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Fourier Series on Hilbert Spaces

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Part of the book series: Monographs in Mathematical Economics ((MOME,volume 2))

Abstract

Let e 1, e 2, …, e l be the standard basis of an l-dimensional Euclidean space consisting of l unit vectors. Then any vector x can be expressed as

$$\displaystyle x=\sum _{i=1}^l c_ie_i $$

and such an expression is determined uniquely. The coefficients c 1, c 2, ⋯, c l are computed as c i = 〈x, e i〉 (inner product).

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Notes

  1. 1.

    A systematic theory of functional analysis in the framework of Hilbert spaces is discussed in many textbooks in this discipline. For instance, Halmos [4] and Schwartz [8] are very well-written classics. See also Lax [6] Chap. 6 and Maruyama [7] Chap. 3.

  2. 2.

    In the case of a real vector space \(\mathfrak {H}\), an inner product is a real-valued function \(\langle \cdot, \cdot \rangle : \mathfrak {H}\times \mathfrak {H}\rightarrow \mathbb {R}\) such that (i)–(iv) are satisfied. Of course, (ii) should be rewritten as 〈x, y〉 = 〈y, x〉.

  3. 3.

    See Folland [3] Chap. 6, Terasawa [10] pp. 145–149, pp. 414–416, Yosida [11] Chap. 1, §3 and Chap. 2, §2.

  4. 4.

    The term of the highest degree = (1∕2n n!){(2n)(2n − 1)⋯(n + 1)}x n.

  5. 5.

    The first process of integration by parts is as follows:

    $$\displaystyle \begin{aligned}f(x)\frac{d^{n-1}}{dx^{n-1}}(x^2 -1)^n \Big|{}_{-1}^1-\int_{-1}^1 f'(x)\frac{d^{n-1}}{dx^{n-1}}(x^2-1)^n dx \end{aligned}$$
    $$\displaystyle \begin{aligned}=-\int_{-1}^1f'(x)\frac{d^{n-1}}{dx^{n-1}}(x^2-1)^{n}dx.\end{aligned}$$
  6. 6.

    We denote by \(\mathbb {C}_+\) the complex half-plane \(\mathbb {R}ez>0\). The function \((\varGamma : \mathbb {C}_+\rightarrow \mathbb {C})\) defined by

    $$\displaystyle \begin{aligned} \varGamma(s)=\int_0^\infty x^{s-1}e^{-x}dx \end{aligned} $$
    (t)

    is called the gamma function. Γ is analytic on \(\mathbb {C}_+\). Sometimes the domain of Γ is taken to be (0, ) rather than \(\mathbb {C}_+\). In the text above, we also follow this policy. The function \(B: \mathbb {C}_+\times \mathbb {C}_+\rightarrow \mathbb {C}\) defined by

    $$\displaystyle \begin{aligned} B(p,q)=\int_0^1 x^{p-1}(1-x)^{q-1}dx \end{aligned}$$

    is called the beta function. (Note that the integral is convergent.) The following formulas hold good (cf. Cartan [1] Chap. V, §3 and Takagi [9] Chap. 5, §68):

    1. 1∘

      Γ(s + 1) = (s).

      We also obtain Γ(n + 1) = n! for all \(n\in \mathbb {N}\) by induction.

    2. 2∘

      B(p, q) = Γ(p)Γ(q)∕Γ(p + q).

    3. 3∘

      \(\varGamma (s)\varGamma (1-s)=\pi /\sin \pi s.\)

      If s = 1∕2, in particular, we have \(\varGamma (1/2)=\sqrt {\pi }\).

    4. 4∘

      \(\varGamma \big (n+\frac {1}{\, 2\,}\big )=\frac {1}{\,2\,}\big (\frac {3}{\, 2\, }\big )\cdots \big (n-\frac {1}{\, 2\,}\big )\sqrt {\pi } \quad (n=0,1,2,\cdots ).\)

  7. 7.

    More rigorously, the Fourier coefficient corresponding to \((1/\sqrt {2\pi })e^{inx}\) is

    $$\displaystyle \begin{aligned}\frac{1}{\sqrt{2\pi}}\int_{-\pi}^\pi f(x)e^{-inx}dx,\end{aligned}$$

    and the Fourier series is

    $$\displaystyle \begin{aligned}\sum_{n=-\infty}^\infty\frac{1}{\sqrt{2\pi}}\int_{-\pi}^\pi f(x)e^{-inx}dx\cdot\frac{1}{\sqrt{2\pi}} e^{inx}. \end{aligned}$$
  8. 8.

    See Folland [3] Chap. 6 and Kawata [5] pp. 33–36 for other orthonormal systems.

  9. 9.

    We acknowledge Yosida [12] p. 88 for the proof here.

  10. 10.

    The injectivity of T is also verified by Theorem 1.6 (ii).

References

  1. Cartan, H.: Théorie élémentaires des fonctions analytiques d’une ou plusieurs variables complexes. Hermann, Paris (1961) (English edn.) Elementary Theory of Analytic Functions of One or Several Complex Variables. Addison Wesley, Reading (1963)

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  2. Dudley, R.M.: Real Analysis and Probability. Wadsworth and Brooks, Pacific Grove (1988)

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  3. Folland, G.B.: Fourier Analysis and its Applications. American Mathematical Society, Providence (1992)

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  4. Halmos, P.R.: Introduction to a Hilbert Space and the Theory of Spectral Multiplicity. Chelsea, New York (1951)

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  5. Kawata, T.: Fourier Kaiseki (Fourier Analysis). Sangyo Tosho, Tokyo (1975) (Originally published in Japanese)

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  6. Lax, P.D.: Functional Analysis. Wiley, New York (2002)

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  7. Maruyama, T.: Kansu Kaisekigaku (Functional Analysis). Keio Tsushin, Tokyo (1980) (Originally published in Japanese)

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  8. Schwartz, L.: Analyse hilbertienne. Hermann, Paris (1979)

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  9. Takagi, T.: Kaiseki Gairon (Treatise on Analysis), 3rd edn. Iwanami Shoten, Tokyo (1961) (Originally published in Japanese)

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  11. Yosida, K.: Lectures on Differential and Integral Equations. Interscience, New York (1960)

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Maruyama, T. (2018). Fourier Series on Hilbert Spaces. In: Fourier Analysis of Economic Phenomena. Monographs in Mathematical Economics, vol 2. Springer, Singapore. https://doi.org/10.1007/978-981-13-2730-8_1

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