Loading [MathJax]/jax/output/HTML-CSS/jax.js

Tuesday, June 7, 2022

A simple but useful estimate

Theorem. Let f:RR be a continuous, integrable function of bounded variation. Then nZf(n) converges absolutely, and we have |nZf(n)Rf(x)dx|12V(f), where V(f)=R|df(x)| denotes the total variation of f over R.

Proof. Let ˜B(x)=xx12. Then performing integration by parts, for ab, baf(x)dxn[a,b]Zf(n)=[a,b]f(x)d˜B(x)=[f(x)˜B(x)]ba[a,b]˜B(x)df(x). Using the fact that |˜B(x)|12, it therefore follows that |baf(x)dxn[a,b]Zf(n)||f(a)|+|f(b)|2+12[a,b]|df(x)| From the assumption, it is easy to check that f(x)0 as |x|. So, the above estimate shows that nZf(n) satisfies the Cauchy criterion and hence converges as a and b. Moreover, noting that |f| also satisfies the assumption in plcae of f, we find that this sum converges absolutely. Finally, passing to the limit as [a,b]R proves the desired bound.

No comments:

Post a Comment