Friedman’s theorem: a new proof using strong convergence

5 The master inequality: extension to smooth functions

The aim of this chapter is to prove the Master inequality II, as done in [ . This will require to prove some results related to approximations of smooth functions by Chebyshev polynomials on a compact set.

Throughout the rest of this blueprint, we will denote as \(\mathbb {T}= \mathbb {R}/ 2 \pi \mathbb {Z}\) the additive circle of length \(2 \pi \).

5.1 Chebyshev polynomials

For \(j \geq 0\), we denote as \(T_j\) the Chebyshev polynomial of the first kind of degree \(j\), defined by the relation \(T_j(\cos \theta ) = \cos (j \theta )\) for \(\theta \in \mathbb {R}\).

Let us fix a real number \(K {\gt} 0\) and an integer \(q \geq 0\) for this section. We define coefficients associated to a polynomial \(h\) on the set \([-K,K]\) in the following fashion.

Lemma 5.1.1

Let \(h \in \mathcal{P}_q\). There exists a unique family of real numbers \((a_j)_{0 \leq j \leq q}\) such that, for all \(x \in \mathbb {R}\),

\begin{equation*} h(Kx) = \sum _{j=0}^q a_j T_j (x). \end{equation*}
Proof

This follows from the fact that \(h(Kx) \in \mathcal{P}_q\) and \((T_j)_{0 \leq j \leq q}\) is a basis of \(\mathcal{P}_q\), since for all \(0 \leq j \leq q\), \(\deg T_j = j\).

It will be useful to view the coefficients \((a_j)_{0 \leq j \leq q}\) as trigonometric Fourier coefficients, which we do by introducing the following function \(f\).

Lemma 5.1.2

Let \(h \in \mathcal{P}_q\) and \((a_j)_{0 \leq j \leq q}\) be the coefficients from Lemma 5.1.1. Let \(f : \mathbb {T}\rightarrow \mathbb {R}\) be the function defined by \(f(\theta ) = h(K \cos \theta )\). Then, \(f\) is an even trigonometric polynomial equal to

\begin{equation*} f(\theta ) = \sum _{j=0}^q a_j \cos (j \theta ). \end{equation*}
Proof

By definition of \(f\) and \((a_j)_{0 \leq j \leq q}\), for all \(\theta \in \mathbb {T}\),

\begin{equation*} f(\theta ) = h(K \cos \theta ) = \sum _{j=0}^q a_j T_j(\cos \theta ). \end{equation*}

By definition of \((T_j)_{j \geq 0}\), \(T_j(\cos \theta ) = \cos (j \theta )\). The evenness comes from the fact that \(\cos \) is even.

We will now provide some bounds on the coefficients \((a_j)_{0 \leq j \leq q}\) in terms of \(L^\beta \)-bounds on derivatives of \(f\). Recall that, for a function \(f \in L^1(\mathbb {T})\) and an integer \(j \in \mathbb {Z}\), the \(j\)-th Fourier coefficient is defined as

\begin{equation*} c_j = \frac{1}{2 \pi } \int _0^{2 \pi } f(\theta ) e^{-i j \theta } \d\theta . \end{equation*}
Lemma 5.1.3

Let \(f(\theta ) = \sum _{j=0}^q a_j \cos (j \theta )\) be an even trigonometric series. Then, the Fourier coefficients of \(f\) are exactly, for \(j \in \mathbb {Z}\), \(c_j = \frac{1}{2} a_{|j|}\) if \(0 {\lt} |j| \leq q\), \(a_0\) if \(j=0\) and \(0\) if \(|j|{\gt}q\).

Proof

This is probably already in Mathlib.

Lemma 5.1.4

Let \(h \in \mathcal{P}_q\) and \((a_j)_{0 \leq j \leq q}\) be the coefficients from Lemma 5.1.1. Then,

\begin{equation*} |a_0| \leq \| h \| _{C^0[-K,K]}. \end{equation*}
Proof

By Lemma 5.1.2 and 5.1.3, we have

\begin{equation*} a_0 = c_0 = \frac{1}{2 \pi } \int _0^{2 \pi } f(\theta ) \d\theta . \end{equation*}

Hence by the triangle inequality

\begin{equation*} |a_0| \leq \frac{1}{2 \pi } \int _0^{2 \pi } |f(\theta )| \d\theta = \frac{1}{2 \pi } \int _0^{2 \pi } |h(K \cos \theta )| \d\theta \leq \| h \| _{C^0[-K,K]}. \end{equation*}

The following bound relies on the Hausdorff-Young inequality, which is a classic result.

Theorem 5.1.5

Let \(1 {\lt} \beta \leq 2\) and \(1/\beta _* = 1 - 1/\beta \). Let \(f \in L^\beta (\mathbb {T})\) of Fourier coefficients \((c_j)_{j \in \mathbb {Z}}\). Then,

\begin{equation*} \left(\sum _{j \in \mathbb {Z}} |c_j|^{\beta _*} \right)^{1/\beta _*} \leq \left(\frac{1}{2 \pi } \int _0^{2 \pi } |f(\theta )|^\beta \d\theta \right)^{1/\beta }. \end{equation*}
Proof

I think this might be in Mathlib? If not this is a classic result and should be added. This is proven by interpolation between Parseval and the \(L^\infty \)-\(L^1\) trivial estimate, using Riesz-Thorin.

We deduce the following lemma.

Lemma 5.1.6

Let \(\beta {\gt} 1\) and \(1/\beta _* = 1-1/\beta \). Let \(f \in L^1(\mathbb {T})\) of Fourier coefficients \((c_j)_{j \in \mathbb {Z}}\). Assume \(f' \in L^\beta (\mathbb {T})\). Then,

\begin{equation*} \sum _{j \neq 0} |c_j| \leq 4 \beta _* \| f’ \| _{L^\beta (\mathbb {T})}. \end{equation*}
Proof

Assume \(1 {\lt} \beta \leq 2\). By the Hölder inequality,

\begin{equation*} \sum _{j \neq 0} |c_j| = \sum _{j \neq 0} \frac{1}{|j|} \times |j c_j| \leq \left(\sum _{j \neq 0} \frac{1}{|j|^\beta } \right)^{1/\beta } \left(\sum _{j \neq 0} |j c_j|^{\beta _*} \right)^{1/\beta _*}. \end{equation*}

We shall bound these two sums successively.

  • Since \(\beta {\gt}1\) the first sum converges. By parity it is equal to twice the sum for \(j \geq 1\). Since \(t \mapsto 1/t^\beta \) is decreasing on \([1,\infty )\), we can compare the sum and integral which yields

    \begin{equation*} \sum _{j =1}^\infty \frac{1}{j^\beta } \leq 1 + \int _1^\infty \frac{\d t}{t^\beta } = 1 - \left[ \frac{1}{(\beta -1)t^{\beta -1}} \right]_1^\infty = 1 + \frac{1}{\beta - 1} = \frac{\beta }{\beta - 1} = \frac{1}{1 - 1/\beta } = \beta _*. \end{equation*}

    As a conclusion,

    \begin{equation*} \left(\sum _{j \neq 0} \frac{1}{|j|^\beta } \right)^{1/\beta } \leq 2 \beta _*^{1/\beta } \leq 2 \beta _* \end{equation*}

    since \(0 \leq 1/\beta \leq 1\) and \(\beta _* \geq 1\).

  • For the second sum, we observe that the Fourier coefficients of \(f'\) are \((i j c_j)_{j \in \mathbb {Z}}\). Since \(1 {\lt} \beta \leq 2\), we can apply Theorem 5.1.5 to \(f'\), which yields

    \begin{equation*} \left(\sum _{j \neq 0} |j c_j|^{\beta _*} \right)^{1/\beta _*} \leq \left(\frac{1}{2 \pi } \int _0^{2 \pi } |f’(\theta )|^\beta \d\theta \right)^{1/\beta } \leq \frac{1}{(2 \pi )^{1/\beta }} \| f’\| _{L^\beta (\mathbb {T})} \leq \frac{1}{\sqrt{2 \pi }} \| f’\| _{L^\beta (\mathbb {T})} \end{equation*}

    since \(\beta \leq 2\).

Putting everything together we obtain

\begin{equation*} \sum _{j \neq 0} |c_j| \leq \sqrt{\frac{2}{\pi }} \beta _* \| f’\| _{L^\beta (\mathbb {T})} \end{equation*}

which implies the claim in the case \(1 {\lt} \beta \leq 2\) since \(\sqrt{2/\pi } \leq 4\).

Now assume \(\beta \geq 2\). By the Hölder inequality, since \(\mathbb {T}\) has finite measure \(2 \pi \), \(L^\beta (\mathbb {T}) \subseteq L^2(\mathbb {T})\) and

\begin{equation*} \| f’\| _{L^2(\mathbb {T})}^2 \leq \left(\int _0^{2 \pi } 1 \d\theta \right)^{1-\frac{2}{\beta }} \left(\int _0^{2 \pi } |f’(\theta )|^{\beta } \d\theta \right)^{\frac{2}{\beta }} = (2 \pi )^{1-\frac{2}{\beta }} \| f’\| _{L^\beta (\mathbb {T})}^2 \leq 2 \pi \| f’\| _{L^\beta (\mathbb {T})}^2. \end{equation*}

In particular, we can apply the result for \(\beta =2\) (in which case \(\beta _*=2\)), which yields

\begin{equation*} \sum _{j \neq 0} |c_j| \leq 2 \sqrt{\frac{2}{\pi }} \| f’\| _{L^2(\mathbb {T})} \leq 4 \| f’\| _{L^\beta (\mathbb {T})} \leq 4 \beta _* \| f’\| _{L^\beta (\mathbb {T})} \end{equation*}

since \(\beta _* \geq 1\).

We now conclude with the main result of this section.

Let \(h \in \mathcal{P}_q\), and \(f\) and \((a_j)_{0 \leq j \leq q}\) be as in Lemma 5.1.2. For any \(m \geq 0\), any \(\beta {\gt} 1\), if we denote \(1/\beta _* := 1 - 1/\beta \), we have

\begin{equation*} \sum _{j=1}^q j^m |a_j| \leq 4 \beta _* \| f^{(m+1)}\| _{L^\beta (\mathbb {T})}. \end{equation*}
Proof

First, we apply Lemma 5.1.3 to express the Fourier coefficients \((c_j)_{j \in \mathbb {Z}}\) in terms of \((a_j)_{0 \leq j \leq q}\). Let \(m \geq 0\). By differentiation, the Fourier coefficients of \(f^{(m)}\) satisfy, for all \(j\), \(c_j^{(m)} = i^m j^m c_j\). In particular,

\begin{equation*} \sum _{j \neq 0} |c_j^{(m)}| = \sum _{j \neq 0} |j|^m |c_j| = \sum _{j =1}^q j^m |a_j|. \end{equation*}

The conclusion follows by applying Lemma 5.1.6 to the function \(f^{(m)}\), of derivative \(f^{(m+1)}\) in \(L^\beta (\mathbb {T})\) as it is a trigonometric polynomial and in particular smooth.

We shall use the following corollary.

Corollary 5.1.8

Let \(m \geq 0\) be an integer and \(K {\gt} 0\) be a real number. There exists a real number \(c_{m,K}\) satisfying the following. For any \(q \geq 1\), any \(h \in \mathcal{P}_q\), if \((a_j)_{0 \leq j \leq q}\) are the coefficients from Lemma 5.1.1, then

\begin{equation*} \sum _{j=1}^q j^m |a_j| \leq c_{m,K} \| h\| _{C^{m+1}([-K,K])}. \end{equation*}
Proof

We apply Lemma 5.1.7 with \(\beta = \infty \), in which case \(\beta _*=1\) and hence

\[ \sum _{j=1}^q j^m |a_j| \leq 4 \| f^{(m+1)}\| _{L^\infty (\mathbb {T})}. \]

We then use the chain rule to find a constant \(C_{m,K}\) such that \(\| f^{(m+1)}\| _{L^\infty (\mathbb {T})} \leq C_{m,K} \| h\| _{C^{m+1}([-K,K])}\) and conclude with \(c_{m,K}=4C_{m,K}\).

5.2 Compactly supported distributions

In this section, we will prove a few useful elementary results on distributions.

5.2.1 Support of a distribution

Let \(\Omega \) be an open subset of a real finite-dimensional normed space \(E\) and \(F\) be a real locally convex topological vector space.

We denote as \(\mathcal{E}(\Omega , F)\) the space of smooth functions \(\Omega \rightarrow F\), and \(\mathcal{D}(\Omega , F)\) the set of smooth functions \(\Omega \rightarrow F\) with compact support. For \(h \in \mathcal{D}(\Omega , F)\), we denote as \(\mathrm{supp} \, h\) its support. For \(K\) a compact subset of \(\Omega \) and \(h \in \mathcal{D}(\Omega , F)\), we write

\begin{equation*} \| h\| _{C^m(K)} = \sup _{0 \leq k \leq m} \sup _{x \in K} |h^{(k)}(x)| \end{equation*}

where \(h^{(k)}\) is the \(k\)-th order derivative of \(h\). We denote as \(\mathcal{D}'(\Omega , F)\) the space of classical distributions, i.e. continuous linear functionals \(\nu : \mathcal{D}(\Omega , F) \rightarrow F\). Here continuous means that, for any compact \(K\) of \(\Omega \), there exists a constant \(C \geq 0\) and an integer \(m \geq 0\) (both depending on \(K\)) such that

\begin{equation*} \forall h \in \mathcal{D}(\Omega ,F), \quad \mathrm{supp} \, h \subseteq K \Rightarrow |\nu (h)| \leq C \| h\| _{C^m(K)}. \end{equation*}

We recall the definition of support, which should be added quite soon to Mathlib.

Definition 5.2.1
#

Let \(A\) be a subset of \(\Omega \). We say \(\nu \in \mathcal{D}'(\Omega , F)\) vanishes on \(A\) if, for all \(h \in \mathcal{D}(\Omega , F)\), if \(\mathrm{supp} \, h \subseteq A\), then \(\nu (h)=0\).

Definition 5.2.2

Let \(\nu \in \mathcal{D}'(\Omega , F)\). The support of \(\nu \) is the intersection of all closed sets \(A \subseteq \mathbb {R}\) such that \(\nu \) vanishes on the complement of \(A\). We denote it as \(\mathrm{supp} \, \nu \).

5.2.2 Characterisation of compactly supported distributions

Definition 5.2.3

Let \(\mathcal{E}'(\Omega ,F)\) be the set of compactly supported distribution i.e. linear functionals \(\nu : \mathcal{E}(\Omega ,F) \rightarrow F\) such that there exists a compact set \(K \subset \Omega \), a real number \(C\) and an integer \(m\geq 0\) such that, for all \(h \in \mathcal{E}(\Omega ,F)\), \(|\nu (h)| \leq C \| h\| _{C^m(K)}\).

Lemma 5.2.4

Let \(\nu \in \mathcal{E}'(\Omega ,F)\), and let \(K\), \(C\), \(m\) be as in Definition 5.2.3. Then the restriction of \(\nu \) to \(\mathcal{D}(\Omega ,F)\) is an element of \(\mathcal{D}'(\Omega ,F)\), and its support is included in \(K\).

Proof

We first prove that the restriction is an element of \(\mathcal{D}'(\Omega ,F)\). By definition, for all \(h \in \mathcal{E}(\Omega ,F)\), we have \(|\nu (h)| \leq C \| h\| _{C^m(K)}\), with \(K\), \(C\), \(m\) as in the statement. Now take \(K'\) a compact set of \(\Omega \). Let \(h \in \mathcal{D}(\Omega ,F)\) such that \(\mathrm{supp} \, h \subset K'\). In particular, \(h \in \mathcal{E}(\Omega ,F)\), so we have \(|\nu (h)| \leq C \| h\| _{C^m(K)}\). But since \(h\) is identically equal to \(0\) outside of \(K'\), \(\| h\| _{C^m(K)} \leq \| h\| _{C^m(K')}\), which is what we needed to prove.

Now to prove the support claim, let us prove that \(\nu \) vanishes on \(K^c\), ie for all \(h \in \mathcal{D}(\Omega ,F)\) such that \(\mathrm{supp} \, h \subseteq K^c\), we have \(\nu (h)=0\). Indeed, for such a \(h\), we have \(|\nu (h)| \leq C \| h\| _{C^m(K)}\). But \(\| h\| _{C^m(K)} = 0\) since \(h\) is identically equal to \(0\) on \(K\), and hence \(\nu (h)=0\). Hence, the support of \(\nu \) is included in \(K\). Since the support is closed and \(K\) is compact, \(\mathrm{supp} \, \nu \) is compact.

We here prove that \(\mathcal{E}'(\Omega , F)\) is the space of elements of \(\mathcal{D}'(\Omega ,F)\) with compact support, which justifies the name.

Lemma 5.2.5

Let \(\phi \in \mathcal{D}(\Omega ,F)\). Then, for any \(h \in \mathcal{E}(\Omega ,F)\), the product \(\phi h\) belongs in \(\mathcal{D}(\Omega ,F)\) and \(\mathrm{supp} \, (\phi h) \subseteq \mathrm{supp} \, (\phi )\). Furthermore, for any compact set \(K\) of \(\Omega \), any integer \(m \geq 0\), there exists a constant \(C\) (depending on \(\phi \)) such that, for all \(h \in \mathcal{E}(\Omega ,F)\), \(\| \phi h\| _{C^m(K)} \leq C \| h\| _{C^m(K)}\).

Proof

This follows from Leibniz’s formula.

Lemma 5.2.6

Let \(\nu \in \mathcal{D}'(\Omega , F)\). We assume that \(\mathrm{supp} \, \nu \) is compact. Then there is a unique \(\mu \in \mathcal{E}'(\Omega ,F)\) such that, for all \(h \in \mathcal{D}(\Omega ,F)\), \(\nu (h)=\mu (h)\).

Proof

The support of \(\nu \) is compact, we denote it as \(K_0\). We take a function \(\phi \in \mathcal{D}(\Omega ,F)\) such that \(\phi \) is identically equal to \(1\) on \(K_0\). We then define \(\mu : \mathcal{E}(\Omega ,F) \rightarrow F\) by letting \(\mu (h) := \nu (h \phi )\) for \(h \in \mathcal{E}(\Omega ,F)\).

  • This is well-defined by Lemma 5.2.5. The linearity is immediate.

  • We prove that \(\mu \) is an extension of \(\nu \). Let \(h \in \mathcal{D}(\Omega ,F)\). We observe that \((1-\phi ) h\) belongs in \(\mathcal{D}(\Omega ,F)\) and is identically equal to \(0\) on \(K_0 = \mathrm{supp} \, \nu \). This implies (by a simple lemma on supports) that \(\nu ((1-\phi )h) = 0\), hence \(\nu (h) = \nu (\phi h) = \mu (h)\).

  • Let us now prove the norm estimate for \(\mu \).

    • The function \(\phi \) has compact support, which we denote by \(K\). By definition of \(\mathcal{D}'(\Omega ,F)\) applied to \(K\), we obtain a constant \(C_1\) and an integer \(m\) such that, for all \(h \in \mathcal{D}(\Omega ,F)\), if \(\mathrm{supp} \, h\) is included in \(K\), then we have \(|\nu (h)| \leq C_1 \| h\| _{C^m(K)}\).

    • Lemma 5.2.5 grants a constant \(C_2\) (depending on \(\phi \)) such that, for all \(h \in \mathcal{E}(\Omega ,F)\), \(\| \phi h\| _{C^m(K)} \leq C_2 \| h\| _{C^m(K)}\).

    Now take \(h \in \mathcal{E}(\Omega ,F)\). By Lemma 5.2.5, \(\phi h \in \mathcal{D}(\Omega ,F)\) and its support is included in \(K\). Hence,

    \begin{equation*} |\mu (h)| = |\nu (\phi h)| \leq C_1 \| \phi h\| _{C^m(K)}. \end{equation*}

    We then note that \(\| \phi h\| _{C^m(K)} \leq C_2 \| h\| _{C^m(K)}\). This proves the claim with \(C := C_1 C_2\).

  • The uniqueness is then obtained by the density of \(\mathcal{D}(\Omega ,F)\) in \(\mathcal{E}(\Omega ,F)\).

This allows us to make sense of \(\nu (h)\) for \(\nu \) a compactly supported distribution and \(h\) a general smooth function, an essential component of the proof.

5.2.3 Extension from polynomials to smooth functions

It will be essential for us to extend linear operators acting on polynomials to compactly supported distributions. The following proposition provides a criterium for this.

Let \(\nu : \mathcal{P} \rightarrow \mathbb {C}\) be a linear functional. The following three properties are equivalent.

  1. There exists \(c, K, m \geq 0\) such that, for all \(q \geq 1\), all \(h \in \mathcal{P}_q\),

    \begin{equation*} |\nu (h)| \leq c q^m \| h\| _{C^0([-K,K])}. \end{equation*}
  2. There exists \(c, K, m \geq 0\) such that, for all \(j \geq 1\),

    \begin{equation*} |\nu (T_j(\cdot / K))| \leq c j^m. \end{equation*}
  3. \(\nu \) extends uniquely to a compactly supported distribution.

Proof

We will prove \(1 \Rightarrow 2 \Rightarrow 3 \Rightarrow 1\).

Let us assume \(1\). Let \(j \geq 1\). Let \(h (x) := T_j(x/K)\). We note that \(h\) is an element of \(\mathcal{P}_j\), so can apply the hypothesis to it, which yields \(|\nu (h)| \leq c j^m \| h\| _{C^0([-K,K])}\). We conclude by observing that \(\| h\| _{C^0([-K,K])} = \| T_j\| _{C^0([-1,1])}=1\) using the definition of the Chebyshev polynomials.

Let us now assume \(2\), which gives us some parameters \(c, K, m\). Let \(q \geq 1\) and \(h \in \mathcal{P}_q\). We write \(h = \sum _{j=0}^q a_j T_j(\cdot / K)\) as before. Then by linearity, the triangle inequality and the assumption

\begin{equation*} |\nu (h)| \leq |a_0| |\nu (1)| + \sum _{j=1}^q |a_j| |\nu (T_j(\cdot / K))| \leq |a_0| |\nu (1)| + c \sum _{j=1}^q j^m|a_j|. \end{equation*}

By Lemma 5.1.4, \(|a_0| \leq \| h\| _{C^0([-K,K])}\). By Corollary 5.1.8, there exists a constant \(c_{m,K}\) depending only on \(m\) and \(K\) such that \(\sum _{j=1}^q j^m|a_j| \leq c_{m,K} \| h\| _{C^{m+1}([-K,K])}\). Then, taking \(C := |\nu (1)| + c c_{m,K}\), we have that for all \(h \in \mathcal{P}\), \(|\nu (h)| \leq C \| h\| _{C^{m+1}([-K,K])}\). By density of \(\mathcal{P}\) in \(\mathcal{E}(\mathbb {R}, \mathbb {C})\) for \(\| \cdot \| _{C^{m+1}([-K,K])}\), \(\nu \) extends uniquely to a compactly supported distribution.

To conclude, we prove \(3 \Rightarrow 1\). [todo]

5.3 Proof of the Master inequality II

We can now proceed to the proof of second master inequality.

Let \(r \geq 2\) and \(D \geq 1\). Fix a self-adjoint non-commutative polynomial \(P \in \mathcal{M}_D(\mathbb {C}) \otimes \mathbb {C}\langle x_1, \ldots , x_{r} \rangle \) of degree \(q_0\), and let \(K = \| P\| _{D,r}\). There exists a family of compactly supported distributions \((\nu _i)_{i\geq 0}\) satisfying the following. For any \(\beta {\gt} 1\), \(\frac{1}{\beta _*} + \frac{1}{\beta } = 1\), any \(N,m \geq 1\), any \(h \in \mathcal{E}(\mathbb {R}, \mathbb {C})\), if \(f(\theta ) := h(K\cos (\theta ))\), then

\begin{equation*} \left|\mathbb {E}_{N,r}\left[\mathrm{tr}_{ND} h(P(S_1, \ldots , S_r))\right] - \sum _{i=0}^{m-1} \frac{\nu _i(h)}{N^i}\right| \leq 4 \beta _* \frac{(4 q_0(1+\log r))^{4m}}{N^m} \| f^{(4m+1)}\| _{L^\beta (\mathbb {T})}. \end{equation*}
Proof

Let \(i \geq 0\). By Lemma 4.3.3, for every \(q \geq 1\) and \(h \in \mathcal{P}_q\),

\begin{equation*} |\nu _i(h)| \leq c q^{4i} \| h\| _{C^0([-K,K])}. \end{equation*}

where \(c = (4 q_0(1+\log r))^{4i}\). By Proposition 5.2.7 (\(3 \Rightarrow 1\)) with \(K\), \(c\) and \(m=4i\), \(\nu _i\) can be uniquely extended to a compactly supported distribution.

Let us now take \(q \geq 1\) and \(h \in \mathcal{P}_q\). [todo]