328 CHAPTER 12. INNER PRODUCT SPACES, LEAST SQUARES
the following assertions and eventually conclude that under these very reasonableconditions (more general ones are possible.)
limn→∞
Sn f (x) = ( f (x+)+ f (x−))/2
the mid point of the jump. In words, the Fourier series converges to the midpoint ofthe jump of the function.
Sn f (x) =∫
π
−π
f (y)Dn (x− y)dy =∫
π
−π
f (x− y)Dn (y)dy
You just change variables and then use 2π periodicity to get this.∣∣∣∣Sn f (x)− f (x+)+ f (x−)2
∣∣∣∣=
∣∣∣∣∫ π
−π
(f (x− y)− f (x+)+ f (x−)
2
)Dn (y)dy
∣∣∣∣=
∣∣∣∣∫ π
0f (x− y)Dn (y)dy+
∫π
0f (x+ y)Dn (y)dy
−∫
π
0( f (x+)+ f (x−))Dn (y)dy
∣∣∣∣≤∣∣∣∣∫ π
0( f (x− y)− f (x−))Dn (y)dy
∣∣∣∣+ ∣∣∣∣∫ π
0( f (x+ y)− f (x+))Dn (y)dy
∣∣∣∣Now apply some trig. identities and use the result of Problem 37 to conclude thatboth of these terms must converge to 0.