Analysis Problem of the Day 75

Today’s problem appeared as Problem 2 on the UCLA Fall 2012 Analysis Qual:

Problem 7. Let \mu be a probability measure on the unit circle such that

    \[\lim_{n \to \infty}\int_{|z|=1} z^n d\mu(z) =0.\]

Show that for all f \in L^1(d\mu), one has

    \[\lim_{n \to \infty} \int_{|z|=1} z^n f(z) d\mu(z)=0.\]


Solution: Notice that one may parametrize the unit circle as z=e^{-i \theta}, so that the given assumption may be equivalently reformulated as \widehat{\mu}(n) \to 0 as n \to \infty, where \widehat{\mu}(n):=\lim_{n \to \infty}\int_{|z|=1} e^{-in \theta} d\mu(z) is the Fourier transform of the measure \mu. Then, we attempt a density argument using continuous functions. Note that the set A of f satisfying \lim_{n \to \infty} \int_{|z|=1} z^n f(z) d\mu(z)=0 by assumption includes all trigonometric polynomials. In particular, such a set is a subalgebra of continuous functions that separates points, and therefore by Stone-Weierstrass is dense in the continuous functions on the unit circle in the supremum norm. This implies that

    \[\left|\int_{|z|=1} z^n (f(z)-p(z)+p(z)) d\mu(z)\right| \leq \int_{|z|=1} |f(z)-p(z)| d\mu(z) + \epsilon \leq 2\epsilon\]

for a trigonometric polynomial p such that \|f-p\|_\infty<\epsilon and large enough n. It follows that \widehat{f}(n) \to 0 as n \to \infty for all continuous functions. Then, since continuous functions are dense in L^1, one obtains

    \[\left|\int_{|z|=1} z^n f(z) d\mu(z)\right| \leq \int_{|z|=1} |f(z)-g(z)| d\mu(z) < \epsilon\]

for \|f-g\|_1 < \epsilon, g continuous, and large enough n, so from this we deduce the given claim.

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