Bourbaki

Exercise 16, § 6

Integration, IV, p. 139

Let μ\mu be Lebesgue measure on X=[0,2π]X = [0, 2\pi]. The sequence of functions fnf_n such that

f0(x)=12π,f2n−1(x)=1πcos⁡nx,f2n(x)=1πsin⁡nx(n≥1) f_0(x) = \frac{1}{\sqrt{2\pi}}, \quad f_{2n-1}(x) = \frac{1}{\sqrt{\pi}} \cos nx, \quad f_{2n}(x) = \frac{1}{\sqrt{\pi}} \sin nx \quad (n \geq 1)
is an orthonormal and total sequence in the space LC2\mathscr{L}_C^2 (cf. GT, X, §4, Prop. 8). Show that the corresponding Lebesgue function Hn(x)H_n(x) is independent of xx and that Hn∼4/πlog⁡nH_n \sim 4/\pi \log n.

Solution

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