Fall 2010 - Problem 6

Hilbert spaces

Let D={zCz1}\cl{\D} = \set{z \in \C \mid \abs{z} \leq 1} and consider the (complex) Hilbert space

H={f ⁣:DC|f(z)=k=0f^(k)zk with f2=k=0(1+k2)f^(k)2<}.\mathcal{H} = \set{\func{f}{\cl{\D}}{\C} \st f\p{z} = \sum_{k=0}^\infty \hat{f}\p{k}z^k \text{ with } \norm{f}^2 = \sum_{k=0}^\infty \p{1 + k^2}\abs{\hat{f}\p{k}}^2 < \infty}.
  1. Prove that the linear function L ⁣:ff(1)L\colon f \mapsto f\p{1} is bounded.

  2. Find the element gHg \in \mathcal{H} representing LL.

  3. Show that fReL(f)f \mapsto \Re{L\p{f}} achieves its maximal value on the set

    B={fH|f1 and f(0)=0},\mathcal{B} = \set{f \in \mathcal{H} \st \norm{f} \leq 1 \text{ and } f\p{0} = 0},

    that this maximum occurs at a unique point, and determine this maximal value.

Solution.
  1. By Cauchy-Schwarz,

    f(1)k=0f^(k)1+k211+k2(k=0(1+k2)f^(k)2)1/2(k=011+k2)1/2=(k=011+k2)1/2f,\begin{aligned} \abs{f\p{1}} &\leq \sum_{k=0}^\infty \abs{\hat{f}\p{k}}\sqrt{1 + k^2} \cdot \frac{1}{\sqrt{1 + k^2}} \\ &\leq \p{\sum_{k=0}^\infty \p{1 + k^2}\abs{\hat{f}\p{k}}^2}^{1/2} \p{\sum_{k=0}^\infty \frac{1}{1 + k^2}}^{1/2} \\ &= \p{\sum_{k=0}^\infty \frac{1}{1 + k^2}}^{1/2} \norm{f}, \end{aligned}

    and because the series converges, LL is bounded.

  2. We assume that the inner product is given by

    f,g=k=0f^(k)g^(k)(1+k2).\inner{f, g} = \sum_{k=0}^\infty \hat{f}\p{k}\conj{\hat{g}\p{k}} \p{1 + k^2}.

    If gg represents LL, then it must satisfy

    f,g=f(1)    k=0f^(k)g^(k)(1+k2)=k=0f^(k)\inner{f, g} = f\p{1} \iff \sum_{k=0}^\infty \hat{f}\p{k}\conj{\hat{g}\p{k}} \p{1 + k^2} = \sum_{k=0}^\infty \hat{f}\p{k}

    for any fHf \in \mathcal{H}. Thus, if we set

    g(z)=k=0zk1+k2,g\p{z} = \sum_{k=0}^\infty \frac{z^k}{1 + k^2},

    then the identity is satisfied. This definition makes sense as the series converges on D\cl{\D}, so it remains to show that gHg \in \mathcal{H} by showing that g<\norm{g} < \infty. But this is clear:

    g2=k=011+k2<,\norm{g}^2 = \sum_{k=0}^\infty \frac{1}{1 + k^2} < \infty,

    so gHg \in \mathcal{H} and we are done.

  3. Observe that if 0<f<10 < \norm{f} < 1, then

    ReL(f)<ReL(f)f=ReL(ff).\Re{L\p{f}} < \frac{\Re{L\p{f}}}{\norm{f}} = \Re{L\p{\frac{f}{\norm{f}}}}.

    Thus, if the maximum is attained, it must occur with f=1\norm{f} = 1. Also, notice that for zCz \in \C, Rezz\Re{z} \leq \abs{z}, and the maximum is attained if and only if zz is real. Thus, if there exists k0k \geq 0 such that f^(k)\hat{f}\p{k} is not real, then

    Ref(1)=k=0Ref^(k)<k=0f^(k).\Re{f\p{1}} = \sum_{k=0}^\infty \Re\hat{f}\p{k} < \sum_{k=0}^\infty \abs{\hat{f}\p{k}}.

    Thus, if we replace f^(k)\hat{f}\p{k} with f^(k)\abs{\hat{f}\p{k}}, then the resulting function is still in H\mathcal{H} and gives a strictly larger value. Thus, the maximum must be attained by a function ff with f^(k)\hat{f}\p{k} real. Similarly, if we remove negative values of f^(k)\hat{f}\p{k}, we get a strictly larger value, so the maximum also has non-negative coefficients. Hence, from now, we only need to consider ff with f^(k)0\hat{f}\p{k} \geq 0 for all k0k \geq 0 and f=1\norm{f} = 1.

    Observe that with this restriction, ReL(f)=f(1)\Re{L\p{f}} = f\p{1}. By the same argument as in (2), we also see that on B\mathcal{B}, this functional is represented by

    g(z)=k=1zk1+k2,g\p{z} = \sum_{k=1}^\infty \frac{z^k}{1 + k^2},

    i.e., the same gg as in (2), but with the constant term removed. Thus, by Cauchy-Schwarz,

    Ref(1)=f(1)=f,gfg=g,\Re{f\p{1}} = f\p{1} = \inner{f, g} \leq \norm{f}\norm{g} = \norm{g},

    since f=1\norm{f} = 1. From here, we see that the maximum is attained uniquely by f=ggf = \frac{g}{\norm{g}}, so it remains to show that this choice of ff is in B\mathcal{B}.

    It's clear that f=1\norm{f} = 1, and

    f(0)=g(0)g=0f\p{0} = \frac{g\p{0}}{\norm{g}} = 0

    by construction, so fHf \in \mathcal{H}. Finally, the maximal value is given by

    g(1)g=(k=111+k2)(k=111+k2)1/2=(k=111+k2)1/2,\frac{g\p{1}}{\norm{g}} = \p{\sum_{k=1}^\infty \frac{1}{1 + k^2}}\p{\sum_{k=1}^\infty \frac{1}{1 + k^2}}^{-1/2} = \p{\sum_{k=1}^\infty \frac{1}{1 + k^2}}^{1/2},

    which completes the proof.