11 Proof of The Classical Carleson Theorem
The convergence of partial Fourier sums is proved in Section 11.1 in two steps. In the first step, we establish convergence on a suitable dense subclass of functions. We choose smooth functions as subclass, the convergence is stated in Lemma 11.1.2 and proved in Section 11.2. In the second step, one controls the relevant error of approximating a general function by a function in the subclass. This is stated in Lemma 11.1.3 and proved in Section 11.6. The proof relies on a bound on the real Carleson maximal operator stated in Lemma 11.1.5 and proved in Section 11.7, which involves showing that the real line fits into the setting of Chapter 2. This latter proof refers to the two-sided variant of the Carleson Theorem 10.0.1. Two assumptions in Theorem 1.0.2 require more work. The boundedness of the operator defined in 10.0.2 is established in 11.1.6. This lemma is proved in Section 11.3. The cancellative property is verified by Lemma 11.1.7, which is proved in Section 11.4. Several further auxiliary lemmas are stated and proved in Section 11.1, the proof of one of these auxiliary lemmas, Lemma 11.1.10, is done in Section 11.5.
All subsections past Section 11.1 are mutually independent.
11.1 The classical Carleson theorem
Let a uniformly continuous -periodic function and be given. Let
denote the constant from Theorem 10.0.1. Define
where
Since is continuous and periodic, is uniformly continuous. Thus, there is a such that for all with we have
Define
where is a nonnegative smooth bump function with and .
Lemma
11.1.1
smooth approximation
The function is -periodic. The function is smooth (and therefore measurable). The function satisfies for all :
Proof
▶
Periodicity follows directly from the definitions. The other properties are part of the Lean library.
We prove in Section 11.2:
Lemma
11.1.2
convergence for smooth
There exists some such that for all and we have
We prove in Section 11.6:
Lemma
11.1.3
control approximation effect
There is a set with Lebesgue measure such that for all
we have
We are now ready to prove Theorem 1.0.1. We first prove a version with explicit exceptional sets.
Theorem
11.1.4
classical Carleson with exceptional sets
Let be a -periodic complex-valued continuous function on . For all , there exists a Borel set with Lebesgue measure and a positive integer such that for all and all integers , we have
Proof
▶
Let be as in Lemma 11.1.2. For every
and every we have by the triangle inequality
Using ??, we estimate 11.1.11 by
This shows 11.1.9 for the given and .
Now we turn to the proof of the statement of Carleson theorem given in the introduction.
By applying Theorem 11.1.4 with a sequence of for and taking the union of corresponding exceptional sets , we see that outside a set of measure , the partial Fourier sums converge pointwise for . Applying this with a sequence of shrinking to zero and taking the intersection of the corresponding exceptional sets, which has measure zero, we see that the Fourier series converges outside a set of measure zero.
Let be the function defined by and for
and for ,
Note that this function is continuous at every point with .
The proof of Lemma 11.1.3 will use the following Lemma 11.1.5, which itself is proven in Section 11.7 as an application of Theorem 1.0.2.
Lemma
11.1.5
real Carleson
Let be Borel subsets of with finite measure. Let be a bounded measurable function on with . Then
where
One of the main assumptions of Theorem 10.0.1, concerning the operator defined in 10.0.2, is verified by the following lemma, which is proved in Section 11.3.
Lemma
11.1.6
Hilbert strong 2 2
Let . Let be a bounded, measurable function on with bounded support. Then
where
The next lemma will be used to verify that the collection of modulation functions in our application of Theorem 1.0.2 satisfies the condition 1.0.12. It is proved in Section 11.4.
Lemma
11.1.7
van der Corput
Let be real numbers. Let be a measurable function and assume
Then for any and we have
We close this section with five lemmas that are used across the following subsections.
Lemma
11.1.8
Dirichlet kernel
We have for every -periodic bounded measurable and every
where is the -periodic continuous function of given by
We have for that
Proof
▶
We have by definitions and interchanging sum and integral
This proves the first statement of the lemma. By a telescoping sum, we have for every
If , the first factor on the left-hand side is not and we may divide by this factor to obtain
This proves the second part of the lemma.
Lemma
11.1.9
lower secant bound
Proof
▶
We have
If , then we have from concavity of on and and
When for one can argue similarly.
The following lemma will be proved in Section 11.5.
Lemma
11.1.10
spectral projection bound
Let be a bounded -periodic measurable function. Then, for all
Lemma
11.1.11
Hilbert kernel bound
Proof
▶
Fix . If is zero, then 11.1.29 is evident. Assume is not zero, then . We have
We estimate with Lemma 11.1.9
This proves 11.1.29 in the given case and completes the proof of the lemma.
Lemma
11.1.12
Hilbert kernel regularity
Proof
▶
Upon replacing by and by on the left-hand side of 11.1.32, we can assume that . Then the assumption 11.1.32 implies that and have the same sign. Since we can assume that they are both positive. Then it follows from 11.1.32 that
We distinguish four cases. If , then we have
and by the fundamental theorem of calculus
Using and Lemma 11.1.9, we bound this by
If and , then and we have from the first case
Similarly, if and , then and we have from the first case
Using again , we bound this by
Finally, if then
11.2 Smooth functions.
Lemma
11.2.1
Let be -periodic and continuously differentiable, and let . Then
Proof
▶
This is part of the Lean library.
Proof
▶
This is part of the Lean library.
Lemma
11.2.3
Let be -periodic and twice continuously differentiable. Then
as .
Proof
▶
By Lemma 11.2.2, it suffices to show that the Fourier coefficients are summable. Applying Lemma 11.2.1 twice and using the fact that is continuous and thus bounded on , we compute
11.3 The truncated Hilbert transform
Let be the modulation operator acting on measurable -periodic functions defined by
Define the approximate Hilbert transform by
Lemma
11.3.1
modulated averaged projection
We have for every bounded measurable -periodic function
Proof
▶
We have
We have by the triangle inequality, the square root of the identity in 11.3.4, and Lemma 11.1.10
This proves 11.3.4 and completes the proof of the lemma.
Lemma
11.3.2
periodic domain shift
Let be a bounded -periodic function. We have for any that
Proof
▶
We have by periodicity and change of variables
We then have by breaking up the domain of integration and using 11.3.7
This proves the first identity of the lemma. The second identity follows by substitution of by .
Lemma
11.3.3
Young convolution
Let and be two bounded non-negative measurable -periodic functions on . Then
Proof
▶
Using Fubini and Lemma 11.3.2, we observe
Let be the nonnegative square root of , then is bounded and -periodic with . We estimate the square of the left-hand side of 11.3.9 with Cauchy-Schwarz and then with 11.3.10 by
Taking square roots, this proves the lemma.
For , Define the kernel to be the -periodic function
where the minimum is understood to be in case .
Lemma
11.3.4
integrable bump convolution
Let be bounded measurable -periodic functions. Let . Assume we have for all
Let
Then
Proof
▶
From monotonicity of the integral and 11.3.12,
Using the symmetry , the assumption, and Lemma 11.1.9, the last display is equal to
Together with Lemma 11.3.3, this proves the lemma.
Lemma
11.3.5
Dirichlet approximation
Let . Let be the smallest integer larger than . There is a -periodic continuous function on that satisfies for all and all -periodic bounded measurable functions on
and
Proof
▶
We have by definition and Lemma 11.1.8
This is of the form 11.3.17 with the continuous function
With 11.1.22 of Lemma 11.1.8 we have for every and thus
Therefore, for , we have
This proves 11.3.18 for since in this case.
For and may use the expression 11.1.23 for in Lemma 11.1.8 to obtain
and thus
where
For , we have using Lemma 11.1.9 that
Next, we need to estimate . If the real part of is negative, we have
and hence
If the real part of is positive and in particular while still , then we have by telescoping
As , we may divide by and insert this into 11.3.23 to obtain
Hence, with Lemma 11.1.9 and nonnegativity of the real part of
Inequalities 11.3.21, 11.3.22, 11.3.24, 11.3.25, 11.3.27, and 11.3.30 prove 11.3.18. This completes the proof of the lemma.
We now prove Lemma 11.1.6.
We first show that if is supported in , then
Let be the -periodic extension of to . Let be the smallest integer larger than . Then, by Lemma 11.3.5 and the triangle inequality, for we have
Taking norm over the interval and using its sub-additivity, we get
Since is supported in , we have that is supported in and agrees there with . Using Lemma 11.3.1 and Lemma 11.3.4, we conclude
which gives 11.3.31.
Suppose now that is supported in for some . Then the function is supported in . By a change of variables in 11.1.18, we have . Thus, by 11.3.31
Let now be arbitrary. Since for , we have for all
Thus
Applying the bound 11.3.33, this is
Summing over all , we obtain
This completes the proof.
11.4 The proof of the van der Corput Lemma
Let be a Lipschitz continuous function as in the lemma. Assume first that . Then
Assume now . Without loss of generality, we may assume . We distinguish two cases. If , we have by the triangle inequality
We turn to the case . We have
Using this, we write
We split the first integral at and the second one at , and make a change of variables in the second part of the first integral to obtain
The sum of the first two terms is by the triangle inequality bounded by
The third term is by the triangle inequality at most
Adding the two terms, we obtain
This completes the proof of the lemma, using that with ,
11.5 Partial sums as orthogonal projections
This subsection proves Lemma 11.1.10
The functions form an orthonormal basis in (this is already in Mathlib). Therefore we have
This completes the proof of the lemma.
11.6 The error bound
Lemma
11.6.1
Dirichlet kernel - Hilbert kernel relation
Lemma
11.6.2
partial Fourier sum bound
Let be a measurable -periodic function such that for some and every ,
Then for every and ,
Proof
▶
Let and . We have with Lemma 11.1.8
We use -periodicity of and to shift the domain of integration to obtain
Using the triangle inequality, we split this as
Note that all integrals are well defined, since is by 11.1.22 bounded by . Using that
Lemma 11.6.1 and 11.6.5, we bound 11.6.2 by
By dominated convergence and since for , 11.6.3 equals
We bound the limit by a supremum and rewrite using 11.6.4,
Using the triangle inequality, we further bound this by
By the definition 11.1.16 of , this is
Lemma
11.6.3
real Carleson operator measurable
Let be a bounded measurable function on . Then as defined in 11.1.16 is measurable.
Proof
▶
Since a countable supremum of measurable functions is measurable, it suffices to show that for every ,
is measurable. So let . Note that for each , the function
is continuous on since the integrand is locally bounded on the domain by the assumptions on and Lemma 11.1.11. Thus, for each ,
The right hand side is again a countable supremum so it remains to show that for every ,
is measurable, which follows from the fact that the integrand is measurable in .
Lemma
11.6.4
partial Fourier sums of small
Let be a measurable -periodic function such that for some and every ,
Then for every , there exists a measurable set with such that for every and ,
where
Proof
▶
Define
Then 11.6.6 clearly holds, and it remains to show that . Using Lemma 11.6.2, we obtain
where
By Lemma 11.6.3, and are measurable. Thus,
Applying Lemma 11.1.5 with and , it follows that this is
Rearranging, we obtain
Analogously, we get the same estimate for . This completes the proof using .
11.7 Carleson on the real line
We prove Lemma 11.1.5.
Consider the standard distance function
on the real line .
Lemma
11.7.1
real line metric
The space is a complete locally compact metric space.
Proof
▶
This is part of the Lean library.
Lemma
11.7.2
real line ball
For and , the ball is the interval
Proof
▶
Let . By definition of the ball, . It follows that and . It follows and . This implies . Conversely, let . Then and . It follows that and . It follows that , hence . This proves the lemma.
We consider the Lebesgue measure on .
Lemma
11.7.3
real line measure
The measure is a sigma-finite non-zero Radon-Borel measure on .
Proof
▶
This is part of the Lean library.
Lemma
11.7.4
real line ball measure
Lemma
11.7.5
real line doubling
The preceding four lemmas show that is a doubling metric measure space. Indeed, we even show that is a doubling metric measure space, but we may relax the estimate in Lemma 11.7.5 to conclude that is a doubling metric measure space.
For each define by
Let be the collection . Note that for every we have . Define
Lemma
11.7.6
frequency metric
For every and , the function is a metric on .
Proof
▶
This follows immediately from the fact that the standard metric on is a metric.
Lemma
11.7.7
oscillation control
For every and , and for all , we have
Proof
▶
The right hand side of 11.7.8 equals
The lemma then follows from the triangle inequality.
Lemma
11.7.8
frequency monotone
For any and with , and for any
Proof
▶
This follows immediately from the definition 11.7.7 and .
Lemma
11.7.9
frequency ball doubling
For any and with and any , we have
Proof
▶
With 11.7.7, both sides of 11.7.9 are equal to . This proves the lemma.
Lemma
11.7.10
frequency ball growth
For any and with and any , we have
Proof
▶
With 11.7.7, both sides of 11.7.9 are equal to . This proves the lemma.
Lemma
11.7.11
integer ball cover
For every and and every and , there exist such that
where
and for
Proof
▶
Let be the largest integer smaller than or equal to . Let . Let be the smallest integer larger than or equal to .
Let , then with 11.7.7, we have
Assume first . With 11.7.14 we have
We conclude .
Assume next . Then .
Assume finally that . With 11.7.14 we have
We conclude . This completes the proof of the lemma.
Lemma
11.7.12
real van der Corput
For any and and any function supported on such that
is finite and for any , we have
Proof
▶
Set . Then we have to prove
This follows from Lemma 11.1.7 with and .
The preceding chain of lemmas establishes that is a cancellative, compatible collection of functions on . Again, some of the statements in these lemmas are stronger than what is needed for , but can be relaxed to give the desired conclusion for .
With as near 11.1.13, define the function as in Theorem 1.0.2 by
The function is continuous outside the diagonal and vanishes on the diagonal. Hence it is measurable.
By ??, it follows that is a two-sided Calderón–Zygmund kernel on . Lemma 11.1.6 verifies 10.0.3. Thus the assumptions of Theorem 10.0.1 are all satisfied. Applying the Theorem, Lemma 11.1.5 follows. □