Riesz-Fischer theorem

In mathematics, the Riesz-Fischer theorem in real analysis states that a function is square integrable if and only if the corresponding Fourier series converges uniformly in the space L2.

This means that if the Nth partial sum of the Fourier series corresponding to a function f is given by

S_N f(x) = \sum_{n=-N}^{N} F_n \,e^{inx},

where Fn, the nth Fourier coefficient, is given by

F_n =\frac{1}{2\pi}\int_{-\pi}^\pi f(x)\,e^{-inx}\,dx,

then

\lim_{n \to \infty} \left \Vert S_n f - f \right \| = 0,

where \left \Vert g \right \| is the L2-norm, expressed as

\left \Vert g \right \| = \int_{-2 \pi}^{2 \pi} g^2\, dx.

Conversely, if \left \{ a_n \right \} \quad is a two-sided sequence of complex numbers (that is, its indices range from negative infinity to positive infinity) such that

\sum_{n=1}^\infty \left | a_n \right \vert^2 < \infty,

then there exists a function f such that f is square-integrable and the values an are the Fourier coefficients of f.

The Riesz-Fischer theorem is a stronger form of Bessel's inequality, and can be used to prove Parseval's identity.

Hungarian mathematician Frigyes Riesz and Austrian mathematician Ernst Fischer, working independently, both discovered the theorem in 1907.

References

See also: Riesz-Fischer theorem, Austria, Bessel's inequality, Coefficient, Complex number, Fourier series, Frigyes Riesz, Hungary, If and only if