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THEORY OF sours Introduction to the |m THEORY OF FOURIER INTEGRALS SECOND EDITION XFORD T THE CLARENDON PRESS a a ARR E. C. TITCHMARSH In the early chapters Fourier’sintegral formula and associated formulae are proved under various conditions, and Plancherel’s theory of Fourier trans- forms and its extensions are given. The theory of conjugate functions, and general transformations of Fourier type, follows. Applications are then made to the evaluation of definite integrals; to the solution of differential equations such as those which occur in mathematical physies; and to the solution of integral equations, of which examples occur in pure mathematics, and also in probability and statistical mechanics, “Since the publication of Prof, Zygmund’s Trigonometric Series in 1935, there has ‘been considerable demand for another book dealing with trigonometric integral Prof. Titchmarsh’s hook meets this demand. . . . He is to be very warmly congratulated on this book.” Nature, reviewing the first edition. Ral iv feat. AATEAMARSA > Cc. Jaboduction Bo She nies of roonar bugey> S58 NAME “Tis book is due for return on or efore EEE EE share. a S1030 INTRODUCTION TO THE THEORY OF FOURIER INTEGRALS BY E. C. TITCHMARSH FRS. gore OXFORD AT THE CLARENDON PRESS Oxford University Press, Ely House, London W.r mse mormon 1937, 1950, 1989, 1962, 1967 (WINIC CORRECTIONS) PREFACE ‘Tue object of this book is to give a more systematic acoount of the elements of the theory of Fourier integrals than has hitherto been given. I have, however, not attempted to deal with a number of important topios of recent growth: Wiener’s Tauberian theorems; applications to almost periodic functions, quasi-analytic functions, and integral funotions; Stieltjes integrals; harmonic analysis in general; and Bochner’s generalized integrals, and the theory for functions of several variables, of which an account is given in Bochner's book. ‘Tho reader requires only a general knowledge of analysis, though he will presumably be familiar with the elements of the theory of Fourier series. The book may be read as a sequel to my Theory of Functions. A great variety of applications of Fourier integrals are to be found in the literature, often in the form of ‘operators’, and often in the works of authors who are evidently not specially interested in analy- sis. As exercises in the theory I have written out a few of these applications as it seemed to mo that an analyst should. I have retained, as having a certain picturesqueness, some references to ‘heat’, ‘radiation’, and so forth ; but the interest is purely analytical, sod the reader need not know whether auch things exit. | NEW COLLEGE, OXFORD, 1937. CONTENTS 1. CONVERGENCE AND SUMMABILITY 1. Fourier’s formulae. 2 q 1.2. Fourier transforms 1.3. Generalized Fourier integrals. i z 1.4. ‘The formulae of Laplace s 2 1.5-6. The formulae of Mellin j i Lz. Notation a a : 1,8-9. Fundamental theorems 1,10. Monotonic functions. LLL, Functions containing « periodie factor 1.12. Oscillating functions 118. The constant in Fourier’s formula 1.14. Fourier’s singlo-intogral formvala 1.16. Summability of integrals e i 1.16, Summability of Fourier integrals. . 1.17. Cauchy's singular integral . : 1.18, Weierstrass’s singular intogral 3 ‘ 1,10-20, General summability h 1.21-8. Further summability theorems. - 1.24, The integrated form of Fourier’s formula. 1.25. The complex form of Fourier’s integral 5 1.26. Perron’s formula 3 1.27, Fourier’s theorem for analytio functions 1.28, Summability of the complex form : 1.29, Mellin’s inversion formula. 4 1.30. ‘The Laplace formulao as ‘ I, AUXILIARY FORMULAE, 2.1. Formalities g 2 212°5, Conditions for validity, 2.6. ‘Transform of a resultant 2.7, Mellin transforms =. 5 2.8-9. Poisson's formula. 3 2.10. Examples. : z 2.11. Sine transforma 2.12. More general conditions ILI, TRANSFORMS OF THE CLASS Z* 8.1. Plancherel’s theory of Fourier transforms 3.2. Fourier transforms, first method 3.3. Fourier transforms, second method ‘4. Fourior transforms, third method .5-8. The Hermite polynomials. : 8.0. Fourier transforms, fourth method. 69 70 3 5 76 82 wi CONTENTS 3.10. Convergence and summability ® : 211-12, Convergence almost everywhere és 3.13. Theorems on rosultants i. 314-16. Special theorems - 3.16, Another case of Parsoval's formula Fi i a 3.17. Mollin transforms =. 4 is i “i IV. TRANSFORMS OF OTHER Z.CLASSES 4.1-2. Transforms of functions of L? 4.3. Proof of Theorem 74 for p = 2/(26— » i aang? of 44-5. Extension to generalp i i 46. Tho Parseval formula cma 4.7. Theorems on resultants 5 4.8-0, Another extension of Planchorel's theorem 4.10. Another caso of tho Parseval formula 4.11. Failure of Theorems 75 and 79 for p > 2 4.12, Spocial conditions ‘ 3 " 2 4.18. Lipschitz conditions 3 wp city é 4.14. Mellin transforms of the class 17. 3 i wllthsoney Y. CONJUGATE INTEGRALS: HILBERT TRANSFORMS 5.1. Conjugate integrals. § = : 5.20, Hilbort tranaformas of the class Zt | ¢ ¥ P 5.10-18. Hilbert transforms of the class 1? . 5.14. The oase p ? 5.15. Lipschitz conditions. : cand 5 5.16. Tho allied integral - gan wi pono ‘5.17. Application to Fourier transforms « isto ai 5.18, Further oases of Parsoval's formula. joie ‘YI. UNIQUENESS AND MISCELLANEOUS THEOREMS 61-6, Uniquonom of trigonometrion intagrala 6.7. Tntograls in the complex form . 6.8. Parseval’s formula - . shah 6.9. Another uniqueness theorem. . omc 6.10-12. Special properties of transforms 5 a tind 6.13. Ordor of magnitude of transforms = 5. i ‘VII. EXAMPLES AND APPLICATIONS Tal. Cosine transforms 4 - roi 7.2. Sino transforms , 7.8. ‘The Parsoval formulae « ee uit si TA. Some Bessel-function examples x Sonne 7.5. Some integrals of Ramanujan . ‘ aan ae 7.6. Some P-function formulae ee a sat 7.1. Mellin transforms 7 eres 118, Further gamma-function formulae Shae 19, Bessel fanctiona : fi a : 33 35 90 on 96 100 105 108 107 no m1 3 us us us at 132 143 145 at us 150 1s 104 168 166 169 114 it 19 180 182 1384 136 190 198 106 CONTENTS 7.10. Products of Bessel functions. : < . 7.11. Tntograls involving Bessol functions * jf 1.12. Some non-abolutely convergent integrals « " 713-14. Laplace transforms . 4 ¥ ‘VIII. GENERAL TRANSFORMATIONS 81-8. Generalization of Fourier’s formulae. 5 ¥ 3 84. Examples : é - : 8.5. Z* theory 3 8.6. Proof of Theorems 128, 130 8.7. Proof of Theorem 131. 8.8. Necessity of tho conditions 8.9. Tho unsymmetrical formulae 8.10. A convergence theorem 8.11. ‘Tho resultant of two Fourier kernels : ns 9 8.12-16. Convergence of K-integrals . 5 i ‘ a 8.17, Proof of Theorem 134 . : - z 8.18. Hankel’s theorem s : 9 8.19. Formulae derived from Hankel’ theorem = ° 3 4 IX. SELF-RECIPROCAL FUNCTIONS 9.1-8.Formslities a : 7 "i . ‘ 9.4. Functions of Z* : 3 2 _ 9.5-6. Funotions of 7 < 7 : 9.7. Analytic functions. : i “ 9.8. More general conditions e : : 9.9. A general theorem — ‘ s i i 4 9.10. Application S ‘ : 2 7 : 9.11, ‘The second solution : ‘i : : 9.12, Examples é a : g 9.18. Lattice-point formulae - 9.1617. Kormolee connecting different. classes of sat espa ‘functions. 4 e X, DIFFERENTIAL AND DIFFERENCE EQUATIONS 10.1. Introduction. El 2 ° A 10.2-6. Ordinary differential equations 7 : , 10.6-15. Partial differential equations é , F : 10.16-17. Differential-difforence equations ‘ 4 10.18, Difference equations =. = f 5 XI, INTEGRAL EQUATIONS 11. Introduction 5 : : . rl 11.2. The homogeneous equation eee a : 113. Examples ¢ 5 ; Z ; 114. Various forms i . : é 11.5. The equation with fnite limits < 9 h 11.6. Another type 3 * ‘ . ci 198 200 208 206 21g 214 220 222 223. 295, 226 227 232 239 240 242 245: 248. 249 252 252 255 256 259 265 267 275 276 281 298 301 vit CONTENTS 11.7, Laplace's intogral equation 11.8, Sticltjes’s integral equation — 119. Stieltjes’s moment problem IL10-11. Finite limits 112-18, Examples. 11.14. Abas integral equation W116. Anequation of Fox. se 1116. ‘Dual integral equations 5 | 11.17, Tho method of Hopf and Wienor i IIB, An equation of A.C-Dixon - 11110. A problem of radiative equilibrium =. 11.20, ‘The limiting form of Milne's equation». AL21. Batoman's equation.) se 11122°8. Kapteyn’s equation - oor 11.24, Solution of Kaptayn’s equation 11.35. A differential equation of fractional order 1126. A probability problem. : 11.27, A problem in statistioal dynamics 5 BOOKS AND MONOGRAPHS =. ORIGINAL MEMOIRS REFERRED TO IN THE TEXT INDEX I CONVERGENCE AND SUMMABILITY 1.1. Fourier’s formulae. Tx origin of the theory of Fourier integrals is to be found in Fourier's Analytical Theory of Heat:t Fourier’s argument, which would not now bo called a proof, is sub- stantially as follows, Suppose that a function f(z), of period 2m, is represented by the Fourier series : ney gi Sa) = dat (oacoe + Ousin The coeficients dp, bq, are obtained formally by multiplying by cos(mz)A) or sin(mz)a), and integrating term-by-term over (—), 7). This gives gy 1 mt : a= 3 J S008 dt, Om = 3 J flosin™ de, and the formula may be written oh a AEE Sa n(e—t) f= 3 feo arn J tose at, Putting n/A=u, 1/A =u, and making A->0o, the sum passes formally into an integral, and we obtain fee) =* f au f feos uee—p at. (ua) fas This is Fourier’s integral formula. It may also be written in the form (analogous to that of the Fourier series) L fm= f {a(u)oos acu + b(u)sin xu} du, (1.1.2) where : 1 1 atu) = 2 J Ho coewear, uy = 2 f rosinaeat, (1.3) If {( is an even function, then au) = = f ‘fltjoos ut dt, 4 See lst of books and monographs, pp 2 CONVERGENCE AND SUMMABILITY Chap. I while b(u) vanishes; and the formula becomes fle) = Ef coszu du f foosue a. 4) ‘This is Fourier’s cosine formula, Similarly, iff(z)is odd, a(u) vanishes, and we obtain Fourier’s sine formula, 2F faa! see) =2 f sinew du [ seysinue at. (1.1.5) fen] We can also regard (1.1.1) as merely a combination of (1.1.4) and (1.1.5); for write Se) = Hf) +f(—2)} + HF@)—F(—a)} = ge) + H(z), so that g(2) is even and A(z) is odd. ‘Then if f(Qcos u(x—t) dt = 2cosux Fotrcoua +2sinue f A(é)sin ut dt, and (1.1.1) gives 7 a(e)-+h(e) =! f coneu du f sosue a +2 f sina du [ M@siint a, i a j 3 i.e, the cosine formula for g(z) added to the sine formula for (2). ‘The above formulae were discovered independently by Cauchyt in his researches on the propagation of waves. ‘The formal basis given by Cauchy is as follows. The right-hand side of (1.1.1) is, formally, the limit as 8 > 0 of Efetau f 1 coset dt = 2 100 f eoonme—o du 3 “ mechs fe 8 = a Wace ‘The factor multiplying f(¢) tends to,0 except when f = x, We should +f Cauchy (1), (2); #00 list of references at the end of the book. Lyle CONVERGENCE AND SUMMABILITY 3 therefore expect the value of the integral to be unaltered if we replace ‘AO by f(2); and this would give ied at = fee, yf 8 Fre again verifying (1.1.1). ‘Another equivalent formula, given by Cauchy, is 1 f niu f fle) =z] ete du J toe ae (1.1.8) Putting f(z) = g(z)+A(z), where g is even and h odd, as before, f ‘Hoe dt = 2 f g(tjoos ut dt +26 f Aisin ut de, ah a 3 and the right-hand side of (1.1.6) is 27 r 2 7. a r a 2 f cosxu du [{ g(tjcosut dt +2 [ sinaudu | A(t)sinut dt ecg eee aes = g(x)-+he) = fle). ‘We shall call (1.1.6) the exponential form of Fourier’s formula. A formula of a slightly different type is obtained by expressing the outer integral in (1.1.1) as the limit of an integral over (0,A), and inverting the order of integration, The result is fle) = fim b J 19) at, (a7) The same result may be obtained in the same way from (1.1.6). This formula is known as Fourier’s single-integral formula, 1.2, Fourier transforms. It was pointed out by Cauchy that these formulae lead to reeiprocal relations between pairs of functions. If we write ° 240) = (2) { sercosut a, a2 then (1.1.4) is ie fe) = mi () J lwosau du, (1.2.2) and the relation between f(e) and F(z) is reciprocal. Such functions 4 CONVERGENCE AND SUMMABILITY Chap. I were called by Cauchy reciprocal functions of the first kind, We shall call functions s0 related Fourier cosine transforms of each other. Thus o Mas are a pair of Fourier cosine transforms. Similarly, from Fourier’s sine formula, wo obtain Flu) = JQ Ftosinwea, (1.2.8) fle) = Je) f Elu)sinzu du. (24) ‘These were called by Cauchy reciprocal functions of the second kind. We shall call them Fourier sine transforms of each other. 2 (2) _= nape Thus dl (?) Tips ote Fourier sine transforms ‘The formula (1.1.6) leads similarly to the unsymmetrical formulae Fw) = 755; J soe at, (1.2.5) JO) = Tom) f Flue" du, (126) ‘We shall call such functions simply Fourier transforms of each other. ‘Thus 1 toes, Fe /A 45 are Fourier transforms of each other. TE f(a) is even, F(x) = K(x); if f(a) is odd, F(x) = iF). 1,3. Generalized Fourier integrals. ‘The existence of the in- tegral defining F(u) implies a certain restriction on f(z) at infinity. Even if F(w) does not exist, the functions Fw) = rom { ‘fiber at, (say F(w) = weal Seat, (1.3.2) 13. CONVERGENCE AND SUMMABILITY 5 where w = u+iv, may exist, the former for sufficiently large positive », the latter for sufficiently large negative v, For Fy (teem dt, 1.3.3) 63 [on Ne (1.33) s0 that F,(w) is the transform of the function equal to f(tje for t > 0, and to 0 for ¢< 0. The formula reciprocal to (1.3.3) is See (x >0) teu Fy(uivje-™ du eo), af (@>9 1 inje-tatuste) gy — { F@) or Te f Plu ive du = | nite op ‘There is a similar formula involving F_. Adding, we may write tex0 ee f Py (w)e-#* dw +) ce 5 ds (ue dw, (1.3.4) where a is a sufficiently large positive number, b a sufficiently large negative number. For example, if f(z) =e, then 14 Spee Jam tie = Tera In this case (1.3.4) is at once verified by the calculus of residues. In this form Fourier’s integral formula may be applied to a periodic function. Let f(z) have, the period 22. ‘Then for » > 0 = tnt Pw) = am fer de = we J Sheetee de fe) = Tee, Fw) = where $600) = | see ag. 6 CONVERGENCE AND SUMMABILITY Chap. imi -— bs Similarly, Rw) = — 75 MEI, (<0). The reciprocal formula is therefore tet age 1 o 1 fo=2 fy Sel erie wh pelt ents dw, ‘ane we Here ¢(w) is an integral function. If it behaves at infinity so that we can evaluate the right-hand side by the calculus of residues in the obvious way, we obtain fe= 2S sme. ‘We have thus returned to the Fourier series for f(z). 1 |. The formulae of Laplace. The formula #0) = f fede de (4a is known as Laplace's integral. If f(z) is the given function, ¢() is in general analytic for R(s) > 0. The reciprocal formula is (>0) cae (1.4.2) he yy ag | dora =( f ee From a formal point of view the formulae are a particular case of those of § 1.2, as is seen on putting s = o-+it. ‘As a still more special case we obtain a reciprocity between two analytic functions, Let f= San2", and suppose that the integral (1.4.1) can be evaluated by term-by- term integration. ‘Then $e) = Sm [ete de ot 440) = Ente If f(x) is suitably, restricted, ¢(s) will be an analytic function regular in the neighbourhood of s = co; and, if C is a closed curve ni mn 141.5 CONVERGENCE AND SUMMABILITY 1 surrounding the origin, but lying sufficiently far from it, (1.4.3) ‘The function f(z) may therefore be represented as a trigonometrical integral, but now along a closed curve. 1.5. The formulae of Mellin. Still another pair of formulae embodying the same formal idea is given by 3) = Freres dx, (1.5.1) 7 etio Se) = sa; | Boma (1.5.2) otte "The idea of such a reciprocity occurs in Riemann’s famous memoirt on prime numbers. Tt was formulated explicitly by Cahen,t and the first accurate discussion was given by Mellin.|| We shall call the formulae Bfcllin’s inversion formulae. ‘These formulae arise naturally in the theory of Dirichlot series in the following way. ‘The particular case * ete Te) = f ettlds, ete f Tije-tds (¢>0) > is well known. Now let $(e) be a function expressible as a Dirichlet series, ‘Then we have formally So. F conseetde = 1 fF peeyent $6) ara! ot tary J 0" ar, where fle) = Sones 4 Riemann (1). + Cahen (1). |) Metin (1), (2) 8 CONVERGENCE AND SUMMABILITY Chap. 1 and reciprocally ae Piha agi J SOU de = 5 95, Ff Peonay-rde ete ment Zine = fe). ‘The forms (1.5.1), (1.5.2) are obtained by putting $(s)P(e) = 5(s)- ‘Mellin’s formulae may also be obtained by a substitution from the exponential form of Fourier’s formula. In fact, putting x = ef and 6 = c+it, (1.5.1) becomes Be+it and (1.5.2) becomes we) = z f Bletithe foo at, = f neieernas, ‘The functions lemetf(e), Feit) are thus Fourier transforms of each other. ‘Suppose that, in Mellin’s formulae, the function f(z) is analytic at the origin and in a region containing the positive real axis. Consider ‘the integral a f Heya de, where I" is a loop coming from infinity on the positive real axis, encircling the origin in the positive direction, and returning to infinity. We define (—z)*-1 as e*-¥!t-», whore log(—z) is real on the negative real axis, Suppose I" compressed into the real axis on both sides. ‘The part of the integral above the real axis gives — fers te et faye, and that below the real axis gives Jreyensoesvnie = em Fayed —2isinse §(s). Hence f ‘SeM-2)' dz = 15.7 CONVERGENCE AND SUMMABILITY ® Let ax{s) = Glelsinen. ‘Then we obtain the reciprocal formulae x) oe f Sea) de, (1.5.3) 7 ae 1a=5 J xen" (1.5.4) ctte ‘A simple example is f(e) = e-*, x(6) = 1/P(1—s). Such formulae have important applications in the theory of functions of a complex variable,t but we cannot consider them further here. 1.6. For the early history of the Fourier-Cauchy formulae we may refer to the article by Burkhardt in the Encyklopadie. ‘The theorems of this chapter are in the main analogous to classical theorems in the theory of Fourier series. We do not actually assume . a knowledge of the theory of Fourier series, though the reader will presumably be familiar with it. Almost all theorems on Fourier series have some sort of analogue for integrals. In some cases the theorems are so similar that the extension from series to integrals is hardly worth making. In other cases there are new points of interest in the integral case, which is even sometimes the simpler. 1.7. Notation. We use [ fle) dz to denote the Lebesgue integral of f(z) over (0,00) in the strict sense, implying that the integral is absolutely convergent, i.e. that J Ye)| dz also exists. If f(z) is integrable over (0, X) for every X, and x Jim J Se) de exists, we denote the limit by J fle) dx. +f Cartoon (1). B 10 CONVERGENCE AND SUMMABILITY Chap. Such an integral is known as a Cauchy integral. A similar notation is used in the case of other limite. ‘Thus 2 f fe) de 1 denotes the limit of I Sle) dz as 3+ 0 through positive values. In ‘formal’ analysis we. use Jroae to denote that the integral existe in some sense or other. There is generally little risk of confusion between this and the Lebesgue sense. ‘We any that f(2) belongs to, or is, Z9(a,b) if f(x) is measurable and > flee de <0. Wewrite for I, © By Lim. { flea) dz Peri (limit in mean) we denote a function ¢(x) such that af $a) — fic ) dar @, b, and p having prescribed values. As complex variables we uso zmatly, w=utiv, soit, C= etin. If f(a) is a given function, we denote by Fe), E(2), Fe), F.(w), F(w), (0), ‘the functions defined in (1.2.5), (1.2.1), (1.2.3), (1.8.2), (1.3.2), (1.5.1) respectively. In each case it is assumed that the integral referred to exists in some sense or other. The ambiguity of the expression ‘a Fourier transform’, arising from the asymmetry of the formulac (1.2.5), (1.2.6), is avoided by standardizing the use of small and capital letters as in these formulae, Similarly with other letters (9, @,@,,G., etc.). ‘We denote by A an absolute constant, not necessarily the same ‘one at each occurrence; K is used in a similar way for a constant depending on the data of the problem in hand. Pde = 141.8 CONVERGENCE AND SUMMABILITY n ‘We say that the convergence of a sequence f,(z) to @ limit f(z) is bounded if |f,()| < K for all n and x; and that it is dominated if Mal) < $(2), where ¢(2) is L over a prescribed set. It is knownt that is ‘i Jim [ f@) de = | fe) dz if the convergence is bounded or dominated. 1.8. Fundamental theorems. The theorem of Riemann-Lebesgue is fundamental in the theory of Fourier integrals, as it is in the theory of Fourier series. We shall state it as follows. ‘Taronmu 1. Let f(z) belong to L{—c0,00). Phen the integrals [feeosrede, — f fla)sindx de, (1.8.1) tend to zero as A->00. Consider the cosine integral. Let « be a given positive number. Then we can choose X so large that * =x fU@ldr<« f e@ide dy. Then | j Seeosd ds <4e >A). ‘This proves the theorem for the cosine integral; a similar proof applies to the sine integral. ‘Tunormm 2. Let f(x) belong to L(—00,00). Then a necessary and sufficient condition that z fa J Heeonte—1 at =a (1.8.2) ts that, for any fized 8, 3 lim mf (let ed4ste—y)—2) 2M dy 0. (1.83) Sine Ifeeos ute) < IO the integral f ‘Fitjoos u(x—t) de converges uniformly with respect to u over any finite interval. Henco ae ° a fal Sibyosute—t dt ct so at | ‘aatel ae = {oem Since f(b/(e—1) is integrable over (—v0,x—8) and (x-+8,00), it follows from the Riemann-Lebesgue theorem that, for a fixed 5, a8 ° ; sin de—1) ; sinNe—t) 5) _ bm [re tim [70 AERP a = 0 a8 Also sing =) at = | oetorneant sn dy, 3 ; : tin fant ay — im on [SAE do = 28 f BOG wo Be Py Ye oe Jo ‘These equations together show that (1.8.2) and (1.8.8) are equivalent. 1 CONVERGENCE AND SUMMABILITY rr 1.9, We are now in a position to extend all the ordinary conver- gence tests for Fourier series to Fourier integrals. We shall, however, content ourselves with proving the two following theorems, corre- sponding to the tests of Jordan and Dini respectively. ‘Tawonem 3. Let fit) belong to L(—c0,00). If fit) is of bounded variation in an interval including the point x, then Hfle+0)+-fte—0} = + f du f Sif)eosu(z—t) dt. (1.9.1) If {is continuous and of bounded variation in an interval (a,b), then Her=3 [au f poeoene—n a, (1.9.2) the integral converging wniformly in any interval interior to (a,b). Let Hy) = fet+y+fe-y)—fe+0)—f(e—0). Then 4y) is of bounded variation over (0,8), if 8 is small enough, and Y(y) +0 as y+ 0. We may therefore write HY) = AW), where ¥,(y) and ¥4(y) are positive non-decreasing bounded functions in (0,8), which tend to 0 as y->0. Given any positive number ¢, there is a number 7 such that A) << for y <4. Let By the second mean-value theorem, the frat partis equal to sin dy ‘sit oo | SEM ay = dan) fasta @<é 1. Then i f a i Styyeoséy dy = > i sy) na dy = a,(2), + Haba (2). 19,110 CONVERGENCE AND SUMMABILITY 1B 80 that a(z) = L almost everywhere. Similarly, 1 1 Pe J forinzyay almiost everywhere. ‘The result then follows from Theorem 3 or ‘Theorem 4. Suppose next that f(z) = 0 for |z| <1. ‘Then f(z)/z belongs to L(—co,00). Hence, by Theorem 3 or 4, 2a) = Leie+oy4ste—0} = 2 [ (—Py(njoosznt-ayepsinan} du. Now 0 . f by(t)oosru du [j 1 Tr, 5, =—2 [ d(usinzw du, 7 since by(t) > 0 a8 u>00. Also j a,(u)sin:ru du = [-awnseezt]” +f a F atuonzu du =) f alujeoszu du, + since a,(u) tends to 0 as u>0 or u->co. Tho result in this case thus follows. ‘The general result now follows by adding functions of the two classes considered. 1.10, Monotonic functions.t ‘The next theorem is based on the fact that, even iff f(t) dt does not exist, the integrals T. ‘Ndeos ut dt, 7. Sif)sin wt dt exist for uw > 0 provided that f(t) +0 steadily as t->co. Here it + Pringaheim (1). 6 CONVERGENCE AND SUMMABILITY chap. seems slightly more convenient to take the cosine and sine integrals separately. Tuonem 6. Let ft) be non-increasing over (0, 0), integrable over any finite interval beginning at 0, and let f(t) > 0 as t-+00. Then for any positive 2 Hile+0)+fe—0} =2 f conse due f fee00 ut a, + 3 We have, by the second mean-value theorem, © om [J #eeoeme a furs f cosa < oy i Hence the t-integral converges uniformly with respect to u over 0 Tye), for all values of A and ». Having fixed 7 > 2, 7 Bim { 102M? at = Soff 014fle—0) jm J 0 by the analysis of Theorem 3, and ? : sin lett) yp lim {ome =0 1410141 CONVERGENCE AND SUMMABILITY in by the Riemann-Lebesgue theorem, Also 7 7 [f nota al o as A+ 0; and similarly for the remaining part. ‘Tmeonex 7. If fit) satisfies the conditions of Theorem 6, then for any positive x _ 7 Hfle+0)+f(2—0)} = = f sinzudw f ‘flt)sin ut dt. Asu+o a ; | F rosina a ato foinse al , a sofemeomett < 2049), — and f fosinueat = 00). Hence the w-integral is absolutely convergent at the lower limit. Apart from this, the proof is the same as that of Theorem 6. Fourier’s formulae may be established under still more general conditions by adding ® function of the type of Theorem 3 to one of the type of Theorem 6. The results of this process are sufficiently obvious. 1.11, Functions containing a periodic factor.+ ‘Tuzormm 8. Let f(t) =glt)cosat (a> 0), where g(t) is non- ‘increasing, integrable over (0,1), and g(t) 0 as tc, Then for any positive x Hfte+-0)441e~0) = 2( i ‘The inner integral is Tt auf a, + [oom it J coon J eetene nea, ‘which is uniformly convergent over any finite interval not including or ending at u = a. We may therefore invert the integral 7 coszu du F ttoonat cos ut de a é + Pringsheim (1). 8 CONVERGENCE AND SUMMABILITY hap. for every § > 0. To prove that Fromeudu Fatiematomutat— ff it is therefore sufficient to prove that lim sat dt =0. im { a{t}eos J canton °. ‘This is clearly true for the part 0 <¢ < 7, with any finite T. It is therefore sufficient to prove that Hay [ a@eoearde J conzu cont du = 0, or ~~ tin f oe ? -sin(a—8)(e—t) at + sina(e-+t)—sin( fH att DH y= 9 Clearly, if 7 > 2, J aeosa finale —1)—singa—BN=—0}(=2 +4) ao, since this integral converges uniformly with respect to 8. Similarly for th integral involving 2-+4, Hence it is sufficient to consider f Oete inate) —sina—aye40)— * —sina(z—t)+sin(a—3)(2—1)} de =] eet feos ax sin at—cos(a—8)zsin(a—8)) dt. Now 2 | Peta 8) dt = FePeswenoean a ‘which converges unifrmly with respect to 5 as 3-0 since [tise ofa fi } = ovens un CONVERGENCE AND SUMMABILITY 1» Hence [ePesatinte aye [ft 10 cogatsin at dt, and the result follows, A similar argument applies to the integral over (a-+8,4). It therefore follows that (+f )eezeae aoe Finally ro res ; f conaetinMe= ap = J cosate-ty) SM ay ? momar f SAUEM ay sno I “Sasa is bounded for fixed a and 2, T > 2z, > 2a. Hence, by the second mean-value theorem, J acorat2XE=9 ar — ofr, and the proof concludes as in Theorem 6. ‘TueoreM 9. Let f(t) = g(t)sin at (a > 0), where g(t) satisfies the same conditions as in Theorem 8. Then for any positive x a8 a Hyte+04s—0) = Fim [+f Jeosandu | sepoowea If, in addition, J ae) de exists, then Hte+ 0144-0) = 2( ff oonende J tee a. Proceeding as in Theorem 8, we find that, in the firet repeated integral, the integral over 0 a) may be inverted if f MOsin et ooa(a8)x sin(a-++5)t—cos(a—8)z sin(a—B)f} dé-+ 0 2 20 CONVERGENCE AND SUMMABILITY Chap. 1 a8 B+ 0, i. cosaz cos Sx fs 10 sin atcosatsindt dt — sinarsinde jt 10 sintat ost dt -> 0. ‘The first integral -> 0 by uniform convergence, In the second, ki 9) oo 2at cost det is uniformly convergent, and so tends to a finite limit; and [eters = of 8) +ofuG), { cnn = O(log 1/5) + Ofg(1/3)} = O(logt/s), and sin3zlog 1/8 > 0, This proves the first part, In the second part of the theorem we have to consider ‘ae)sin at 505 a2 sin at — cos(a—8)z sin(a—8)_} dt, 7 ? and this involves uniformly convergent terms, as before, and terms involving 7 f 8 ay, t z ‘This proves the second part. ‘There is also a similar pair of theorems in which sines and cosines are interchanged, ‘TamonEM 10. Let f(t) = g(t)R(t), where g(t) ie ultimately steadily decreasing to zero, g(t)|(1+-|t|) belongs to L(—co,co), and h(t) is periodic (with period a) and integrable over a period. Let f(t) be of bounded variation, or satisfy one of the alternative conditions in the neighbourhood of the point t= 2. Then Fourier’s formula holds in the sense that a yceptnee Ie+0)+f(e—-0} = 2 f df floe0eu(e—t at nnO thei ae 5 4 Hahn (2). un CONVERGENCE AND SUMMABILITY a If g(t) is steadily decreasing, PPO gg fiom j we- J “Ho < #02 aT war < x 008) K, $(21) = OfG()}- ‘We use the following lemma. Lew. agen ‘is monotonic, and g(t) — decreasing, then j Haat) SSEa dt = Ofoaymax et). ‘Using the second mean-value theorem repeatedly, we have, if k(¢)/h'(t) increases, 7 J Hoateeonae at = [ FyIO® Woosde ae 7 b a re J a(R (@eosM(t) dt (a T, <3 ib and consider, e.g. +) a js ) cost) +Ae—t) dt = fe +7 +f] uk a Itdtdetdy where f'(ts) =A. Now 4(t/(A—W'(0)} is steadily increasing for ¢ < to; hence, by the lemma, $i) | _ fee ta) = 20 provided that 8 = O(1). Fort >t $) dy, A yon volt waa) in decreasing, and J, also satisfies (1.12.4), m CONVERGENCE AND SUMMABILITY Chap. 1 _ of The \- Hil Lastly, Is Ik |e of lz—t| 3 ty ‘Taking 5 = {¥"(tq)}-}, the required result follows from (1.12.1). The corresponding integral with — instead of A is simpler, there being now no need to introduce fg, The result therefore follows in this case. If ¢(t) is decreasing, we obtain instead of (1.12.4) and the result follows with § = 1. ‘The argument in Case (ii) is substantially the same. Examples are $(t) = oH Yt) =e (t) = 1, We) = flog. 1.13. The constant in Fourier’s formula. The constant 7 enters into Fourier’s formula according to our proof, through the formula saan f SD? de = jn, If wo take the value of this integral as our fundamental constant, and denote it by C, Fourier's cosine formula, for example, is fle) = § | oman fomurna ‘Tho values of other familar integrals are then obtained in terms of C; for example, taking f(t) = e, and z = 0, wo obtain 5 [afer afte =O. #0 that io 2 ‘Taking f(z) = 2-4 (x > 0), we obtain (by Theorem 6) 113,114 CONVERGENCE AND SUMMABILITY 25 #0 that i? Y dy = vO, Many other such examples may be derived from the formulae of Chapter VII. Later, §1.27, we shall give another proof of a case of Fourier’s formula, in which the constant 7 comes from the theorem of residues. 1.14. Fourier’s single-integral formula. This is the formula (1.1.7). Conditions for its validity are suggested by several of the foregoing theorems; but it holds still more generally, since now it is not necessary for the Fourier transform of /(x) to exist. ‘Tumonem 12. The formula Hfle+0)+fle—0)} = fim 2 if SEHD ae folds if (a) fle)(1+ [al belongs to L{—0,20), or i (b) f(z)/z is of bounded variation in (a,c0) and (—co, —a) for some positive a, and tends to 0 at infinity, or i(e) 3 | M0 atts of bounded variation in (4,00) and tends to 0 i at infinity, and a similar condition holds in (—co, —a); and (ji) in an interval including =, f(t) is of bounded variation, or satisfies one of the other conditions for the validity of Fourier’s series or integral. After the analysis of § 1.9 it is sufficient to prove that we can choose so lange that 2g, with a similar condition for (co, —7"). This is clearly true if i(a) holds, It follows from the second mean-value theorem as in § 1.10 if i(b) holds. ‘To prove that i (c) is sufficient, lot -!fma +t Prasad (1), Pringshoim (1), Hobson (1). e He) 26 CONVERGENCE AND SUMMABILITY Chap. ‘Then fla) = 2$'(@)+-9(2), and 24'(2) satisfies i (a), while ¢(z) satisfies i(b). Hence the result. Condition i (c) includes i(a); for @-2_3 | pow. ‘The first term belongs to L(1,00) if i(a) holds; and so does the second, since Lf) dt = ¢ ‘ z mola | eae en ale a < j Rf de < K i as £->co, Hence $'(x) belongs to L(1,c0), and hence i(c) holds. On the other hand, i(c) does not include i(b). 1.15. Summability of integrals. Wo say that the integral fe) axis sunmable (C,a), where « > 0, to the sum J, if tn | (ame ‘The case « = 0 is ordinary convergence. In the case « = 1 we have a ue J (-Jerae= jf oe fray 3 33 ‘a form analogous to the sum Sybset In Perieritt in the definition of (C, 1) summability of a series. ‘The whole process is analogous to the O-summation of series, which is too well known. to need much discussion here. The main points are (i) the process is more general than ordinary convergence; for example, a lim fsinazde (a >0) cay 15, CONVERGENCE AND SUMMABILITY 7 does not exist, but a mf and (ji) that it is consistent with ordinary convergence, in the sense that, if an integral is convergent, it is summable (Ca) to the same value for every > 0. This in a particular case of the following theorem. If an integral is summable (C,), where a > 0, itis eummable (0,8), swhere B > a, to the same value. a Let 80a) = f (+ i) “fz) de. a ‘Then if B > a, hag(A,a) dd = fey of = fone at (-gre PB) ear f yeyf 2)? -“Tern *f rele a ‘yeaa j (1-3) fevae ie. ret) 1 Ae, Ho Steams | (Gave) a. ‘Hence = ety ot fa Ke Pt geen ( ) a0.) 1d. If $,a) > I, suppose that |(A,«)—I| < M for all A, and A. Then re+)) « Aya eas racbteen eel (ora sheets} 28 CONVERGENCE AND SUMMABILITY Chap. I ‘The first term is < ¢ (it is if A = 0), and the second is O(u-*-1) for a fixed A. It follows by choosing first A and then p that (4, 8) -> I, the required result, 1.16. Summability of Fourier integrals. Wo havo formally a ° 3] (-4) du f ‘flt)eos u(x—t) dt f f) aj (1-$)eoeme—o du =i f 107 ea, (1.16.1) ‘This integral is analogous to Fejér’s integral in the theory of Fourier series. We shall deal with it as a particular case of the following ‘theorem. ‘Tueonem 13. Let K(esy.d) = of) (e-vi 8) (1.16.3) Sor some positive a, and let a fRtendidy— i, fim f Rena) dy = Let fla)(Q+ fa\*%) Belong to L{-—co,c0). ‘Phen kim if Key. Bf) dy = 92) +2} (1.16.4) wherever » 2 fero—glayide=o(h, fife) —Hle)] dt = 0) i 7 (1.16.5) as h>-+0. The result therefore holds (i) with $(x) = fle+0), Ue) = fle—0) wherever these expressions have a meaning, (ii) with $e) = le) = fle) wherever fla) is continuous, and (ii) with $2) = We) = fe) for almost alt values of x. Lae CONVERGENCE AND SUMMABILITY ” It is sufficient to prove that by fate 1,910) 8a) dy = together with a similar result with Y(2); and by (1.16.2) and (1.16.3) this is true if a8 ing J verse dy = and lim 5* The first part follows at once from (1.16.5). Next, let » x(h) J We+—$(2)| dt < ch for kh < y. Then oe 7 « [LB a, _ 50 [ Mett—$(a)] 8 J IO ay = { Pernt a » = of] plop nyse fx [fa] + +138 {ee 0, in] Kew) dy iy] Kew = 4; (1.19.1) and let lim K(z,y,8) 0 (1.19.2) ‘uniformly for all x and y for which |z—y| > ¢ > 0, and also, in the case a = —a0, b = 00, im J K(z,y, 8) dy = 0, tg J Kou) dy =0 (1.19.3) for any fixed positive «. Let f(a) belong to L{a,). Then » lim J K(ey,8) fy) dy = Hfle+0)+fe—0)} (1.19.4) wherever the right-hand side exists. If f is continuous at the point x, (1.19.1) can be replaced by kim f K(x,y,8) dy (1.19.5) ‘We have to prove that f K@%GU)—See+0)} dy > 0, with a similar result for (a,x). ‘This integral does not exceed in absolute value 119 CONVERGENCE AND SUMMABILITY 33 » max [fy)—Sfle+0)| J K(ey,8) dy + acyerte + max K(ey,3) f UW) dy + Yle+0)1 f K(w,y,3) dy, which tends to 0 by choosing first « and then 8. Similarly for the other part. ‘The relevant parts of the summability theorems are clearly cases of this theorem. ‘They may, however, be exhibited as direct conse- quences of the form of the summability factor; the general result is as follows. ‘Tuxonem 18. Let f(z) belong to L(0,c0) and have only a finite number of maxima and minima in (0,00); let $(-+0) = 1; and let $(z) be the integral of 4"(z), which is ultimately negative non-decreasing. Let fz) belong to L(—20,00). Then : Hinz [ #u)au f feconu(e—p dt = ite-+0)+fte—0)} i ‘ wherever the right-hand side exists, ‘This follows from the previous theorem if K(z,y,8) 2 f $(6u)oos u(z—y) du 3 has the properties stated. ‘Suppose first that 4'(z) is negative non-decreasing for all z. Then Keey,8) = J (-#@usinute—y du 3 wer a2, J {-$'u)}sinule—y| du. =a ‘The sum is positive, and its value does not exceed that of the first term. Hence iy 0< Kya) <3 af -#'Gu)} du - hood u CONVERGENCE AND SUMMABILITY chap. which tends to 0 as 8» 0, uniformly for |z—y| > ¢. Hence (1.19.2) holds. Also fren dy = — f 4'(Su)sin u(z—y) du ~ fran f in w(e—Y) gy = —# f #Gu) du = 14(+0) = 3, the inversion being justified by dominated convergence, since ¢'(5u) belongs to L(0,00). Similarly for (—oo, x), and (1.19.1) follows. Similarly, Bf yy fsinwte—y) = | $'(8u) du | ———"" dy af J ba fi K(x,y,8) dy = t os f #60) a)+o(f j #60) a) = O$(+0)-66)}+007, and (1.19.3) follows from (1.19.2) on choosing first Y sufficiently large, and then 8 sufficiently small. In the more general case, we can write (2) = $,(x)—¢4(z), where $;and ¢; are negative non-decreaaing. Let'K,, K, be the correspond- ing K-functions. Then K, and K, are positive, and satisfy (1.19.2); the integrals . J Kiemdydy — f Keley.d) dy are bounded; and (1.19.1) holds as before. ‘These conditions are clearly sufficient for the theorem. 1.20, In all the particular cases considered, we have K(z,y,8) = K(z—y,8), where K(u,8) is an even function of u, f Ku.) du =4h and tim J K(u,8) du = 0 1.20 CONVERGENCE AND SUMMABILITY a for every positive 7. With these conditions, not only does x(@8) = f K@—y,5)fly) dy tend to f(z) at particular points, but in the sense of the following theorem it tends to f(z) on the average. Taronem 19. If K(w,3) is positive and satigftes the above conditions and f(z) is L(—c0,00), then lim Fixtz.8)—fle)l de = 0. For 2 xte,8)—fe) = | J K(u,d){fle—u)—fee)} du, i be 8 fe de < F af K(w,8)|fee—w)=fle)| du i ‘K(u,8) a f le—u)—f(x)| dx. Now Ho) = f teufel de is bounded for all w, and tends to 0 with u. Let |y(u)| << for |u| <>. Then f xew.85600 a 00, (Take A= 1/5.) 36 CONVERGENCE AND SUMMABILITY Chap. 1 1.21. Further summability theorems. In all the foregoing theorems we have imposed on f(t) conditions which ensure the existence of the inner integral in Fourier’s formula in some sense or other. We shall next prove a theorem in which, without imposing any particular condition, we merely assume that the inner integral exists Here we are not particularly concerned with the behaviour of f(t) in finite intervals, and for the sake of simplicity we shall suppose that it is continuous. Tamora 20.t Let f(t) be integrable over any finite interval, con- tinuous at t = 2, and let f Slt)eos u(e—t) dt converge uniformly over any finite interval of values of u. If the limit is 9(z,%), then tim 2 (-G)ee.m du = fa). We have fsa w) du = j soa (1-5) oom du 3 xa ar = Seat f + fof IbIt ly ate 3 say, where 7'> |z|. ‘The inversion is justified by uniform con- vergence. , Let Ad) = J Sv) de. 4sinty anf. eee + The analogue for Mellin integrals was proved by Hardy (8). See Macphail and ‘Titchmarsh (1), Lauigt CONVERGENCE AND SUMMABILITY a” on integrating by parts, Henos Sie tM feet ? # ‘This can be made arbitrarily small by choice of 7, for all A > Ay; and a similar argument applies to J;. Having fixed 7, J,» xf(z) as in §1.16. This proves the theorem. 1.22. ‘The general result of the above type appears to be that, if ‘the inner integral is summable (C, 4), the outer integral is summable (C,k+1). The above theorem is the case k = 0, and we shall next prove the case k = 1. The proof of the general case does not seem torequire any new ides, but it would be rather laborious to write out. Taronea 21. Let f(t) be integrable over any finite interval, continuous at t = x, and let lim (-4)rt0me—9 a peed and im f (8) ocotenn dt = exist, uniformly over any finite interval of values of u. If the sum of these limits is g(z, u), jim f (foe. du = fia). It will be sufficient to consider the case where f(t) = 0 for ¢ << 0. By uniform convergence J (sve =i fea ae | (mentee ‘The repeated integral is equal to fe-gooa fl coe u(e—t) du 38 CONVERGENCE AND SUMMABILITY Chap. 1 say, where |z| <<, Define f,(t) as before, and let ‘ ; Si = | Klordo =e | (+3 (0) ao. ‘Then f,(t)/¢ is bounded, as a particular case of the data, On integrating by parts twice, we obtain 2) ncPeC)+ Lhd) 6D) +(-Znawn— f A080 at + fe where y= 2 28ine—) #0 = Gop a? 2oosA(z—t)_ bain As Xe NaH aH” #= ny) — 12, 2einNe—t) , 1eosde—t) _ 24sindw—t) #0 ~ eat Go tee Making <0, we obtain A> f Oo ae, I> ATT) +f T 6 (2) + free a. r We can choose 1 so large that the last two terms are arbitrarily small for all A> Ay. Having fixed 7’, f,(7)4(7) > 0 as Aco, and r f Ao at > afte) a by the theory of Fejér’s integral, §1.16, and the consistency theorem for C-summability, §1.15. This proves the theorem. 1.23. We have seen that the (C, 1) of Theorem 14 can be replaced by (C, a), where ais arbitrarily small. This is not true of Theorem 20; in neither Theorem 20 nor Theorem 21 can the order of summability of the outer integral be reduced. We shall now prove this by means of examples. Let 0,1) = j (1-3)'conut au, 1.23 CONVERGENCE AND SUMMABILITY 39 ‘Asin §1.16, £0 |x|). Then everything is bounded except possibly the term 2 Tati) [ f(0)t-1-2008(2—M— Joa) dt. Let Se) = Brin 2 (ow Aleos(dx—}rra)|A-*(log A)-*-*+-0 (1), for A= 2. Finally, the sequence cos(2°z—}xa) does not tend to 0, sinoe, if one term is small, the next is approximately —cos $a. Hence Jj is unbounded, Also, by Theorem 15, J tends to a limit. It follows that, in Theorem 20, (C, 1) cannot be replaced by (0,2), if <1. If] co, the conditions of Theorem 21 are fulfilled. The proof that the selected term is unbounded now proceeds as before. ‘The remaining terms are easily seen to be bounded, and the desired result follows. 1.24. The integrated form of Fourler’s formula. It is well known that the result of formally integrating a Fourier series term- by-term is true, whether the original series is convergent or not. ‘The corresponding theorem for integrals is as follows. ‘Tamonum 22, If f(z) belongs to L(—c0,00), then £ [sevae=2 f * f ‘sO fsin u(g—1)-+sin wf} dt, (1.24.1) i aes ee ¢ ) [fede = Zhim f i 4 for all values of &; and. é Dau f ‘Sew adt (1.24.2) ie freien? se [roma (1.24.3) 3 3 ¢ [teyae=2 f seoontt ae fppinaee (1.24.4) 3 3 3 for >0. ‘The formulae correspond to (1.1.1), (1.1.6), (1.1.4), (1.1.5) respec- tively, Consider for example (1.24.2). Wo havo eiut-b_ghet du J Noe dt = J sae {s ee > 2 CONVERGENCE AND SUMMABILITY Chap. 1 by uniform convergence. ‘The inner integral is a zl 2 J sin tu—sin(t—£)u du, ESEEEe att which is bounded for all tand A, and, as -» co, tends to 2x (0). The result therefore follows by dominated con- vergence. The other formulae are easily deduced from this, or proved in a similar way. 1.25. The complex form of Fourier’s integral. The theory of the complex form of Fourier’s integral is substantially the same as that of the forms already considered. We shall state briefly the most important results, ‘We have so far supposed that all the functions are real. There is, however, no additional difficulty in dealing with complex functions of a real variable, and it is natural to apply the complex form of the theorem to these. The extension of all the definitions is immediate; a complex function f(z) is integrable, of bounded variation, ete., if its real and imaginary parts separately have these properties. Taonga 23. Let f(t) belong to I{—co,00), and let it be of bounded variation in the neighbourhood of t=. Then Hfe+0)+fe—0) a 7 lis stew pit mits [¢ du f ‘Sibel dt, (1.25.1) If J{0) satisfies the conditions of Theorem 4 in the neighbourhood of t= a, the left-hand side may be replaced by f(z). ‘We may invert by uniform convergence, and obtain i ott ou f Sle dt -f $0 af ete du and the result follows as in the proof of Theorem 3. ‘As a particular cage, suppose in addition that f(z) is analytic for y 0, and f(2)->0 as |z|-> co uniformly for 0 < argz 0. The formulae reduce by @ change of variable to those of Laplace, (1.4.1), (1.4.2). 1.28, 1.26 CONVERGENCE AND SUMMABILITY “a If we use the functions F,(w) and F_(w), we obtain a theorem in which f(z) is less restricted at infinity. ‘Taronem 24, Let e-*Hif(t) belong to L(—co,c0) for some positive c, 40 that F,(w), F(w), defined by (1.8.1), (1.8.2), exist for v >c, v<—«, respectively. Then, if f(t) satisfies conditions corresponding to those of Theorems 3 or 4 in the neighbourhood of t = 2, wa Hfle+-0)+f@—0)} = Te Ee I Fy(ww)e- deo + a HA 1s t+ hitim [ F(wye dw, Jenks J 0 where a > 0c. b< —c. Let o(z) = f(x) (2 > 0), 0 (@ <0). Then by the previous ‘theorem s : Hole-+0)4+-g(e—0)} = 2 lim J edu f atthe at 4h etna f sigetevit a 2 i) VF, (u-+ia) du, gata, ox dele +04 (2-0) = 5 fim J Fylwjert du. Similarly, if A(z) = &f(@) (@ <0), 0 (2 > o, ‘then aH i 2-+0)-+ ble efile +-0)+(2—0} = Tea 5 jim ul Fiw)e-** dw, ‘The result stated follows on addition. 1.26. Perron’s formula.} The formula known as Perron’s formula in the theory of Dirichlet series can be deduced from Theorem 24. ‘Taronmm 25. Le fle) = Sane be convergent for o > oo, where the A, are real and steadily increasing to infinity, and let AG) = 3 a wee + Seo Hardy and Riess, The General Pheory of Diriehle's Seriea, 12-14, “ CONVERGENCE AND SUMMABILITY cusp. 1 Then if k > 0, k > 0, LT ay HA@+0)+4@—0)} = me J Ao as, Let Ag = 0, Ag = ay teyt $y. If B > oy, Saere is bounded for all m, and hence, if also B > 0, Saertevt = O(ems), A,= Hence, if N is the greatest n for which 4, <2, A(a) = Ay = O(e'#?) = O(e*). Hence for o > B, Sle) = Fy Ags Mt = SF Aglet—e-het a! dee = SA | ewdy=s fare ay. Since A(y) is of bounded variation in any finite interval, the result follows from Theorem 24, 1,27. Fourier’s theorem for analytic functions. The following form of Fourier’s theorem applies to a class of analytic functions. ‘THeoRnm 26. Let f(z) be an analytic function, regular for —a 0, b > 0. In any strip interior to —a 0, > 0. Then F(w), defined by (1.2.5), satisfies conditions similar to those imposed on f(z), with a, b, A, » replaced by 2, y, 6, a; and fe) = (1.27.1) i? aaa | CP (we dw 1,27,2) gen J we (1.27.2) for every z in the strip —a0o and t+ —co; or let etef(er) = g(a)e'¥, where ¢ and ¥ satisfy such conditions. Then Mellin’s formulae hold, the integrals being non-absolutely convergent. This follows from Theorem 11 by the usual substitutions. 1.29 CONVERGENCE AND SUMMABILITY a ‘Tueonem 31. Let f(z) be an analytic function of 2 = re’, regular for —a<0 ¢ only. 130 CONVERGENCE AND SUMMABILITY « For f(z) in (1.80.1) to vanish identically, it is plainly not necessary for $(w) to vanish; it is sufficient for ¢(w) to be regular within I’. Henee, if we are given f(z) and T’, (1.30.1) does not determine 4(w) uniquely. It does so, however, if ¢(w) is given to be regular and zero at infinity; and there is a more general result of the same kind, Tanones 34, Let p(w) be regular for sufficiently large w, except for @ pole of order n at infinity, and let f Pw) dw = 0 Sor all t, T being a simple closed contour surrounding the origin. Then $(t0) = dy-fazw+...-a, w™ Let Hat) = (a) —ay—...—a, 0, where ,+...+@,,w is the principal part of ¢(w) at infinity. Then f Yw)e dw = 0, t and $(w) +0 a8 [wo| 20. Multiply by e~, where R(z) > max R(w), and integrate over T (0,00). We obtain fons : and this holds by analytic continuation for any z outside P, Hence, by the calculus of residues, if I” is a circle of radius R> kl, Ho 3 [ Mee, é and, making R > co, the right-hand side tends to 0. Hence $(z) = 0. II AUXILIARY FORMULAE 2.1. Formalities. Iv F(z) and G(z) are the Fourier transforms of f(z) and g(z), we have formally f Fede) de = f owes f Heat = Jem f tow J Gteyitde = f foo(—Hat. (2.1.2) If g(t) is replaced by g(—t), G(x) is replaced by G(x), so that an equivalent formula is ft Peeve) ae = F sete) ax. Ig =, wo obtain = f rena = f verre. For even fanotions the formulae ce to freaoa = frou as, nd Jeverrae— [aera for odd functions they reduce to fea de = free de and j {(Bila)y? de = Joe dz, ‘These formulae are anslogous to Parseval’s formula 5 | ten ae = dott F cates) 3 (2.1.2) (2.1.8) (2.1.4) (2.1.6) (2.1.6) (2.1.7) 2a AUXILIARY FORMULAE a in the theory of Fourier series. ‘They will be known generally as the Parseval formulae.t Again, sea 1 F()G (te dt = — rt J (G0 1 “oe Fie at f ature du o(u) du J Flee at oe toe = Jem f glu)f(e—u) du. (2.1.8) ‘Thus the functions Jem [ mme—dy, Fee), ea.) are Fourier transforms. The integral obtained is called the resulianf of f(z) and g(2). ‘The process may clearly be repeated. ‘The functions - zf Ao) do f au)flz—u—v) du, F(z)G(e)H(2) = (2.1.10) are transforms, So generally are - e ° =F J Salt) dy J Sacsltgs) Bigaen % 1.1) xf Silvalfle—my and FQ)R(@)..R(z). ‘There are analogous formulae for Mellin transforms, which may be obtained by transformation from the above, or directly as follows, If §(¢), G(¢) are the Mellin fae of f(z) and g(z), ite 1 7 as { Blea) de = ae G2) ds [a0 Ade ‘ate hy) dy ~ fre v G(1—a)zt41 ds = frome, (2.1.12) ste + Mesure rferenc to the formula of which I know ia in Rayleigh (1) See si Hardy (9-5), Ramanujan (2). a AUXILIARY FORMULAE Chop. 1 or, alternatively, 1 te Lie ay | Bewo-9de— tf Boras { otew-rae =f mi] tom] ee ° =m foe 7 J Wee de = J gte)fte) dx. ted : che a tre a f Home 2, J edz f Ble)ertde te ale 7 { wau(?) = (2.1.18) Ifg =f, and both are real, (2.1.12) with k = } gives & J wwatiora— fgeyrae. (2.14) Also ~ 2 tte J Heater ade = 2. f seh te J Hwy dw 1 ibe = =a] see de f otoereras te 3 te =4 f Fw)G(s—w) dv, (2.1.18) le he ie. Hedge), a f §(0)G(e—w) deo (2.1.16) are Mellin transforms. fe Again, ne tte ay | Bewora— 2 focman [ Bedurterde ‘ae Hae = f ule) Es . (2.1.17) another sort of resultant.’ 21 AUXILIARY FORMULAE sa Hence we obtain as Mellin transforms f ove) oe B(e)GE). (2.1.18) i Repeating the process, we obtain as Mellin transforms f Inte) See fi Iola) HE. f fea) (2.1.19) Ble)Tile)... Fal6)- From the Laplace integral formulae we derive similarly the formulae 1 bige Horio de = 5X [aye de jf Siew ay ete 2, [1m ay | ween de = f reoroee—») dy, (2.1.20) and 7 2 sei] HOM —a)e* de = mm) dy | net ae = f Suy)oly—z) dy. (2.1.21) saayte.0) ‘We can also introduce parameters into the formulae without altering them essentially. Since re] j feayieer dy = i, | sete du = Le() the transform of flay) is zF(): ‘Thus eg. fren wya= 2 af rEo(f) a. ca.2 Similar changes may be made in the other formulae e [utes ae = =a i SE ae, oe AUXILIARY FORMULAE Chap. 11 #0 that the Mellin transform of f(az) is a~*f(s). Thus ° kite f Sozg(be) dx = 5 J H(e)G(1—a)a-toe do, (2.1.28) i te and similarly in the other formulae, 2.2. Conditions for validity. We shall now give some sets of conditions for the validity of the above formulae. Some of the most important conditions depend on the theory of mean convergence, and must be postponed until later chapters. The conditions which we give here depend on analysis resembling that of Chapter I. We begin with (2.1.1) and its special cases. ‘TeoneM 35. If fz) and G(2) belong to L{—co,<0), and F(x) and (2) are their transforma, then (2.1.1) holds. For the inversions used in obtaining (2.1.1) are justified by absolute convergence. ‘The theorem implies that f and @ are the given funo- tions, and F and g defined in terms of them. ‘Tho theorem of course includes the corresponding theorems for ‘cosine and sine transforms. Ts follows also that, if f(2) and g(z) are Z(—co,00), and G(z), defined ‘as the transform of g(2), is I(—00,00), then (2.1.1) holds. For, by ‘Theorem 27, g(z) is the transform of G(c). 2.3. We next take some cases of Parseval’s formula suggested by ‘Theorem 6, Here the conditions are more appropriate to the half- line (0,00), and we consider oosino and sine transforms separately. ‘Taronna 36.+ Let f(2) belong to 1(0,c0), and, in aome interval ending cat 0, tend steadily to a limit as 2 -> 0. Let g(x) be the cosine transform of G,{z), which is integrable over any finite interval, and tends steadily to Oa 2c. Then f Reayaue) de = f fleygte) az. (2.3.1) 3 4 We have to justify the inversion feu) dy fsteloonsy de = f fle) dx f Oyooszy dy. (2.3.2) + Handy (6) 23 AUXILIARY FORMULAE co Now Ae ° 3 [9 dy [Fereoncy de = J fe) ae | Glvreoney ay, 5 e (2.8.8) for every finite, by uniform convergence. By the second mean-value theorem [etareesy dy = 6.0 cones = 0f i), Hence sim Frey ae Ff ogyeoszy dy = 0, (234) "3 d and (2.3.3), (2.8.4) give { CA) dy f fecloosiy de = f flz)dz | E,(y)ooszy dy 7 é e (2.3.5) for every 8 > 0. 1H is now suficint to prove that im tf Ay) dy } Ha)eoszy dz = 0. (2.3.8) If eg., fe) nly doesn 0.3, fea freenay = es =f(+0) J fax f axgyeosay ay =J+0) f Gy) ay, where 0 < € <8; and i » : fey) Stay — ar f SAE ay — O(0) ? ? for all £, while, for a fixed Y, a J 6) BEL ay 0 as {> 0. The result therefore follows on choosing first ¥ sufficiently large and then 8 sufficiently small. 56 AUXILIARY FORMULAE Chap. IL ‘TaroreM 37, The corresponding theorem for sine transforms holds provided that, in addition, G,(z)|z belongs to L(1,00). Tn this case‘we encounter Jount=get 9086 ay at the last stage of the proof, and the extra condition is required here. 2.4. In the above theorems the functions on which the conditions bear are on opposite sides of the Parsoval formula, We next prove theorem in which they are on the same side.t ‘Tueorem 38, Let f(z) belong to 1(0,00). Let g(x) be positive, non- increasing, and tend to 0 as x > co, and let jay glut) du <0. (24.2) Then J Fleece) de = | flayote) ae, (24.3) 2 3 and similarly for sine transforms. We have f eepaze) te = |(2) f Gfx) dz f fideosit dt t g a () f fle) dt f @£.lx)oos at dex 2 fro a foo ae Fesonee at =2f Hat J gu) du f costcos.zu dz = [ HOGG, X)—a€)+-9(—4,X)—9(—t,8)} dt, 2 (2.4.5) 1 Foy sinetu—t) Is 2) =} [ q(2X=2 ay, where aoa) = 2 f ow Z=9 ay 1 See Handy and itshinae (6), 24 AUXILIARY FORMULAE sr The inversion of the x and ¢ integrations is justified by the uniform convergence of the t-integral, and that of the 2 and u integrations by that of the w-integral. Since g(#) is non-increasing, g(t, X) > (#) as X co for almost all Positive #, and g(—t,X)-+0, Also as ¢->0 sin &( 7 8) = f ot) y = O(6 f aw) de) +0%9(09) = (2 by choosing first U and then ¢. Now See f. f 9 ae] = |aaetoy f i ‘ < 490) <4 fa au <4 f ouydu, ie and it bE 1 rg 2 a [fmrine= a <|ie <] f 9 du 3 <] fou du, ; Hence eat 2)1 < 4 LOI f g(a) au, which belongs to L(0, 1), by hypothesis; and it belongs to L(1,c0), since f(t) belongs to Z{1,co), and 2 fa a4-. The result now follows from (2.4.5) on making X->00, £0, by dominated convergence, ‘Immediate corollaries are: () Iff(z) belongs to (0,00), and g(2) is of bounded variation in (0,00), and tends to 0 at infinity, then (2.4.3) holds, (i) If f is L and g bounded in (0, 1), then (2.4.2) holds and the theorem follows. a8 AUXILIARY FORMULAE Chap. (ii) If f is bounded and g(z)log(1/2) is L in (0, 1), (2.4.2) holds and the theorem follows. Apparently f bounded and g LZ in (0, 1) is not sufficient, 2.5. In a later chapter we find some examples of Parseval’s formula which evade all the above theorems. These are cases where the existence of the transforms and the convergence of the integrals involved is obvious enough, and all that is needed is to prove the equality of the two sides of Parseval’s formula. We can deal with some such cases by means of the following theorem. ‘TaROREM 39, Let f(x) and g(z) be integrable over any finite interval. Let F(a,a) = col J feat, — G(x,a) = en J ate at, and x(2,4,b) = i ulfle—u) du be all O(e*!) for some positive ¢, independently of a and b, and tend to F(z), G2), and x(z) a2 a—>00, 6 > 00, for almost all 2. Then a fimn_{ P¢() de = Hexbor+x(-0} provided that the limits indicated exist. Let A > 0. Then by dominated convergence f F (je wort dt = lim af F(taje Asie de = tim, Je al Sle) de I eWatutseat dy Jim (2) f Slelerr" de, and the convergence is uniform over a finite w-interval. Hence fe due f Fite Wain dt = ‘Tim (2) f glu) du f Sle Mer" de ~ ce 2 aie = lim (24) f g(u)du f fle—uje* de * 25,26 AUXILIARY FORMULAE 0 ov minis.) slim 2) f ede f ” glulfte—w) du 0 max(a,-0) = MA) fe x(e, 0,0) de, by dominated convergence. Also we may invert the left-hand side, by uniform convergence, and obtain A(@n) £ PU)G(6, bye at, Hence, making co, and using dominated convergence, frodnema Ae ) f eY(2) de. Making A> 00, the result now follows from Theorem 16. In particular, the result holds if f and g belong to L(—v0,00), and one of them is bounded. 2.6. Transform of a resultant. We now tum to (2.1.8), giving the Fourier transform of a product, or of aresultant. From one point of view this is merely a case of Parsoval’s formula, since f(z—u) is the transform of F()e-. A new problem arises, however, when we consider all values of at once. We then ask whether (2.1.9) are transforms belonging to one of the general classes already considered. ‘Trmonem’ 40. Let f(z) be the transform of a function F(x) of L(—00,00), and let g(z) belong to L(—co, <0) (00 that ite transform G(x) is bounded). Then «|(2n)F(x)G(x) belongs to L(—co,00), and its trans- form is Aa) = f g(u)fle—u) du. For the inversion in (2.1.8) is justified by absolute convergence. ‘Taeonem 41. Let f(x) and g(x) belong to L(—c0,00). Then so does K(x), and its tranaform is .{(2n)F(x)G(z). For * ° f (ude da = J eft du f Sle)gu—v) dv = f toa fame de = f Soe? dv f githet dt, Cy AUXILIARY FORMULAE Chap. IL ‘The inner integral converges boundedly to .(2n)@(x). Hence Jf Huet" du = Jn) f flvje*G(a) dv = nF @) Ol 2.7. Mellin transforms. Taronem 42. Let 2-¥f(x) be £(0,00), and G(1—k—it) be L(—00,00), or alternatively let &(k-+it) be L(—co,20), and a-g(zx) be 1(0,00). Then (2.1.12) holds. For the inversion which gives the formula is justified by absolute convergence. ‘Tunonum 43. Let f(x) and g(z) be integrable over any finite interval not ending at x= 0. Let 56,4) = j SleyeAde, G(s.) = | glee de ae ae tend to §(8), G(e) for o =k, = 1—k respectively, for almost all t, in such a way that e-°#§(2,), e~*8G(6,a) are, for some positive c, bounded independently of a. Let . < | Seite) dr be bounded for all a, b, £, and, as a> 0, b > 00, converge to a continuous limit in the neighbourhood of § = 1. Then i sim J Ble) G(1—2) do = [ Sladaa) az, ‘proved the leftchand side exist, ‘This follows by a change of variable from Theorem 39. Tho analogue of Theorem 41 is ‘Tuzonem 44. Let xtf(x) and xtg(z) belong to L(0,00), and let hte) = frome) % Then xth(x) belongs to L(0,co), and its Mellin transform is §(s)G(s), with o = k+1, 2.8. Poisson’s formula. This is aplaR(0)+ E RlnB) = valEsloy+ ¥ fra}, (2.8.1) where of = 27, a > 0. 28 AUXILIARY FORMULAE 6 We shall provet ‘Taronem 45. Let f(x) be of bounded variation in (0,00), and tend 10 0082-00. Then +S Rlnb) aryys = si, [proses sttme—oysstna-oy— 2 f 10 at. a * 82) If also J S(t) dt exists, then splint F Rina) = val ast0-+ 0+ Hflma— 0)-+flma-+-oyj]. (2.8.3) If also f(z) is continuous, then (2.8.1) holds. Since f(t) is the difference betwoen two non-increasing functions, each of which -» 0 as x->00, we may take it to be one such function. ‘The integral 0 R0)= J (2) [ nooszrat exists for x > 0, and 7 +S Rime) = J) J 103 como — JB) fr oe De) at, which is the limit as M -> co of a Ome Deih JSP pores a ama/f AST fortes Ulin $a “ Ae) J Ho dt. (2.8.4) t Ido not know whether this version of the thoorem has been published, orem | previously. Tobtained it by combining one of my own with one communieated to me bs De W. 2 Ferrar. For other methoda see Linfoot (I), Mordell (1) 7 : 6 AUXILIARY FORMULAE Chap. IE Now amtpng omm sin(n+})At Powys aa - Teer er see ~ eps) [Sa by the second mean-value theorem. ‘The last integral is bounded for all n and £, eg. a8 oP ate, sintn +8452 rg— a) *a <=" mt SHEP is convergent. Hence the first series on the right-hand sido of (2.8.4) is convergent as M ->co, uniformly with respect to n; and each term tends to 0 as n->co. Henoe the limit of the sum is 0. Similarly for the second series. This proves (2.8.2); and (2.8.3) and (2.8.1) clearly follow from (2.8.2) in the cases stated. ‘There are also more ‘complicated formulae of the same type. For example, Ramanujant gives BUR (E)—F(38)—F(58)+FA1B) +} = vel f(a)—f(8a)—fl6a)+...}, where af = x; and BUR (B)—F.(58)—F.(78) + F118) + F038) —...} = vafle)—f(62)—..}, where of — 47, and 1, 5, 7, 11, 18,... are the numbers prime to 6. ‘These formulae are easily verified by the above method. 2.9. There is another interesting formal method of procedure. ‘Suppose that f(2) is represented by Mellin’s integral fo=y J Blobs ds. othe +f Ramanujan (2). 4 Forrar (2) 29 AUXILIARY FORMULAE 6 ‘Then formally Sst = sh, f seo Zara > 0 “a J Gle)E(e)a~* de. ‘Move the line of integration from o = ¢ to o = —b, where b > 0; {(e) has a simple pole at «= 1, with residue 1; and B00) 24. f (fe)—floyiet ae + fare ade has in general a simple pole at s = 0, with residue f(0). Since (0) = —4 we obtain Hf 0)+ 3 flna) aH) +0 1 a =a | Betireae 10 tte =4 J ls) (1—a)at dr 140-0 Torte ‘G(1—s)F (a)e0s doxC(s)} oe §(1—s)F(6)cos on) ds, But by (2.1.23), with f and g interchanged, and (2) = cosz, G(s) = P(e)cos4sn, b Vtg Ra) = me, J (1-20 (@)008 fora da. We have therefore obtained (2.8.1) again. We shall not attempt to justify this process here, ‘The main interest of it is that it suggests a method of dealing with sums such as Sampo, ot AUXILIARY FORMULAE Chap. 11 where d(n) is the number of divisors of 1. This sum, for example, -st0 = MOHFW- HBO gf BloNte ds, -ote and the last term is Lab st© Bla) 1—2) de 1igHte Hl —a)0e)o0st hen 2-40) ds et peed Ale atte atntte “ B(1—s)T%s)oosthor (4ar2n)-* de. a ite ‘From (79.7) and (7.9.11) wo deduce Rio 2xe)—Tle) = ae f T(s)costjen 24x" de (k > 1), te and, proceeding as before, the result is & A(m)f(n) = 240) +-8'1)— 2781) + + Salo [ He Keltevlna)) dels] 2.10. Examples. (i) Let f(z) = e~, Ez) = Oct Then seer) JM Sct) (ii) Let f(z) = 4", Fe veld Se) = wait Zev). (iii) Let f(z) = e-**coske. Then F(x) = e-#*+=%cosh kx. Hence e-#, Then va(At S e-cos kan) = apem(d+ F e-1Pr'cosh Han). 210 AUXILIARY FORMULAE 65 (iv) The function f(a) we 45, but does not belong to L(0,c0). (v) Let fle) = a~sin’z (1 <0 <2). Then satisfies the conditions of Theorem Elz) = Jamteenin don (oF 24 J fet 212) > 2), F(0) = Jansh Asin dem (—2, Hence, taking « = 4n, B = Jey+05°* mo Mader (ona § (nyt i(an—2y-4HU4n +29), or Leth t= PO-esingon atx «(3 (eee ea} ‘This is the functional equation for (1—2-"f(e). (vi) Let Sle) = ‘Thent Ez) = 2" (z) (2 >0), — F(0) = 2/0 +1). Hence tor G) rernl+3,0-r4) co where, in the case v = }, the term n= 1/a, if it occurs, is to be halved. ‘This is a caso of Theorem 45if» > }. Actually itis easy to see that ‘the samo proof applies if —} 1). 1 wropyt Seo (7.1.11), oo AUXILIARY FORMULAE Chap. 11 2.11. Sine transforms. The corresponding theorem is Tuorem 46. Let f(z) be integrable over (0, 8), of bounded variation over (8,00), where 0 < 8 < 4, and tend to 0 at infinity. Then SBERB)—FSB)+..)} = Vol Hf(a-+0)+f(a—0)}—Hf(Ba+0)+f(3a—0)}+...J, (211.1) where aB = }n. In this case the right-hand side is necessarily convergent. Proceding as before, we obtain PLR (B)—F(38)-+...+ (—1)F{2n+-1)8}] _ (CE f py sin(2n-+2)Bt -SS J sO a Cape FP sinton+2)Bt ~~ Aeay 2, Ie 0s ft . af . =e) 20" Wl (eae This differs from the right-hand fide of (2.11.1) by £3 aye ‘Te (m= pet a (1 [ut (nape sf and the result follows as befor. Exameix. Let f(z) = 27 (0 <0 <1). Then Fie) = al E)ra—soos tense lie) eaten ay, ? sinv and | (2)ra—eos Jor {ft (38)'14...} = vafort— (Ba). or (5) "Pa—se0s Jon L(—2) = Ho), -L) = A+ 2.12. More general conditions. The next theorem is a more general one, in which f(x) is not necessarily of bounded variation. 22 AUXILIARY FORMULAE a Taxonsm 47. Let f(z) be integrable over any finite interval, let of = 2m, and avlo) = 3 fly-tna) > xiv), (22.1) and |xnly)| < $y, where 4y) ie L(—4a, a). Then ae Ring) = (2) [ seycosnpe de (212.2) Aes exists for every m, and tm val iR(01+, F Rime PA) = gsa(f(+0)4x(+0)4x(—0} (2.12.8) provided that the right-hand side exists.+ We have 2 a a Pesos ne de = ¥ "f jayeos ne de 4 wt om ie -3 [roman y= Prreensy dy. Hence weds f Neleonnte de < [ones Also, if (W+})a << X <(V+#)a, x te | Jj enone del < {sede otpa oven a is = [lronle)—xnl@ de <2 | $y) dy. x Hence f. ‘fixjoos nx da is bounded for all n and X. Also otne ts He f _ Leeonnbe de [bo —xatenjooenty ay ep ~ tends to 0 as N’-+.00, NV’ +00, by Lebesgue’s convergence theorem; and similarly Ota t Slzjoos nx dz -> 0, J soroense deo ° ortba + Borgen (1). 68 AUXILIARY FORMULAE Chap. 11 if (W—Ha

[manna] = f. Sw) Ky.8) dy. By the bounded convergence of (2.12.2), the left-hand side tends to that of (2.12.3) as Yoo. Also since K(y,8) is periodic, with period a, es eg mtb { $oXe8) ay = (f+ 3, J, Janka ay tents ‘norms ay + $ f'na+marny6 dy a ® = Froxw.a dy + | xWKly,3) dy, by the dominated convergence of the series, K(y,3) being bounded for a fixed 6. The result now follows from Theorem 17, with x = 0, a= —}a, 6 = da, and K(0,y,3) = Kiy,8)- mW TRANSFORMS OF THE CLASS 1* 3.1. Plancherel’s theory of Fourier transforms. Tux formulae (1.2.1), (1.2.2), connecting a pair of Fourier cosine transforms f(z), (2), express a relation between these functions which is formally symmetrical. But in all the theorems which we have proved so far, the two functions satisfy quite different conditions, so that the symmetry is only formal. A theory of the reciprocity which is completely symmetrical was first given by Plancherel.} It depends, not on ordinary convergence or summability, but on mean convergence. For complex transforms Plancherel’s theorem is ‘Tuxonem 48. Let f(x) be a (real or complex) function of the class IX —co,00), and let Feaa) = Tas | Sorter dy. 1.1) Then, a2 a> 0, F(x, a) converges in mean over (—00,00) to @ function F(z) of LX—co,00); and reciprocally . $0) = F555 | Podeovdy 12) converges in mean to f(z). na ‘The transforms f(z), F(z) are connected by the formulae a1 a f ped Fe) = Jey a] Hy) ay, (3.1.3) (3.1.4) ‘for almost all values of x. It will be seen from the proof that we might replace F(z,a) by : F(e,a,b) = ea J soe ay, where @->00, 600, in any manner. 4 Planchorl (1), (3), (@) (4). 70 TRANSFORMS OF THE CLASS 1+ Chap. 11 At the same time we obtain ‘Tuuore 49. If f(x), F(x) and g(x), G(x) are Fourier transforms as in the above theorem, (2.1.1.), (2.1.2), and (2.1.3) hold. For cosine and sine transforms the theory is as follows. ‘Turonm 50. Let f(z) belong to LX0,00), and let Fee,a) = | () f fiyeoszy dy. Then, a8 a-> co, F(z,a) converges in mean over (0,00) to a function E(x) of LX0,00); and reciprocally t4e0)= ,/(2) f rlavonsy ay converges in mean to f(z). We have almost everywhere ‘TamonuM 51. The analogue of Theorem 50 for sine transforms holds, with cosy replaced by sinzy, and sin zy by 1—cos.zy. ‘TreoneM 52. (2.1.4), (2.1.5), (2.1.6), and (2.1.7) hold for transforms of Lt. ‘The cosine and sine theorems may be obtained by taking f(z) even or odd in the ‘complex’ theorem. We shall give several different proofs of these theorems. 3.2. Fourier transforms, first method.} This is suggested by Fourier’s formal process (§ 1.1). Let. cepa fia)de (v= 0,41,..), an and O,(2) = 3 a,c, Then if 6 > 0 and n = [s]— =e Tim ,(c) = f flyer dy = + 4 Titchmarsh (1), (2) 32 TRANSFORMS OF THE CLASS 1* n uniformly in any finite interval. For . avy oer f soe a| [ Feryermn—een dy — 4 A o » oan 7 aT ane ed domraa — [so ay) . : om co, it follows that zp 7 : f | J sone] de <2n f Yte)itde. Aly 4 Making X +00, “ : : f | f sore dy) ae a, gives, fres— ay f But ve fs 1 piu,a) du = [eo oI pa du, BA! rua) du (If 0; and hence fea F pmea. Similarly i 7 J a@)—Fleritde =f Unltd) fu(u)l? du, +t Bochner, Vorlamungen aber Pouriereche Integrals, § 4. ” TRANSFORMS OF THE CLASS Lt Chop. 11 and the right-hand side tends to 0 as m and n tend to infinity. Hence F,(z) converges in mean, to F(z) say; and f Ute) de = Tim f metas capac j Un(@)|* dae = f Ifa)? dex. This function F(z) is the Fourier transform of f(z). It is of course not yet obvious that it is equivalent to the transform obtained before, or even that it is unique, since the sequence f,(z) is not unique, However, we have £ £ o 2 1 agraaune [Berio say f a [ nove oy f $l" dw (the range of integration being really finite), Making n->0o, since (e'€*—1)/(iu) belongs to Z*, Hence 1d ef. Fe) = aa fs el ay almost everywhere. Hence F (2) is unique (apart from sets of measure zero), and is equivalent to the transform obtained by the first method. In the first method we deduced the Parseval formula from the reciprocity; in this method we have proved the Parseval formula already, and we deduce the reciprocity from it. As before, the Parsoval formula gives f Fede) dx f Slegle) de. Lot g(z) =1(0<2 <8), He) = 0 @ <0 orz > 8) Then {Ss ene he 1 G0) = Tem) & du= tl - ale Jen 33,34 TRANSFORMS OF THE CLASS 1+ 18 80 that f(z) is the transform of F(z). Again, let M(z) = f(z) (—a <2 a). Then ev] i f Hi) = es Z zf $00) FS de = T55 J Sue du = Flea), with the usual notation. Henoe the transform of F(a)—Fs,a) is S()—Hq@), ie. it is 0 (|x| a). Hence fire—Peaypae = ( f+ fuer ae, which tends to 0 as a->0o, Hence F(z) = Lim. F(z,a). 3.4. Fourier transforms, third method.t Suppose first that Je) belongs to both L and Zi, and let Fe) = 5 J Sibel dt, Then f ee Ra)tde = 2b f ae J fuels du i Fio)e” dv -if sae f Tle) dv f er Hta09 de = aa J flu) du f Slojeie-o7 dp, (3.4.1) and by Schwarz’s inequality {for double integrals | F Froartere were aa =| f free-erpoyenr au 4 F Rows (2), 6 ‘TRANSFORMS OF THE CLASS 1* hap. 111 <{ f f Uf(u) [tet dude f J Ilo) Pe-¥-9r8* dude) * = J J Uy) [te dud Fiera fe a — Bye2my Fistny? au Hence feweuretae < f ipwitan, and, making 8 > 0, it follows that F(z) belongs to L{—co,00). Also (3.4.1) is equal to 1 : aaa J Sw ow J Fut nese at Cee af = 55 J ewe at [ toteer t= sry J eye dt say. Since f belongs to Z4, is bounded and continuous, Hence Jrrere = lim sf eS |F(e)[tde = eb y(t dt texan J = 40) = j Ww) du, by the theory of Weierstrass’s singular integral (§ 1.18). The existence of F for any f of ZA, and the reciprocity, may now be proved as in the previous method. 3.5. The Hermite polynomials.t The Hermite polynomial of degree n is defined by Hi,(at) = cure (Zye~, (3.6.1) and we write $a(2) = eH, (2) = ia re(Z)e*. (3.5.2) ‘The interest of these functions for our theory is that they form an ‘orthogonal sequence, each member of which is, apart from a trivial factor, its own Fourier transform. + Seo Wienor, The Fourier Integral, 51-11. as.a0 TRANSFORMS OF THE CLASS 14 n We have . sa fa), He) = (—1{er+-n(Z) ee pe) es (Ey ele, Us)" men O° gta) = or fersa (2 eran ee —2en-n( zeae = (@—2n—1)$, (2). (3.5.3) ‘Thus y = ¢,(2) is a solution of the differential equation Fy pty = Fay = —Ont dy. (3.5.4) Putting y = ex, we obtain Pus du Gane = — Pn, (8.5.5) #0 that H,(z) is a solution of this equation. Further, it is the only polynomial solution. For let Us aytazt.. be a solution. Then ft Larr—1ar+—2 ¥ a, rat = —2n Ya, 2, Hence (HN (r+2)a, 45 = 2(r—n)a,, and the general solution is the sum of two series, of which the one in which r has the same parity as n terminates, and the other does not, ‘The Hermite functions $,(z) form an orthogonal set. For by (3.5.3) Fale) (2)— Pale )4 ) = 2(n—mbg (2) $3, (2). Hence i J $alegle) de = 5 =0 jlPm ba) Pale nla, ifm sen. 3.6. Esoeseastecl ary i Sale Hi e\ly) = 7 ro) We have tf Seo Watson (3). 1% TRANSFORMS OF THE CLASS 1 Chap. Higa) = (2 f wrerw4sten du, and hence Hence Ss eke) sat aCe a(v) -“"5 f {S Sie) gw -wsticestin dude ibe Leese J all ecw wt stieustivn-at0 dud eo J e-Pouts82-¥O dy ow, ) — aH ahem : ‘The inversion is justified by the convergence of ff 5 ate ww aniane dude 7 ifp<1. ‘Tanonm 54. The functions wale) = etl form a normal orthogonal set over (—00,00), i.e. r 1 = Fbaterbserrae— (9 mom) For m # n the result follows from §3.5. Also, putting «= 1 Paiva in (3.6.1), te-#'(H,(2)}* 1 Sa = seaay™(—** 5). Hence Se of 1 co sais | OTM AE Teaming | me E) H 1+4 Se ~ amd 36,37 TRANSFORMS OF THE CLASS 1+ 70 Equating coeflicients of *, i {Gn(2)}* da = i o* (Hiy(a)}* da = 2*nlvn, and the result follows. 3.7. Tazonns 55. If f(x) ia any function of L—co,00), and an = f SoM 2) de (m= 041,230) (7.1) then Jim f [se Sam date)) de =0. (3.7.2) We can write (3.6.1) as Een = eae Denote the right-hand side by K(z,y,t). Then K(z,y,t) > 0, and (puting y = 220-44) fr wt) dy = © lit, 2 Tee 7 tae aitfget yy as t+ 1, The conditions (1.16.2), (1.16.3) are also plainly satisfied. ‘Henee, if f(z) is any continuous function, vanishing outside a finite range, by Theorem 17 im f K(e,w.)f) dy = fea). (3.7.4) ‘Hence; multiplying (3.7.3) by fly) and integrating over (—00,00), Siaatrbale) = f Kee, wef) dy > fle) as t+ 1, and the convergence is plainly bounded. Hence, multi- plying by f(z) and integrating again, Sae> fuera: 80 that Sa = J {fay} de. 80 TRANSFORMS OF THE CLASS 1* (Chap. 111 Now let f(z) be any function of L%(—00,00). Let f,(z) be a continu- ous function, vanishing outside a finite range, euch that ff Wee)-s0errae a2 is convergent, there is a function f(z) of LX—co,00) euch that (8.7.1) holds. This is the Riess. Fischer theorem for the set $,(2). By Theorem 64 [getter $a which tends to 0 as n and. tend to infinity. Hence, as n +00, Samal) converges in mean, to f(z) say; and F serie) ae tim FS ag daleni(e) de =4, 38 TRANSFORMS OF THE CLASS L* al 3.8. Tamonm 57, The Fourier transform of dy(z) is i"dg(2). For f Sale de = (—1)" f cove tee a = f [dyfeore a 7 of a = (iret f co “tal Meter de = Cinew(Z J ecieteierie de = (ae (FY Jone = P2nW,(y). Alternatively, let 0) = F555 f Salaeter de. ‘Then ey) =--— f epamerras aly) = V@n) J Pal = Also, integrating by parta twice, 1 a 0) = ~ a J Hila}et de, Hence Dy) —¥°O,(y) + (20+ 1), (9) = Jam | HO) one ng, (eer de =0. ‘Thus ®,(z) satisfies the same differential equation as ¢,(z); and it is easily seen that, if l="g,(z) is a polynomial, go is "6, (z), 8 ‘TRANSFORMS OF THE CLASS 1+ (Chap. IT Hence O,) = edu(0). Now © ie 1 esi ay oe ag [mend im in - () oe = Jem) fewverray oa (Jew iM 0 Fa] et = (A). je Hence Ef emyreeray = (are tae, and hence = er} ..JeH, Hence oy = i 3.9. Fourier transforms, fourth method. Take, for example, an even function f(r) of L4(0,00), and let a= f Serta) de Then a= 4 =..=0, yy = 2 { HeMan(2) de, and Sith = 2 f {fle)}? de. By Theorem 56 there is an even function g(x) such that (-1)"ay, = 2 f oe Man(z) de (n = 0,1,...); and [ (o(a)¥de = Sah, = f (aya. 3 3 ‘The relation between f and g is plainly reciprocal. ‘We now identify g(z) with the Fourier cosine transform of f(z) previously obtained. 3.9,3.10 TRANSFORMS OF THE CLASS Lt 83 We have fz eae = cn fs =crr2) j San(t) dt / maspcosttay = (1, /(5) j Yanlt) dt, since yaq(¢) belongs to L(0,co) and the y-integral converges boundedly. Hence dy J Hea(toosyt dt ~ tn) Soe [rama J fra so that f and g are Fourier transforms in the ordinary sense. Similarly, by taking f(z) odd, we obtain the theory of sine trans- forms. ° | ® nay & sine gy tim [ siney S J eon ey = | y > (Laan dant) ay 3.10, Convergence and summability. We can now prove ‘theorems for L? functions corresponding to Theorems 3 and 14, ‘Turonem 58. If f(t) belongs to LX—v0,00), and is of bounded variation in the neighbourhood of t = 2, then a ars Pat Hfle+-0) 4412-0) = 5 im J Flue-t** du. The transform of @(u) = e-*** (|u| <2), 0 (|u] >A), is 1 = ab f own dy = 2) Some, Hence, by Parseval’s formula, i Flue" du = JO f fo) EAE") The result now follows from the theory of Fourier’s single integral (Theorem 12, case i(a)). TRANSFORMS OF THE CLASS 1+ Chap. Or ‘Turonem 59.} If f(t) belongs I —c0, 00), then feey= 1) reaje du geet || » wherever { Uee+t+7@—1)—2ftz)| dt = o(h) 3 as h-+0, and so for almost all values of x; and Fourier's repeated integral for f(z) holds almost everywhere, if both integrals are taken in the (C, 1) sense. ‘The transform of G(u) = (- em (jul <2), 0 (Iu] >), is x 10) = 3 { (iBone = /aseeBee, ‘Hence by Parsoval’s formula, f(-sprocman= JQ) fasts a and, as in § 1.16, the result follows from Theorem 13. ‘Tho result also holds with f and F interchanged, and this gives the second part of the theorem. We also deduce ‘Tumonem 60. If fle) = where ys belongs to LA, and also 1 ~t fey= en J alder“ a, where x belongs to L, then = x. For by the above theorem 2m) j H(tent* de, : m1 Pl yea Baye j (1-f)poema is equal to y(z) almost everywhere; and by Theorem 14 it is equal to x(z) almost everywhere. 1 Poster (9). 3a TRANSFORMS OF THE CLASS 1¢ 85 3.11, Convergence almost everywhere. If f(t) belongs to L*, the integral © f foes ae converges in mean; it is also summable (0, 1) almost everywhere, by Theorem 59, since in this theorem f and F are interchangeable. It is not known whether the integral necessarily converges in the ordinary sense almost everywhere. As in Theorem 58 it would be easy to make it converge almost everywhere by imposing extra conditions ‘on F(z). The object of the next sections is to state simple additional conditions on f(z) itself which make the integral converge almost everywhere, ‘Tanonzm 61.4 If 0) belongs to I4—c0,00), then a [fet de = 0(logd) (1.1) 3 x) = [ Fe+y)+Fe—y)—2F(@)| dy = o(8) as h-> 0; and 40 almost everywhere. ‘As in the proof of Theorem 58 { soe at = |(2) f revntinbeay Now 2 EPEC EEE pyeaeeerl | resntibey| Ale)), so that w(x, t) = 0 for |t] >a and every 2. Then € go @ © [Oe)de— [de f fida(e,tets dt = f fOyGlog(ii+2)x(9 at, 1 where = sac f ex, Net de, (the t-range being really finite). Hence é ete 7 | { (2) ae| < J MOPlog(ie14+-2) a fF ixwniear. Now A ae : 7 ‘ J Ix dt = J wattag | ote | woe [ l2 0.2) oe» -fefal “Tog(ti+3) "4 & £ Mew) oe je je ds etre) where Xe,9) = minQ\e).Ag) "Waiting He, y) =A, wo have, on integrating by parts twice, sin(z—y)A 1cos(z—y)A ac Ra) B=WAFDogiat aT 1 costa —y)p_ Hatt?) +2 +aml (e081) Fo og 3) =ItdetIy, + The theorem for sores is given by Plessner (2). ® TRANBFORME OF THE OLAS = Chey. lIE say, We now observe that if F(z,y,t) = Fly,2,t), then ee € ie | [ Penaeoyanty] <2 fae | tea aeni ay iy For let @ be the square 0 <2 < £,0 ALY)}. Then in Q,, Mz,y) = A(x), and in Qy, A(z,y) = Ay). Hence ly Fle, we, v)}dxiy) < {f Mewrent dey + | J Pew. Aen | dedy <2 2 ae | rewneniey by symmetry. It follows that ‘ ' (z—y)A(z)} |f fasno| ce fae Percecoe ha Now if0 7”. Hence lf $2, 7,7") “f bz, 7) = max 5 | tors and 4(2, 7,2") > 0, [ana = 0if Ae) = 7. Hencet If foe 7) al" < Koh WO Flog(+2) at. It is then clear that, given «, we can choose a sequerice 7, Ty... such that 4(z,7,) > 0 except when 2 lies in a part of the interval (0,4) of measure less than, A similar argument applies to the funetion (x, 7) defined with ‘min’ instead of ‘max’. Since [froma = [ff < #0 B,)— He) if, 0), aa TRANSFORMS OF THE CLASS L* a the ordinary limit existing by dominated convergence. Hence (3.13.1) is equal to Fs Fema fneae “75 f Sindy f guy) du lie = dt —y) dy, wal [tonne way, this inversion being justified by absolute convergence. The theorem now follows on differentiating with respect to 2. ‘The direct proof that, if f is L* and g is L, then Ma) = J Kowe— ay is Z, follows from the inequalities Me < f YODPle—v)idy fF igce—y)i dy bo YOFIg~@—w)| dy Iglu} du, 2 J wenirde < fF iowmian f yanitay f lew de 88 =f voran( fF On Taxonem 66. If f(x) is positive and L(—o0,00), and F(x) ie ite transform, then F(2) is of the form F@)= f $$ (e—0) at, (3.13.2) where is L"(—v0,00); and conversely, if F(x) is of this form, then it is the transform of a function f(z) which is positive and L, 22 TRANSFORMS OF THE CLASS 2? Chap. IT Iff(z) is positive and L, \f(z) is L*; lot (a) be ite transform, Then @ is L*, and by Theorem 64 1? Tea Hf G()G(e—1) de is the transform of yf.alf = J. Conversely, if (3.13.2) holds, then f/,/(27) is the square of the trans- form of $, and so is positive and L. ‘Tuxonem 67. If fis L, then F = f $tya—t) dt, where $ and y ‘are IA; and conversely. saa For f= yifixyiflegnf. 3.14. Special theorems. TueoneM 68. If both f(x) and f'(z) belong to L?, then both F(x) and F(x) belong to L*; and conversely. Wehave —{f(e)}*—{foy* = 2 f fing at, which tends to a limit as z>00. Since {f(x)}* belongs to L, it can- not tend to a limit other than 0, and so tends to 0 as x-»00. Now f SF (ue du = [fuer]! ie j Suet du. ‘As aco, the left-hand side converges in mean square, to (2n)®(z) say. The first term on the right tends to 0, uniformly in x. The second term on the right converges in mean square to —¥|(2n)iz F(z), at any rate over a finite interval. Hence (2) ‘in F(z), and since (2) belongs to Z* the result follows. Conversely, if F(z) is L*, let (2) be its transform. ‘Then fro dua Pot j uF (u) j F(we** du—C ete. * Jen say, F(u) being L(—-00,co), since F and xF are L*, But the first term Bd248 TRANSFORMS OF THE CLASS 14 Fs on the right is if(z) almost everywhere, and we may take it as the definition of if(z) everywhere. Then f $(u) du = if@)—e 3 everywhere, and the result follows. ‘The result can obviously be extended to any number of derivatives. 3.15. Tumonea 69. If f(z), R(x) are cosine transforms of Lt, wo are i: 7 1 EO wy, i J soa, [2a and similarly for sine transforms, ‘That the second pair of functions belong to L? is a theorem of Hardy. (Seo Titchmarsh, Theory of Functions, p. 396.) To prove that they are transforms, we have i f SM a= Je f HE ay, ‘The cosine ati of this is 7 2d fsinew, fp, sinay wae] a fay almost everywhere. ‘The inversion is justified by absolute convergence. In fact,if y and fvepemrae = 2 f erora, ‘This follows from Plancherel’s theorem by the usual trans- formation, ‘Taronzm 72. Let xtf(2) and x'-ty(x) belong to 22. Then om Ete ‘This is the corresponding transformation of Theorem 49. ‘Tuwonme 73. Let 2tf(z) and 2°-*y(2) belong to 2%, ‘Then Fees), gh f Btw) O(e—w) dw ate are Mellin transforms in the sense that © Bite f feo) de = J B(o)G(1—s) ds. : ae [tee tae 2 [G0 )Ge—u) dw i tee Jor alt values of t. ‘This is obtained by replacing g(x) by g(z)z*-1 in the previous theorem, Vv TRANSFORMS OF OTHER L-CLASSES 4.1, Transforms of functions of L?. PLaNcuEnEt’s theorem can bbe extended from the exponent 2 to a general exponent p. ‘Through- out the chapter we write p’ = p/(p—1), and similarly for other letters. ‘THEOREM 74.t Let f(z) belong to L?(—co,0), where 1

0, Fe) = a5 J toerae (4.1.1) converges in mean with exponent p'. The mean limit F(z), called the tranaform of f(z), satisfies ° Lie 0 J Fer de co, in any manner. 4.2. The most obvious source of such results is in the formulae (2.1.11), If & is an integer, the transform of {F(z)}* is formally @ny-*44,(2), where Bale) =f flea daca f fleet thy) dy ‘We can deal with such integrals by means of the following lemmas. 4} Titehmarsh (2). $ See Hardy, Littlewood, and Polya, Inequalitia, pp. 198-203, 42 TRANSFORMS OF OTHER L-CLASSES 2 Lewaa a. (Young’s inequality.) Uf f(z) and g(z) belong to LMt-» and I~ reapectively, where d > 0,» > 0, A+p <1, then | fre < (fergie as)" F ypsovae)'( Ff igre-w ae) Holder's inequality for three fonctions is : [fone ( wma | wwe ra where a-+B+y = 1,a>0,B>0,y>0. Putting WRixPy, wp If, Ix = gl, , the result follows. Luana p. Let 9,(/) = (f ute)? a)” 4 He) = f Mote a, then San-r-0(8) < Syn-w/)9u (0 ‘Young's inequality gives ° a4 wwe < ( F yoo mae—ow a). Sia DSi). Hence F eomrode< f yonende F gte—v 0-0 dex Su al POMS (GOALS : itt ON ee ec and the result follows. Luanna y. If f(x) belongs to L*%-», then gy(z) belonge to L?, and F tosertae <( f itereme-van)* 28 TRANSFORMS OF OTHER L-CLASSES —— Ohap.1¥ We have x(t) = I HObe-ale—t) at, and, applying the previous lemma repeatedly, Sa) e) < Sy/(0—AGY) Peay (o-gy) < Sy tgy Gea)? < ~~ < Pya- yoy}, the result stated. 4.3. Prooft of Theorem 74 for p = 2k/(2k—1). Suppose first that f(z) and g(z) belong to L*, and are zero outside a finite interval. Then ° em J autem) dy satisfies the same conditions, and (e.g. by Theorem 64) its transform is F()G(e). Repeating the argument k—1 times, and making all the functions equal, we see that the functions (F(x)}* and (2n)-##¥4,(z) are trans- forms of the class L, Hence f LF(@) de = This proves (4.1.2) for the special class of functions considered, and p= %/(2k—1). Now let f(z) be any function of the class Z**-, ‘The function equal to fiz) if a < |x| 00, we obtain f FeO) Flea) de < 7) anl(f + i ) eset» ae) ‘The right-hand side tends to 0 as aco, b->co. Hence F(z,a) con- + The argument is analogous to that of W. H. Young for Fourier series. Fora list ‘of Young's papers see Zygmund’s bibliography. 43 TRANSFORMS OF OTHER L-CLASSES cy verges in mean, to F(z) say. We have fre ae— iim f teeee 0). Similarly for x <0. 100 TRANSFORMS OF OTHER L-CLASSES Chap. IV 4.4, Extension to general p. To extend the theorem to other values of p we first prove the corresponding theorem for trigono- metrical polynomials, Lemna 8. For any given numbers Cy (—m bl [P< af Lnoye'-* ae, ie. dptSB=} < pV (4.4.11) ‘From (4.4.10) and (4.4. mw: it follows that z < % z (4.4.12) for every maximal polynomial. Let r= Mp2, r= 2/(3—p). ‘Then it follows from Holder's inequality that SF SAE (44.18) and (4.4.12) and (4.4.18) give (ey &y a 4.4.14) (€ <& (44.14) ‘Now suppose that (4.4.5) holds for p’ =r and all polynomials. ‘Then it follows from (4.4.14) that it holds for p’ = }r’-+1 for maximal polynomials, and s0 a fortiori for all polynomials. We have already proved it for p’ = 2k, Hence we deduce it in succession for i.e. for all rational numbers whose denominators are powers of 2. Sinco these numbers are everywhere dense, the general result now follows from the continuity of S, and J,, as functions of p. (it We again consider maximal polynomials; but, instead of the general condition for a maximum of a funetion of many variables, +t Hardy and Littlewood (1), See also F. Riesz (1). aa ‘TRANSFORMS OF OTHER 1-CLASSES 103 ‘wo use the theorem that, in Holder's inequality Tonle <(E ltl)" E lol” Ps the case of equality occurs only if the |a,,|? and |6,,|°" are propor- tional. Also this proof is independent of the lemmas of §4.2. ‘We define §, and J, as before, and write Se) = ¥ ene. For given n and p, let the upper bound of S,(f,)/J,(f) for all f be denoted by M-= M(n) = Mf,(n); and let the upper bound of Jy(F,)/Splfx) for all sets of cy, be M’ = M'(n) = M,(n). We first show that these bounds exist for every n. ‘Wo may suppose on grounds of homogeneity that S,(f,) ‘Then |¢m|” > 1/(2n-+1) for some value of m. Hence 1 nt < lel < ze f Vell de < Jp and 80 Mn) < (2n-+-1). Again, let gle) = Ile) **agnfg(e), and let max | sleet de. ‘Then 7 as Itt) = x | berate de =F eure SF lena < SUM tn) < MSL VEL) = MSU H-™ UF), (4.4.15) by Ju-/,), it follows that M’ is finite, and Mf’ < M. gle) = 3 len” t8em oq, ‘we have (by an obvious term-by-term integration) SHU) = E [ Medbsle de < Lhe) < MLNS) = WISE), and hence M < M’. Hence in fact M = shows that M > 1. ‘Suppose now that f,(2) is « polynomial for which the maximum Mf’ ’, The example f(z) = 1 108 TRANSFORMS OF OTHER £-CLASSES chap. 1V of Jy(f,)/S,(fp) is attained (since it is a continuous function of the variables c,, there is such a polynomial). Since Mf = M’, the extreme terms of the chain (4.4.15) are then equal, and so all the terms are equal. The case of Holder's inequality used is therefore an equality, ard hence eg? Alyn” (—m Mp>M,. ‘We can now repeat the argument: with p replaced by r, and r by 4 = 2/(3—1r); and 60 on indefinitely. We thus obtain a sequence of values of p tending to 1 (since r’—2 = 2(p’—2), ete.) through which Af, is non-decreasing. But Hin) < (Bn 1 +1 aa p> 1, p’ co, for a fixed n, Hence If,(n) 4.5. We can now prove Theorem 74 by the method used in § 3.2. Let f(z) belong to L”, 1

0o, to F(z) say, with ex- ponent p’. The remainder of the proof is the same as in the special case where "= 2k. Still another proof of Theorem 74 can be obtained from a general theorem of M. Riesz on functional operations. See Zygmund, § 9.2. 4.6. The Parseval formula. ‘Taxonem 75. If fle) and G(x) belong to L*(—o0,00),1

[ Fe, Ke) de = ae ay J aya f pena 2 7 1 a" f _ = af soe | Gla)e de = J Sal—t,8) at. ‘Making a 00, and applying (4.6.1) to the left-hand side, we obtain : i f F(e)G(e) de = f fldg(—t6) de. 4 4 Making 6->0o, and applying (4.6.1) to the right-hand side, we obtain (2.1.1). There are also obvious extensions of Theorems 58-62. 4} Titchmarsh, Theory of Functions, § 12.53. 108 TRANSFORMS OF OTHER L-CLASSES Chap. IV 4.7. Theorems on resultants. ‘Tunonem 76. If f(x), Fle) are transforms of L?, LY, and g(2), G(x) of L’, L?, then (2.1.9) are transforms in the sense that (2.1.8) holds for all values of 2. Proof similar to that of Theorem 64. Tanonma 77. If fla), F(a) are transforms of L?, L*, and g(x) is L, then (2.1.9) are tranaforms of L?, L?’. Proof similar to that of Theorem 65. ‘Tuxonna 78. Let f(z), F(z) be transforms of Le, L*, and g(z), O(c) of Le, Le, where tH >i. (47) Then F(x)O(z), Fea f orte—nev are transforms of classes L”, LP renpectoely, where Po ae ‘That the resultant of f and g belongs to L? follows from Lemma B of §4.2, with 1-A = I/p, 1—» = 1/g. That FG belongs to L* follows at once from Holder's inequality in the form fire ds<(f LF dz)? ( f 1@ie ae). ‘The condition (4.7.1) implies that p co of Lf Sate f semen ay ae J iu (since _f dy = lim. f) =z f sw) af uy) Ea, iw and by the Parseval formula (for g, 4’) the inner integral is equal tor (2m) f (ve dv. Hence we obtain a Wie : ff * = ay [ eve dv = so0 a We, J O) vf Ko) do = 55 J Ge) av J Stuye dy > { G(X) F(v) dv, since G(v) belongs to L* over (0,x). Hence the result, Ifp = 1 and q = 1, then P = 1; see Theorem 41. 4.8. Another extension of Plancherel’s theorem. We shall next obtain a generalization of Plancherel’s theorem in a different direction, due to Hardy and Littlewood. +f Hardy and Littlewood (1). 108 TRANSFORMS OF OTHER L.CLASSES Chap. 1V ‘Tunonsa 79. If |f(2)|?xt-* (q > 2) belongs to L{—co,00), then F(z), the transform of f(z), exists, and belongs to IA; and J Feeds < K@) f Yleyieie-*ae. (i) Consider the case g = 4. Suppose first that f(z) belongs to L*, and vanishes outside a finite interval. Then F(z) is L* and bounded, and ,(2){¥(z)}* is the trans- form of © He) = f fudfe—v) dy, which also belongs to L*. Hence an fF e@)itde = f pte) de. Now f(z) |-ig(z), where g(z) belongs to L‘. Hence _ f woe, fF wey) 1g v= | yee! J iwi eu lew iene < fm Mv ay f irae A f mle lo@e—y)P dy. jet J “weit ‘Hence f nwpiiote—wi8 f ee Jf veiigiemuk J J fi Ae ae J i =A A f {locniivr tote—y)ite—yi 40S aS aaa | ee =A wontar f ai gee = 4 f Iow)I* dy. 48 TRANSFORMS OF OTHER 1-CLASSES 108 Hence firwacca f yeiterae The proof now follows the usual lines. Let f(z) be any function such that {f(z)}42* is L. Approximating to f(z) over (a,b) by a sequence of functions of the special type, we prove as in §4.3 that f rea—Re, outa 0o, we obtain J ren—rearrde 0, ‘Then it also belongs to L”. Hence, by Theorem 75, J Feedola) de = f feya@) dx. Also, by Theorem 79, with ¢ = 7’, J 1Gteyp' de < K(@) f Ig(e)'|elP"-* de. Hence fa i Peewee < (fer ae) "( f sae ae)” < ko( f yer af"(f ite" -¥ a) Let g(a) = [F(x)-Asgn F(a)|ep-* (a 0, bo, we obtain the desired result for the integral over (0,c0); similarly for the integral over (—20, 0). 4.10. Another case of the Parseval formula. ‘Tuxonem 81. Let f(z) be L?, and let |G(c))|x\P'-* be L, where 1 2. That the ‘Young-Hausdorff theorem fails for p > 2 follows incidentally from ‘Theorem 80. For, if/(2) belongs to L?, not only is |F(2)/*' integrable, but so is [2*(2)|?|2|?-%; and hence so is IF@)rer* (p 2), it does not necessarily belong to Lf, and is therefore not necessarily the transform of a function of L#. However, we can show by means of examples that even if f(z) belongs to Lf (g > 2), fle) is not necessarily the transform of a funo- tion of the class I. Presumably no condition which merely states the existence of an integral involving [f(z)| is # sufficient condition for f(z) to be the transform of a function of Le. Consider the functiont (0 <0. Then gy = f dint) aS) ee and here (b{?-*—2t*+1)-1 is positive, steadily increasing, and less than ne TRANSFORMS OF OTHER L-CLASSES Chap. 1V Hence, by the second mean-value theorem, eta, $= Ofer), In dy, (xt***—bt°->)- is positive and steadily decreasing, and we obtain the same a as for ¢,. Finally +4)" tr" AND eat tl < e fe of Sar) =o Taking ¢ = 2° B44, it rotlows that, as x00, test $2) = O(a *). ; in(at—t->) Again, we) = fener) Now (2t*#14 5t#-2)-1 increases steadily from 0 to a maximum of the form Kx, where K depends on a and b only, and then decreases steadily. Hence the second mean-value theorem gives He) = ofc), Hence as x -»co Ste) = o(etbFt), and plainly f(z) = O(1) as z->0. Hence, if q is a given number greater than 2, f(z) belongs to Lf if b is large enough. ‘If f(z) were the transform of a function F(z) of L’, we should have ra~ /Q)2 [Spe If we can insert (4.11.2) for f(u) and invert the order of integration, we obtain Fe) =2-Ateosr> (0<2<1), 0 (@>1), which does not belong to I7 for any r > 1. ‘This gives the desired result. ‘The inversion is justified if we may invert { ma an f t-*-40081-¥(1—cos ut) dt, 4402 TRANSFORMS OF OTHER 1-CLASSES ns and we may if tim f reece a i sinzu(l—coew) ay — 0, im 7 Now mayo, it sine gf sine gp| ot a aca < Hog 244, and the result follows from dominated convergence. fase 081) | i 4.12. Special conditions. In this section we give two sufficient conditions of special kinds for f(z) to be the transform of a function of L?(l 0, feo) = 0, and let {f(z)}>x°-* (1 < p < 2) belong to L(0,0). Then F(z) belongs to 2. Since f(z) in non-increasing, and f(co) = 0, the integral Fe) = He) = |(2) f soreoseyay converges for every x > 0. Let re /() [ape ay+/@) Jones ay = F@+he). By the second mean-value theorem 11a JE) fomnar~ Jee Hence mei <2/2) 20), and f Ua) de | Pow-tde > Preyer te, Sie) < Kr-o-si, [flair < Kifle)px?-*. ‘THnonEM 83. Let f(x) be the integral of order (2—p)|p of a function $(x) of 12, Then Fix) exists and belongs to L?. Let oye) = /| () f $sin(zt-}-m/p) at. ‘Then, by Theorem 80, 2'-#°®,(z) converges in mean (p) to g(x) say. Let G(x) be the cosine transform of g(z). Then G,(z) belongs to L?’. = lim2 f Sn ae f $(t)sin(at+ n/p) dt = im? { gcyae f Seven tel) a, the inversion being justified by uniform convergence. + See Titchmarsh, Theory of Functions, p. 396, 412,413 TRANSFORMS OF OTHER L-CLASSES 15 The inner integral is api" y) 2P(2/p) ‘Hence 1 f Eh an | Oe) de = weap) J 9-140) dt = J Sa) de, by hypothesis. Hence G,(2) = f(x) almost everywhere, and g(z) = F(z) belongs to L?. 4.13. Lipschitz conditions. In this section we shall give a con- dition of quite a different kind for a function to have a transform belonging to certain L-claases. The analysis originated with theorems of Bernstein and Szasz on Fourier series.t ‘Tamonnat 84. Let f(x) belong to L? (1

0. Then F(z) belongs to LP for P <2. rapt

Azh for 2 < 1/h, the left-hand side is greater than ap A few irey dz, » Hence J a?" |P(2)|P" de = O(We-tr'), ‘ Let #6) = f nF (@)/P de. See Titchmarsh (12). ne TRANSFORMS OF OTHER Z-CLASSES —chap.1V ‘Then, if B <0 if 1—B—aB-+A/p < 0, ie. if P > ryap—T Similarly for the integral over (—£,—1). This proves the theorem. A particular case, corresponding to the original theorem of Bemn- stein, is that if the condition is satisfied with a> 1/p, then F(x) belongs to 1(0,c0), so that the Fourier integral J F(det dt is absolutely convergent for all values of x. To show that the range for f in the above theorem cannot be extended, consider the even function i So = ae where 0 2h Vla+h)—fle—)| = hf e+an)| (—1<0-<1) <2hife—W)| < if Ge), ‘since |f'(z)| is positive and steadily decreasing. Hence Fite —pee—myp ae = ofte F irae ae) a a (> 0), e( f esr de + fes a) = O-), ms i Also Piter-ste—nirae = of f iz) = O(b-2"), 43, TRANSFORMS OF OTHER L.CLASSES ur ‘The conditions of the theorem are therefore satisfied with a = 1/p—a. Hence F(z) belongs to ZA for B > 1/(1—a). Butt F(z) ~ Ke? as 2 +00, 80 that F(z) does not belong to Z3-0, In the case a <1, p = 2 it is possible to put the theorem into a form in which it is reversible. ‘Tunonem 85. If fz) belongs to L, the conditions fte+ay—ste—myp ae = Olh}*) (0 1/(a-+4), the case p =2 of the above theorem. But this last step is, of course, not reversible. 4.14, Mellin transforms of the class L”. Let us denote by 2” the class of functions f(z) such that fre 0 of fi {a(t}coa 2t+-5(¢in 2f}e-¥ dt = U(x, 9) (6.1.3) say; and thin isthe real part of f tau —‘jet ae =o) (6.1.4) say, where z = 2+iy. ‘The imaginary part of ©(2) is a f {b(t)o0s.2t—a(t)sin xf}e-™ dt = V(e,y) (6.1.5) Writing —V(e,0) = gla, we obtain oz) = j {6(t)e0s xt—a(t)sin 2) dt (5.1.8) 1 : e =f a I sin(u—z)tf(u) du. (6.1.7) ‘The integral (5.1.7) is called the allied integral of Fourier’s integral. It is obtained formally from (5.1.1) by replacing a by 6 and 6 by —a. Repeating the process, we return to minus the original integral. ‘The relation between f(z) and g(z) is thus skew-reciprocal, ie. reciprocal apart from a minus sign. Again, we have formally a) = Ty FOFFO, UO = Ey PO-F-0). 120 CONJUGATE INTEGRALS Chop. ¥ Hence ole) = at of {FW —F(—t)}eos xt dt— “75 f {FO+F(—t)}sinat dt = ae {f J Fie dt — f F(—pe# ai) = Ze J F(sgnte-* dt, ‘Thus 7 Gl) = —iF )ognt. (6.1.8) If f(z) is even, b(t) = 0, and g(z) is minus the sine transform of the cosine transform of f(z); similarly, if f(x) is odd, g(z) is the cosine transform of the sine transform of f(z). Again, we have formally doe im ; a(e) = fim J af sin(u—z)tf(u) du = km : M2) Ha) du 1— ~cosAt, Jim) in PS coo e+) —fle—0)} dt If f(z) is a sufficiently regular function, the part involving cost will tend to 0 a8 Aco, and we shall have ate) = [tesiefece a; (6.1.9) and similarly f(z) = a} [ethos (6.1.10) ‘The reciprocity expressed by (5.1.9), (5.1.10) was first noticed by Hilbert, and the two functions so connected are called Hilbert transforms. Equivalent formulae are aey—tp f L0a, pay —ip f Oa, (6.1.11) where P denotes a principal value at t = 2. 5,52 HILBERT TRANSFORMS 11 Simple pairs of conjugate functions f(z), g(z), are 1(0<2 0), 0 (t <0). Then LP ces 1 aw) = gen] edu = aaa ‘Hence Parseval’s formula, in the form J Fond = f somo a, applied to (5.1.4) gives a O@) = B J a dt (Ie) >). (5.3.4) ‘Taking real and imaginary parts separately, we obtain vie =% f 0, 3. =) wae (5.3.5) 1 t* _ say at. (6.3.6) Veda —- | eae Define g and G as in §5.2, the integrals being now mean-square, ‘Then we also have @) = Je) fen -4JQ) foo - -i JQ J (HW dt = 4, 8) Jf atone ae Lf oo al BO aw. (5.3.7) a4 CONJUGATE INTEGRALS Chap. Hence 2 ew=—2 | ger_ana 638) Veany) = —Y J ce (5.3.9) By the theory of Cauchy’s singular integral, §1.17, U(z,y) >f(z) ‘as y—> 0 for almost all values of x, and V(x, y) > —g(a) for almost all values of. We now use the following theorem. Tanonem 92. Let f(x) be any function such that f(z) belongs to (0,1), and 2-¥f(z) to (1,00). Let V(z,y) be defined by (5.3.6). Then unre, y+ f fet —fie—t) aj © (6.8.10) ms = 7 : for almost alt values of x. We know that: ot) = f teto—se-n1 a= ow for almost all values of x. Let x be a point where this holds. We have Yeon? [HOE a if ie | Scene att av +8 fees fetnfed ase at a say. Asy +0, I< aly wero \—fle—t)| dé = 0(1), ery = o) Pv f PtP ay ae eal, +e) ererec® wl —g(z) almost everywhere, (5.3.1) follows from (5.3.10). The relation between f and g being skew-reciprocal, (5.3.2) also follows; and (5.3.3) holds as before. 5.4. In this section we shall show that the same set of formulae may be obtained from a different source. We can take an analytic function ©(2) satisfying certain conditions as the original function. ‘TuroREm 93, Let @(z) be an analytic function, regular for y > 0, and let f @erinrde exist for every positive y, and be bounded. Then, as y-> 0, O(x-+iy) converges in mean to a function ®(x), and also O(x-+-iy) > ®(z) for almost all z, For y > 0 2) = Af (2) = U(z,y)+iV(c,y), Oe) = flx)—ig(a), the functions U, V, Ff, and g are connected by the formulae of the previous section, and in particular f and g are conjugate. We first prove the following Lumaa. Let ©(2) be analytic, and let f e+inrd (> exist and be bounded for y, < y < ys. Then, asx -> bon, O(z+iy) +0, uniformly for vy+8 c0, for every v. Hence the right-hand side tends to 0, and the result follows. To prove the theorem, let bby) = Te J eet ae, For each y this converges in mean, to $(¢,y) say, a8 @->00. Consider, however, the integral Joocetde taken round the rectangle with corners at -La++iyy, -:a-++iy,, where 0 <4, 0o, for fixed y, and ys Similarly, the integral along the left-hand side tends to 0. Hence, as a0, f deetiyererinn de — f Ofe-biygerte+t de> 0, i ie. eglt y)—eMpalts ys) > 0. Hence the mean-square limit of this sequence over any finite interval is elo 0, ic engtsyy) = erglbsys) for almost allt, We may therefore write Hlt,y) = es(), $(t) being independent of y (e.g. by putting $(t) = e(t,1))- os HILBERT TRANSFORMS 12 Also, by Parseval’s theorem, f e@pem ae = f ietiy)it de. Since this is bounded as y 00, we must have ¢(¢) = 0 for ¢ < 0; for 3 3 J Wend < em f igayiterm dt < Kem +0, 0 that Sinoe it is also bounded as y > 0, 4(t) belongs to LX0,00). Also, ¢(t)(e“™:—e-™) is the transform of O(z+iy,)—O(x+iy,). Hence f Wein) —oetiyg de = i CO Mer erty dt, which tends to 0 as y,>0, y,>0. Hence ®(z-+iy) converges in mean as y > 0, to ®(z) say. 1 fw) t, ify > 0, =s5]/¢ 2 Next,ify>0, O@)= 5 | TO? aw the integral being taken round the rectangle atin, tating where a > |e| and v, co, and we obtain 1 f Guin) 4, se whine wy’ which tends to 0 as v.> 00. Henco du, (6.4.1) 123 CONJUGATE INTEGRALS Chap. ¥ and, making 2, -> 0, = 2 fe 2) au, (6.4.2) ‘The integral with z replaced by Z is zero. Putting ®(u) — f(w)—ig(u), ©) = U(e.y)+iV(@,y), we obtain the formulae of the previous and it follows from the theory of Cauchy’s singular integral, and (5.3.5) and (6.4.9), that (2) > ©(2) for almost all x. ‘TreonEM 94. If Y(2) is regular and bounded for y > 0, then (2) tends to a limit as y > 0 for almost all x. For #(2)/(¢++i) satisfies the conditions of the above theorem, and 80 tends to a limit almost everywhere. Notice also that, in the above theorem, ¢(t) is the transform of ©(z); for, if x(t) is the transform of O(2), as y > 0, J x08 de = fF (Oe) 012+ iy) de 0, J ixo—serae Hence x(t) 5.5. We also deduce ‘THEOREM 95, Alternative necessary and sufficient conditions that a complex: ®(z) of L*(—o0,00) should be the limit ae z-> x of an analytic (2) such that ° f @e@ritde Oe Phen O(u-+iv) is analytic for » > 0, and f @(u-+iv) du = j etipla)ltde < j I#(e)l* dz. Hence, by the above theorem, O(u-+ix) converges in mean, and also” simost orexywhere, to Yi) ays and fows- si5f 295 (= y = lim lig fori du = { ¥(u) du. een ‘$(a) dx est He) de Hence ¥(u) = O(u). The result also follows from the transform formulae; for, if ® satisfies the given conditions, ®, f, and g are related as in § 5.1, and (2) = Lim. ea} {fle —igleyje* dee = F(-2)-iG(-2) = 0 (<0) by (6.1.8). Conversely, let 6(z) = Oforx <0. Let ®(u) = fu)—ig(u), let a(2) and b(2) be defined as before in terms of f, and similarly a(2) and f(z) in terms of g. Then (z)-+i(z)—i{a(2)+iB(e)} = 0 (@ <0), ie, a(z) = —Bl2), (2) =alz) (<0). Hence g is the conjugate of f, and the sufficiency of the condition follows from condition (i). 5.6. THEOREM 96. A necessary and suficient condition that (2) should be the limit aa y > 0 of an analytic (2) such that J ee+iy Pde = O1™) is that $(e) = 0 for 2<—k. 130 CONJUGATE INTEGRALS Chap. ¥ If ke is the least number such that $(c) = 0 for < —k, then lim jee [O(x-Fiy)|* de = 2k, Suppose that (2) satisfies the given conditions. Let (2) = e¥(2). Then f [Y(e-+iy) dx = et f O(e-+iy)|? dx = O11). Hence ve) + ¥(x) almost everywhere, and, if ¥(z) is the transform of ¥(x), (2) = 0 for z <0. Now oe) = Limo) J (wert du 7 1 f =lim._ W(ulete Ou du = Y(x+k). m5 J (w Hoh Hence 4(z) = 0 for x < —k; and in view of the above theorem the argument is reversible, This proves the first part, ‘Again, since (2+ iy) is the transform of e-™4(u), focrinnar =f erpsnitdu =f etvigayian. 4 4 4 This is 2ye(—k-+48) f ety du se ~a8 = w(S— het, ‘Hence the second part. 5.7. For function having @ mean value in a finite strip the ‘corresponding theorem is as follows. ‘TaeoreM 97, Let (2) be an analytic function, regular for n Y, OF ya. However, the previous analysis shows that f Sutin) Prarie tends to a limit almost everywhere as y > y; from above; and f Owstive) wri, 2 is regular for all y y2 5.8. Taxon 98, Let f(z) belong to L*(—20,00). Then Se) = f.@)4f-@), where f,(2) belongs to L%(—c0,00), and is the mean-square limit of an analytic function f,(z), regular for I(z) > 0; and similarly f_(z) is the mean-square limit of f-(2), regular for I(z) <0. Let F(z) be the transform of f(z), and f@) e ¢ 1 teu du, @) = a Ts J Flue du, fl) gen J Poet du. Plainly f(z) and f_(z) are regular for y > 0, y < 0, respectively. The rest of the theorem follows as in § 5.4. ‘Tueonen 99. Let f(z) belong to L%(0,00). Then F@) = fs) Ho@), where fis(z) belongs to L*(0,00), and is the mean-square limit as argz—>-+0 of an analytic function fis(2), regular for argz > 0; and similarly f.(2) is the mean-square limit of f..(2), regular for arg <0. ase CONJUGATE INTEGRALS Chap. V ‘This may be deduced from the previous theorem by putting z (of the present theorem) — ef; or deduced directly from Mellin trans- forms. In fact itis , fol= se [ Borrd, foe= tf Berra 5.9. THronEm 100f. If f(z) belongs to L(—co,c0), then f fet0—fle—b) 7 exists for almost alt values of x. ‘We may suppose without loss of generality that f(z) > 0. Define U(z,y) and V(z,y) by (5.3.5), (5.3.6), and let 90) = Veta == f f0a y>o,. From its definition it is clear that U(z,y) > 0 Let We) = et we Ues-WFeew), Since U(x,y) > 0, |¥(2)| <1. Hence, as y-> 0, ¥(2) tends to a finite limit for almost all x (Theorem 94); and this limit can be 0 in a set of measure 0 only, since U(z,y) tends to the finite limit f(z) almost: everywhere, Hence (2) tends to a finite non-zero limit almost everywhere, Hence (2) tends to a finite limit almost everywhere. Hence V(z, y) tends to a finite limit almost everywhere. ‘The result thon follows from Theorem 92. 5.10. Hilbert transforms of the class L?. ‘TuronEs 101. Let f(z) belong to L?(—00,00), where p > 1. Then the formula (6.10.1) defines almost everywhere a function 9(2), also belonging to L?(—co,0). The reciprocal formula joa —} f Settee (5.10.2) Plessner (1). T believe that thie version of the argument is due to Little. ‘wood. 510 HILBERT TRANSFORMS 133 also holds almost everywhere; and Fie ae o. Consider the integral J {@,(2)} dz taken along the straight line from —R-+iy to R++iy, and round the semicircle above it. For a fixed a, ©,(z) = O(1/|z|) a8 [z| +00. Hence, making R->o, we obtain fF @teriny ax 0, ie. f Wetingy ae ‘Expanding the integrand by the binomial theorem, and taking the real part, Writing it follows that P\ x92. (P) xo x0 (teense) Hence X does not exceed the greatest positive root of the equation (0) x2 x ()« 7 0, 4 M. Riess (1), 2). For another method seo Titchmarsh (7) we CONJUGATE INTEGRALS chap. ¥ and 50 X00, Tew Vew=—= f gtaasod, (610.8) and, making y > 0, V(x,y) > —g(z) almost everywhere, by Theorems 92 and 100. It therefore follows from (5.10.5) and Fatou’s theorem that (5.10.3) holds, (See Titchmarsh, Theory of Functions, § 10.81.) (ii) Suppose next that p is not an integer. We may suppose without loss of generality that f(t) > 0. Then U(z,y) > 0, and U,(x,y) > 0 for y > 0, a > dy. ‘Some care is now needed in the definition of pth powers. Let (U-LAvyp = ebvtoewrs y+iparcwoviv), where —}7 < arctan(V/U) < 4x for U>0. Making U->0, we obtain (VP = [Ppt (V>0), Ppetor (F <0). 30 HILBERT TRANSFORMS 135 With these definitions we have vue fw ae * < pUU Vaio < p2ko-(UP + U|VP-). Applying this to U,, V,, we obtain (O+iVP—(VP| = 2 | f cating» acl lm Forge acl london! | Wir ae. Hence 7 a 7 Jeostpm| f Pde co, uniformly with respect to y. Hence i [Cale y) fle)” de> 0 (6.10.6) a8 a-+00, yO, in any manner. Again, by the caloulus of residues, 1 : a? f Sees eetin @>o, at and, taking imaginary parts, ye [4 YM ae = V6.9). Hence the Hilbert transform of U,(z,y) is —V,(e,y), and it follows from (5.10.8) that, for tho values of p already dealt with, J Mevto@r < Ky f Wesw—Felr de. (6.10.7) Combining (5.10.6) and (5.10.7), it follows that F ie.e-te)—iatenir ae > 0 as y> 0, aco, in any manner. Now by the caloulus of residues 530 HILBERT TRANSFORMS 137 f oe = 19E+in). 1 and hence ri ‘Taking real parts, af et 7s PF Making > 0, the left-hand side tends almost everywhere to the Hilbert transform of g(z), by Theorem 92; and the right-hand side (Cauchy’s singular integral) tends almost everywhere to —f(z). This proves (5.107) (ii) Lo prove the case where p is an odd integer, we shall prove that if the theorem holds for any p it also holds for 2p. Since it holds when p is half an odd integer, it will follow that it holds when pis an odd integer. ‘Applying the calculus of residues as before, but now to (®,(2)}*, we ot ip i eH ae = OLN W >. (x) dr = —U(E,n). Le af FRVAN BU Ta ae = Us) VEG 9+ 206 NE D- ‘Taking imaginary parts, it follows that the Hilbert transform of —2U,V,. Let (z) be the transform of U3, and x(z) that Hz)— x(x) = —2U Ve Ix(z)|? < 2a) /P+2* 10, Val? f tela ae <2” i ioe de 42% f (U.K de. Now Fmnrae({ weypede f wap da, and, by the fundamental inequality (5.10.3) (for p), j Wwe)lP de < Ky i 1U,)#? dx, f Ih)? de < Ky f x(a)? de, x 138 CONJUGATE INTEGRALS chap. Altogether f mma 0, b-><0, y’ > 0, U, and ¥, converge in mean to fand —g, with exponent p; and P, and Q, converge in mean to h and —k, with exponent p’. Hence the result. Exawere. Let A(z) = blpe see > 8), 0(le—a] <3), Then [wanes] 4M. Riesz (1), (2) 5.1, 5:12 HILBERT TRANSFORMS 139 We can use (5.11.1) to give an alternative proof of the case of ‘Theorem 101 where p is an odd integer. Let h(z), k(x) be transforms of 1", Since the theorem has been proved for p’, on making 6 > co, y’ 0 in (5.11.3) we obtain J Ualesyphla) de = f Vale, k(x) de. Hence ~ a i rae nhe) ae < (f A al"(f ime da)” Oandle J O@w+iy))? de 1) (6.12.1) {for all values of y. Then ®(2-+iy) converges for almost all z, and also ‘in the mean of order p, as y > 0, to fx)—ig(x), where f(x) and g(x) are Hilbert transforms of the class L?. It is convenient to use the following lemma. Lemma. Let Ay(2) be a sequence of functions such that J Da(z)|? dx < K, while Aj(2) > 0 almost everywhere. Then if u(x) belongs to >’, J Aule)p(e) de> 0. 140 CONJUGATE INTEGRALS Chap. V ‘Suppose first that the interval (a,b)is finite, By Egoroff’s theorem Aq(#) + 0 uniformly in a set of measure 6—a—5, and hence f An@ula) de> 0, é [emer ae| < ( aston a) "(fat a)” < x({ wee as)", which tends to 0 with 8, and is independent of n. Hence the result. IE6 = co, wo first take X so large that Also Frstowtey do < x( f wee a)"” f(e)—ig(2), it follows from Fatou’s theorem that f and g belong to L?, We prove (5.4.1) as before, and (5.4.2) now follows from (5.4.1) by the lemma, taking _unatiy Au) = (Outi) fw) + iow) MEH (n= 0) and le) = =F Hence $e) = AU +i) +0), where U and V are (6.3.5), (5.3.6), and P, @ are defined similarly with g instead of f. Now make y> 0. Denoting by f* the conjugate of f, and by g* that of g, we obtain Sig = 3—if*)-—i9"). Hence f = —g*, g = f* almost everywhere. ‘That ©(2) converges in mean to f(z)—ig(x) with index p follows from the analysis of § 5.10. ‘That ©(2) tends to a limit almost everywhere was deduced by Hille and Tamarkin (5) from the corresponding theorem for series (Zygmund, Trigonometrical Series, §7.53). It could be proved directly as follows. If has no zeros, the result followson applying Theorem 93 Titehmarsh, Theory of Functions, p. 399 5.12, 5:13, HILBERT TRANSFORMS Ma to {(2)}!”, Otherwise, let z, run through the zeros of ® in y > 0, and let (assuming that no z, is i). For a fixed n, |B,| > 1—c for y <7, say, and all z, Let (2) = G,(2)B,(2). Then J iGo tine de <7 for y 1), and let g(z) be ite conjugate. Let X(z) belong to L#, where q > 1, pq < p+gq, and let ue) = frngte—oyat, ma) = f nQate—n at Then if pq < p+g, hz) and k(z) are conjugates of the class LP, where P= pal(p+4—pq). If pq = p+4, hx) and k(x) are conjugates, in the sense that Kz) = a f tee e—) ay, and reciprocally, for alt values of (i) Suppose first that pq < p-+g. Then A(z) and k(z) belong to LP, by Lemma f of § 4.2. We have to prove that they are conjugate, a2 CONJUGATE INTEGRALS Chup. ¥ Let ®(2) be the analytic function of which f(z)—ig(z) is the boundary value, and let Ye = F x00» dt y>o). (6.13.1) It follows from the lemma of § 5.4 that ®(z) is bounded in any strip O 0. Also, by Lemma B of § 4.2, fvera< ( f roe ay™( f e—or ay”, which is bounded; and similarly ee fe —rey4iheye ae < (F wyorea) (fF (1) —fle—1)+igte—H ay”, which tends to 0 as y+ 0. Hence, by Theorem 103, h(z) and k(z) are conjugate. (ii) If pq = p+q, it is known that A(x) and (z) are continuous, and tend to 0 at infinity.t In this case the integral defining f(z) converges uniformly over any finite range. Hence 2 te 2 [Mee ay = Le f NOEfle-+u—)—fle—u—} de 3 pe = f NOtose—)—-94(e—0) a, t Soe Titchmarsh, Theory of Functions, p. 398, xs. 20, 21. 6.8, 614 HILBERT TRANSFORMS 143 where asl) = i f ferent) at, 3 Now gle> 921), gu(n—t) +0 as 80, A->co, for almost all t. Hence, by the lemma of § 5.12, it is sufficient to prove that f laste)? de < K for all 8. By (5.11.4) 7 aie) = 3, foto seit fbi) ae) at a4 Re a ‘Hence laser < ef ioe+se| hog 1. The general Theorem 101 fails in the case p = 1, in which /(2) belongs to L. We have seen (Theorem 100) that g(z) still existe almost everywhere in this case. But g(z) does not neces- sarily belong to L. Suppose for example that 1 ft) = To Togtt Then for z > 0 ¢>0, 0 @ ste Fealoge Hence g(2) does not belong to L. In fact it is possible to construct examples in which g(2) does not belong to L over any interval, however small. We have, however, the following theorem. + Corresponding to a theorem of Kelmogoroff on Fourier series; see Littlewood (1), Titehmarsh (13), Zygmund, Trigonometrical Series, §7.24. Mas CONJUGATE INTEGRALS Chap. V ‘Turonem 105. Let f(z) belong to L(—00,00). Then the formula 1 f fle+t) oz) =~ * defines a finite g(x) for almost all values of x, and —) at (6.14.1) t f later a Wel ae (6.14.2) ia convergent if 0

0, and that fle) is not null. Let a1 f Man = [ Pa=vsin w>o, as before. Then eee Ih uF ie) ven =% [A aa>o if a is large enough. Let 0

0, (Vi >1, var winery =|p f de] < PUI < 0, ‘ while if U > 0, [P| <2, (W+iV PCV] < (+ UP +1 < 42, 5.14, 5.15 HILBERT TRANSFORMS MMs f Catitey—ney 4. tT = froasen< fronds (6144) From (5.14.8) and (5.14. oy it follows that F one 4. aH (ite? (ety"+- eos bpm Soy sin bpm al? R =i pliant A Hite fk “leet Ae? al ta (eh) = var Sawer > Mai for sufficiently small y and all z. Hence WP [ie 1), and let it satisfy the Lipschite condition Yfle+h)—fl@)| << Kikls (0 co. For since f(z) is continu- ous, the points where [f(z)| > 8 > 0 form a set of intervals. ‘The length of such an interval (24,24) tends to 0 as 2-00, since ex-28" < fee deo, Titchmarsh (6). ‘The result corresponds to Privalofs theorem for Fourier series, Soo Zygmund, Trigonometrical Series, §7.4. M6 CONJUGATE INTEGRALS Chap. V Now since [/(2,)| = 8, Wfle)| < fle) + 1fle)—fley)| < 8+ Keay < 8+ K oy ay|%, which tends to 0, by choosing first 8 and then 2. Hence f(z) > 0. It follows that if (5.15.1) holds for small h it holds for all h, with 1 possible rechoice of the constant K. Now as y+ 0, Veaveae) = 2 | (tpt) iter) —se—0) a t ae # flern—fe—9 = J Ae) lf (tee P= if te eel) at a) P¥* pepe 3 J eels) dt = =f epi lltts)—Fe) ae = 9" et of. i eaten a) = oy). Hence, taking h > 0, Iole-+h)—9(2)| < lole+h)+V (+h, h)|+|V (e-+h,h)—V (eB) + lole)+ P(e, A) | ey = oer+9(| J aren a) 00 ove), 50 that g(z) satisfies the required Lipschitz condition. ‘The reciprocal formula (5.1.10), already known to hold for almost all values of x, now holds for all values of x, since each side is con- tinuous. If « = 1, we obtain similarly ® _ of f Ie-v fa | gestae uw = of; ate tit ae) 00) = Y ty at fT 5:5, 5.16 HILBERT TRANSFORMS ro and it follows that f2-+h)—gle) = O((h| log 1/1A). 5.16. The allied integral. We next return to the allied integral (6.1.7), which is formally equal to g(x). We can now prove the following theorem. ‘Tusones 107. Let f(x) belong to L(—co,00). Then, for any positive a, the allied integral is summable (C,«) to g(x) wherever 1 f fleets) 9) = = ‘! exists, and f e+9—fle—n| at = o(h); (6.16.2) and 80 almost everywhere. It is plainly sufficient to suppose that 0 0, im fi (e+0—fle—o} at fe : 4s CONJUGATE INTEGRALS Chap. V Also 5 ; a [aeto-teoa J ( 5) sn utdu and, if (5.16.; * holds, the last term is [re f Wetw)—fe—w)| al. a wa} 3 = cartel f a) =o(1) a by choosing first 8 then A. Finally, a J (-$)snwea fern —fle—0y at jo —1) sine ap < KA f ifle-+i)—fle—p| dt = o(1). af fle+u)—fle—w)| du X,and such that. 2 f Yeisen de <. Now f uce)—pee.ane ae)!” <( F yter—seene ae)” + ({uerteara)"<(f " +(f reed —prce ena)" + ( f urtesa)—ftevay as)” = SPP + TYP ty, say. By hypothesis, |J;| < ¢; and by the above method Wal < Kylhl < Kye. Also f*(z,a) > f*(z) boundedly in any finite interval, say (—£,£); 1860 CONJUGATE INTEGRALS Chap. now if € > 2X, j (2) f(a)? de = j| Jf oO at ox . x PO! al? de ( y 0 “ by bounded convergence. This completes the proof. de 5.18. Further cases of Parseval’s formula. We have already seen that (2.1.1) holds if f and @ are L* (1

A); g(z,A), defined as in (3.1.2), are transforms of 4; and the former is also L?. ‘They are therefore transforms of L”, L?’, and Theorem 75 gives a [ Peete) de = f fle)a(—z,») de. A se ‘As in the previous section Lim .(p'g(—z,0) = o(—2), and the result follows. Tanonzm 110. If f is L? (1

A) is the transform of 1 2 f ao tinaaaicantene 2) inde 2) ay, ‘The proof now goes as before, but to complete it we want — t For ti28—2) gy tim f serde Foe ZO= a Now | fasta a8 <3 [wie Ae + Jt ) eeiau0 as 50, for any fixed x; and, as before, its mean p'th power is bounded, The result therefore follows from the lemma of § 5.12. VI UNIQUENESS AND MISCELLANEOUS THEOREMS 6.1, Uniqueness of trigonometrical integrals. Tux classical uniqueness problem for trigonometrical series is to show that if day t+ 5 cosnz-+b, sin nx) = for all values of « in (0, 2n), or all values with some exceptions, then 4a, = 0, by = 0 for all values of m, ‘The corresponding problem for integrals is to show that if { falueosay-+b(y)sin zy} dy = 0 (6.1.1) in some sense or other for all values of x, possibly with some excep- tions, then a(y) = 0, 6(y) = 0 almost everywhere. A more general problem is to show that if a given function f(x) is represented by a trigonometrical integral, J {alyoosay-+b(y)sin ay} dy = fle), (6.1.2) in some sense, then the integral is necessarily of the Fourier form, i.e. in some sense ay) =2 f fereoszyde, O19) Owing to the symmetry of the Fourier integral formula between a function and its transform, in the integral case this is not, formally, anew problem. It simply amounts to the question whether a(z) and 0(z) are representable by Fourier integrals; and in some cases the answer follows from theorems which we have already proved. Suppose, for example, that a(x) and 6(z) belong to L(0,<0), and that © { falyeos2y-+b(y)sin2y} dy = 0 for almost all values of x. Adding and subtracting the formulae with and —z, it follows that both fatyeosay dy = 0, { y)sinzy dy = 61,62 MISCELLANEOUS THEOREMS 153 for almost all x, By Theorem 14 (for an even function) a 7 2 a FH tim? (- iooseu au f aly)cosuy dy = a(z) for almost all x, and in this case the left-hand side is 0 for allz. Hence a(z) = 0 almost everywhere. Similarly B(z) — 0 almost everywhere. ‘Theorem 22 can be used to give the same result. Suppose, again, that a(y) belongs to 1°(0,0o), and that f ayjeosay dy = 0 for almost all values of x. Since the limit and mean limit of sequence, if they both exist, are equal almost everywhere, the cosine transform of a(z), in the sense of Theorem 48, is null, and hence a(x) jis the mean limit of a sequence of null functions, and is therefore null. ‘The uniqueness theory of Fourier series suggests a different type of theorem, in which the possible values of x for which (6.1.1) fails are much more restricted, but in which a(x) and 6(z) do not neces- sarily belong to L-classes. The main difference between the theory for series and that for integrals is that the convergence of 5 a, cosnz, for example, in a set of positive measure, implies that a, > 0; but the convergence of ~- f ajeosay dy does not imply that a(z) > 0 as x-> oo; for example, the integral is convergent if a(z) = e*cose**. 6.2. The expression Tim SE LA)+O( mo is called the generalized second derivative of (z). The uniqueness theory of Fourier series depends on the theorem of Schwarz (see ‘Titchmarsh, Theory of Functions, § 13.84), that if (2) is continuous, and has at all points of an interval’ the generalized second derivative 0, then ©(z) is a linear function in the interval. Here we shall proceed at ‘once to the general problem with f(z), atid use TuxoreM 111. Let ©(z) be continuous in (a,b), and have at every ‘point of this interval a finite generalized second derivative f(x), which +f De ta Valido-Pounsin, Coure danalyee infnitésimale, 1014 e. L —20(2) (6.2.1) 184 UNIQUENESS AND Chap. VI belongs to L(a,b). Then 2) = fw frre dvtataz (@ 0 for every x in (a,b). Then no part of any arc of the curve y = ©(z) can be above its chord, Suppose that some points of an arc (v,23) lie above the chord, PQ say. Let (2) = O(@)+}ele—x)e—2,) (e > 0). Then, if ¢ is small enough, some points of the corresponding arc of y = ®,(x) will lio above the chord. Let M be such a point of this curve, whose distance from PQ is not less than that of any other such point. Let 2 be the abscissa of f. Then, if is the tangent of the angle which PQ makes with the x-axis, (6.2.8) O(2+h)—O,(2) (2) (2h) * 0 for almost all x in (a,b) and be nowhere —o0. Then no part of any arc of the curve y = ®(z) can be above its chord. If (6.2.3) is nowhere <0, the result follows from the previous Jemma. Otherwise, let E be the set, of measure 0, where (6.2.3) < 0. Lett x(x) be a non-decreasing absolutely continuous function such that x'(z) = +00 in B, and y(6)—y(a) <«. Let xale) = J x(u) du. t Seo e.g, Titchmarsh, Theory af Functions, §11.83. 62 MISCELLANEOUS THEOREMS 155 Ifa is @ point of B, and If any positive number, however large, xeetu)—x(@—u) me Sw (Iu <9). Henee, if h < 8, mettle Dt) 1 fey) —yeemw) du f f v 2uM du = M, 1 ® and so the left-hand side tends to infinity as h—> 0. Let 22) = 0) +y4(2). 22-8) + Qe—h)— 2012) <4 ao em for every x in (a,8). Hence no part of any are of y = Q(z) can be above its chord. Since this is true for arbitrarily small ¢, the same result follows for y = ®(2). Proof of Theorem 111. Let — plz) = minff(2),n}, (2) = max{f(2),—n}. ‘Then p(x) < f(z) < g(a), and, since f is integrable, so are p and g. Let ‘Then Pilz) = f plwdu, — palz) = J p,(u) du, and similarly for g. Then qq(z)—®(x) has almost everywhere the generalized second derivative q(x)—f(z) > 0, and see -bale WB) _ «ff “fe) do aoa n au f (=n) do Hence the generalized second derivative of q,(z)—O(z) is nowhere 20, Henoe no are of y = 9,(2)~O(z) is above its chord. The chord through the end-points a and b is za FF lb) 00) +0(a))—0(a), 186 UNIQUENESS AND Chup. VE and hence a2) O2) <2 46) 06)+ 8(a)}-O(@)_ (a <<). Similarly, no are of y = p,(z)—0(z) is below its chord, and it follows that pr(z)—O(x) > Fag.) —(d)-+O(a)}—-O(a) (a 0. Let { {a(y)eoszxy+b(y)sin xy} dy = r(¥), é 63,64 MISCELLANEOUS THEOREMS ast 80 that [r(¥)| ¥(e). Then dein phy forrssrsoninan it -|[-o ey r+ fang 4s) 0; hence the result. 6.4. We shall now prove the uniqueness theorem on the assump- tion that aly)/(1-+y?) and 6(y)/(1+y*) belong to L(0,00). Later it will be shown that this condition is superfluous. Turonem 113.f Let a(y)/(1-+y*) and B(y)/(1-+y') belong to (0,00), and let 2 f falyoosay-+b(y)sin ay} dy = f(x) (6.4.1) {for all values of x, where f(z) ia everywhere finile and integrable over ‘any finite interval. Then for almost all positive values of y a [ (- Fi) peeeosey ae, (6.4.2) (4 fla)sinay de. (6.4.3) In particular, if f(z) = where. The condition (6.4.1) may be broken for a finite set of values of x, provided that a(y)-> 0, bly) ~> 0, as yoo. By replacing # by —z in (6.4.1) and adding or subtracting, we obtain similar formulae with the cosine or sine integral only. We may therefore consider them separately. ), then aly) = 0, b(y) = 0 almost every- + Pollard (3), Jacob (2). ‘The unrestrictod result follows from Offord (7); the proof szivon hero is by Offord and the author. 158 UNIQUENESS AND Chap. VE Suppose first then that U(y) = 0. Suppose also that aly) = 0 for 0 0 as x00, by Theorem 1, so that the remaining terms in (6.4.5) tend to 0 as A-+0o, Hence a j (1-j)sereonay de = drat, (04.7) the required result with the conditions stated. 64 MISCELLANEOUS THEOREMS 19 ‘To remove the restriction that aly) = 0 over (0,8), let ax(z) =a(z) (x >3), 0 (<8), 3 and let: f aty)eoszy dy = x(x). ‘Then the result already obtained shows that 7 tim { (1-9) 1) xenooesy de = drat) almost everywhere. Also, by Theorem 14, } : 2 tim | (1-9) xteeoezy ae for almost’all y in (8,00). Hence 7 jim f (-F)sereonay de = $raly) for almost all y in (8,00), and so, since 6 is arbitrary, for almost all y in (0,00). ‘This is the required theorem for the cosine integral. Next let a(y) = 0, and suppose that (y) = 0 in (0,8). Let Oe Ye) = — [Apsara (6.4.8) Arguing as before, we obtain ¥(@) = faw f flv) do +42, and ‘ f (1-F)reosinay dea fic +raftnae —(1-}) woos] de i i Osin dy a a a J ¥(e)cos.xy dx -v] (\-3)vesiney de. i 7 (6.4.9) ‘The proof now concludes as in the cosine case. If there are exceptional points where (6.4.1) does not hold, the argument merely shows that y= Oe)— fia f Sle) do (6.4.10) 100 UNIQUENESS AND Chap. VI is a linear function in the intervals between these points. But now, if law) <«, bY) << for y>A, f {ay)ooszry + 5(ysin ay) “5 sel sintbiy gy Tye < f (law) + 0 dy anf i < K(A)+4eh. ‘Multiplying (6.3.1) by h, and choosing first « and then h, it follows _ jn (SEED =OH)_Oe)—OE—W) ho h ‘Taking 2 to be one of the exceptional points, it follows that the slopes of the straight lines which make up the graph of (6.4.10) are the same on each side of the point. Hence (6.4.10) is a single linear function, and the result then follows as before. 6.5. To remove the restriction on a(y) and bly) we require some more preliminary theorems. ‘Tumorem 114. If f ‘Sloosyt dt converges uniformly in any finite interval, to \(4n)Fly) say, then 2 tim /) (-$) Rsdeosay ay = fle) for almost all x. 4 ‘This is merely a variant of Theorem 20; the proof is substantially ‘the same, depending on the particular case of the data, that fro exists. ‘We require a similar theorem for the sine integral, but in this case the argument is more complicated. ‘Trmonem 115.+ Let x, be a sequence of numbers tending to infinity, such that 22, (n=? +f Cantor (1). 65 MISCELLANEOUS THEOREMS 161 where k >1. Then, given any interval («,B), there is a number Q in («,), and a sequence of integers ¥,, Ys, such that 2%, Q—(2y,+1) > 0. (6.5.1) Suppose that 0 < a < f, and divide (a, 8) into three equal parts (7), (8), (8,8). Let x, be the first of the x, which is greater than Doth 5 nea oe Choose y, so that (2y,+1)/2, falls in (y,8). ‘This is possible, since x, > 6/(8—a). Then determine y, 1,442. 80 that |enort Cnet ies If in any case there is more than one such yq,1, take the least; the process is then unique; yy,...,%4-1 can have any values, ‘The numbers z, and y, now determine a sequence of fractions (2yq-+1)/2_, which tend to a limit Q; for, by the above inequality, <1 (w=yvtl, 2unimt) _ 2Yat]| — nem Zq 00 ase a du>0. t= max ! #u) du If the theorem is false, there is a positive « and a sequence n, such that |r,,| > ¢; and from this sequence we can select a sub-sequence n, satisfying n, > 2... Hence there is an x in (0,47), and integers v4, Yay... such that Benya (2y,+1) > 0. Hence, if mis large enough, fem, — ytd] < He 182 UNIQUENESS AND Chap. VE Hence, for n, 1/v2. Tfe.g, sinew is steadily increasing, mse so sinew f Hu) du f Seeing — * ” by the second mean-value theorem, and the right-hand side tends to 0, Similarly in other cases. ‘Tueonem 117. If if. ‘f(sin yt dt (6.5.2) converges uniformly in every finite interval, to (4x) Fy) say, then y Jim () J (\-3}20niney dy = fle) (6.5.3) ‘for almost all x, ‘We can insert (6.5.2) in (6.5.3) and invert, by uniform convergence. ‘We obtain —c0s A(+#)) SH) a Let Tos and consider ” pocad 4 52 sony net -(T + J Re—o where N is the integer next above athe By the seoond mean-value theorem , J 0 a, where 4na)\<& << Hn+l)m/A. By Theorem 110 the last integral tends to 0 as n> co, uniformly for A > 2/x. Hence a, Sa dv 1 I= ole > 3) = o(3) = ola) uniformly with respect to A. Similar arguments apply to the rest of (6.5.4) with t > 7, Also, for a fixed 7’, the part with t < 7’ tends to f(z) almost everywhere, ‘The result therefore follows. nana ( ‘f(t)eos At Je = hn 66 MISCELLANEOUS THEOREMS 163 6.6. TuzorEM 118. The results of Theorem 113 hold if aly) and by) are integrable over any finite interval, and (6.4.1) holds. ‘We again define (2) by (6.4.4), but now the integral is not neces- sarily absolutely convergent, and (x) does not necessarily tend to Oat infinity. However, since ay) = f a(u) du > limit mye (by putting 2 = 0in wan, and a (Pens fesinse 2cos zy) + foo seine 4 2 ay, the integral (6.4.4) converges uniformly over any finite interval. ‘We therefore deduce (6.4.6) from Theorem 114, Also = — fw (ERE 2 dy = o(2) feQonna= = as x->c0, by Theorem 1; and, for a fixed y, [ocrinar an foo f a(u) (u) 2202 dulsinay de ott fas ome pian) cos A(u—y) _ ee why as +00. Hence (6.4.7) again follows from (6.4.5). In the sine case we obtain (6.4.8) as before, but now we get no result; by putting 2 = 0 in (6.4.1), and we have to use Theorems 115-17. We have ny ims a Wee J WY) sin ay d ( f +> J + f ) OD) sinay dy. ‘i Bh te atom ‘The second mean-value theorem gives lores wie 164 UNIQUENESS AND Chap. VI where jun/z < € <7 < 4(v+1)q/z; and the last integral is o(1) as yo, 200, and is o(1/z) a8 v->00, «> 0 (by considering O(1/z) terms of type r,,). Hence as x tends to 0 or 00 pe sinzy dy = of(+3) al = FE). Henco (6.4.8) converges uniformly over any finite interval, and ¥(@) = o(@) as2>co. Also ¥(c)coszy de 1 wy as A->co, by an argument similar to that just used for ©(2). The Tesult now follows as in the previous case. ‘We can also state the above result as a direct theorem on Fourier’s integral formula. ‘Tusonem 119. Let f(x) be integrable over any finite interval, and let " du = 00%) lim f SQeosxt dt, lim f resins a we 4 wed, ave finite values for every x, and let these values be integrable over any (finite interval. Then a Sle) = in 2 [ (- ‘ham J froecoue—at 6.7. Integrals in the complex form. ‘The result in this form is ‘Tamonno 120. Let F(y) be integrable over any finite ier, and tet fim Je) i P(e dy = fz) (6.71.1) for att wales of 2, where fe) ia everpchere finite and integrable over ‘any finite interval. Then for a ally lel Fy) = lim "Ta | [(- 3) fleet” de, (6.7.2) In partido, if fz) = 0, then Fly) = 0 almooteveryuhere. or MISCELLANEOUS THEOREMS 10s Since a f Fines ay a a = 2 J [PW)+F(—y)}eos2y—s(P(y)— F(—y))sin ay] dy, the theorem is equivalent to Theorem 118. ‘There is a specially simple argumentt for the case f(z) = 0. Let Ale = j Flu) du. ‘Then f Fiye dy = FQ) —F(—Ne™ +i j Byer dy. Replacing « by —z, and adding, f Fyjooszy dy = (F,Q)—F(—dNoosz+2 [ Riy)sinay dy. a Now FA)-R(-) = [ Fy) dy>o 4 as A-+0o, as a particular case of the data, Hence 2 jima Jj Fy)sinzy dy = 0, a and 80 Jim f Hw) —F(—wyjsiney dy = 0 for x #0, by the above argument; and for z= 0 because the integrand is 0. We deduce that Rly) —F(—y) = 0 from Theorem 118; but now b(y) is bounded, and all that we want about ‘¥(2) is obvious from its definition. Hence Fy)+F(-y) = 0. ‘The argument applies equally well with F(y)e*", with any ¢, instead of Fy). Hence 0. Fiydety+ F(—y)e for every y and £, Hence Fly) = 0. Offord (6,

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