AN INTRODUCTION TO HARMONIC ANALYSIS Yitzhak Katznelson Third Corrected Edition Preface Harmonicanalysisisthestudyofobjects(functions,measures,etc.), definedontopologicalgroups. Thegroupstructureentersintothestudy byallowingtheconsiderationofthetranslatesoftheobjectunderstudy, thatis,byplacingtheobjectinatranslation-invariantspace. Thestudy consists of two steps. First: finding the "elementary components" of the object, that is, objects of the same or similar class, which exhibit the simplest behavior under translation and which "belong" to the ob- ject under study (harmonic or spectral analysis); and second: finding a way in which the object can be construed as a combination of its elementarycomponents(harmonicorspectralsynthesis). The vagueness of this description is due not only to the limitation of the author but also to the vastness of its scope. In trying to make it clearer,onecanproceedinvariousways†;wehavechosenheretosac- rifice generality for the sake of concreteness. We start with the circle group T and deal with classical Fourier series in the first five chap- ters, turning then to the real line in Chapter VI and coming to locally compact abelian groups, only for a brief sketch, in Chapter VII. The philosophybehindthechoiceofthisapproachisthatitmakesiteasier forstudentstograspthemainideasandgivesthemalargeclassofcon- creteexampleswhichareessentialfortheproperunderstandingofthe theoryinthegeneralcontextoftopologicalgroups. Thepresentationof Fourierseriesandintegralsdiffersfromthatin[1],[7],[8],and[28]in being, I believe, more explicitly aimed at the general (locally compact abelian)case. The last chapter is an introduction to the theory of commutative Banach algebras. It is biased, studying Banach algebras mainly as a toolinharmonicanalysis. This book is an expanded version of a set of lecture notes written †Hencetheindefinitearticleinthetitleofthebook. iii IV ANINTRODUCTIONTOHARMONICANALYSIS for a course which I taught at Stanford University during the spring and summer quarters of 1965. The course was intended for graduate students who had already had two quarters of the basic "real-variable" course. The book is on the same level: the reader is assumed to be fa- miliarwiththebasicnotionsandfactsofLebesgueintegration,themost elementary facts concerning Borel measures, some basic facts about holomorphicfunctionsofonecomplexvariable,andsomeelementsof functionalanalysis,namely: thenotionsofaBanachspace,continuous linearfunctionals,andthethreekeytheorems—"theclosedgraph",the Hahn-Banach, and the "uniform boundedhess" theorems. All the pre- requisites can be found in [23] and (except, for the complex variable) in [22]. Assuming these prerequisites, the book, or most of it, can be covered in a one-year course. A slower moving course or one shorter than a year may exclude some of the starred sections (or subsections). Aimingforaone-yearcourseforcedtheomissionnotonlyofthemore generalsetup(non-abeliangroupsarenotevenmentioned),butalsoof many concrete topics such as Fourier analysis on Rn,n > l, and finer problemsofharmonicanalysisinTorR(someofwhichcanbefound in[13]). Also,someimportantmaterialwascutintoexercises,andwe urgethereadertodoasmanyofthemashecan. Thebibliographyconsistsmainlyofbooks,anditisthroughthebib- liographiesincludedinthesebooksthatthereaderistobecomefamil- iar with the many research papers written on harmonic analysis. Only some,morerecent,papersareincludedinourbibliography. Ingeneral wecreditauthorsonlyseldom—mostoftenforidentificationpurposes. With the growing mobility of mathematicians, and the happy amount of oral communication, many results develop within the mathematical folklore and when they find their way into print it is not always easy to determine who deserves the credit. When I was writing Chapter Ill ofthisbook,Iwasverypleasedtoproducethesimpleelegantproofof Theorem 1.6 there. I could swear I did it myself until I remembered two days later that six months earlier, "over a cup of coffee," Lennart Carlesonindicatedtomethissameproof. The book is divided into chapters, sections, and subsections. The chapter numbers are denoted by roman numerals and the sections and subsections, as well as the exercises, by arabic numerals. In cross ref- erences within the same chapter, the chapter number is omitted; thus Theorem llI.1.6, which is the theorem in subsection 6 of Section 1 of Chapter Ill, is referred to as Theorem 1.6 within Chapter IlI, and PREFACE V TheoremIll.1.6elsewhere. Theexercisesaregatheredattheendofthe sections,andexerciseV.1.1isthefirstexerciseattheendofSection1, Chapter V. Again, the chapter number is omitted when an exercise is referredtowithinthesamechapter. Theendsofproofsaremarkedby atriangle(J). The book was written while I was visiting the University of Paris andStanfordUniversityanditowesitsexistencetothemoralandtech- nicalhelp1wassogenerouslygiveninbothplaces. Duringthewriting Ihavebenefittedfromtheadviceandcriticismofmanyfriends;1would liketothankthemallhere. ParticularthanksareduetoL.Carleson,K. DeLeeuw, J.-P. Kahane, O.C. McGehee, and W. Rudin. I would also liketothankthepublisherforthefriendlycooperationintheproduction ofthisbook. YITZHAK KATZNELSON Jerusalem April1968 The 2002 edition The second edition was essentially identical with the first, except for the correction of a few misprints. The current edition has some more misprints and “miswritings” corrected, and some material added: an additionalsectioninthefirstchapter,afewexercises,andanadditional appendix. The added material does not reflect the progress in the field inthepastthirtyorfortyyears. Almostallofitcould,andshouldhave beenincludedinthefirsteditionofthebook. Stanford March2002 Contents I FourierSeriesonT 1 1 Fouriercoefficients . . . . . . . . . . . . . . . . . . . . 2 2 Summabilityinnormandhomogeneousbanach spacesonT . . . . . . . . . . . . . . . . . . . . . . . . 8 3 Pointwiseconvergenceofσ (f). . . . . . . . . . . . . . 17 n 4 Theorderofmagnitudeof Fouriercoefficients . . . . . . . . . . . . . . . . . . . . 22 5 Fourierseriesofsquaresummablefunctions . . . . . . 27 6 Absolutelyconvergentfourierseries. . . . . . . . . . . 31 7 Fouriercoefficientsoflinearfunctionals . . . . . . . . 35 8 Additionalcommentsandapplications . . . . . . . . . 48 II TheConvergenceofFourierSeries 55 1 Convergenceinnorm . . . . . . . . . . . . . . . . . . . 55 2 Convergenceanddivergenceatapoint . . . . . . . . . 60 ?3 Setsofdivergence . . . . . . . . . . . . . . . . . . . . . 64 III TheConjugateFunction 71 1 Theconjugatefunction . . . . . . . . . . . . . . . . . . 71 2 ThemaximalfunctionofHardyandLittlewood . . . . 84 3 TheHardyspaces . . . . . . . . . . . . . . . . . . . . . 93 IV InterpolationofLinearOperators 105 1 Interpolationofnormsandoflinearoperators . . . . . 105 2 ThetheoremofHausdorff-Young . . . . . . . . . . . . 111 V LacunarySeriesandQuasi-analyticClasses 117 1 Lacunaryseries . . . . . . . . . . . . . . . . . . . . . . 117 ?2 Quasi-analyticclasses. . . . . . . . . . . . . . . . . . . 125 vii VIII ANINTRODUCTIONTOHARMONICANALYSIS VI FourierTransformsontheLine 132 1 FouriertransformsforL1(R) . . . . . . . . . . . . . . . 133 2 Fourier-Stieltjestransforms. . . . . . . . . . . . . . . . 144 3 FouriertransformsinLp(R);1<p≤2. . . . . . . . . . 155 4 Tempereddistributionsandpseudo-measures . . . . . 162 5 Almost-Periodicfunctionsontheline . . . . . . . . . 170 6 Theweak-starspectrumofboundedfunctions . . . . . 184 7 ThePaley–Wienertheorems . . . . . . . . . . . . . . . 188 ?8 TheFourier-Carlemantransform. . . . . . . . . . . . . 193 9 Kronecker’stheorem . . . . . . . . . . . . . . . . . . . 196 VII FourierAnalysisonLocallyCompact AbelianGroups 201 1 Locallycompactabeliangroups . . . . . . . . . . . . . 201 2 TheHaarmeasure . . . . . . . . . . . . . . . . . . . . 202 3 Charactersandthedualgroup . . . . . . . . . . . . . . 203 4 Fouriertransforms . . . . . . . . . . . . . . . . . . . . 205 5 Almost-periodicfunctionsandtheBohr compactification . . . . . . . . . . . . . . . . . . . . . . 206 VIIICommutativeBanachAlgebras 209 1 Definition,examples,andelementaryproperties . . . . 209 2 Maximalidealsandmultiplicative linearfunctionals . . . . . . . . . . . . . . . . . . . . . 213 3 Themaximal-idealspaceandthe Gelfandrepresentation . . . . . . . . . . . . . . . . . . 220 4 HomomorphismsofBanachalgebras . . . . . . . . . . 228 5 Regularalgebras. . . . . . . . . . . . . . . . . . . . . . 236 6 Wiener’sgeneralTauberiantheorem. . . . . . . . . . . 241 7 Spectralsynthesisinregularalgebras . . . . . . . . . . 244 8 Functionsthatoperateinregular Banachalgebras . . . . . . . . . . . . . . . . . . . . . . 250 9 ThealgebraM(T)andfunctionsthatoperateon Fourier-Stieltjescoefficients . . . . . . . . . . . . . . . 259 10 Theuseoftensorproducts . . . . . . . . . . . . . . . . 264 A Vector-ValuedFunctions 272 1 Riemannintegration . . . . . . . . . . . . . . . . . . . 272 2 Improperintegrals . . . . . . . . . . . . . . . . . . . . . 273 3 Moregeneralintegrals . . . . . . . . . . . . . . . . . . 273 CONTENTS IX 4 Holomorphicvector-valuedfunctions . . . . . . . . . . 273 B ProbabilisticMethods 275 1 Randomseries . . . . . . . . . . . . . . . . . . . . . . . 275 2 Fouriercoefficientsofcontinuousfunctions . . . . . . 278 3 Paley–Zygmund, when |a |2 =∞ . . . . . . . . . 279 n (cid:0) P (cid:1) Bibliography 283 Index 285 Symbols HC(D),210 K ,12 n A(T),31 P(r,t),16 B ,14 V (t),15 c n C(T),14 Trim ,277 λ Cn(T),14 r ,276 n Cm+η(T),48 S[f],3 D ,13 fe∗g,5 n E (ϕ),48 f ∗ g,179 n M M(T),38 f ,4 τ Pinv,41 D,202 S[µ],35 R,1 S[f],3 T,1 S (µ),36 Z,1 n S (µ,t),37 Dˆ,205 n S (f),13 n Lip (T),16 α Ω(f,h),25 H,28 H ,40 f δ,38 δ ,38 τ fˆ(n),3 χ ,153 X lip (T),16 α L1(T),2 L∞(T),16 Lp(T),15 µ ,40 f ω(f,h),25 σ (µ),36 n σ (µ,t),37 n σ (f),12 n σ (f,t),12 n x