Bochners Theorem

Theorem 0.1 (Bochner). If L (R)C(R) is positive denite, then (x) = for all x R and one nite measure on R. We need two lemmas. Lemma 0.2. If f L (R), C(R) is positive denite, then f (x) = f (x). The proof of the lemma is left to the reader as an exercise. Lemma 0.3. If f S(R) and S(R), then x ( )f (x) n (0)f (x) in S. n Lemma 0.3 was discussed in class and we will not prove it here.

e2ixt d(t)

f f dx 0 where

Proof of Bochners theorem. We know and would like to nd a nite such that (x) = e2ixt d(t).

We would like to dene a positive functional on Cc (R) which gives a measure by Riesz representation theorem. We rst dene the functional on S. For f S we dene (f ) = f (x)(x)dx.

f S implies that f S L . Also, since L we have |(f )| f 1 < . Thus, is well-dened on S. Now, we want to obtain positivity on Cc . Let f Cc (R) with f 0 and let > 0 be 2 given. Dene F = f + ex . We have F > 0 and it is smooth, in fact F S since f S. Applying Lemma 0.2 with f = F we obtain F F dx 0. However, F 2 = F F . Hence, (F 2 ) =
2

F 2 dx =

F F dx 0.

So, (F 2 ) = (f ) + (ex ) 0. Since > 0 is arbitrary, we obtain (f ) 0 for any f Cc . On the other hand, Cc is dense in Cc in the uniform norm (cf. Folland,Theorem(8.14) (c)). Thus, extends linearly to Cc . Let f Cc be given with f 0 and let fn Cc with fn f 0. Assume that supp(fn ) K for all n. Pick a nonnegative function g Cc

Bochners Theorem

such that g = 1 on K. Then, gfn = fn g fn f and we have (fn ) (g) fn f . Letting n we obtain (f ) 0. Hence, we obtain a positive functional on Cc (R). So, by Riesz representation theorem there exists a unique Radon measure such that (f ) = f d for all f Cc . On the other hand, we know that (f ) = f dx for all f S. For any f Cc and any > 0 we can choose n > 0 suciently big so that et
2 /n2

( f

+ ) f (t) ( f

+ )et

2 /n2

Recall that et2 /n2 = nen

(

2 x2

. Applying we obtain
2 x2

+ )

nen

dx (f ) ( f
2 2

+ )

nen

2 x2

dx,

which implies |(f )| f since nen x dx = 1 and > 0 is arbitrary. Thus, is a bounded functional on Cc since Cc is dense in Cc . In particular, this gives that is a nite measure. On the other hand, using Lemma 0.3 we obtain the formula f dx = For fn (t) = e2iytt
2 /n2

f d for any f S.

2 2 S we have fn (x) = nen (x+y) . Hence,

(fn ) =
2 2

nen

2 (x+y)2

(x)dx =

e2iytt

2 /n2

d(t).

We know that nen (x+y) (x)dx (y) as n (see Follands book Theorem 8.14 2 2 (c)). Also, from Dominated Convergence theorem e2iytt /n d(t) e2iyt dt as n . Thus, (y) = e2iyt dt.

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