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Fourier series converge in mean square
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). For every and every real there is with
Thus the symmetric partial sums of the Fourier series converge to in the norm, and the finite-subset net of Fourier partial sums converges to as well. This is norm convergence only: no pointwise or uniform assertion is made, and no ordering of other than the symmetric one is required.
Facts & Assumptions
The characters form an orthonormal basis of , and for a complete orthonormal family is the norm limit of the finite-subset net of the partial sums (The trigonometric system is complete in of the torus, Fourier expansion in a Hilbert space).
The Fourier coefficient satisfies , so the partial sums displayed above are exactly the values of the net at the symmetric index sets (Fourier coefficients and trigonometric polynomials on the torus, The trigonometric characters are orthonormal in of the torus).
For every finite there is with . If , take ; otherwise the nonempty finite set has a maximum and one may take that maximum (Every nonempty finite set of reals has a maximum and a minimum).
If a net in a metric space converges to then every cofinal sub-net converges to : given the net is eventually in the ball of radius around at some index, and any cofinal sub-net passes beyond that index (Directed preorders and nets, Square-summable families on an arbitrary index set and the space ).
Proof
Given: Countable Choice and .
The finite-subset net converges to , by completeness of the character basis and the general Fourier expansion theorem.
The index sets of the symmetric partial sums, , are cofinal in the directed set of finite subsets of : every finite is contained in some by [A3]. Hence the sub-net indexed by the converges to the same limit , and its terms are by [A2].
Therefore for every real there is with , which is the mean-square convergence of the Fourier series; the finite-subset net statement is step 1.1.
Depends on
- Directed preorders and nets
- The trigonometric system is complete in $L^2$ of the torus
- Fourier expansion in a Hilbert space
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- Fourier coefficients and trigonometric polynomials on the torus
- The trigonometric characters are orthonormal in $L^2$ of the torus
- Every nonempty finite set of reals has a maximum and a minimum
- Square-summable families on an arbitrary index set and the space $\ell^2(I)$
Used by
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Sources
- Gerald Teschl, Topics in Real and Functional Analysis, version November 17, 2017 — §2.5, Theorem 2.17 and equation (2.48) (standard reference, not scraped)
- Theo Bühler and Dietmar Salamon, Functional Analysis — Example 2.66, pp.87–88 (standard reference, not scraped)