Nakayama lemma

2013-11-07T21:37:13Z

150.212.73.239: /* Proof */

In [[mathematics]], the '''Riesz–Fischer theorem''' in [[real analysis]] is any of a number of closely related results concerning the properties of the space [[Lp space|''L''2]] of [[square integrable]] functions. The theorem was proven independently in 1907 by [[Frigyes Riesz]] and [[Ernst Sigismund Fischer]].

For many authors, the Riesz–Fischer theorem refers to the fact that the [[Lp space|''L''''p'' spaces]] from [[Lebesgue integration]] theory are [[Complete metric space|complete]].

== Modern forms of the theorem ==
The most common form of the theorem states that a measurable function on [–π, π] is [[square integrable]] [[if and only if]] the corresponding [[Fourier series]] converges in the [[Lp space|space ''L''2]]. This means that if the ''N''th [[partial sum]] of the Fourier series corresponding to a square-integrable function ''f'' is given by

:<math>S_N f(x) = \sum_{n=-N}^{N} F_n \, \mathrm{e}^{inx},</math>

where ''F''''n'', the ''n''th Fourier [[coefficient]], is given by

:<math>F_n =\frac{1}{2\pi}\int_{-\pi}^\pi f(x)\, \mathrm{e}^{-inx}\, \mathrm{d}x,</math>

then

:<math>\lim_{N \to \infty} \left \Vert S_N f - f \right \|_2 = 0,</math>

where <math>\left \Vert \cdot \right \|_2</math> is the ''L''2-[[norm (mathematics)|norm]].

Conversely, if <math>\left \{ a_n \right \} \,</math> is a two-sided [[sequence]] of [[complex number]]s (that is, its [[Indexed family|indices]] range from negative [[infinity]] to positive infinity) such that

:<math>\sum_{n=-\infty}^\infty \left | a_n \right \vert^2 < \infty,</math>

then there exists a function ''f'' such that ''f'' is square-integrable and the values <math>a_n</math> are the Fourier coefficients of ''f''.

This form of the Riesz–Fischer theorem is a stronger form of [[Bessel's inequality]], and can be used to prove [[Parseval's identity]] for [[Fourier series]].

Other results are often called the Riesz–Fischer theorem {{harv|Dunford|Schwartz|1958|loc=§IV.16}}. Among them is the theorem that, if ''A'' is an [[orthonormal]] set in a [[Hilbert space]] ''H'', and ''x'' ∈ ''H'', then
:<math>\langle x, y\rangle = 0</math>
for all but countably many ''y'' ∈ ''A'', and
:<math>\sum_{y\in A} |\langle x,y\rangle|^2 \le \|x\|^2.</math>
Furthermore, if ''A'' is an orthonormal basis for ''H'' and ''x'' an arbitrary vector, the series
:<math>\sum_{y\in A} \langle x,y\rangle \, y</math>
converges ''commutatively'' (or ''unconditionally'') to ''x''. This is equivalent to saying that for every ''ε'' > 0, there exists a finite set ''B''0 in ''A'' such that
:<math> \|x - \sum_{y\in B} \langle x,y\rangle y \| < \varepsilon</math>
for every finite set ''B'' containing ''B''0. Moreover, the following conditions on the set ''A'' are equivalent:
* the set ''A'' is an orthonormal basis of ''H''
* for every vector ''x'' ∈ ''H'',
::<math>\|x\|^2 = \sum_{y\in A} |\langle x,y\rangle|^2.</math>

Another result, which also sometimes bears the name of Riesz and Fischer, is the theorem that ''L''2 (or more generally ''L''''p'', 0 < ''p'' ≤ ∞) is [[complete metric space|complete]].

== Example ==
The Riesz–Fischer theorem also applies in a more general setting. Let ''R'' be an [[inner product]] space consisting of functions (for example, measurable functions on the line, analytic functions in the unit disc; in old literature, sometimes called Euclidean Space), and let {<math>\phi_n</math>} be an orthonormal system in ''R'' (e.g. Fourier basis, Hermite or [[Laguerre polynomials]], etc. – see [[orthogonal polynomials]]), not necessarily complete (in an inner product space, an [[orthonormality|orthonormal set]] is [[complete space|complete]] if no nonzero vector is orthogonal to every vector in the set). The theorem asserts that if the normed space ''R'' is complete (thus ''R'' is a [[Hilbert space]]), then any sequence {<math>c_n</math>} that has finite ℓ2 norm defines a function ''f'' in the space ''R''.

The function ''f'' is defined by
<math>f = \lim_{n \to \infty} \sum_{k=0}^n c_k \phi_k </math>, limit in ''R''-norm.

Combined with the [[Bessel's inequality]], we know the converse as well: if ''f'' is a function in ''R'', then the Fourier coefficients <math>(f,\phi_n)</math> have finite ℓ2 [[Norm (mathematics)|norm]].

== History: the Note of Riesz and the Note of Fischer (1907) ==

In his Note, {{Harvtxt|Riesz|1907|p=616}} states the following result (translated here to modern language at one point: the notation ''L''2([''a'', ''b'']) was not used in 1907).

:''Let {φn } be an orthonormal system in'' ''L''2([''a'', ''b'']) ''and {an } a sequence of reals. The convergence of the series <math> \sum a_n^2 </math> is a necessary and sufficient condition for the existence of a function'' ''f'' ''such that''
::<math> \int_a^b f(x) \varphi_n(x) \, \mathrm{d}x = a_n</math>
:''for every'' ''n''.
Today, this result of Riesz is a special case of basic facts about series of orthogonal vectors in Hilbert spaces.

Riesz's Note appeared in March. In May, {{Harvtxt|Fischer|1907|p=1023}} states explicitly in a theorem (almost with modern words) that a [[Cauchy sequence]] in ''L''2([''a'', ''b'']) converges in ''L''2-norm to some function ''f''  in ''L''2([''a'', ''b'']). In this Note, Cauchy sequences are called "''sequences converging in the mean''" and ''L''2([''a'', ''b'']) is denoted by ''Ω''. Also, convergence to a limit in ''L''2–norm is called "''convergence in the mean towards a function''". Here is the statement, translated from French:
:'''Theorem.''' ''If a sequence of functions belonging to Ω  converges in the mean, there exists in Ω a function f towards which the sequence converges in the mean.''
Fischer goes on proving the preceding result of Riesz, as a consequence of the orthogonality of the system, and of the completeness of ''L''2.

Fischer's proof of completeness is somewhat indirect. It uses the fact that the indefinite integrals of the functions ''gn'' in the given Cauchy sequence, namely
:<math> G_n(x) = \int_a^x g_n(t) \, \mathrm{d}t,</math>
converge uniformly on [''a'', ''b''] to some function ''G'', continuous with bounded variation.
The existence of the limit ''g'' ∈ ''L''2 for the Cauchy sequence is obtained by applying to ''G'' differentiation theorems from Lebesgue's theory. 
Riesz uses a similar reasoning in his Note, but makes no explicit mention to the completeness of ''L''2, although his result may be interpreted this way. He says that integrating term by term a trigonometric series with given square summable coefficients, he gets a series converging uniformly to a continuous function ''F''  with bounded variation. The derivative ''f''  of ''F'', defined almost everywhere, is square summable and has for ''Fourier coefficients'' the given coefficients.

== Completeness of ''L''''p'',  0 < ''p'' ≤ ∞ ==

The proof that ''Lp'' is [[Complete metric space|complete]] is based on the convergence theorems for the [[Lebesgue integration|Lebesgue integral]].

When 1 ≤ ''p'' ≤ ∞, the [[Minkowski inequality]] implies that the [[Lp space|space ''L''''p'']] is a normed space. In order to prove that ''L''''p'' is complete, i.e. that ''L''''p'' is a [[Banach space]], it is enough (see e.g. [[Banach_space#Definition]]) to prove that every series ∑ ''u''''n'' of functions in ''L''''p''(''μ'') such that

: <math> \sum \|u_n\|_p < \infty </math>

converges in the ''Lp''-norm to some function ''f'' ∈ ''Lp''(''μ''). For ''p'' < ∞, the Minkowski inequality and the [[monotone convergence theorem]] imply that

:<math> \int \Bigl( \sum_{n=0}^\infty |u_n| \Bigr)^p \, \mathrm{d}\mu \le \Bigl( \sum_{n=0}^{\infty} \|u_n\|_p \Bigr)^p< \infty, \ \ \text{ hence } \ \ f = \sum_{n=0}^\infty u_n</math>

is defined ''μ''–almost everywhere and ''f'' ∈ ''L''''p''(''μ''). The [[dominated convergence theorem]] is then used to prove that the partial sums of the series converge to ''f'' in the ''L''''p''-norm,

:<math> \int \left| f - \sum_{k=0}^{n} u_k \right|^p \, \mathrm{d}\mu \le \int \left( \sum_{\ell > n} |u_\ell| \right)^p \, \mathrm{d}\mu \rightarrow 0 \text{ as } n \rightarrow \infty.</math>

The case 0 < ''p'' < 1 requires some modifications, due to the fact that the ''p''-norm is no longer subadditive. One starts with the stronger assumption that

: <math> \sum \|u_n\|_p^p < \infty</math>

and uses repeatedly that

: <math>\left|\sum_{k=0}^n u_k \right|^p \le \sum_{k=0}^n |u_k|^p \text{ when } p<1 </math>

The case ''p'' = ∞ reduces to a simple question about uniform convergence outside a ''μ''-negligible set.

== References ==

*{{citation|last=Beals|first=Richard|year=2004|title=Analysis: An Introduction|publication-place=New York|publisher=Cambridge University Press|isbn=0-521-60047-2}}.
* {{citation|first1=N.|last1=Dunford|first2=J.T.|last2=Schwartz|title=Linear operators, Part I|publisher=Wiley-Interscience|year=1958}}.
*{{citation|last=Fischer|first=Ernst|authorlink=Ernst Sigismund Fischer|title=Sur la convergence en moyenne|journal=Comptes rendus de l'Académie des sciences|volume=144|pages=1022–1024|year=1907}}.
*{{citation|last=Riesz|first=Frigyes|authorlink=Frigyes Riesz|title=Sur les systèmes orthogonaux de fonctions|journal=Comptes rendus de l'Académie des sciences|year=1907|volume=144|pages=615–619}}.

{{DEFAULTSORT:Riesz-Fischer theorem}}
[[Category:Fourier series]]
[[Category:Theorems in real analysis]]

Wolff algorithm

2013-08-20T21:58:54Z

150.212.86.76: made the wording more accurate

In [[economics]], the concept of '''net foreign assets''' relates to [[balance of payments]] identity.

The '''net foreign asset''' (NFA) position of a country is the value of the assets that country owns abroad, minus the value of the domestic assets owned by foreigners. The net foreign asset position of a country reflects the indebtedness of that country.

== The traditional balance of payments identity ==

Traditional balance-of-payments accounting is that the change in the net foreign asset position equals the [[current account]] balance. In other words, if a country runs a $700 billion current account deficit, it has to borrow exactly $700 billion from abroad to finance the deficit and therefore, the country's net foreign asset position falls by $700 billion.

<math>
\begin{align}
\mbox{Change in NFA} & = \mbox{Current Account} \\
\end{align}
</math>

== The augmented balance of payments identity ==

The traditional [[balance of payments]] identity does not take into account changes in asset prices and exchange rates. For example, the value of external assets or liabilities can change due to higher or lower stockmarket prices or a default/write-off on debt. Similarly, changes in exchange rates will affect the value of foreign assets and liabilities. An appreciation of a country's currency will decrease both the value of assets denominated in foreign currency and the burden of liabilities denominated in foreign currency. The value of assets and liabilities denominated in the home currency will not be affected by changes in the exchange rate.

Suppose the same country has some assets it owns abroad, and the value of these assets appreciates by $700 billion. The appreciation of asset prices, referred to as "positive [[valuation effects]]" in this case exactly offsets the current account deficit. At the end of the day, the country's net foreign asset position remains unchanged, despite the $700 billion current account deficit.

The effect will be the same if the value of the country's external liabilities falls by $700 billion, or the gains in value of its foreign assets minus the gains in value of its liabilities is $700 billion.

The net foreign asset position equals the current account plus [[valuation effects]]:

<math>
\begin{align}
\mbox{Change in NFA} & = \mbox{Current Account} +\mbox{Valuation Effects} \\
\end{align}
</math>

== See also ==
*[[Net international investment position]]

{{DEFAULTSORT:Net Foreign Assets}}
[[Category:International economics]]
[[Category:Economic indicators]]

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Nakayama lemma

Wolff algorithm