Sunday, 23 August 2015

real analysis - Convergence of a series of translations of a Lebesgue integrable function




Let f:RR be a Lebesgue integrable function. Prove that n=1f(xn)n converges almost for every xR.




My tactic here (which of course might lead me to nowhere) is to express this series as an integral or sum of integrals and use in some way the fact that f is integrable along with a convergence theorem of course.




From integrability of f we know that f is finite almost everywhere which I believe would help me in my proof.



But I don't know exactly how to start with this.



Any useful hint would be appreciated. I don't want a full solution to this.



Thank you in advance.


Answer



A brute-force method: Define g(x):=0|f(xn)|n, which a priori might be infinite at many points. Fix some jZ. By Tonelli's theorem we may interchange sum and integral to compute j+1jg(x)dx=n=1j+1j|f(xn)|ndx=n=1n1/2j+1njn|f(x)|dx=k=1(k+1)21n=k2n1/2j+1njn|f(x)|dx=k=1R((k+1)21n=k2n1/21[jn,j+1n)(x))|f(x)|dx

Now if k2n<(k+1)2, then n1/2k1 and also [jn,j+1n)[jk1,jk+1).




Therefore we find that (k+1)21n=k2n1/21[jn,j+1n)(x)[(k+1)2k2]k11[jk1,jk+1)(x)=(2k+1)k11[jk1,jk+1)(x)31[jk1,jk+1)(x)
Consequently, j+1jg(x)dx3k=1jk+1jk1|f(x)|dx=3k=1jkjk1|f(x)|dx+3k=1jk+1jk|f(x)|dx=3j1|f(x)|dx+3j|f(x)|dx6 We conclude that g(x)<\infty for a.e. x \in [j,j+1]. But j\in \Bbb Z was arbitrary, so we find that g(x)<\infty for a.e. x \in \Bbb R. With a little more effort, this argument may be generalized to show that \sum_n n^{\alpha-1}|f(x-n^{\alpha})|<\infty for any \alpha \in (0,1]. This was the special case \alpha=\frac{1}{2}.



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