ON A GENERALIZATION 0F HAA‘R SERIES Thesis for the Degree of Ph. D. MICHIGAN STATE UNIVERSITY MELVIN ANDREW NYMAN 1972 '.‘. .......... LIBRARY Michigan State niversity g“ n A ‘5. "-2 4! This is to certify that the were ‘ '4‘“? 4W; "i" thesis entitled ON A GENERALIZATION OF HAAR SERIES presented by Melvin A. Nyman has been accepted towards fulfillment of the requirements for Eh.D. degreein Mathematics #614 5/! 61/2; lg - Mnjor professor ABSTRACT ON A GENERALIZATION OF HAAR SERIES BY Melvin Andrew Nyman For each natural number n let Dn be a set {tn,0'tn,l"°°'tn,rn}' where n,O ,r O = t < tn,l<°'° -m for all x 6 [a,b] c) {2U(X) 2_f(x) for all x 6 [a,b]. The function V is a minorant for f if a) V(a) = 0 b) DV(X) = lim sup V(Y)-V(§) < +m for all x 6 [a,b] y-R Y’X c) DV(X) 3 f(x) for all x 6 [a,b]. It can be shown that (l) sup[V(b):V is a minorant for f} g_inf[U(b):U is a majorant for f}. If f has at least one majorant, at least one minorant and equality holds in (1), then f is said to be Perron integrable on [a,b] and the common value is denoted by (13)];b f. The following are some of the most useful a properties of the Perron integral. Let f be Perron integrable on [a,b]. a Set (P)] f = 0. Then for any x 4 [a,b] a f is Perron integrable on [a,x] and on [x,b]. Furthermore (P)fx f + (PM;b f = (P)‘[;b f a x a for every x 6 [a, b] and the function (P)I: f is continuous on [a, b]. Any function of the form F(x) = C+(P)f: f is called an indefinite Perron integral of f. Let f be Perron integrable on [a,b] and k be a finite constant. Then the function is Perron integrable on [a,b] and (PM: kf = k(P)j'b f. a Let f and g be Perron integrable functions on [a,b] such that fhg is defined on all of [a,b]. Then f+g is Perron integrable on [a,b] and (P)‘rb (f+g) = (P)‘rb f + (P)fb g. a a a Let f be Perron integrable on [a,b], U a majorant for f, V a minorant for f and F(x) = (P)f: f. Then U-F and F-V are non-decreasing functions on [a,b]. If f is Lebesgue integrable on [a,b], then is Perron integrable on [a,b] and (11]: f = (L)]JD f. a 6. If the function F possesses a finite derivative F’ everywhere on [a,b], then F' is Perron integrable and Nb) - F(a) = (1>)]'b F’. a 7. Every Perron integrable function is measurable and is almost everywhere finite and equal to the derivative of its indefinite integral. 8. Let f and g be functions on [a,b] such that f=g a.e. Assume f is Perron integrable on [a,b]. Then 9 is Perron integrable and (NJ;b f = (HIb g. a a 9. Let f be Perron integrable on [a,b] and 9 have finite variation on [a,b]. Then the product fg is Perron integrable. When there is no danger of confusion we will write jb f a for (P) fb f. a Let g be a finite function on a set A. If a,b 6 A, a < b and I = [a,b], denote g(b) - g(a) by g(I). If E is a set of real numbers, then [E] will denote the outer Lebesgue measure of E: in case E is measurable, then, of course, \E] is the measure of E. Which of these is meant will be clear from the context. CHAPTER II DEFINITIONS AND SOME THEOREMS 0N FOURIER-K—SERIES We start by defining the notion of a K-series° This gives simultaneous generalization of series in the Haar and Rademacher orthonormal systems. Mbreover, the concept of K-series includes as a special case the partial sums of order 2n for series in the walsh orthonormal system. We shall also define the Fourier-K-series of an integrable function and of a measure and investigate the convergence properties of such series. 1. Definition. Let Dn be a finite set [tn'0,tn'l,...,tn'rn] where o = tn'o < tn'1\...\tn'rn= 1 (n = 1,2,...). Set D = L) D . Assume Dl C D C... n=l n 2 and that D is dense in [0,1]. For each n b 0 let 3h denote the system of all intervals of the form [t (j = l,2,...,rn). Set .9: 31 an. . t . nil-1' n03] n we say a function g is regular on [0,1] if g is of bounded variation and 9(0) = g(0+), g(l) = g(1-), _ g(X+)+g(X-1 for x 6 (0,1). g(x) — 2 For each n > 0 denote by 8n the space of all regular functions on [0,1] 'which are constant on the interior of each interval of fin. Notice that Sn has dimension r . Define T and 1 = 81 1 Tn = [f e Sn3Jg fg = o for all g e gn_l} (n = 2,3,...). 1,2,...) (n A series of the form Z) fn where fn E T n=l n will be called a K-series with respect to the sequence {Dn]n=1° 2. Lemma. Let f be a Perron integrable function on [0,1]. Let T be a finite dimensional vector space of regular functions on [0,1]. Then there 1 is a unique function g E T such that I (f-g)t = 0 O for every t 6 T. Proof. Since every non-zero regular function is non-zero on a set of positive measure, we may choose a basis v1,...,vn for T such that l . . I Vivj = éij (1,3 = 1,...,n). 0 Set 1 I [31 = J10 fVi (1 = 1,...,n). n Then 9 = Z: fiivi is the required function. Suppose i=1 1 h e T fulfills ] (f-h)t = o for all t e T. This 0 is equivalent to 1 1 jg fvi = [5 hvi (i = 1,...,n). n Since h e T we have h = Z} Vivi. Thus i=1 1 l n n l fv. = I (Z Y.v.)v. = Z W]. v.v. = Y. (i = 1,...,n). JNo 1 o j=1 3 3 l j=1 3 o 1 3 1 Hence :9. D 3. Definition. Let T,f and g be as in lemma 2. Then g is called the orthogonal projection of f to T. 4. Definition. Let f be a Perron integrable function on [0,1]. For each n 2_l let fn be the orthogonal projection of f to Tn' The K-series on is the Perron-Fourier-K—series for f, hereafter fn n=l denoted by PFK—series for f. In case f is Lebesgue integrable we say that Z: fn is the LFK-series for f. n=1 5. Lemma. Let S be a finite dimensional vector space of regular functions on [0,1]. Let T be a linear subspaCe of S. Let 1 V = [f e 8:] fg = 0 for all g e T]. 0 Let h be Perron integrable on [0,1]. Let $1 and $2 denote the orthogonal projections of h to T and V respectively. Then the orthogonal projection of h to S equals $1 + $2. Proof. Choose an arbitrary u G S. Let t be the orthogonal projection of u to T and let v = u - t. Obviously v E V so that H 1 1 [0(h-Il-IZIu = ]‘ (h-wl-wz) (t+v) = J‘OOI-wfit O #10 1 l ¢t+ (h-¢)v- wv=o. a 2 IO 2 IO 1 6. Lemma. Let f be Perron integrable on m [0,1] and Z: f be the PFK-series for f. Then n k=1 k 23 fk is the orthogonal projection of f to Sn (n = 1,2,...). k=l Proof. By induction. The assertion is obvious n for n=1, since 8 = T . Assume f is the 1 l k=1 k orthogonal prOJection of f to 8h. Because Dn CDn+1 we have Sn C Sn+l' Therefore we may apply lemma 5 With S = Sn+1, T = 8n, V = Tn to see that the orthogonal n projection of f to 8n+1 is Z) fn + fn+1. D k=1 7. Theorem. Let f be Perron integrable on [0,1]. Let g be the orthogonal projection of f to gn. Then I g = I f for every J 6 3h (n = 1,2,...). J J Proof. Fix an n. Let J ,...,J be an -—-——- l rn enumeration of the intervals of Ah. Let vi be a regular function such that vi = l on int Ji and vi = 0 off Ji' 0bv1ously vi 6 8n (1 = 1,...,rn). 10 Since 9 is the orthogonal projection of f to 3n, we have 1 [J (f-g) =[O(f- 0. By the uniform continuity of f on I I 2 there is a 6 > 0 such that ]f(x)-f(y)] < e for every pair x,y 5 I2 with |x-y| < 6. Because of the density of D and because Dn C Dn+1 (n = 1,2,...) there is an integer N0 so large that if n > N [J] < 5. 0 and J 6 fih, then Now there is an N1 such that if n > N1, J 6 3h and J n Il # ¢. then J c 12. Let n > max(No,N1) and let t e 11. If t t on, then there is a J 6 fih such that t 6 int J and by theorem 8 (1) [sn(f.t)-f(t) I = T~17T [f [f(u)-f(t)]dU\ J g_T%T-]J[f(u)-f(t)\du < a. If t 6 Dn n (0,1), then there are two intervals J1,J2 6 3h for which t is a common endpoint and by theorem 8 13 (2) [sn(f.t)-f(t) I _<_ 27%?) [J |f(u)-f(t) [an 1 l s e + |f(u)-f(t)]du < - + — = e. 2]J2] J‘Jz 2 2 Assume that I = [0,1]. Take I1 = 12 = [0,1] in the first part of the proof. Then there is an N 0" L" (D (1. such that if n > N and J 6 3%, then [J] < n > N and t f'Dn' Apply theorem 8 as above to conclude that for J e fig and t 6 int J , 1 l ) s (f,t)—f(t) / f(u)—f(t) du < . ( in ‘3- ‘J‘ J1)" \ C If t 6 (0,1) 0 Dn' then applying theorem 8 as we did to obtain (2) we get (2 4') ‘sn(f, t) -f(t) ‘ S FWI |f(u) -f(t) [du J 1 l / + 313:)- sz‘f(u) -f(t) ‘du '\ e. In case t=0 or t=l, theorem 8 gives (1') where t is an endpoint of J. D The inequality which is derived in theorem 16 is the direct analogue of one which is know for the Haar-Fourier series of an Lp function (1 < p < co) [6, pg. 72]. We begin with some lemmas. 14 13. Lemma. Let p 2.1. Let f be a Lebesgue integrable function on [a,b]. Let Y ‘be a number such that [b Y = [b f. Then a a fIvIng’IfIP. a a Proof. We have Mao-a) = I:le IJbYI = Ilbfl _<. (Tb 1)1-1/p(jb|flp)l/p a a a a (b-aIP'l/pUb mp) VP. 3 Taking pth power of both sides of this inequality we see \Y[p(b-a)p g (b-a)p-1jb\f[p. Thus a IbIYIp = IYIptb-a) _<_ flap. r: a a 14. Proposition. Let Z: fn be a K-series. n=1 For each x 6 [0,1] and each “.2 1 set s;(x) = max ‘s.(x) [. igjgn 3 Then for all A > 0 >JII---| [[x:s;(x) > All 3, I Isn(t)[dt Ix:s;(x)>x] 1 f6 [sn(t))dt. V\ yll—I 15 Proof. Take A > 0 and a natural number n. * Let A = [xzsn(x) > A} and Aj = [x:|sl(x)‘ g_x,..., ‘sj_1(x)] g_x,[sj(x)] > A] (j = 1,...,n). Obviously n A.nA.=¢ for i;£j and A= U .. J 1 j=1 3 Let 35 be the algebra generated by the elements of £3 (j = 1,2,...). Now sj 6 8j and hence is constant on interiors of intervals of £6. It follows that Aj is composed of interiors of intervals of £3 together with some points of Dj' Thus Aj 6.7]. (j=l,2,...,n). If jgn and Jefij, then [3 SJ. = I; Sn' so that J‘Jisj‘ = \IJsj‘SIJ13n‘°' Since Aj 6 35 we have [1")st _<_ [Ajsn] (j = 1,...,n). J 3 Hence IISnI =23 A 3:1 Jr‘s“ 2 3°51 IA.‘Sj‘ 2 3'31 X‘Aj‘ J J = MA]. This completes the proof. D 15. Lemma. Let 1 < p < m. Let f E Lp[0,l] Q and let :3 fj be the LFK-series for f. Let s; be j=1 16 as in proposition 14. Then 1*p p1 p/ p1 p [0(sn) 3 (SET) jg|sn(f)\ ;,(§EI9 ]6\f] (n = 1,2,...). Proof. Let A > 0 and n 2,1. Define 1 if 5 > A ¢(§I)\) = o o if 0 g g g x Then the inequality A)[x:s;(x) > M] _<_ ]* [sn(x) [ax {Klsn(XI>x} of pr0position 14 becomes 1 * l * AIONWSDUE): A) dX g foidsn (X), X) ‘sn (x) ‘dx, Thus m - m _ 1 [Exp 1([:I(s;(X).x)dXIdx g.f 1? 2(j I(S;(X).A)[sn(X)]dX)dx. O 0 Since we may interchange the order of integration, we have 3*(x) n (1) I: %(8;(x))pdx - xp-1d1)dx I O I-‘ A ‘fi 0 I I (J’pr‘lw (8:. (x) . 1) d1) dx 0 1&0 H y\ 00 _2 * (Iéxp t(sn(XI.x)|sn(x)\dx)dx * s (x) -2 (Ion AP ‘sn(x)]dk)dx I OLTP H 1 * -1 = I; p_1 [pdx)1p./ Taking pth powers we have the first inequality of our assertion. The second inequality follows from theorem 8 and lemma 13. U 16. Theorem. Let 1 < p < m; f E Lp[0,l]. Let Z) fj be the LFK—series for f. Define j=1 3*(x) = sup‘sn(f,x)\ for all x 6 [0,1]. n Then 1 1 [0(s*(x))pdx g (BET)PJ‘O|f(x) [pdx. 18 * Proof. Let sn be as in 14 and 15 (n = 1,2,...). * * Then it is easily seen that sn r s . Hence we have 1 * 1 * (s )p = lim (5 )p ‘170 nam I0 n by the Lebesgue Monotone Convergence Theorem. This combined with lemma 15 proves our assertion. U Next we show that the LFK-series for a function in Lp[0,l] (l g_p < 0°) converges to f in Lp norm. 17. Theorem. Let 1 g_p < m. Assume f E Lp[0,1]. Then the LFK-series for f converges to f in Lp norm. Proof. Let c > 0. There is a continuous function 9 such that Hf-gup < g. By lemma 12, sn(g) 4»g uniformly on [0,1]. Thus there is an integer N such that [sn(g,x)-g(x)| < § for n 2.N. 1 Therefore “sn(g)-ng = (J‘0]sn(g)-g]p)1/p < § for n 2_N. Combining theorem 8 and lemma 13 we have “SnIf-glllg IlIsntf-gI [P = 2'3] [sn(f-g) [P 0 6.8 J n s JganIf-ng = filf-glp = Hf-gup (n = 1,2,...). P From this and the triangle inequality we get l9 nsn-fnp _<. usn up + IISnIgI-gllp + ug-fnp g_2Hf-ng + Hsn(g)-9Hp < e for n 2_N. The following two sections contain the definition of the formal integral of a K—series and one of the elementary properties. 18. Definition. Let Z: fn be a K-series. co n=1 The sum of the series ijx fn will be denoted by F(x) n=1 0 at points of convergence. 19. Lemma. Let :3 f. be a K-series. Let n j=1 be a natural number; let x 6 Dn' Then F(x) = [X Sn' 0 Proof. By orthogonality we have [X s. = IX 5 01 on for 1.2 n. Thus fgfj=§3~rxfj rsn=F(x).L’j j=1 j=1 O 0 Next a short investigation of Fourier-Stieltjes- K-series for measures is undertaken. By a measure we will mean a finite, signed measure defined on the Borel sets in [0,1]. 20. Definition. For any J = [a,B] E 3’ define * * * J by J = [0.6) if [:5 < l and J = J if [3:1. Let u. be a measure. For each n 2_l define sn e 3n '1' by I 5n = U(J ) for each J 6 Ah. Set f1 = 31 and J 20 f = s -s Take n n n-l for n 2_2. 0bv1ously f1 6 T 1. n‘z 2 and let I]_,...,Irn-l be an enumeration of fih-l' Define vj to be regular and Vo = (j =1,2'ooo'r )0 1 on int Ij J 0 off Ij n-l Then [vl,...,vr } is a ba51s for Sn-l' F1x a j. n-l Then Ij = JlU...U JP where Ji 6 fih (1 = 1,...,p) * * and Ji 0 J1 = 0 for i # 1. (Note: it may happen that p=l). Now applying the definitions of Vj' fn, sn and s it follows that n-l l fofnvj = I fn = I (Sn-Sn-l) =.§: I Sn _ I Sn-l I. I. =1 J. I. J J 1 1 j p * * * * = 23 uni) - MI.) = MI.) - U(I.) = 0. i=1 3 J J m Therefore f E T . Hence 2) f is a K-series with n n n=1 n respect to [Dn}. Q The K-series Z: fn is the Fourier-Stieltjes- n=1 K-series for u, hereafter denoted by FSK-series for H. g1. Definition. Let [Dnl and [fih] be as in definition 1. Let x 6 [0,1) and n 2_1. Define dn(x) and Bn(x) by an(x) g_x < Bn(x) and [an(x),8n(x)] 6 Ah. For x 6 (0,1], define dg(x) and 85(x) by d’(x) 1 and write nk = 23+m where 0 < m < 23. If y g A , then _. nk 28 I in Jnk+1(Y) k _ 1 ’5' (l) ' 2j+1“"‘nk‘V6 ] f I n+1 Jnk+1(Y) k [ank i 2 finkhfi‘ ' +1 If y E An‘\\[0,1}, then y is an endpoint of the k support of xn since Xn (y) #'0. Therefore, of the k k two integrals I f and I f I +1 n +1 J (y) nk J (y) k nk+1 nk+1 one is zero and the other has absolute value a 2j+1 =ank(y) I If y=0 or 1, then one of the two integrals I f and IJ, fn +1 (Y) n +1 (Y) R nk+l k Jnk+ly is zero and the other has absolute value Ian 1 j _. k. we will show that there is an N such that (4) I; ( )fn+l = IJ’ ( )fn+l = 0 for n > N and n+1 Y n+1 n #nk (k = 1,2,...). 29 There are two cases. Case 1. Suppose y g A = 3 n # nk (k = 1,2,...). Then y A An+1' Consequently fiC:8 A.. Let 3 — ’ ' Jh+l(y) — Jh+l(y). Furthermore xn is zero on int Jn+l(y) Since xh(y) = 0 and xn is constant on the 1nter1or of Jn+1(y). Thus JJ ( )fn+l = £Ja ( )fn+l = 0' n+1 y n+1 Y So in this case (4) holds for any n # nk (k = l,2,3,...). Case 2. Assume y F A. Then y 6 AP for some p. Let n be an integer such that xn(y) = 0. Then either y is the midpoint of the support of yh, or y is outside the support of xh. Suppose y is the midpoint of the support of xn. Then y 6 Ah+l and y f Ai for i g.n. Therefore, since Ai C Ai+1 (i = 1,2,...), we have n+1 g.p. From this consideration we see that if n 2_p and xh(y) = 0, then y is outside the support of Xn' Let n 2_p and n # nk (k = 1,2,...). Since the support of xh is the union of two adjacent closed intervals with endpoints in An+l and since y is outside the support of Xn' the support 0 J of xn does not overlap With J (y) and J +1(y). n+1 n Hence I f = I f = n+1 a n+1 Jn+1(Y’ Jn+1(y) for n # nk (k = 1,2,...). This establishes (4). 30 m Now assume that Z: anxh satisfies condition n=C) GH. Let s > 0. There is a K such that < e for k 2_K. Combining this with (l), (2) and (3) we have C 2- and < < I fn +1 2 f n +1 Jnk+l(y) R J’ (y) k nk+l for k 2 K. Therefore by (4) we see that If nt < and l] f t < Jn(y) Jn(y) n Nlm Run for all n > max(nk+l,N+l). Thus 23 fn satisfies n=1 condition G. C!) Conversely, suppose satisfies condition [1: G. Let c > 0. Then there is an N such that f 1 n [f f ] < 5 and [I f [ < e for n > N. n 4 .r n 4 Jn (y) Jn (y) Choose K such that nK > N. Then from (1), (2) and (3) it follows that ank 2:337? < e for k 2_K. Therefore 23 anxn satisfies condition GH. f] n=0 The equivalence of conditions G and H for Haar series follows from a more general assertion. 31 4. Definition. We say [Dnl satisfies condition Q if there exists q 6 (0,1) with the following property: if J F fih' L E fih+l, L CtJ, then either L=J or [L] < q‘J‘ (n = 1,2,...). 5. Theorem. Let [Dn} satisfy condition 00' Assume Z) fn is a K-series with respect to [Dn]. an n=1 Then 2) fn satisfies condition G if and only if it n=1 satisfies condition H. Proof. Assume Z: fn satisfies condition H. n=1 Let y 6 [0,1]. Then n lim I 3n = lim 2) fj = 0 implies new Jn(y) nam j=1 Jn(y) 11m] f = 0. 114:» J (y) n n Similarly lim 5n = 0 implies lim fn = 0. new Jg(y) .naw Jgty) Q Therefore 2) fn satisfies condition G. n=1 Conversely, suppose fn satisfies condition n=1 G. Let x 6 [0,1]. Set 6. = sup 1' )fk] (j = 1,2,...). 3 is kac)‘ Let q be the number in definition 4 and let m-l bm — qu +...+Bm_1q+8m (m — 1,2,...). 32 Since Bj+l g_Bj for 3 2.1, ‘we have b < 8 ( m"1+ +q+1) < i;- for all m 2 1 m _ 1 q 0.. _ l-q 0 An easy induction shows that bm+1 qu + Bm+1 (m = 1,2,...). Therefore lim sup bm = q lim sup bm + lim 8m = q lim sup bm. mam mam mam mam Since lim sup bm < m it follows that lim sup bm = lim bm = 0. mew mew mam For each j'Z 1 let cj be the number of distinct intervals occurring in J1(x),...,Jj(x). For each n 2.1 we have (1) I [f 1 - ‘Jh(X)‘ I If t < Cn-cj] If I Jn(X) j l"Tj (X) I Jj (x) j _ q Jj (X) j (j = 1,...,n) by condition 00. If Jj(x) = Jj+1(x) for any j. then fj+1 = 0 on int Jj+1(x)' because of the orthogonality. Combining this fact with (1) we have C _- (2) f +...+ f _<_ q n f IJn(x)‘ 1‘ IJflbc)‘ n‘ IJ1(X)‘ 1‘ + sin-'31“ If I+ +q°“' “‘11 If I JZIXI 2 Jh_1( ) ”'1 c —c c —1 c 2 + q n n I ‘fn‘ S.q n 61 + q n 82 +... Jn(X) + q6 + B = b cn-l cn cn since Jj+1(x) #’Jj(x) implies cj = cj+l. 33 Now ”Jn(x)sn‘ = [and ‘S“‘ '<‘ IJn(X) ‘fl‘ +°” + f IJnm \ n‘ (n = 1,2,...). Thus it follows from (2) that (3) S _<_b (n=l,2,...). \IJn(x) a From the density of D it follows that lim on = m. n-Ooo Hence, given a > 0, there is an N such that n 2_N implies bc < c. From this and (3) it follows that n s < e for n'z N. lIJn(x) nl Similarly, we may show lim 5n = 0. 11-000 Jr: (X) m Therefore 23 fn satisfies condition H. [3 n=1 It should be remarked that assumption of condition Qo is not used in proving the "if" part of the assertion. Combining theorem 5 and prOposition 3 we see that for Haar series conditions GH, G and H are equivalent. In view of the following prOposition, condition H seems to be the more natural condition to impose for the study of K-series. 34 6. Proposition. Let g be a Perron integrable function on [0.1]. Then the PFKHseries for g satisfies condition H. Proof. Let G be an indefinite Perron integral of 9. Then s (g) = 9 = G(f3 (XH - G(a (XH IJ (x) n J (x) n n n n and s (g) = = G(B’(X)) - G(a’(X)) fJ'(X) n J‘J’(X) n n n n (n = 1,2,...). Since D is dense, lim Bn(x) = lim an(x) = x and n-an n-ooo lim fi’tx) = lim a’(x) = x. Therefore lim I s (g) = 0 11400 n40 n n-wo Jn(x) n and lim I s (g) = O by the continuity of G. D ; n n-m Jn (X) - It should be remarked that prOposition 6 remains valid if the Perron integral is replaced by any method of integration for which the indefinite integral is continuous. m 7. Lemma. Let Z) fn be a K—series, F as in definition 13 of Chapter II. Then the following pr0perties hold: 35 (i) for X’éDn F(Bn(x))-F(an(x)) Sn(X) = Bn(xjian(xj (n = 1,2,...). (ii) for x e Dn 0 (0.1) S (X) = l F(X)-F(an(x)) + F(Bn(x))-F(X) n 2 3n(X)-x ] x-a;(x) (iii) if an fulfills condition H, then lim[F(En(x)) — F(an(X))] = O for all x e (0.1) n4m and lim F(ag(x)) = lim F(Bn(x)) = F(X) for x 6 D. n4m nqm Proof. For any x 6 [0,1] (x) (x) a (X) (1) f3“ 8n = fin sn - I n s = F(Bn(X))-F(an(X)) an (x) O n by lemma 19 of Chapter II. For X 5 Dn we have Bn(X) s = s (X)[S (x) - a (X) an(x) n n n ] n since sn is constant on (an(x),bn(x)). This proves (i). If x 6 Dn n (0.1), then an(x) = sn(x+) + sn(x-) by definition. Now sn(x-) = sn(t) for any t E (ag(x),x) and sn(x+) = Sn(T) for any T 6 (x,Bn(x)). Now we apply part (i) in order to compute sn(x+) and sn(x-). This proves (ii). 36 Assume Z) fn satisfies condition H. ‘From n=1 (1) we observe that (X) (2) 1F(Bn(X)) -F(an(X))| = If“ Sn" a (x) Thus F(Bn(x))-F(an(x)) 4 O as n a m. If x E Dm for some m, then dn(x) = x for n 2_m. Therefore for n 2.m (2) becomes Bn(X) \F(Bn(X))-F(X))‘ = \f sn|. x Similarly, ‘F(x)-F(ag(x))| = \fx Sni for n 2Dm. ' 050:) This completes the proof of (iii). U m 8. Proposition. Let Z)fn be a K—series. n=1 Suppose F(x) = O for every x E D. Then sn = O (n = 1,233,000) 0 Proof. This is an immediate consequence of lemma 7, (ii) and the regularity, for we have 3n = O on the interior of any interval of fih (n = 1,2,...). D 9. Pr0position. Let f be a Perron integrable function on [0.1]. Let 23f be the PFKfseries for f. n=1n IX fn exists as l 0 M8 Then for each x e [0.1]. F(X) = n a finite number and F(x) = (p) fat)“. 0 37 Proof. Let x e D . Then x = t for some '—-—- m m,k k. Hence by lemma 19 of Chapter II R t . F(X) =ij:3 S j=1 t m 21W f t m,j- -l m,j—l j: (P)fx f(t)dt. 0 Let x 6 [0,1] \~D. Fix an n. Then by the first paragraph an(X) F(an(x)) = (P)f§ f(t)dt. Thus a (x) fxsn (t)dt _ (O “ Sn + fx 8 = F(an (x)) an(X) n a (x) + s — (P) n f + . ix (X) n IO Ix (x) n Now (X H" 211:} =\ <::P>I an(x)Sn since sn is constant on (an (x),Bn (x)). By the fin (X) continuity of the integral we have (P)j: 4 O and (1 (X) n(X) (P)I6n f 4 (P)j:f (as n 4 m). Therefore lim jxsn(t)dt = (p)jxf. a O naw O 10. Definition. Let a,b E D, a < b. Let / 8a b be the class of all finite real-valued functions I on D 0 [a,b] which fulfill the following properties: 38 P1: If x 6 [a,b) n D and l = lim f(Bn(x)), n-Om finite or infinite, exists, then f(x) 2 l. P2: If x e (a.b] n D and u: 11‘“ “0‘13”” 1"l-+OlD finite or infinite, exists, then f(x) 3 u. 11. Remark. Let a,b E D, f E 8a b' and let I g be continuous on D n [a,b]. Then f+g E 8a b' I Proof. Let x 6 [a,b) H D and let the limit y = 1im[f(Bn(x))+g(fin(x))] exist. Then also the limit n 400 6 = lim f(Bn(x)) exists and Y = 6+g(x) 3 f(x) + g(x). 1140:: So f+g' fulfills p1. Similarly we have property P2 for f+g. E 12. Lemma. Let a,b E D, a < b. Assume f 6 8 ‘b' J 6 3'. J c:[a,b] and that f(J) 2’0. a, n Then there exists an m > n and intervals Jk E 3k such that J = Jn D Jn+1 3...: Jm, f(Jk) 2.0 (k = n,...,m) and Jm C int Jh. Proof. Denote J = [x,y]. Among all the intervals of 3' contained in J there must be at least one, n+1 say L, such that f(L) 2_O. In this way we may construct intervals Li 6 £3 such that J = Ln 3 Ln+1 D...,f(Li) 4.0 (i 2_n). Let p be the smallest integer greater than n for which Lp # J. The existence of such a p follows from the density of D. _' 39 Suppose the assertion is false. Then we have either x 6 Li or y 6 Li for any i 2.n. 1) Assume that x E Lp. Then x 6 Li for all i 2_n, and, therefore, Li = [x,Bi(x)] for all 1. Choose an i > p. Denote the set Di n Li by —l (To....,TS}, where x = $0 <...< TS = Bi_1(x). Clearly 71 = 61(x). If s=1, then f(Bi(x)) = f(Bi_l(x)). If s > 1, then we must have f(Tj_1) > f(Tj) for j = 2,...,s, for otherwise the assertion would be true with m=L. Jk = Lk (k = n,...,i-l), Ji 2 [Tj_l,Tj]; thus f(Bi(x)) = f(Tl) > f(TS) = f(Bi_1(x)). We have therefore f(Bi(x)) Z f(Bi_1(x)) 2_f(x) for any i > p. Because of the density of D there are infinitely many numbers i > p for which 3 > 1 and, therefore, f(Bi(x)) > f(Bi_l(X)). It follows that lim f(Bi(x)) > f(x) which contradicts P . 1' 14m 2) If y E Lp then we prove analogously that lim f(a;(y)) < f(y) which contradicts P2. This 14m proves our assertion. C 13. Lemma. Let a,b E D, a < b. Assume that [a,b] 6 £5 for some j. Let f E 3a b and f(a) g f(b). I Then there exists an x 6 (a,b)‘\ D such that f(an(X)) < f(Bn(x)) (n = j.j+1....). 40 Proof. Take n=j, J = [a,b] in 12 and conStruCt the Intervals Jj'ooo’Jmo set p0 = 3, pl = m. NOw apply 12 with n=m and J=Jm. getting intervals J D J 3...: J such that J E , f J ) 0 pl p1+l p2 k 3k ( k 2- (k = p ,...,p ) and J c int J . Continuing in this 1 2 p2 p1 fashion we construct sequences of intervals Jj 3 Jj+1 D... and integers pO < p1 <... such that Jk 6.8 , f(Jk) 20 (k = j,j+l,...) and J c int J (i = 1,2,...). pi i-l Since each Jk is closed and D is dense in [0,1] there is a point xO such that F( JR = {x0}. k=J It is obVious that Jk = [ak(xo),Bk(xo)] for each R and that xo 6 int Jk remarked that f(Jk) 2_O (k = j,j+1,...), the proof for each k, so xo E D. Having is complete. [3 The following lemma is a generalization of a lemma in [2], due in its present form, to J. Marik. 14. Lemma. Let a,b E D, a < b. Assume f 6 3a,b' Let C be a countable set in (a,b). Let lim inf f(Jn(x)) 3.0 for x 6 (a,b)\\ D. Let 1 n3” f(Jh(x)) b)\\ ) im inf < O for x 6 a, CUD . Th f nqm <1Jh(x)‘ _’ ( ( en is non-increasing on D n [a,b]. 41 nggf. Suppose not. Then there exists y,z G D n [a,b] such that y < z and f(y) < f(z). There is a j such that y,z 6 Dj' Then we can find J = [v,w] 6 35 for which f(J) >10. Choose an e > 0 such that f(v) + 3c < f(w). We may assume C is an infinite subset of (v,w)‘\ D. Let [c1,c2....} be an enumeration of C. Define functions (X) = ‘23 --€-- sgn(x-c ). m n=1 2n n R(x) = CMX) + ex. and ¢(x) = f(x) - R(x). Now R(w) - R(v) gR(l) - R(O) = cp(l) + e - cp(0) = 36, so ¢(v) < $6M). Since m is continuous on [0,1] \\C, R is continuous on D. Thus W e 3v‘”. I For each x E (O,l)\\(CUD) we have ((Bn(x))-¢(an(x)) f(Bn(X))-f(an(x)) lim inf lim inf[ - M” Bn(x) - anaa S W, Bum - anal ‘1 3,-6 since m is non-decreasing. If x E C, then lim inf[w(Bn(x))-¢(an(x))] = lim inf[f(Bn(X))—f(an(X))] n-oao n-m — lim[ cp(Bn(X) )-cp(an(x) )] ham 3 1im[cp(an(X))-cp(6n(x))] < o. 11400 42 Therefore, for each x e (0,1)\\D there is an n such that ((Bn(x)) < ¢(an(x)). This is a contradiction with lemma 13. [j 15. Theorem. Let, Z} fn be a K—series n=1 fulfilling condition H. Let a,b 6 D, a < b. Let C be a countable set in (a,b). Let f be a Perron integrable function on (a,b). Assume (1) lim sup 3 (x) 2_f(x) a.e. on (a,b), n 11-000 (2) 1im sup sn(x) > -m and 1im inf sn(x) < J... n-bm n-N'D for x 6 (a,b)\ (CUD). Then (3) Z} fn(x) exists and is finite a.e. on (a,b), n=1 (4) Z) fn(x) is Perron integrable on (a,b), and n=1 (5) F(x) - (P)fx Z) fn is constant on D n [a,b]. 0 n=1 Proof. we may assume lim sup sn(x) 2_f(x) nan everywhere on (a,b). Let G be a minorant of f. Define H on D n [a,b] by H(x) = G(x) - F(x). Set ((x) = (P)‘fx f for x e [a,b]. Then W a is continuous and G-w is non-increasing. Thus G(x+) g_G(x) for any x 6 [a,b). If x 6 [a,b) n D, 43 then 1im F(Bn(x)) = F(x) by lemma 7, part (iiiL so n-Ooo that lim H(6n(x)) g H(x). Similarly lim H(aéXx)) 2 H(x) n-ND nag: for any x 6 (a,b] O D. Hence H E 8a b' I Furthermore, for each x 6 (a,b) lim inf[H(Bn(x))-H(an(x))] = lim inf[G(Bn(x))-Gflan(x)) 11-an 11-000 - F(Bn(X)) + F(an(X))] S. 0 since DG(x) # +0° and lim[F(Bn(x))-F(an(x))] = O by [1400 lemma 7. For each x 6 (a,b)\\(CUD) ‘we have by lemma 7, part (i), . . H (Bn (X) ) -H (01.1n (X)) . _ G (Bn (X) ) -G (an (X) ) llfiqinf Bn (X? - unfit) = 11:1;“fi 6,100 - an(XT ' Sn(X)] g_fiG(x) - lim sup sn(x) 3,0 nam since DG(x) < +m, lim sup sn(x) > -m, and nam DG(x) 3 f(x) g_lim sup sn(x). Thus we may apply lemma l4 n-Oco to conclude that H is non-increasing on D n [a,b]. Since D is dense in [0,1], H may be extended to a non-increasing function H on all of [a,b]. Since H is monotone, H5(x) exists and is finite almost everywhere on (a,b). Furthermore 44 (of fi’zmb) - H(a) a N which implies H' is Lebesgue integrable on (a,b). Recall ¢(x) = (P)£:f. Since w-G is non- decreasing there is a set A of measure zero such that for any x 6 (a,b)\.A, w-G has a finite derivative. Furthermore, the function 5(w-G) is Lebesgue integrable on (a,b). Since ('(x) exists and is almost everywhere f(x), there is a set B of measure zero such that G'Cx) = (’(x) - (w-G)’(x) exists as a finite number for every x 6 (a,b)\\B. Thus 5G is Perron integrable on (a,b) since 5) is Perron integrable and 5(w-G) is Lebesgue integrable on (a,b). For any x e (a,b)\Dn we have G(ES,r1 (X) )-G (an (x) ) H (Bn (x) ) -H (an (x) ) (6) Sn(X) = BnGcT-anbc) ' BnTx) -an(X) 7 (n = liZ'B’ooo). Since H'(x) and G'(x) exist and are finite for almost every x 6 (a,b), it follows from (6) that lim sn(x) n-m exists and is finite for almost every x 6 (a,b). Furthermore the function qfix) = lim sup sn(x) being nam equal almost everywhere to the difference of two Perron integrable functions, is a Perron integrable function on (a,b). This proves (3) and (4). 45 To prove (5) construct sequences of minorants [Un}n=l and majorants [Ln]n=1 for m such that (7) lim Un(x) = lim Ln(x) = (p)fxn n-Oco 11-000 0 for every x 6 (a,b). Since we may take f=m in the first part of the proof, we see that the function Un - F fulfills the conditions of lemma 14 (n = 1,2,...). Part (iii) of lemma 7 and the fact that Ln is a majorant (QLn(x) ¥ -m for all x) imply that the function K = F - L belongs to 5 and that n a,b 1im inf[K(B.(x))-K(a.(x))] = O (n = 1,2,...). 11-00:) J 3 Moreover, for each x e (a,b)‘\JCUD) Klfij(x))-K(aj(x)) lim inf j” 53°62) " ajG‘) Ln(Bj(X))—Ln(aj(x)) = lim inf[s.(x) - _ j4m J Bj(X) aj(x)Y 3 lim inf sj(x) - QLn(x) g 0 (n = 1,2,...) 3-... because Ln is a majorant for m, 2Ln(x) > -m, 1im inf s.(x) < +m, and lim inf s.(x) g m(x) g_QL (x). j-Om j-Oco J n Therefore for each n > O, F - Ln and Un - F fulfill the conditions of lemma 14. Hence F - Ln 46 and Un - F are non-increasing on D n [a,b] for each n. From this and (7) it follows that F(x) - fxm and Ixm - F(x) are non-increasing on a a D 0 [a,b]. Whence, F(x) — Ix lim 5. is constant on a jam [a,b] n D. D 16. Theorem. Let Z} fn be a K-series satisfying n=1 condition H. Let C be a countable set in (0,1), f be a Perron integrable function on (0,1). Assume lim sup Sn(X)-Z f(x) a.e. on (0,1), nqm lim sup sn(X) > -m and lim inf sn(x) < +m n-Mn n46) for all x E (0,1)‘\(CUD). Then 23 fn converges a.e. n=1 a: to a Perron integrable function m and Z? fn is the n=1 PFxbseries for m. Moreover {12:11: fn = (NJ: cp for all x 6 [0,1]. PrOOf. Take a=0, b=l in theorem 15. Then by 15, Z} fn n=1 integrable function m. Furthermore F(x)-(HIx m is O 0, so F(x) = (”Ix co 0 converges a.e. on [0,1] to a Perron constant on D. But F(O) for x e D. 47 Let 2) 9n be the PFK-series for m. By n=1 pr0position 9. 23 Ix 9n = (P)fx m for all x 6 [0,1]. n=1 0 0 Therefore, proposition 8 applied to the K—series co n=1 (fn-gn) gives fn = gn (n = 1,2,...). This proves the assertion. D to 17. _Theorem. Let Z} fn be a K-series n=1 satisfying condition H. Let g be a Perron integrable function on [0,1]. Let C be a countable subset of [0,1]. Let {an,k} and {bn,k} be two non-negative. limit preserving matrices such that {k : an k # O} I and [k : bn k # O} are finite (n = 1,2,...). Define m ' Q — ’ — on -kEl anksk and on —kEl bnksk' Let {nj} and {n5} ‘be two increasing sequences of natural numbers. Assume lim on = g in measure, j*w j I lim sup on,(x) > -m for x E (O,l)\.C, and j-w° 3 lim inf Og.(x) < +m for x 6 (O,l)\(C. 3 Then 2} fn(x) = g(x) for almost every x in [0,1] n=1 and Z3fn is the PFK-series for g. n=1 Proof. There are integers jl < j2 <... such that putting mt = n. , we have lim 0m (x) = g(x) 3! Law I 48 for almost all x. Since the matrices are non-negative it follows that lim sup sn 2_lim sup 0 , lim sup 5 .2 n4m nam r1 ndm 1‘ lim sup 0’, and lim inf s g_lim inf 0;. Because of D400 n 400 n 400 this 1im sup 5 (x) 2.1im sup on(x) 2_lim cm (x) = g(x) n 400 n 11 4m 400 I, almost everywhere. For x 6 (O,l)\\C lim sup Sn(x)-2 lim sup o£(x) 2.1im sup o',(x) > -m nam nqw jam j and lim inf sn(x) 3 lim inf o;(x) 3 lim inf o’,(x) < +m. ndm n4» jam j Q Therefore.theorem 16 may be applied to see that Z) fn n=1 converges a.e. to a Perron integrable function m for which it is the PFK-series. But 1im sn(x) = qKX) a.e. nqm implies 1im 0n(x) = ¢(x) a.e. since {an k} is limit ham ' - preserving. Therefore g=¢ a.e. by the uniqueness of the limits. This completes the proof. (3 Generalizations of the theorems of Wade [14], [15] for Haar and Walsh series may be obtained as corollaries to pr0position 3 and theorems 5,16 and 17. In each of these corollaries C will denote an arbitrary countable set in [0,1] and A the set of dyadic rationals in [0,1]. If 23 akxk is a Haar series, k=0 n-l then we W111 denote Rigakxk by 5n (n = 1,2,...). 49 an,k = bn,k = O for n # k and an,n = bn,n = l (n,k = 1,2,...) in theorem 17, then If we put we have the following assertion. O 18. Corollary. Let Z} a xn be a Haar series n=O n satisfying condition GH. Let g, [nj]”and [n;} ‘be as n. n. in theorem 17. Set 2 3 = mj and 2 3 = m5. Assume 1im Sm = g in measure, j+~ 3 lim sup Sm. > -w on (O,1)\.C and jam J lim inf sm’ < +o on (0.1)\\C . 3*” 1 Then Z} anXh(x) = g(x) for almost all x in [0,1] n=0 Q and Z) anxn is the Perron-Haar-Fourier series for 9. n=0 Let W ,w ,... be the walsh functions and O 1 n_1 ao.a1,... be real numbers. Denote jg; ajwj by 3n (n = 1,2,...), as we did above for Haar series. It is well known (see for example [1] or [14]) that there are real numbers YO'Y1"" such that Zn-l 2n 23 a.) (X) = Z; 1 yixi(x) for x Q'A and n 2_O. Wade [14] has shown that if 1im a = O, k-Om k m 0 then 2‘ Yixi satisfies condition GH. wade [14] also '=O has shown.that if ZiYixi is the Haar-Fourier series 130 m of a function 9, then 23 a is the Walsh-Fourier j=o jwj series for g. Putting C U A for C in conallary 18 ‘we get the following corollary to theorem 1?. 50 19. Corollary. Let Z: a n=0 series. Let 9, [nj} 'and [n3.’] be as in theorem 17. n. n. Set 2 J = mj and 2 J = mj’. Assume (I be a Walsh n n lim sm = g in measure, 3-.” 3' lim sup Sm' > -oo on (0.1) \ (CUA). j-w J 1im inf sma < +oo on (O, 1) \ (CUA), and 3'4” 3' lim a = O. k-wo m Then X anwn is the Perron-Walsh-Fourier series for n=0 9 and lim 5 n (x) = g(x) for almost all x 6 [0,1]. ndw 2 CHAPTER IV EXISTENCE OF INFINITE SUMS FOR K-SERIES ON SETS OF POSITIVE MEASURE In a 1965 paper, A.A. Talalan and F.G. Arutyunyan [13] have shown that a Haar or Walsh series cannot have an infinite smnn on a set of positive measure. This problem has been considered by R.F. Gundy [7] and V.A. Skvorcov [12]. In this chapter we will show that under suitable restrictions on the sequence {Dn}, a K-series with respect to {Dn] can not have an infinite sum on a set of positive measure. The method is similar to that used by Skvorcov. 1. Definition. Let g be a finite function on D. Recall that if [x,y] = J 6 3, we write g(J) = g(y) - g(x). For x (’D, define the symmetric D:derivates of g at x to be the limit points of the sequence g(Jh(X)) ‘Jh(x)‘ ° In particular.define g(Jh(X)) S g(x) = lim inf —D n” IJn(x) | 51 52 and _ ) g(Jh(X)) S g(x = lim sup . D mm r 23 Lemma. Let Z: fn be a K-series. Let n=1 x 6 [0,1] \ D. Then the set of limit points of the sequence {sn(x)}::=l is the same as the set of symmetric D-derivates of F. In particular lim inf sn(x) = §DF(x), lim sup sn(x) = SDF(x) and D40 n4» Q at points of convergence 2: fn(x) = SDF(x). n=1 Proof. This is an immediate consequence of lemma 7, part (ii) of Chapter III. 3. Lemma. Let G be a finite function on D. Let a > 0. Let E C:[O,l] \ D be a set of positive outer measure. Assume §DG(x) < a for every x e E. Then for each 6 > 0 there is an integer n.2 l and an interval Q C fih such that |Q| < e: |E n 0‘ > (l-e)|Q( and 6(0) < a|Q‘. Proof. Let x be a point of outer density for E. There is a 6 > 0 such that ‘E n J‘ > (l-€)|J\ for all intervals J such that x E J and ‘J‘ < 6. 53 By the hypothesis we have lim inf n-Ooo Choose an i such that G(Ji(X)) (Ji(x)‘ \ a Take Q = Ji(x) . c3 4. Definition. satisfies condition Q1 with the pr0perty: if G (Jn (x)) < a. Jn x and (Ji(x)\ < min (6,6). We say the sequence {Dn} if there is a q 6 (0,1) J 6 3h, L 6 fih+l and L C J, then +§+ > q (n = 1,2,...). 5. Lemma. Let [Dn] satisfy condition 01: let q be the corresponding number from definition 4. Let G be a finite function on D. Let E C'[O,1], Q E I. Let 5 > O and b be arbitrary numbers. Assume that (l) ‘E n 01 > (1-€)|Q( (2) G(J) > O for every J 6 3' such that JCQ and JnE#¢ (3) SDG(x) >.b for all x 6 E. Then 6(0) >b(1 if) 101. l 54 Proof. We may assume E c Int Q‘\.D and that all points of E are points of outer density. Since 1 1 G(Jn (x)) _ ) b ' = S G H 12.21“" E1001 D (X > for each x E B, we may associate with each x e E and n > O a J 6 fi' such that (2) G(J) >b‘J‘, x 6 J and ‘J| < n. The collection of all intervals J 6 fi' such that (3) J OE7-’¢, JCQ and G(J) >b|J| is therefore a Vitali covering for E. Set 61 = €‘Q|. Applying the Vitali covering theorem, we can find a finite number of non-overlapping intervals Jl’...’JN E .8: J1 c Q SO that (4) G(Ji) >b(Ji| (5) Ji nnslgx (i=1,2,...,N), and N (6) (E \iil Ji‘ < 61' But (E) > (l-e)‘Q| by assumption and N N ‘E\.Ul J“ 2 (El - Z \Ji‘. 1: i=1 Combining this with (6) we see that N N (7) (u Ji] = 2:131! > |E| - e1 >- (1-€)1Q\- em i=1 i=1 = (l-ze)\Q|. 55 Choose K so large that none of the intervals J1....,JN belongs to 3h for every n 2DK. Let N ‘be the system of all intervals L such that (i) L C’Q, (ii) L 6 3k for some k 3.x, (iii) either L is one of J1....,JN or L n E #'¢' and L has the property that of the intervals belonging to fik+l whose union is L, at least one doesn't overlap with any of the intervals J1,...,JN. We first show that Q = LJL. For if not, then LEN we could find an interval Lo 6 fik ‘which is contained in Q but not contained in any interval of u. Now Jj 6 M for j = 1,...,N by the definition of u. Suppose Lo overlaps with Jj for some j. Then since Dk c Dk+1 for each k, either Lo C'Jj or Jj c Lo' From the choice of K it follows that Jj c L0 is impossible. So Lo c.Jj. But L0 is not contained in any interval from u. Hence Lo overlaps with none of the intervals J1,...,JN. Therefore, if Lo n E #'¢, then Lo fulfills (i), (ii) and (iii) in the definition of H. But Lo g u. Hence Lo 0 E = ¢. Consider the interval L1 6 fiK-l which contains Lo' ‘We have L1 c:Q because 0 6 3, so if Ll n E ¥’¢. then L1 satisfies conditions (i). (ii) and (iii) of the definition of fl. But this implies 56 L CU L, acontradiction. So L nE=¢. If ° L691 1 L1 = Q, the construction terminates. In case L1 # Q proceed as follows. We claim L1 overlaps with no interval belonging to u. To see this recall that Dk c Dk+l for every k. Therefore, if L1 overlaps with any interval I of U, either I :ILl or Ll : I. If L1 c: I, then L1 c: U L, which implies L6” L0 clJ ‘L, a contradiction. On the other hand, if LG” I c'Ll, then L1 n E # ¢' since I n E #’¢' by the definition of T, again a contradiction. Hence L1 overlaps with none of the intervals from M. In particular, L1 overlaps with none of J1....,JN. Now conSider L2 6 fiK-Z such that L1 c L2. Clearly L2 fulfills (i) and (ii) in the definition of 2L If L2 n E 51¢. then L fulfills (iii) in the 2 definition of ll. But this implies L c L c L c U L, o l 2 Let! a contradiction. So L2 0 E = ¢. In this way we could construct a finite ascending sequence of intervals disjoint from E and belonging respectively to 3 , 3K sequence is Q. Therefore Q n E = ¢, contradiction. -1""'Jb, where Q 6 3h. The last term in this Hence Q = L) L. Lefl For any pair of intervals in. 21 which overlap, one is contained in the other. Thus we may replace the system a iby a system ”1 c N such that Q = L) L and LEfll no two intervals of ”1 overlap. 57 Set A = L) Ji' Then by (4) we have Jie’fi (8) Z G(Ji) > Z b‘Ji| =b\A\. Jieul J em i 1 Set u2=[Le9.Il:L9!Ji,lgi_<_N}. Then (9) Q\A= UL and L 0 E #'¢ for each L 6 £5, so that by (2) (10) o < Z G(L). Leflé If L 6 $12, then L ;! Ji (1 = 1,...,N) by the construction of ”5. Since #2 c M any L e u: satisfies (iii) in the definition of u. Therefore, if L 6 3:, say (1) such that L(1) ‘- 3j+1 overlaps with none of J1....,Jn because of (iii). By L 6 35, there is an L condition 01' (L‘ < é\L(I)\ for each such pair L (l) and L . Therefore \Q\A(= z ‘L“ (1 - £31m. 58 NOW 6(0) = Z G(Ji) + Z G(L) > Z G(Ji) JiEQIl Leflz Jiefill by (10). This combined with (8) and (12) gives G(Q) L‘>b\A‘ >b(1 - 2:13))0‘. a 6. Theorem. Let (Du) satisfy condition Q1. Let G be a finite function on D. Let A = (x e [0,1]:§DG(X) > -m or SDG(X) / +m]. Then §DG(X) = SDG(X) and is finite a.e. on A. Proof. Let A1 = (x : SDG(X) ; §DG(X) / -w}. Suppose ‘Al‘ ) 0. There is a number a \ O and a set B CiAl such that \B‘ > o and SDG(x) - §DG(X) > a for all x e B. Let q be the number of definition 4. Choose 3 > 0 such that (1) 2€ 0, there exists a p such that ‘Bp‘ > O. For each x 6 Ep there is an integer m(x) such that for m 2 m(x) G(Jm(X)) (2) p5 W . 59 Now define E = (x e Bp : m(x) g_m] (m = 1,2,...). m Then B = L) E , so there is an m such that p m=l m 0 ‘E | > O. Denote E by E and set 6 = min (J). m m o o Jéfih 0 We have for all x F E (3) O < _S_D[G(x)-pex] = §DG(x) - p6 g e < 26 in E c:B and e S G x l e on B . Further, s ce p P < -D ( ) g (P+ ) p we have for all x 6 E (4) §D[G(x)-pex] > §D[G(x)-pex] - _S_D[G(x)-pex] = §DG(x) - §_DG(x) > a. Also (5) G(Jm(x)) - pe‘Jm(X)‘ > o for all x e E and m 2_mo. Applying lemma 3 and (3) we can find an interval Q E 3' such that (6) (Q) < min(e,6) (7) ‘E 0 Q) > (1 - min(e,5))‘Q‘ and (8) 6(0) — pe‘Q‘ < 2e(Q|. If JEfim, JflE¥¢ and JCQ, then (6) implies that m 2_mo. Thus from (5), (4) and (7) we see that lemma 5 may be applied to the function G(x)-pox. 60 Hence (9) G(Q) - palm > a(l - 2519))“- From (8) and (9) we see that 2e(Q| > a(l - 3&5) (0|. which implies 23 > a(l - %f). This is a contradiction with (1). Therefore ‘A1‘ = 0. Similarly we show {x : §DG(x) < SDG(x)<'+m} 'has measure zero. It remains to show that M = [x : SDG(x) = +m] has measure zero. For each x 6 M there is a natural number m(x) such that m 2_m(x) implies G(Jm(x)) > O. ij (X? T Set Mj = {x e M : m(x) g.j] (j = 1,2,...). Assume that [M‘ > 0. Then since M.= L) M. there is j=1 an n such that ‘Mh‘ > 0. Let y E Mh be a pOint of outer density and choose m > n such that |J (y) flM|\(1-l)‘J (m m n ’ 2 m ' Set P = Jm(y). From the definition of Mn it follows that if x E’Mn and j 2_n, then G(Jj(x)) > 0. Therefore, if J E I) J C P and J n Mn # Q , then G(J) > 0. Let x 6 Mn. Since x E M. we have SDG(x) = SDG(x) >|b for every real number b. Therefore 61 conditions (1), (2) and (3) of lemma 5 are fulfilled with e = , from'which it follows that NIH G(P) > b(l -(l"1)‘P‘ for every real number b. But this is impossible. Hence M has measure zero. Similarly, we show [x : SDG(x) = —m} has measure zero. D 7. _Theorem. Let {Dn} satisfy condition Ql. Let E; fn be a K-series with respect to [Dn}' Let E bg—a set of positive measure. Assume that for each x 6 E, either lim sup 3 (x) < +m nan or 1im inf Sn(x) > -m. naw m Then 23 fn converges to a finite number almost everywhere n=1 on E. Proof. This follows immediately from lemma 2 and theorem 6. D 8. Corollary. Let {Dn} satisfy condition 01' Then a K-series with respect to {Dn} cannot diverge to either +m or -m on a set of positive measure. 62 9. Definition. We say {Dn} satisfies condition Q2 if for each natural number n there 0 o \ . is an interval J 6 fih such that Qn+l Dn c.J Note that if Dn has n+1 points (n = 1,2,...), then {Dn}n=1 satisfies condition Q2. R.L. Gundy [7] has considered the problem of representing arbitrary measurable functions on a probability space by means of series with respect to complete orthonormal sequences of step functions. If we take [0,1] with Lebesgue measure as the probability * space and construct an H -system [u )m accordin n n=1 9 to Gundy's definition, then there is a sequence {Dn]:;1 fulfilling condition 02 such that any series Q 2: a u is a K-series with respect to {D }. Let n=1 n n n {Uh} be such a sequence. Then applying theorem 2.2 of [7] we see that there exists a K-series with respect to {Dn] with an infinite limit on a set of positive measure if and only if {Dn} does not satisfy condition 01' This leads us to conjecture that the assumption of condition Q1 is essential in theorem 7. CHAPTER V REMARKS ON EVERYWHERE CONVERGENCE V.A. Skvorcov [10] has shown that if a Haar series converges pointwise everywhere on [0,1] to a bounded function 9, then the given Haar series is the Haar-Fourier series for g. On the other hand, L. Faber [3] has constructed a nontrivial Haar series which converges to zero at all but one point in [0,1]. In this chapter the corresponding questions for K-series are considered. First an example of a nontrivial K-series which converges to zero everywhere on [0,1] is constructed. The partial sums of this example are a subsequence of the partial sums in Faber's Haar series example. 1. ‘Example. The example is constructed by defining the partial sums. Let {Dn}:el be given by e .3.- '= n = ' Dn [ n . j O,l,...,2} (n 1,2,...). Define Sn 2 to be regular and 63 64 ( n-l l 1. l _ n-l l 1 _1_ Sn - < "'2 0n (5: i + n) 2 0 ..f[;-la,;._lfi] k 2 2 (n = 1,2,...). Set fl = 31’ fn = sn-sn_1 for n 2.2. Take an n 2 2. The elements of fin-l are of the form Jj = [fififilv “35$? (j = 1.. -v2n-1’- Let vj be regular and satisfy l on int J. V. = { j (j = 1'2’ooo'2n-1)0 3 0 off J. 3 Then {Vl""'V2n-l] is a baSis f0: 8n-1' In order to show fn 6 Tn we need only show I; fnvj = I; fn = 0 . n-l 3 for J = 1300002 0 BUt n-2 l 1 l. l l l 1 2 on (- " __ 0‘ "' "‘9 U (-,- + —) 2 2n 1 2 2n 2 2 2n _ n—2 l .2; l l _L_]. l fn - '2 0“ (a ' n'i) U (5 + n'2 + n—l) 2 2 2 1 l l. l 0 off [5 - 33:1w5 + n-1]' Therefore, I f = 0 (j = 1,...,2n-1). J. n 3 m Since fn E T (n = 1,2,...) the series Z} fn n n=1 is a K-series with respect to [Dn}. By the regularity sn(%) = O for all n. Fix xa! Nil-4 : there is a j such that sn(x) = O for n > j. 65 Q Therefore fn(x) = O for every x. Notice that n=1 _ l I 1 Sn — 2 for all n, so 23 fn does not satisfy condition H. Example 1 shows that for general K-series there can be no analogue to Skvorcov's Haar series theorem. In order to obtain a class of K-series for which there is an analogue to Skvorcov's theorem we will impose the following conditions. Recall from Chapter IV that the sequence [Dn] satisfies condition Q2 if for any n, there is an interval J 6 fih such that Dn+l\\ Dn C.I. 2. Definition. we say {Du} satisfies condition Q3 if there is a number K ‘with the property that for each pair of intervals J1,J2 G fih+l with J1 UJ2 CL Ebn we have )Jl) T3? < K (n = 1,2,...). 3. Lemma. Let {Dn} satisfy condition Q2. Let Z? fn be a K-series with respect to {DD}. Let n=1 P = [a,b] 6 5P, a1 6 int P, P1 = [a1,b] E 3H and sq 2_sp on int P1. Assume that for each n > p and each J G fih ‘with the property J c int P we have 66 SD g,sp on int J. Then there are numbers q = m1 < m2 < ... and a1 < a2 <...< b ‘such that P. = [a. J "‘3' J on int Pj' Moreover (mj) may be chosen so that = fm.+2 =...= fm 1 = O on int P. (j = 1,2,...). f j j+l- 3 .+1 "‘3 Proof. Because of condition 02 and the orthogonality there exists L 6 £5 such that the support of fn+1 is contained in L (n = 1,2,...). If fn = O on int P for all n > q, the l assertion is trivial. Otherwise proceed as follows. Let n be the smallest integer i > q such that fi is not identically zero on int P1. By orthogonality and condition Q2 there is at least one interval I e fih such that I c P1, I # P1 and fn > O on int I. From our assumptions it follows that we cannot have I c int P, because sn > Sn-l =...= sq 2_sp on int I. Let I = [a,fi]. Then a < a1 g_a < B g_b. If B < b, then I Clint P. Therefore fifib and a1 < a. Set m = n, 2 a2 = a, and P2 = I. Now assume that m1,...,mj and P1,...,Pj have been constructed. Repeating the argument above 1 and P. i l , . . . J_1 n p ace of P we construct m3+1 and Pj+l D with m.j in place of q, Pj in place of P 67 4. Theorem. Let f be a bounded function on [0,1]. Let [Dn} satisfy conditions Q2 and Q3. Let Z: fn be a K—series with respect to {Dn}. Assume ngl a 23 f (x) = f(x) for all x 6 [0,1]. Then 2: En n=1 n n=1 is the LFK-series for f. Proof. Let \f(x)\ g_c for all x G [0,1]. We will show that (sn(x)\ g_c for all x and n. n 0 Suppose not. Then there is an no and Jo 6 3 such that Isn [ > C on int J6. For the sake of o definiteness, assume sn > C on int JO. 0 It will be shown that there exists a sequence of intervals {Jj} and an increasing sequence of integers {nj}' with the properties (1) Jj+l g int Jj, (2) J]. 6 .Bn'. 3 (3) Sn. .; Sn. 2 C on int Jj+1 (j = 0,1,2,...). 3+1 3 The sequences are constructed by induction. We have n and Jo. Assume that no,n1,...,nk and J O JIOOO'J 0’ 1 have been constructed. Suppose that for every n > n k k and every I 6 3h 'w1th I c int Jk we have sn < snk on int 1. (We wish to deduce a contradiction.) 68 Obviously there exists an index i > nk such that fi is not identically zero on int Jk. Let m be the smallest such i. By property Q2 and orthogonality there is an I 6 3m such that I c:Jk, I # Jk and fm 2 O on int I. Since sm > Sm-l =...= snk on int 1, the interval I must, by the assumption, have a common endpoint with Jk' For definiteness, assume the common endpoint of J and I is the right, k denoted by yo Now apply lemma 3 with p = nk, P = Jk' <;=m and P1 = I to find integers m = m < m <... and l ‘ 2 intervals Pj 6 3h (j = 1,2,...), all having y as a common right endpoint, such that fm g_o off Pj' i f >0 01’! int Pol f =f =ooo=f =0 m. —- .+1 .+2 . -l 3 J m] m] m3+1 on int Pj (j = 1,2,...). Define M. = -min f (t) (j = 1,2,...). 3 t mj Suppose for j 2_2 4 M. > f - . ( ) 3 _, ml(y ) Let P; denote a member of fifi upon whidh —Mj is J attained by fm . Then we have (5) MjIP5‘ g fmj(Y-)\Pj| (j = 2,3,...). Because of condition Q2 we have fm (y-) = me (y) 3 3 69 (j = 1,2,...). This fact combined with (4), (S) and condition Q3 gives IP-I , '(y) P, < me. (y)K J J 3 (6) o < 2fml(y) g M]. g 2fm for j 2.2, where K is a constant independent of j. But the convergence of Z: fn(Y) implies 1im fm (y) n=1 j-Ooo j a contradiction with (6). Therefore, there exists j \ for which Mj < fm1(Y-). By condition Q2 and orthogonality the support of fm is contained in Pj-l (j = 2,3,...). Therefore 3' f c P. (j = 2,3,...). Now P3 is disjoint from J 3-1 J and to the left of y so pj“ c int Jk (j = 2,3,...) . Let j1 > 1 be such that ‘fm. (t)| < fm (y-) for 31 1 . ; . 4) every t 6 int Pj . Then fm + fm_ > O on int Pj . l l 31 1 Since P? c P. for j > 2, f > O on int P3 3 3-1 " mj" 31 (j = l,2,...,jl-l). Combining this fact with the choice of (mj} we have Sm = sm -1 + fm +...+ fm + fm > sm _1 31 l l jl-l jl l = 3n on int Pf , k 3l a contradiction. 0. 70 Therefore there is an n > nk and J 6 fih such that J c int JR and s 2.3 on int J. Set n nk nk+l = n and Jk+l = J. This completes the construction. From the density of D and from (1), (2), and (3) we have F) JR = [z] and lim sn (2) >.C 2_f(z), k=l kdm k a contradiction. Therefore (sn(x)| g_c for all x 6 [0,1] and all n. Fix an integer m 2.1 and J 6 Sb. Set 9 = characteristic function of J. Then I1 9 sn = f sn for n 2_m. O J By the Lebesgue Dominated Convergence Theorem we have lim 5 = lim 9 s = (1 gf = f. nee J n ham 0 n o IJ Because of the orthogonality I s = I s for n > m. n m '— Combining these last two facts with theorem 8 of Chapter m II proves that Z: fn is the LFK series for f. [3 n=1 In the remainder of this chapter it will be assumed that Dn has n+1 points. Note that this is the case for Haar series, that condition Q2 is automatically 3-: .. 71 fulfilled and that conditions 00' Q1 and Q3 are equivalent under this assumption. Furthermore if Dn has n+1 points, then 3h has n elements and 3h \\fi _1 has two elements (n = 2,3,...). 5. Definition. Let I; \~fih—l have two elements, say J and K. Set = nmax(+—+-, (~19 (n = 2, 3,...). Under the assumption that Dh has n+1 points, condition Q3 is equivalent to boundedness of the sequence {qn}. In the next example a sequence [Dn} and a non-trivial K-series 2: f with respect to [1:1 00 {Dn} are constructed such that Z: fn(x) = O for every n=1 x 6 [0,1]. This example satisfies all the hypotheses of theorem 4 except for the boundedness of (q }. n 6. Example. Let 2 = A1 < A2 <..., lim An = w, n-boo . . l 1. 1 1 l l llm(A -A ) = 0. Define J = [- - ——v— , L = [-,- + —-] nqm n+1 n n 2 An 2 n 2 2 An (n = 1,2,...). It is easy to see that there is a sequence {Dn} fulfilling the requirements of definition 1 of Chapter II and a sequence of natural numbers 2 = R1 < k2 g... with the properties (1) Dn has n+1 points 72 (2) Jn'Ln G fikn (3) Jn+1 E fikn+l (4) Ln+1 6 3k +2' n Set 51 = O. For each n to be regular and A on n .n O on Let skn+l be regular and An+1 on SR +1 = -An on O on Let skn+2 be regular and An+1 on Skn+2 = ”An+1 °n O on Set s = s =...= s kn+1 kn+1 l kn+3 fl = s, and fm = Sm-Sm-l (m = is identically zero for m ¢ kn+l .2 1 define sk n int J n int L n [001] \ (Jn U Ln) . int Jn+1 int L n [0,1] \ (Jn U Ln) . +1 int Jn+1 int Ln+1 [O'l]\\(Jn+l U Ln+l)° = 3 Define kn+2 2,3,...). Then fm and m fi'kn+2 (n = 1,2,...). Therefore fm E Tm for m # kn+l and 11,...,Ik be an enumeration of the intervals in fik . n n 73 to be regular and {:1 V . = 3 0 Then Define vj on on (J = lI"°Ikn)' 8k . n {V1, ...,Vk} n In order to show f k +1 5 T n Show Ilf v. — O kn+l j for j = 1'°°°'kn' Obviously f int 1., if I. # J . Since 3 J n 0. Hence fkn+1 we have I fk +1 = Jn n Similarly let P1.---.Pkn+1 of the intervals of 3k +1. Define n and on int 1 . u , = 3 0 off Pj Then {u1,...,ukn+l] is a baSis for [0,1]\1. k +1 n int 1. J J is a basis for we need only - O on :1: S y I; kn+l n 6 Tk +1’ n be an enumeration uj to be regular P. 3 (j = 1,...,kn+l). . To show 8kn+l fk +2 6 Tk +2 we need only show n n (1 f I f o u. = = O kn+2 j Pj kn+2 for j = 1,...,kn+2. ObViously fkn+2 = O on int Pj if Pj # Ln' Since I; skn+l = l = IL skn+2. we have n n f = 0. IL n 74 Consequently, fm 6 Tm for every m. So Z} fm is a K-series with respect to [Dm]. Let n=1 x = %. Then there is an integer m such that sn(x) = O l 1 for n 2.m. For x — 5 we have skn+1(§) — An+l - An and l l l s (—) = s (-) =...= s (-) = O kn+2 2 kn+3 2 kn+1 2 r: (n = 1,2,...). Therefore 1im sm(%) = 0. co Ill-00° FL Hence m2; fm(x) = 0 for every x, but fkn+l and fkn+2 are non-zero functions (n = 1,2,...). The example constructed in section 6 has several interesting prOperties which are the subject of the next remarks. 7. Remark. Let {An}. {kn}. {Ln}, (Jh}, be as in example 6. Set Then q =q = =—_:—_ (n: 1,2,...). kn+l kn+2 ‘Kn+1‘ An+l An Moreover, there does not exist an integer N such that qk +1 g_n for n > N. To see that this is the case, n suppose that there were such an N > 1. Then for any A n > N ‘we have % g_—%il-— 1. That is n 75 l / (1) Ar“1 + H) 5-An+l There is an d > O for which (2) An 20.11 (n = l'ooopN+l)o Let n be an integer such that An 2_dn. If n g_N+l then (2) holds. If n > N, then by (l) we have .An+l 2_d(n+l). So that (2) holds in any case. From (1) and the fact that lim(A A [1460 that lim 79-: O, a contradiction. n-boo n+1-An) = 0 it follows 8. Remark. We have seen in section 7 that no matter how the sequence {An} is chosen it is impossible for qk +1 to be eventually bounded above by n. n HOwever, choose 8 > 1 and d 6 (8-1,1). Define An = 2n“ (n = 1,2,...). Then -1 n+1 a qk+1=——- n n Dd new 1 \ 9 IL. +1 ’ n [_(1. n for n 2.N. For n > N we have then q; Thus qk +1 < n8 for n 2'N. n 9. Remark. Let 1 < bl < b2 <..., iii'bn = m. It is clear that the sequence {kn} in example 6 may 76 be chosen so that qkn+1 < bkn+l and qkn+2 < bkn+2: at the same time we may choose the sets Dn so that qm = l for m # kn+1, kn+2 (n = 1,2,...). Then / qm \ bm for any m. In View of example 6 and these remarks, it appears that the assumption of condition Q3 in theorem 4 cannot be substantially weakened. A natural question is whether the imposition of conditions on the rate at which the lengths of the smallest and largest intervals in the nEE- partition tend to zero might imply the conclusion of theorem 4. 10. Definition. Let {Du} be given. Denote v = max \J‘ and = min ‘J‘ (n = 1,2,...). n Jean H“ Jean 11. Lemma. Assume that there exist numbers d,B such that nun > a and nvn < B (n = 1,2,...). Then {Dn} satisfies condition Q3. Proof. Take n > 1 and J,L 6 3h. Then [JV/ (L '3 BE \ d IUD - D lg. Corollary (to theorem 4). Let [Dn} satisfy the assumptions of lemma ll. Assume Dn has n+1 points for each n‘2 1. Let Z: fn be a K—series n=1 77 with respect to {Dn] which converges everywhere on [0,1] to a bounded function f. Then Z? fn is the n=1 LFK-series for f. The next example shows that if we only assume {nun} is bounded away from zero the conclusion of theorem 4 need not hold. 13. Example. Let 0 < d < 1. Set A = 2nd n (n = 1,2,...). Define sets E C E C E C... O l 2 1 as follows. Set Eo — {0,1}, El — {0,5,1}, + —-l}. Let m 2.2 and let finite sets EO c E1 c...c Em be defined. Define (1) __ . l (2) ._ . 1 Em —[t€Em.t<§}, Em —{t€Em.t>§]. Let (1) [t1 <...< tr} be an enumeration of Em and / / - (2) {tr+l \ tr+2 \...< ts} be an enumeration of Em . l) / . Let &£ = {[tj—l'tj] : 2 ;_j g.r] and déz) = [[tj-l'tj] : r+2 g.j g_s}. Denote 5m = dél) U 6é2). Let Fm be the set of midpoints of intervals from 6m. Now define E -A1 p%+ l ]o m+l NIH =E UF U[ m m+l m Now we prove Em c [0,1] (m = 0,1,2,...). The assertion is clear for m = 0,1,2. Assume n‘g 2 and En CT[O,1]. Then certainly Fn c [0,1]. Since 78 l n+1 . / 1 An+1 > 2 it follows that O \ 2 - < l. A Therefore E C [0,1]. This establishes the assertion. n+1 1_1_l_ Next we prove that max{t 6 En . t < 5] — 5 — An (n = 2,3,...). This is obvious for n=2. Assume n > 2 l _ 1 and max{t C En t < 2} — A . Thus NIH NIH l max{t P E U F . t < 5} +1 n - i. Thus max{t 6 E : A n n 1 since 2 - 2 A > % - ig— and n+1 n q I a 1 }. n+1 A This proves the assertion. Similarly it may be shown that %] - 1 +-JL (n = 2,3,...). min{t G En : t > — 2 An From these two facts it follows that {l_ 1 1 l 2 p -' "I' A 2 An+1 } n E = ¢ (n = 2,3,...) n+1 n because An+1 > An (n = 1,2,...). Now we may show that En has 2n+1 points (n = 0,1,2,...). This is clear for m = 0,1,2. Suppose n 2,2 and En has 2n+l points. It follows from the definition of Fn that Fn 0 En = Q. Moreover n . Fn has 2 -2 pOints. We have seen above that l l l l I“ " I - 'I' 2 An+1 2 A )nE =¢. n+1 n 79 Therefore 1 l 1. l En+1 _ En U Fn U [2 - An+1'2 + An+1] has (2n+l) + (Zn-2) + 2 points. This establishes the assertion. Set D = E (n = 0,1,2,...). In order to 2n n define Dk for any natural number k, choose an n. Let J1....,J n be an enumeration of the elements of 2 fi'n' Further assume that the indices are so chosen that 2 the right endpoint of Ji is the left endpoint of Ji+ l (i = 1,...,2n-1). Set D = E U {midpoint of J 1. n n l 2 +1 and D = D U [midpoint of J.) for 1 < j < 2n- n . n . j -— 2 +3 2 +j-l Define l l D = D U {- + } 2n+2n 1 2n+2n 1-1 2 An+1 and l 1 D = D U (- + }. 2n+2“‘1+1 2n+2n’1 2 An+1 Define D n = D n U {midpoint of J.) for - . J 2 +3 2 +j-1 2n—1+1 < j 3 2n. Since (Egiia < 2 (n = 2,3,...) and An = 2nd (n = 1,2,...), we have X2.._=—-—2a>——-—————l a=A1 (n=2,3,ooo)o n 2n 2(n-l) n-l Therefore 1 l l (l) A >A A (n—2,3,...). l 80 Now we prove that l l 1 , (2) -2-(A - A ) -\ for n > 4. _1__ n-l n An A To see this rewrite the inequality as 3—2(1 + 1 'a > (1 - 1)"O‘. n n Now using the Taylor expansion for (1+x)-a we see that there are sequences {cn} and {dn} satisfying / l l O \ Cn < H: "' a < dn < O! l d a G(G+1) (l + H — l - E + 2 a+2, and Zn (1+cn) l -a _ a djg+l) _ (l _ H) — 1 + F1 + 2 (1+1 (n —' 2,3,...). 2n (1+dn) Hence (3) (1+l)‘“/1—9+a—L——La+1 . n \ n 2n2 Now let n > 4. Since n.2 5 and O < d < l, we have \ l a+2 4 d+2 4 3 an / " g: (1+dn) > (g) > (3') I that is 1 125 (1+d )o+2 < 64 < 2 n so that (4) (l - %)'“ < l + g + 9195l1-. n From (3) and (4) it follows that 81 3-2(l+%)-a (l-é'a>3-2+29-‘--91Cltl—)--l n n _ a _ d(d+l) _ d _ 2d d+l) B 2 - E 2 n n d = —§-ln - 2d(d+l)] > O n This establishes (2). _ 1 1.1 _ 11 .1 Set Jn - [5 ‘ A '5]' Ln — [5'5 + A 1' n n l 1. l l l 1. l l K _ [‘ " """"I" ’ J: I - [- + ,- + ---] n+1 2 An 2 An+l n+1 2 An+1 2 An (n = 1,2,...). Now we prove _ . 1 1 .1. (5) U n — mln[§ un—l’A _ A] (n — 2,3,...). 2 2 n-l n Obviously u. = l. By (1) we have 1 - 5L-< JL : 2 2 2 A A 2 2 therefore . l l l l l u =min{_-——,——)=————. 4 2 1112A2 2 A2 Sinc u +-l; - u and J / SL- we have u / l u e 4 A — 2 ‘4\A p 4\2 2 2 2 which is (5) for n=2. Now suppose that (5) holds for some n'g 2. Let J c fi’n be such that (J) = U’n‘ 2 2 Because of (l) . l 1 l 1 2n 2 2n 1 An-l An An Therefore J is not Jn or Ln. Now in constructing D2n+l from Dzn, each interval of fién\‘[Jn'Ln} is diVided in half. Thus for each I 6 fién+l\‘{Jn+l'Kn+l' l Ln+1'In+l] we have (I) 2 5 (J). By (1) we have (Ln+l1 = 1Jn+11 1Kn+11 = 1In+11° 82 Thus 1 l l l u = min[- (J(,(K (} - minf- U r—— - 1 2n+1 2 n+1 2 2n An An+1 This proves (5). L t — u Now w ro that U - Zs—nu e U32 — . e p ve 2n — for n 2.5. The relation is clear for n=5. Suppose that for some n 2'5 u.n = 25_nu. From (5) it 2 follows that u < 1' --l;. Thus n —-A A 2 n-l n l l l 1 2 2n 2 An-l An Combining this with (2) gives 1 . l l 2 2n An An+1 From (5) and (6) it follows that . l l l u =m1n[-H.—- ]=-u- Therefore u l = l(ZS-nu) = 25—(n+l)u. This proves 211+ 2 the assertion. 1 Let n > 4 and 2n < j < 2n+ . Then . . n u U n’ so that juj.2 ju n+1 > 2 u n+l' 2 2 2 2 Thus juj > l6u. There is a number c > 0 such (A n+1-3 ”j that mum > 2c for m = 1,...,32. Thus . l . \ juj > l6u — 5 32u32 > c. Therefore k+k,” c for every k 2_1. 83 Set 51 = 0. Define $2 to be regular and A1 on int Jl 32 = . -Al on int L1. Let 53 be regular and A2 on int J2 53 = -Al on int L1 0 off J2 U Ll' For n‘Z 2 set pn = 3-2n_2+l and define s to n be regular and An on int Jn spn = —An on int Ln 0 off J U L . n n Set 5 = s =...= s . Let s be pn pn+l pn+l-2 n+1-l regular and f . An+1 on int Jh+l s - -A on int L pn+l—1 n n 0 off Jn+1 U Ln. Then s E S and s 1 E Q _1 since J ,L pn pn n+1 pn+1 “ n n+1 n n+1 1 Take fl = 51 and fn = Sn-Sn—l for n 2.2. 6 fl pn Then it follows in exactly the same way as in example 6 84 that f E T for each n > 1 and that Z: f is n n —- n=1 n a non-trivial K-series with respect to [Dn} which converges to zero at every point in [0,1]. However, as was observed above, there is c > 0 such that nun > c for every n. BIBLIOGRAPHY ll. BIBLIOGRAPHY G. Alexitis, Convergence Prdblems in Orthogonal Series, Permagon Press, New York, 1961. R.B. Crittenden and V.L. Shapiro, Sets of Uniqueness on the Group 2w, Annals of Mathematics, 81 f1 L. Faber, fiber die Orthogonal funktionen des Herrn - Haar, Jahresber. Dtsch. Math. Ver., 19 (1910), "3, N.J. Fine, On the Walsh Functions, Trans. Amer. Math. , Fourier-Stieljes Series of Walsh Functions, Trans. Amer. Math. Soc., 86 (1957), 246-255. A. Garsia, Topics in Almost Everywhere Convergence, Markham Publishing Co., Chicago, 1970. R.L. Gundy, Martingale Theory and Pointwise Convergence of Certain Orthonormal Series, Trans. Amer. Math. Soc., 124, number 2 (August 1966), 228-248. W. Rudin, Real and Complex Analysis, MbGraw-Hill, New York, 1966. S. Saks, Theory_of the Integral, Dover, New York, 1964. V.L. Skvorcov, A Theorem of Cantor Type for the Haar System, Vestnik Moscow Series I Mathematics and Mechanics, l (1964), number 5, 3-6. , The Calculation of the Coefficients of an Everywhere Convergent Haar Series, Mathematics of the U.S.S.R. - Sbornik, 4 (1968), number 3, 349-360. 85 12. 13. 14. 15. 86 , Differentiation with Respect to Nets and Haar Series, Mathematical Notes of the Academy of Sciences of the U.S.S.R., 4 (1968), number 1, 509-513. A.A. Talalyan and F.G. Arutyunyan, Convergence to +m in the Haar system, Math. Sbornik, 66 (1965), W.R. Wade, A Uniqueness Theorem for Haar and Walsh Series, Trans. Amer. Math. Soc., 141 (1969), 187-194. , Uniqueness Theory for Cesaro Summable Haar Series, Duke Math Journal, 38 (1971), number 2, 221—227.