REAL ANALYSIS II HOMEWORK 2

CIHAN BAHRAN

Stein & Shakarchi, Chapter 4

2. In the case of equality in Cauchy-Schwarz inequality we have the following. If

| hf, gi | = kf k kgk and g 6= 0, then f = cg for some scalar c.
g
Writing e = kgk
, we have |hf, ei| = kf k. Let h = f hf, ei e; then
hh, f i = kf k2 hf, ei he, f i = kf k2 | hf, ei |2 = 0 .
Hence by the Pythagorean theorem
khk2 = kf k2 kf hk2
= kf k2 | hf, ei |2 = 0 .
Thus
kf k
f = hf, ei e = g.
kgk

4. Prove from the definition that `2 (Z) is complete and separable.

For each i Z, let ei be the sequence defined by (ei )j = ij where is the Kronecker
delta. Clearly ei `2 (Z) is a unit vector and for k 6= l we have hek , el i = 0. So {ei }iZ
is an orthonormal set in H.
Let f = (ai )iZ be an arbitrary element in `2 (Z). Set
N
X
SN = ai ei = (. . . , 0, 0, aN , aN +1 , . . . , aN 1 , aN , 0, 0, . . . )
i=N

Then with respect to the ordering 0, 1, 1, 2, 2, . . . of Z,

kf SN k2`2 (Z) = |ai |2
X

|i|>N

is the tail of the convergent sequence iZ |ai |2 (reordering is not an issue since the
P

terms are nonnegative). Thus limN SN = f in `2 (Z). But SN s are finite linear
combinations of ei s, so {ei }iZ is an orthonormal basis for `2 (Z). So `2 (Z) is separable.

5. Establish the following relations between L2 (Rd ) and L1 (Rd ):

(a) Neither the inclusion L2 (Rd ) L1 (Rd ) nor the inclusion L1 (Rd ) L2 (Rd )
is valid.
(b) Note, however, that if f is supported on a set E of finite measure and if f
L2 (Rd ), applying the Cauchy-Schwarz inequality to f E gives f L1 (Rd ),

1
 REAL ANALYSIS II HOMEWORK 2 2

and
kf kL1 (Rd ) m(E)1/2 kf kL2 (Rd ) .
(c) If f is bounded (|f (x)| M ) and f L1 (Rd ), then f L2 (Rd ) with
1/2
kf kL2 (Rd ) M 1/2 kf kL1 (Rd ) .

[Hint: For (a) consider f (x) = |x| when |x| 1 or when |x| > 1.]
(a) From Chapter 2, Exercise 10 (this was in the 4th homework last semester), if we
define

|x|a if |x| 1, |x|b if |x| > 1,
f (x) = and g(x) =
0 otherwise, 0 otherwise.
then f is integrable if and only if a < d and g is integrable if and only if b > d. Thus
if we let a = d/2, we have f L1 (Rd ) r L2 (Rd ) and if we let b = 2d/3, we have
g L2 (Rd )r L1 (Rd ).
(b) Note that
Z Z
2
(E ) = E = m(E) <
Rd Rd

so E L2 (Rd ) with kE kL2 (Rd ) = m(E)1/2 . Thus we can apply Cauchy-Schwarz to |f |

and E to get
| h|f |, E iL2 (Rd ) | kf kL2 (Rd ) kE kL2 (Rd )
Z 
kf kL2 (Rd ) m(E)1/2
 
 d |f |E 
 
R
Z Z  Z 
m(E)1/2 kf kL2 (Rd ) <
   
|f | =  d |f | =  |f |
   
Rd R E

hence f L1 (Rd ) with kf kL1 (Rd ) m(E)1/2 kf kL2 (Rd ) .

(c) We have
Z Z
2
|f | M |f | = M kf kL1 (Rd )
Rd Rd
1/2
so f L2 (Rd ) with kf kL2 (Rd ) M 1/2 kf kL1 (Rd ) .

6. Prove that the following are dense subspaces of L2 (Rd ).

(a) The simple functions.
(b) The continuous functions of compact support.

(a) Let C denote the set of simple functions.. Since the square of a simple function
is integrable (it is actually simple!), we have C L2 (Rd ). Given f L2 (Rd ), since f
is measurable, there exists a sequence {fn } in C such that |fn | |f | for every n and
fn f pointwise. Then
|fn f |2 (2|f |)2 = 4|f |2 L1 (Rd ) ,
and |fn f | 0 pointwise, so by the dominated convergence theorem we have
Z
kfn f k2L2 (Rd ) = |fn f |2 0

thus fn f in L2 (Rd ).
 REAL ANALYSIS II HOMEWORK 2 3

(b) Let C denote the set of continuous functions of compact support. First note that
bounded functions are dense in L2 (Rd ) since they contain the set of simple functions.
Moreover if is bounded, then by Lusins theorem we get a sequence {gn } of continuous
functions such that gn in L2 -norm.
10. Let S denote a subspace of a Hilbert space H. Prove that (S ) is the smallest
closed subspace of H that contains S.

Note that the closure S is a subspace of H because scalar multiplication and addition
are continuous maps on H (for instance if fn S such that fn g then fn g).
We know that S is also a closed subspace of H. Thus
(S ) S = H = S (S) .
So if we can show S = (S) , since we clearly have S (S ) (because (S ) is a
closed subspace containing S), it follows that S = (S ) .
Since S S, we immediately get (S) S . For the reverse inclusion, let h S .
Now for every g S, there exists a sequence {gn } in S such that gn g, thus
hh, gi = lim hh, gn i = lim 0 = 0 ,
n n

hence h (S) .
14. Suppose H and H0 are two completions of a pre-Hilbert space H0 . Show that
there is a unitary mapping from H to H0 that is the identity on H0 .
[Hint: If f H, pick a Cauchy sequence {fn } in H0 that converges to f in H. This
sequence will also converge to an element f 0 in H0 . The mapping f 7 f 0 gives the
required unitary mapping.]

15. Let T be any linear transformation from H1 to H2 . If we suppose that H1 is

finite-dimensional, then T is automatically bounded. (If H1 is not assumed to be
finite-dimensional this may fail; see Problem 1 below.)

H1 has a finite basis as a vector space, say {e1 , . . . , en }. By Gram-Schmidt process we

may assume that ei s form an orthonormal set. Let
1/2
M = kT (e1 )k2 + + kT (en )k2 .
Then for every f H1 , there exists a1 , . . . , an C such that
f = a1 e1 + + an en
so
kT (f )k = ka1 T (e1 ) + + an T (en )k
ka1 T (e1 )k + kan T (en )k
= |a1 | kT (e1 )k + |an | kT (en )k
* n n
+
 X X 
= 


|a i |e i , kT (ei )k ei



i=1 i=1
n n
X X
Cauchy-Schwarz


|a i |e i


kT (e i )k ei



i=1 i=1
= kf k M
 REAL ANALYSIS II HOMEWORK 2 4

so T is bounded.

Folland, Chapter 5

54. For any nonempty set A, `2 (A) is complete.

We shortly write k.k for k.k`2 (A) . Let {fn }nN be a Cauchy sequence in `2 (A). First
note that since the norm map
`2 (A) R
g 7 kgk
is continuous, the sequence {kfn k} of real numbers is Cauchy, hence bounded; so there
exists M 0 such that kfn k2 M for all n.
Fix A. Then for every > 0 there exists N N such that n, m N implies
> kfn fm k2 = |fn () fm ()|2 |fn () fm ()| .
X

Thus the sequence {fn ()}nN of complex numbers is Cauchy. Since C is complete,
there exists a uniquely determined f () C which is the limit of {fn ()}. So we have
a function f : A C. We will show that f `2 (A) and fn f in `2 (A).
Let F be a finite subset of A. Then given > 0, we can find a universal N N such
that n N implies
  1
|fn ()|2 |f ()|2  <
 
|F |
for every F . Hence

X 2
X 2 1
|f ()| |fN ()| +
F F |F |
|fN ()|2 + 1
X
=
F

kfN k2 + 1
M + 1.
Since M does not depend on F , we get that |f ()|2 M + 1 < , so f `2 (A).
P
A

Since each fn is in `2 (A), the support Bn := { A : fn () 6= 0} is countable. So if we

let B = nN Bn , then B is a countable subset of A such that the sequence {fn ()} is
S

identically zero if
/ B. Thus / B implies f () = 0. Let us enumerate
B = {k }kN .

Now for every m, n we define a function

gm,n : R R
t 7 |fm (k ) fn (k )|2 if t [k, k + 1) .
Fix m. Now define
gm (t) := lim gm,n (t) = |fm (k ) f (k )|2 if t [k, k + 1) .
n
 REAL ANALYSIS II HOMEWORK 2 5

Now observe that

Z
|fm (k ) f (k )|2
X
gm =
R kN

|fm () f ()|2 = kfm f k2 .

X
=
A

And similarly
Z
gm,n = kfm fn k2 .

So {gm,n }nN is a sequence of non-negative measurable functions with limit gm thus by

Fatous lemma
Z Z
2
kfm f k = gm lim inf
n
gm,n = lim inf kfn fm k2 .
n

Now sending m , the right hand side goes to zero since {fn } is Cauchy; thus the
left hand side must go to zero, which means fm f in `2 -norm.
55. Let H be a Hilbert space.
a. (The polarization identity) For any x, y H,
1
hx, yi = kx + yk2 + kx yk2 + i kx + iyk2 i kx iyk2 .
4
(Completeness is not needed here.)
b. If H0 is another Hilbert space, a linear map from H to H0 is unitary iff it is
isometric and surjective.

a. Note that for any x, y H we have

kx + yk2 = kxk2 + kyk2 + 2 Re hx, yi .
Thus
kx yk2 = kxk2 + kyk2 + 2 Re hx, yi
= kxk2 + kyk2 2 Re hx, yi
and hence
1
Re hx, yi = kx + yk2 kx yk2 .
4
It follows that
Im hx, yi = Re (i hx, yi) = Re hx, iyi
1
= kx + iyk2 kx iyk2 .
4
And finally writing
hx, yi = Re hx, yi + i Im hx, yi
yields the desired result.
b. Let U : H1 H2 be a linear map. Assume U is unitary. Then U is invertible and
hence surjective and clearly U is an isometry.
 REAL ANALYSIS II HOMEWORK 2 6

Conversely, assume U is isometric and surjective. Then by (a), for every x, y H1 we

have
1
hx, yiH1 = kx + yk2H1 + kx yk2H1 + i kx + iyk2H1 i kx iyk2H1
4
1
= kU (x + y)k2H2 + kU (x y)k2H2 + i kU (x + iy)k2H2 i kU (x iy)k2H2
4
1
= kU (x) + U (y)k2H2 + kU (x) U (y)k2H2 + i kU (x) + iU (y)k2H2 i kU (x) iU (y)k2H2
4
= hU (x), U (y)iH2
so U preserves inner products. It remains to show that U is injective, or equivalently
that ker U = 0. This follows from isometry, indeed if U (x) = 0, then 0 = kU (x)kH2 =
kxkH1 , so x = 0.

63. Let H be an infinite-dimensional Hilbert space.

a. Every orthonormal sequence in H converges weakly to 0.
b. The unit sphere S = {x : kxk = 1} is weakly dense in the unit ball B =
{x : kxk 1}. (In fact, every x B is the weak limit of a sequence in S.)