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Carleson's theorem

Statement

For every square-integrable periodic function f∈L2([−π,π])f \in L^2([-\pi, \pi]), the symmetric partial sums SNf(x)=∑n=−NNf^(n)einxS_N f(x) = \sum_{n=-N}^{N} \hat{f}(n) e^{inx} of its Fourier series, where f^(n)=12π∫−ππf(t)e−int dt\hat{f}(n) = \frac{1}{2\pi} \int_{-\pi}^{\pi} f(t) e^{-int}\,dt, converge pointwise to f(x)f(x) as N→∞N \to \infty for Lebesgue-almost every x∈[−π,π]x \in [-\pi, \pi]. (Extended by Richard Hunt in 1968 to every f∈Lp([−π,π])f \in L^p([-\pi, \pi]) with 1<p<∞1 < p < \infty.)

Why is it true?

Parseval's identity guarantees that the Fourier partial sums SNfS_N f converge to ff in average L2L^2 energy, so Nikolai Luzin conjectured in 1915 that SNf(x)S_N f(x) should also converge at almost every individual point xx. Yet Andrey Kolmogorov shocked analysts in 1923–1926 by constructing an integrable function f∈L1([−π,π])f \in L^1([-\pi, \pi]) whose Fourier series diverges everywhere, making many suspect Luzin's conjecture was false even for L2L^2. Lennart Carleson proved in 1966 that finite energy f∈L2([−π,π])f \in L^2([-\pi, \pi]) is strong enough to tame the wild oscillations of the Dirichlet kernel: destructive interference across scales prevents the partial sums from blowing up except on a set of measure zero.

Proof sketch

Because trigonometric polynomials are dense in L2([−π,π])L^2([-\pi, \pi]) and converge pointwise everywhere, Stein's maximal principle reduces almost-everywhere convergence to proving a weak-type (2,2)(2, 2) bound for the Carleson maximal operator Cf(x)=sup⁡N≥0∣SNf(x)∣\mathcal{C}f(x) = \sup_{N \ge 0} |S_N f(x)|, namely ∣{x:Cf(x)>λ}∣≤C∥f∥22/λ2|\{x : \mathcal{C}f(x) > \lambda\}| \le C \|f\|_2^2 / \lambda^2. Expressing SNf(x)S_N f(x) via the Dirichlet kernel shows Cf(x)\mathcal{C}f(x) is controlled by sup⁡ξ∈R∣p.v.⁡∫f(t)e−iξt/(x−t) dt∣\sup_{\xi \in \mathbb{R}} |\operatorname{p.v.} \int f(t) e^{-i\xi t} / (x - t)\,dt|, a modulated singular integral. Carleson decomposed the time-frequency plane into dyadic rectangles (tiles) and combinatorially organized them into trees to bound the L2L^2 interactions across both space and frequency; in 2000, Michael Lacey and Christoph Thiele gave a streamlined time-frequency phase-plane proof.

Topics that use this theorem

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Step-by-step proofs

No step-by-step proof yet for this theorem.

References

  1. Lennart Carleson (1966). On convergence and growth of partial sums of Fourier series · DOI:10.1007/BF02392815
  2. Michael Lacey, Christoph Thiele (2000). A proof of boundedness of the Carleson operator · DOI:10.4310/MRL.2000.v7.n4.a1