Analysis Problem of the Day 36

Today’s problem appears as Problem 5 on the Texas A&M August 2017 Real Analysis Qual:

Prove that for a_1,...,a_N \in \mathbb{C},

    \[\int_0^1 \left|\sum_{n=1}^N a_k e^{2\pi i k t}\right|^p dt \leq \sum_{k=1}^N |a_k|^p, \quad 1 \leq p \leq 2,\]

and

    \[\int_0^1 \left|\sum_{n=1}^N a_k e^{2\pi i k t}\right|^p dt \geq \sum_{k=1}^N |a_k|^p, \quad 2 \leq p < \infty.\]


Solution: The expressions appear to resemble Fourier series, so interpreting them as such, the statements reduce to showing that for 1-periodic functions f, \|f\|_p \leq \|\widehat{f}\|_{l^p}, 1 \leq p \leq 2, and \|f\|_p \geq \|\widehat{f}\|_{l^p}, 2 \leq p < \infty. Now, recall that the Fourier transform \mathcal{F} is a bounded operator L^1 \to l^\infty, L^2 \to l^2, and similarly, its inverse \mathcal{F}^{-1} is a bounded operator l^1 \to L^\infty, l^2 \to L^2, with

    \[\|\mathcal{F}\|_{L^1 \to l^\infty}, \|\mathcal{F}\|_{L^2 \to l^2}, \|\mathcal{F}^{-1}\|_{l^1 \to L^\infty}, \|\mathcal{F}^{-1}\|_{l^2 \to L^2} \leq 1.\]

By the Riesz-Thorin interpolation theorem, it follows the Fourier transform is bounded on L^p \to l^{p'}, 1 \leq p \leq 2, and its inverse is bounded on l^p \to L^{p'}, 2 \leq p' < \infty, with \|\mathcal{F}\|_{L^p \to l^{p'}},\|\mathcal{F}^{-1}\|_{l^p \to L^{p'}} \leq 1, where \frac{1}{p}+\frac{1}{p'}=1. Finally, recall that \|a\|_{l^p} \leq \|a\|_{l^{p'}}, \|A\|_{L^{p'}([0,1])} \leq \|A\|_{L^p([0,1])} for p' > p, i.e. the inclusions l^p \hookrightarrow l^{p'}, L^{p'}([0,1]) \hookrightarrow L^{p}([0,1]) are continuous with norm 1. It follows that \mathcal{F}: L^{p'}([0,1]) \hookrightarrow L^p([0,1]) \to l^{p'}, 2 \leq p' \leq \infty and \mathcal{F}^{-1}: l^p \to L^{p'}([0,1]) \hookrightarrow L^{p}([0,1]), 1 \leq p \leq 2 are bounded operators with norm 1. Evaluating these expressions on functions with finite Fourier series yields the claim.

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