result follows.

CHAPTER 5. FOURIER SERIES AND THE DIRICHLET PROBLEM 40

Remark. By computing the Parseval equation above in the case
f (x) = xk (k  1)
P
we obtain n;m ; m  1:
2

and in general
numbers).

P ;2m
n

n;2 = 6 ;
n;4 = 90
= 2m
q for some q 2 Q (related to the Bernoulli

5.1 The Dirichlet problem

Given a continuous real-valued function f on jzj = 1, nd a function F

continuous on jzj  1 with F (z) = f (z) when jzj = 1 and
@2F + @2F = 0
@x2 @y2
in jzj < 1; that is, nd a function harmonic in the open unit disc with
boundary value f .
Solution: the Poisson integral.
Z 2
1
ix
Kr (x; y)f (y) dy:
F (re ) = 2
0
Proof.

fr (x) = anrjnjeinx
X
X
= anrneinx + anr;neinx
=

n0

n0

anzn +

n<0

n<0

an(z );n:

denes function holomorphic, hence harmonic, in jzj < 1:




@ ;i @ ;
@2 + @2 = @ + i @
@x2 @y2
@x @y @x @y
@ + i @ = 0:
@x @y
P
;
n
Similarly, n<0 an(z ) is antiholomorphic, hence harmonic. Thus F is harmonic in jzj < 1. Finally, since kfr ; f k1 ! 0 as r ! 1, F extends to a
continuous function on jzj  1 with boundary value f .
But

n0 an z

CHAPTER 5. FOURIER SERIES AND THE DIRICHLET PROBLEM 41

Theorem 5.1.1 (The Maximum Principle). Let f : D !

monic in D. Then

be har-

max f = max
f;
@D
D

i.e. the maximum is attained on the boundary.

Remark. Replacing f by ;f we see that
jf j;
max jf j = max
@D
D

so we get a maximum modulus principle.

If we allow f to take complex values, choose  such that
max Re(ei f ) = max jf j:
Applying the maximum modulus principle to the real harmonic function
Re(ei f ) gives
jf j
max jf j = max
@D
D

for f : D ! C .

Important application. If F is harmonic in D and zero on @D then

max
F = max
F = 0
D
@D

so F = 0. This shows that the Dirichlet problem has a unique solution.

Proof. Proof of the maximum principle
Suppose for a contradiction that there is an interior maximum at a. So
f (a) > xmax
f (x); f (a) = max
f (z):
z2D
2@D
Contemplate

g(x) := f (x) +  kx ; ak2 :

Note that g(a) = f (a); if we choose  > 0 small enough, we'll still have
g(a) > maxx2@D g(x).
Since a is an interior point and g attains a maximum on D (by compactness), g must attain its maximum at some interior point b 2 D. So at
b,
@g = @g = 0;
@x @y
but
@ 2 g + @ 2 g = @ 2 f + @ 2 f + 4 = 4 > 0:
@x2 @y2 @x2 @y2
This implies that

@2g
@x2

> 0 or

@2g
@y2

> 0, contradicting maximality.

CHAPTER 5. FOURIER SERIES AND THE DIRICHLET PROBLEM 42

5.2 Uniformly convergent Fourier series

If f is continuous it is natural to ask when it is true that

f (x) =

1
X
n=;1

aneinx; an = hf; eni:

This is n ot true in general: there exist continuous functions with Fourier

series that fail to converge on a dense set of points.
However, Carleson (1966) showed that if f is continuous (or even just L2
then its Fourier series converges to f Ralmost
everywhere. Kolmogorov had
2
1
shown that there exists f 2 L (i.e. 0 jf (x)j dx < 1 ) with a nowhereconvergent Fourier series.
If f is suciently smooth (e.g. f 0 continuous) then
N
X
n=;N

aneinx ! f

uniformly, so f is given everywhere by its Fourier series.

Note that a continuous function can always be recovered from its Fourier
series, since
N
X

n=;N

anrjnjein ! f

uniformly as N ! 1.
Theorem 5.2.1. If f 2 C [0; 2] is periodic, with f 0 continuous and periodic,
then
1
X
f (x) =
aneinx
P

n=;1

janj < 1, so the RHS is uniformly convergent.

P
P
Proof. If janj < 1 then aneinx converges
absolutely. Claim: if f satisP
es the hypotheses of the theorem then jan j < 1.

with

The proof of this claim is the essential idea in Sobolev theory. Note that

CHAPTER 5. FOURIER SERIES AND THE DIRICHLET PROBLEM 43

if f 0 has Fourier series

bneinx then bn = inan :

bn = 21

Z 2

f 0(x)einx dx
0Z
2
1
=;
f
(x) d e;inx dx
2 0
dx
Z 2
= 2in
f (x)e;inx dx
0
= inan :

Since f 0 is continuous, we have

1
2
by Parseval's theorem; so

Z 2

0
P 2
n janj2 < 1.
X

But then

jf 0j2 dx =

jbnj2

In particular,

janj2(1 + n2) < 1:

janj = janj(1 + n2 )1=2 (1 + n2);1=2

;X

;X

janj2(1 + n2 ) 1=2 1 +1 n2 1=2
< 1:

So then g(x) := aneinx as the RHS is uniformly convergent. Also hg; eni =
an (n = 1; 2; : : : ). So hg ; f; eni = 0. Thus g = f since (en ) is a basis.
Theorem 5.2.2. (The Poisson summation formula)
Suppose f and f 0 are continuous on R with (1 + x2 ) f , (1 + x2 ) f 0 uniformly bounded. Then
1
X

1
X

Z 1
1
f (2n) =
f
(x)e;inx dx:
n=;1
n=;1 2 ;1

This says that a sum can be computed by taking its Fourier transform.
Number theorists' version: set g (x) = f (2n). Then
1
X
n=;1

g(n) =

1 Z1
X
n=;1 ;1

f (x)e;2inx dx:

CHAPTER 5. FOURIER SERIES AND THE DIRICHLET PROBLEM 44

Proof. Note that f , f 0 both satisfy jg (x)j  1+Kx2 . But then if x 2 [0; 2],
X

jg(x + 2nj  sup

x2[0;2]

X 1
1

4
(x + 2n)2 + 1
n2  1:

So the sums f (x + 2n) and f 0(x + 2n) are uniformly convergent on

[0; 2] (or any interval [a; b].
Write
X
F (x) = f (x + 2n);
X

G(x) = f 0(x + 2n):

By constructionR tF and G are continuous and periodic on [0; 2]. To show
0
F = G, we show 0 G(x) dx = F (t) ; F (0). This is obvious, because
Z t X
N

0 n=;N

f 0(x + 2n) dx =

N
X
n=;N

f (t + 2n) ; f (2n);

pass to the limit by uniform convergence (the integral is continuous). Hence

F , F 0 are continuous and periodic.
1
X

Z 
1
F (0) =
F (x)e;inx dx
2

0
n=;1

(summing Fourier coecients), thus

1
X

1
X

Z 1
1
;inx dx:
f
(
x
)
e
f (2n) =
n=;1
n=;1 2 ;1

Chapter 6
Application to theta, gamma
and zeta functions
6.1 Theta functions
Recall from Complex Methods that contour intgration shows that for a > 0,
Z 1

;1

e;a2 x2=2 e;ixt dx =

2 e;t2 =2a2 :
a

This is a rescaled version of the statement for a = 1 that e;x2=2 is its own
Fourier transform. Apply the Poisson summation formula:
X 1
X
p e;t2 =2a2 = e;22 a2 n2 :
2a
n2
n2

Writing b = 2a,
Dene

n2

X
e;b2 n2 = 1b e;n2=b2 :

n2

(t) =

n2

e;tn2 (t > 0):

Then

 

(Jacobi's functional eqn.)

(t) = p1  1t
t
Remark. In string theory this equation is the starting point for `T-duality'.
45

CHAPTER 6. APPLICATION TO THETA, GAMMA AND ZETA FUNCTIONS46

If we dene  for  2 C by
( ) =

ein2

for Im > 0, then by analytic continuation,



1
1
(t) = p  ;  :
(6.1)
;i
Also, by denition,
( + 2) = ( ):
(6.2)
These two conditions show that  is a modular
;
form of weight 1/2, level 2.
If the RHS of 6.1 is replaced by p;1 i k  ; 1 we get more general modular
forms.
Amazing fact: the space of holomorphic functions on Imz > 0 satisying
(6.1) and (6.2) and mild growth conditions is nite- dimensional for each k.
Also there is a commutative algebra of self-adjoint operators on the space of
modular forms, whose members are called Hecke operators. Eigenfunctions of
these operators lead to generalisations of the zeta-function described below.
elementary. Introduce q = e;t = ei . So jq j < 1. Thus  =
P More
2
n
n2 q converges uniformly in jq j  R < 1.
The Jacobi triple product formula.
Z

n2

qn2

n2

qn2 2n

;

;

1 ;
Y
n=1

;


1 ; q2n 1 + q2n;1

;X n2 n
2
q 2

n2

=1+4

;X n2 n
4
q 2

n2

1 ; q2n 1 + q2n;1 1 + q2n;1 :

n=1

More generally,
X

1 ;
Y

n0

=1+4

(;1)n

1 + 1 q2n;1 :
2

q2n;1
1 ; q2n;1

8qn
1 ; qn
n1;4 n
X

(6.3)

(6.4)
(6.5)

Elementary proofs are given in Hardy & Wright. Proofs follow more easily
by using the theory of Eisenstein series and modular forms. Both sides are
modular forms and can be identied in the space of modular forms.

CHAPTER 6. APPLICATION TO THETA, GAMMA AND ZETA FUNCTIONS47

;P

Looking at the LHS we see

r(n) = f(n1; n2 ; n3; n4) :

n2

4
X

qn2 2n 4 =

n0 r(n)q

n.

n2i = ng

i=1

= number of ordered ways of writing n as a sum of four squares

(with signs).
Since 1;qnqn = qn + q2n + : : :, every coecient is positive. So every natural
number is the sum of four squares, and we have a formula for the number of
ways this can be done.

6.2 The gamma and beta functions

If Rez > 0 then dene

;(z) =

Z 1

tz;1 e;t dt:

One can show using Morera's theorem that ; is holomorphic in Rez > 0.
Integrating by parts,
;(z + 1) =

Z 1


;tz e;t 10 + z
0

tz;1e;t dt

= z;(z)

This functional equation facilitates analytic continuation of ;(z) to a function

meromorphic
on C with simple poles at the negative integers. Since ;(1) =
R 1 ;t
0 e dt = 1 we get ;(n) = (n ; 1)! (n 2 N ). For Re a; Re b > 0 the beta
function is dened to be

 (a; b) =

Z 1

=2

ta;1 (1 ; t)b;1 dt

Z =2

Z 1

(cos )2a;1 (sin )2b;1 d

sb;1 ds:
0 (1 + s)a+b
The ; and  functions are related by
;(a);(b) =  (a; b):
;(a + b)
=

CHAPTER 6. APPLICATION TO THETA, GAMMA AND ZETA FUNCTIONS48

Proof.

;(a);(b) =

Z 1

sa;1 e;s ds

Z 1

tb;1e;t dt:

Set x2 = s; y2 = t and change to polar coordinates.

Z 1Z 1

;(a);(b) = 4

;1 ;1

Z 1 Z =2

e;(x2 +y2) x2a;1 y2b;1 dx dy

=4

e;r2 (r cos )2a;1 (r sin )2b;1 d dr

0
Z =2
2 2a+b
;
r
e r dr
(cos )2a;1 (sin )2b;1 d
0
0

Z 1

=4

= ;(a + b) (a; b):

If 0 < a < 1 and we set s = 1;t t then

Z t

Z 1

s;a ds
0
0 s+1

= sin a ( by integration round a keyhole contour).
Since ;(1) = 1, we obtain
;(z);(1 ; z) = 
(z 2 (0; 1)):
sin z
This is the functional equation for the gamma function. By analytic continuation it holds for all z 2 C n Z.
 (a; 1 ; a) =

ta;1 (1 ; t) dt =

6.3 The Riemann zeta function

P

If Re s > 1 set  (s) = n2 n;s. Since jn;sj  n;Re s and n; < 1

for  > 1, this series is uniformly convergent on Re s >  for each  > 1.
Aim: prove  extends to a function holomorphic on C nf1 g with a simple
pole at z = 1.
Solution: take the Mellin transform of the theta function| express  in
terms of ; and  and use the functional equation for  and facts about ;.
Functional equation: let
 (s) :
 (s) = ;(s=2)
s=2
N

CHAPTER 6. APPLICATION TO THETA, GAMMA AND ZETA FUNCTIONS49

Then

 (s) =  (1 ; s):

Let

(x) =

1
X
n=1

e;n2 x = (x)2; 1 :

By the functional equation for the theta function,

2 (x) + 1 = p1 (2
x
so if Re s > 0,

 

1 + 1)
x

;(s=2)n;s = Z 1 x 2s ;1e;n2 2x dx:

s=2
0

Summing,
;(s=2) (s) = Z 1 xs=2;1 (x) dx
s=2
0
Z 1

Z 1

xs=2;1 (x) dx


Z 1
1
1
1
1
1
s=
2
;
1
px x + 2px ; 2 dx + xs=2;1 (x) dx
= x
1
0
 
Z 1
Z 1
s;3
1
1
1
s=2;1 (x) dx
2 2
=
s ; 1 ; s +Z 0 x
x dx + 1 x
1 1
x 2 (1;s);1 xs=2;1 (x) dx
= s(1;;1 s) +
1
RHS is unchanged is s is replaced by 1 ; s. So the formula holds for all
values of s. Since ; has a meromorphic continuation with known poles, it
follows that  has an analytic continuation to C n f0g with a simple pole at
s = 1.
Much more follows from the functional equation for the theta function,
e.g. it can be used to prove quadratic reciprocity (via Gauss sums).
=

0
Z

xs=2;1

(x) dx +

1
 

Chapter 7
The Stone-Weierstrass
Theorem
Let X be a compact metric space. Then C (X ), the set of continuous functions
X ! C is a complete normed space under the uniform norm

kf k1 = sup jf (x)j:
x2X

It has more structure, however|

(a) C (X ) is a -algebra:
1. C (X ) is a vector space;
2. C (X ) has a multiplication, (f
g)(x) = f (x)g(x) making C (X ) into a
commutative ring;
3. (fg) = (f )g;  2 C
4. There is a map  : C (X ) ! C (X ), given here by f (x) = f (x), satisfying
 (fg) = f  g
 (f ) = f 
 f  = f
 (f + g) = f  + g:
(b) The norm is compatible with the -algebra structure:

kfgk1 = sup jf (x)g(x)j  sup f (y)
sup g(z) = kf k1 kgk1 :

x2X

y 2X

50

z2X

CHAPTER 7. THE STONE-WEIERSTRASS THEOREM

51

Obviously f 1 = kf k1 and kf nk1 = kf kn1 for n > 0.

C (X ) also has a unit, namely f (x)  1, usually just written as 1; so
1
f = f = f
1. We say C (X ) is unital.
(These properties can be generalised to give commutative -algebras. If
such an algebra is complete under k
k, and kff k = kf 2k it must take the
form of C (X ) with k
k1. This is the celebrated theorem of Gelfand and
Naimark.)

Theorem 7.0.1 (The Weierstrass approximation theorem|again).

Let f 2 C ([0; 1]) and dene
fN (x) =

 

N
X

f (k=n) Nk xk (1 ; x)N ;k
k=0

a polynomial of degree N . Then kfn ; f k1 ! 0. Thus every every continuous function on [0; 1] can be approximated uniformly by polynomials.

Remark.
;N
k This isNa;kprobabilistic proof due to S. Bernstein. Polynomials
of form k x (1 ; x) are known as Bernstein polynomials. The; theorem


says that the binomial distribution which assigns a probability of Nk xk (1 ;
x)N ;k to the point k=N 2 [0; 1] tends to the point measure at x as N ! 1.

These probability measures have mean x and variance x(1N;x) . In general, if

probability measures (or distributions) on [0; 1] have mean x and variance
tending to zero, they tend to the delta function at x.
Proof. We prove the following identities:
X N 
k
N ;k
(a)
(probability density)
k x (1 ; x)  1
X
(b) k=N Nk xk (1 ; x)N ;k
(mean x)
X N 
k
N ;k
(c) k2
k x (1; x) = Nx[(N ; 1)x + 1]
X
(d) (x ; k=N )2 Nk xk (1 ; x)N ;k = x(1N; x) (variance 2)
Start with the binomial theorem:
(1 + t)N

N  
X
N
k=0

k
k t:

CHAPTER 7. THE STONE-WEIERSTRASS THEOREM

52

Apply t dtd once to get

Nt(1 + t)N ;1

N  
X
N

k k tk
k=0

and again to get

N (N

; 1)t2(1 + t)N ;2 + Nt(1 + t)N ;1

N
X
k=0

k2

 

N tk :
k

Now simply set t = 1;x x and multiply these identities by (1 ; x)N . An easy
simplication gives (a), (b) and (c). Finally
N
X
k=1

(x ; k=n)2

 

N (1 ; x)N ;k xk = x2 + (N ; 1)x2 + x = x(1 ; x) ;

N
N
k

proving (d).
Fix x 2 [0; 1]. Then

fN (x) ; f (x) =
with pNk (x) =

;N
k
x (1

k=0

f (k=N )pNk (x) ; f (x)

; x)N ;k . Since P pNk = 1, get

fN (x) ; f (x) =
so

N
X

N
X
k=0

jfN (x) ; f (x)j 

Now for xed  > 0 we have

[f (k=n) ; f (x)]pNk (x)

N
X
k=0

jf (k=n) ; xjpNk (x):

Note that N can obviously be chosen independently of x. Note also that

the approximation by Bernstein polynomials is eective: if, given  > 0 we
can nd  > 0 such that jx ; yj   ) jf (x) ; f (y)j   then it's easy to
determine N making kf ; fN k1  3. Moral|it's computable! By contrast,
the Stone-Weierstrass theorem, though much more general, does not provide
explicit approximating polynomials.
More remarks. (1) By an ane change of coordinates, x 7! ax + b,
polynomial approximation holds in [a; b].

CHAPTER 7. THE STONE-WEIERSTRASS THEOREM

53

(2) The method of Bernstein ploynomials holds in higher dimensions. For

example in [0; 1]2 the same method shows that any f 2 [0; 1]2 is uniformly
approximable by

N 
X
k
l
f N ; N pNk (x)pNl (y):
k;l=0
(3) Polynomial approximation in two variables implies approximation by
trigono-metric polynomials in S 1. Any continuous function on [;1; 1]2 can
be uniformly approximated by p(x; y). Now take f 2 C (S 1) and extend it to
f~ 2 C ([;1; 1]2) radially by f~(rei ) = rf (ei ). Now nd p such that
sup jf~ ; pj  :
[;1;1]2

A fortiori,

sup jf () ; p(cos ; sin )j  :



This gives approximation by a trigonometric polynomial.

Theorem 7.0.2 (Dini's theorem). Let X be a compact metric space and
fn 2 C (X ) a sequence such that fn " f or fn # f pointwise, with f 2 C (X ).
Then fn ! f uniformly, i.e. kfn ; f k1 ! 0.
Note that the limit function must be continuous.
Proof. By considering (fn ; c) we can just consider the case fn # 0. So
f1 (x)  f2(x) 


 0 and fn ! 0 8x 2 X . Pick  > 0. For each x 2 X
there exists nx such that fnx  =2. Since fnx is continuous, there is an open
neighbourhood Nx of x such that fny   8y 2 Nx. Now use compactness:
there exist nitely many points x1 ; : : : ; xn such that fNx1 ; : : : ; Nxn g covers
X . Take m = maxfnx1 ; : : : ; nxn g. If y 2 X then y 2 Nxi for some i. So
fnxi (y)  . But then fm (y)  fnxi (y)  : So fm (y)   8y, i.e. kfmk1  .
This implies kfnk1   for all n  m, so kfn k1 ! 0.
Theorem 7.0.3 (The Stone-Weierstrass theorem). Let X be a compact
metric space and A  C (X ) a subalgebra of C (X )(i.e. a linear subspace
closed under multiplication) such that
(i) given x 2 X there exists f 2 A such that f (x) 6= 0
(`existence of nonvanishing functions');
(ii) given x; y 2 X with x 6= y, there exists f 2 A such that f (x) 6= f (y)
(`A distinguishes points').
Then A is dense in f (x) 6= 0, i.e. every continuous function f : X ! R
can be approximated uniformly by functions in A.
R

CHAPTER 7. THE STONE-WEIERSTRASS THEOREM

54

Example. Show that every f 2 C ([a; b]) can be approximated uniformly

by a real polynomial p(x).
Solution: let A = fp j[a;b] : p 2 R [x]g, clearly a subalgebra of C ([a; b]).
Non-vanishing functions: p(x) = 1; separation of points: p(x) = x. So the
result follows from the S-W theorem.
Proof. The proof consists of eight parts.
1. A contains a function g with 0 < g  1.
By compactness and existence of non-vanishing functions 9f1 ; : : : ; fn
such that, given x 2 X , there is j with fj (x) 6= 0. To see this, for each
x 2 X nd fx with fx(x) 6= 0. Then there are open balls Bx centred
at x such that fx 6= 0 for x 2 Bx. Cover X byP
nitely many Bx, say
Bx1 ; : : : ; Bxn , and set fj = fxk . Now take g =  fi2 for some  > 0.
2. (Important!) Any strictly positive function in A admits a square root
in A.
Without loss of generality 0 < f  1=2. Dene Y to be the complete
metric space
R

Y = fh : h 2 1 + A; h  0; khk1  Rg
p

where 1 > R = 1 ; 1 ; kf k1 > 0. (Note 0  k1 ; f k1 < 1 by strict

positivity.) Note that Y 6= ; since (1 ; f )m 2 Y for m suciently large.
Next dene T : Y ! Y by T (h) = 12 (h2 + 1 ; f ). We must check:
(i) T (Y )  Y ;
(ii)kTh1 ; Th2 k1  R kh1 ; h2k1
Then T is a contraction mapping, and hence has a unique xed point
h. Now h = 21 (h2 + 1 ; f ) so f = (h ; 1)2. Since h  R  1 we see
that 1 ; h  0, so 1 ; h gives a square root in A (as h 2 1 + A).
To see (i): clearly h  0 ) Th  0 and h 2 1 + A ) Th 2 1 + A by
the formula for T . Moreover
2 + k1 ; f k
2 + [1 ; (1 ; R)2 ]
R
k
h
k
1
1

=R
kThk1 
2
2
(R was chosen to make k1 ; f k1 = 2R ; R2).

CHAPTER 7. THE STONE-WEIERSTRASS THEOREM

55

(ii)

kTh1 ; Th2k1 = 21 h21 ; h22 1

 12 kh1 ; h2 k1 kh1 + h2 k1

 12 kh1 ; h2 k1 (kh1 k1 + kh2k1)

 R kh1 ; h2 k1 :

Notes.

3.

4.
5.

6.

(1) This applies equally well if f 2 A, if f is strictly positive.

(2) There is an `easier' way to prove this using power series. Since
f 1=2 = (1;(1;f ))1=2 one can substitute in the power series for (1;x)1=2 .
Just note that k1 ; f k1 = r < 1 since f is strictly positive, and the
power series for (1 ; x)1=2 converges uniformly for jxj  r.
Any positive function in A admits a square root in A .
Let f 2 A with f  0, and let g 2 A be strictly positive. Then
0 < f + n1 g 2 A, so (f + n1 g)1=2 2 A, by 2. But (f + n1 g)1=2 # f 1=2 , and
by Dini's theorem the convergence is uniform. Hence f 1=2 2 A.
Note. The same idea shows 1 2 A. Simply take 0 < g  1 with
g1=2n " 1 uniformly.
If f 2 A then jf j 2 A.
p
For jf j = f 2.
If f; g 2 A then max(f; g ); min(f; g ) 2 A. Thus A is closed under the
lattice operations max and min of functions.
For
max(f; g) = 1 (f + g + jf ; gj);
2
min(f; g) = 1 (f + g ; jf ; gj):
2
If x; y 2 X with x 6= y and ;  2 R then there exists f 2 A such that
f (x) = ; f (y) =  .
There exists g such that g(x) 6= g(y), so take f (x) = g(x) + 1 by
solving obvious simultaneous equations.

CHAPTER 7. THE STONE-WEIERSTRASS THEOREM

56

7. Given f 2 C (X ); x0 2 X;  > 0, there exists gx0 2 A with gx0 =

f (x); gx0  f + .
By 6, for each x 2 X there exists hx 2 A such that hx(x0 ) = f (x0 ); hx(x) =
f (x). So, by continuity, given  > 0 there is an open neighbourhood
Ux of x such that hx  f +  on Ux. Since X is compact, there
are points x1 ; : : : ; xn 2 X such that X = Ux1 [


[ Uxn . Take
gx0 = min(hx1 ; : : : ; hxn ); then gx0 2 A by 5. Clearly gx0 (x0 ) = x0 ,
and if x 2 Ui then gx0 (x)  hx(x)  f (x) + .
8. Given f 2 C (X ) there exists g 2 A such that kf ; gk1  . So
A = A = C (X ).
For each x, choose gx as in 7. Then there exists an open neighbourhood
Vx of x such that gx  f ;  on Vx. By compactness, there exist
x1 ; : : : ; xm such that X = Vx1 [


[ Vxm . Take g = max(gx1 ; : : : ; gxm ).
Then g  f + . If x 2 Vx1 then g(x)  gxi (x)  f (x) ; . So
f + g  f ; , i.e. kf ; gk1  .

Corollary 7.0.4 (complex S-W theorem). Suppose A  C (X ) is a comC

plex subalgebra satisfying the same separating and non-vamishing conditions

as before, BUT with the extra condition that f 2 A ) f 2 A. Then f is
uniformly dense in C (X ).
Proof. Ref = f +2 f ; Imf = f 2;if so Ref; Imf 2 A \ C (X ). So, by the (real)
S-W theorem, A \ C (X ) is dense in C (X ). Thus the result follows by
taking real and imaginary parts of complex-valued functions.
Example. Let X = T and let A be the space of trigononmetric polynomials in C (T). Then the conditions are easily checked, so A is uniformly
dense in C (T).
Comment on power series method for 2. If you don't have 1 2 A
then you must use
f 1=2 = f
f ;1=2 = f (1 + (f ; 1));1=2
|truncating, we get a polynomial in f approximating f 1=2 with no constant
term.
Corollary 7.0.5 (Stone-Weierstrass on R ). Let

C0(R ) = ff : R ! C  f continuous, jf (x)j ! 0 as jxj ! 1g:
If A is a *-subalgebra of C0 (R ) which separates points and contains nonvanishing functions (as before) then A is uniformly dense in C0 (R ).
C

CHAPTER 7. THE STONE-WEIERSTRASS THEOREM

57

Corollary 7.0.6 (Relaxed forms of Stone-Weierstrass). In any of the

above forms of the S-W theorem, the algebraic condition

f; g 2 A ) fg 2 A
can be relaxed to the condition

f; g 2 A ) fg 2 A:
Proof. Apply the S-W theorem to A. We must check that A is closed under
multiplication: suppose (fn); (gn) are sequences in A; then

fn ! f; gn ! g ) fngn ! fg 2 A = A:

7.1 Important example: Hermite functions

Claim. Any 2f 2 C0 (R ) can be uniformly approximated by an Hermite function p(x)e;x =2 with p a polynomial.
Remark. This is useful for deriving the properties of the Fourier transform, and for proving that Hermite functions
form a complete set of eigenfunctions for the harmonic oscillator ; dxd22 + x2 .

Lemma 7.1.1. Let

Rn = e;x ;

Then for xed k and 0 <  < 1,



;x)k :

X(

k<n

k!

bn := sup xk Rn(x)e;x  ! 0 as n ! 1:
x0

Proof. By Taylor's theorem, jRn(x)j  xnn! for x  0. So

n+k ;k
n
bn  n sup x n!e   (nn+! k)! ! 0:
x0

Proof. Proof of claim We show that A := fp(x) e;x2 =2 : p 2 C [x]g satises

the conditions of the relaxed S-W theorem for C0(R ).
A is clearly a linear subspace closed under conjugation.

CHAPTER 7. THE STONE-WEIERSTRASS THEOREM

58

A distinguishes points: given x; y 2 R take p such that p(x) < 0; p(y) > 0.
Set f = p e;x2=2 . So f (x) < 0 < f (y).
A contains a nowhere-vanishing function:2 e;x2=2 . 2
f; g2 2 A )
fg 2 A : suppose f = p e;x =2; g = q e;x =2. By the2 lemma,
2
p q e;x =2e;x =2 2 A; for the lemma says that if you replace 2e;x 2 by the
start of its Taylor series, this will converge uniformly to p q e;x e;x . But
p q e;x2=2 e;x2 =2 ! p q e;x2
uniformly as  ! 1. Hence p q e;x2 2 A = A.

7.2 Products and easy `Fubini' theorem

Lemma 7.2.1. If X; Y are compact metric spaces, the linear span of products f (x)g (x) (f 2 C (X ); g 2 C (Y )) is uniformly dense in C (X  Y ).

Proof. This linear span A satises the conditions of the S-W theorem, hence
A is unifomly dense in C (X  Y ).
Theorem 7.2.2. 1. If f 2 C ([a; b]  [c; d]) then
Z dZ b

2.

XX

f (x; y) dx dy =

janmj < 1 )

XX

3. Suppose f (x; y) is continuous on

ZZ

Z bZ d

R2

f (x; y) dx dy =

f (x; y) dx dy:

anm =
R

XX

anm:

and jf (x; y)j dx dy < 1. Then

ZZ

f (x; y) dy dx:

RR

Proof. 1 Both sides satisfy jf j  P

(b ; a)(d ; c) kf k1. Hence they are
continuous functions. But if f (x; y) = gi(x)hi(y), both sides are manifestly
equal. Since any f can be uniformly approximated by such a sum, the result
follows by continuity for f .
2 Follows similarly.
3 Follows from 1 and 2 by writing
ZZ

ZZ

f dx dy =
f dy dx =

X X Z m+1 Z n+1

m
n
Z
Z
X X n+1 m+1
m

f (x; y) dy dx
f (x; y) dx dy: