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Remez inequality

From Wikipedia, the free encyclopedia

Inmathematics, theRemez inequality, discovered by the Soviet mathematicianEvgeny Yakovlevich Remez (Remez 1936), gives abound on thesup norms of certainpolynomials, the bound being attained by theChebyshev polynomials.

The inequality

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Letσ be an arbitrary fixed positive number. Define the class of polynomials πn(σ) to be those polynomialsp ofdegreen for which

|p(x)|1{\displaystyle |p(x)|\leq 1}

on some set ofmeasure ≥ 2 contained in theclosed interval [−1, 1+σ]. Then theRemez inequality states that

suppπn(σ)p=Tn{\displaystyle \sup _{p\in \pi _{n}(\sigma )}\left\|p\right\|_{\infty }=\left\|T_{n}\right\|_{\infty }}

whereTn(x) is theChebyshev polynomial of degreen, and thesupremum norm is taken over the interval [−1, 1+σ].

Observe thatTn is increasing on[1,+]{\displaystyle [1,+\infty ]}, hence

Tn=Tn(1+σ).{\displaystyle \|T_{n}\|_{\infty }=T_{n}(1+\sigma ).}

The R.i., combined with an estimate on Chebyshev polynomials, implies the followingcorollary: IfJ ⊂ R is a finite interval, andE ⊂ J is an arbitrarymeasurable set, then

maxxJ|p(x)|(4mesJmesE)nsupxE|p(x)|{\displaystyle \max _{x\in J}|p(x)|\leq \left({\frac {4\,\,\operatorname {mes} J}{\operatorname {mes} E}}\right)^{n}\sup _{x\in E}|p(x)|}

for any polynomialp of degreen.

Extensions: Nazarov–Turán lemma

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Inequalities similar to () have beenproved for different classes offunctions, and are known as Remez-type inequalities. One important example isNazarov's inequality forexponential sums (Nazarov 1993):

Nazarov's inequality. Let
p(x)=k=1nakeλkx{\displaystyle p(x)=\sum _{k=1}^{n}a_{k}e^{\lambda _{k}x}}
be an exponential sum (with arbitraryλk ∈C), and letJ ⊂ R be a finite interval,E ⊂ J—an arbitrary measurable set. Then
maxxJ|p(x)|emaxk|λk|mesJ(CmesJmesE)n1supxE|p(x)| ,{\displaystyle \max _{x\in J}|p(x)|\leq e^{\max _{k}|\Re \lambda _{k}|\,\operatorname {mes} J}\left({\frac {C\,\,\operatorname {mes} J}{\operatorname {mes} E}}\right)^{n-1}\sup _{x\in E}|p(x)|~,}
whereC > 0 is a numerical constant.

In the special case whenλk are pure imaginary and integer, and the subsetE is itself an interval, the inequality was proved byPál Turán and is known as Turán's lemma.

This inequality also extends toLp(T), 0p2{\displaystyle L^{p}(\mathbb {T} ),\ 0\leq p\leq 2} in the following way

pLp(T)eA(n1)mes(TE)pLp(E){\displaystyle \|p\|_{L^{p}(\mathbb {T} )}\leq e^{A(n-1)\operatorname {mes} (\mathbb {T} \setminus E)}\|p\|_{L^{p}(E)}}

for someA > 0 independent ofp,E, andn. When

mesE<1lognn{\displaystyle \operatorname {mes} E<1-{\frac {\log n}{n}}}

a similar inequality holds forp > 2. Forp = ∞ there is an extension to multidimensional polynomials.

Proof: Applying Nazarov's lemma toE=Eλ={x:|p(x)|λ}, λ>0{\displaystyle E=E_{\lambda }=\{x:|p(x)|\leq \lambda \},\ \lambda >0} leads to

maxxJ|p(x)|emaxk|λk|mesJ(CmesJmesEλ)n1supxEλ|p(x)|emaxk|λk|mesJ(CmesJmesEλ)n1λ{\displaystyle \max _{x\in J}|p(x)|\leq e^{\max _{k}|\Re \lambda _{k}|\,\operatorname {mes} J}\left({\frac {C\,\,\operatorname {mes} J}{\operatorname {mes} E_{\lambda }}}\right)^{n-1}\sup _{x\in E_{\lambda }}|p(x)|\leq e^{\max _{k}|\Re \lambda _{k}|\,\operatorname {mes} J}\left({\frac {C\,\,\operatorname {mes} J}{\operatorname {mes} E_{\lambda }}}\right)^{n-1}\lambda }

thus

mesEλCmesJ(λemaxk|λk|mesJmaxxJ|p(x)|)1n1{\displaystyle \operatorname {mes} E_{\lambda }\leq C\,\,\operatorname {mes} J\left({\frac {\lambda e^{\max _{k}|\Re \lambda _{k}|\,\operatorname {mes} J}}{\max _{x\in J}|p(x)|}}\right)^{\frac {1}{n-1}}}

Now fix a setE{\displaystyle E} and chooseλ{\displaystyle \lambda } such thatmesEλ12mesE{\displaystyle \operatorname {mes} E_{\lambda }\leq {\tfrac {1}{2}}\operatorname {mes} E}, that is

λ=(mesE2CmesJ)n1emaxk|λk|mesJmaxxJ|p(x)|{\displaystyle \lambda =\left({\frac {\operatorname {mes} E}{2C\operatorname {mes} J}}\right)^{n-1}e^{-\max _{k}|\Re \lambda _{k}|\,\operatorname {mes} J}\max _{x\in J}|p(x)|}

Note that this implies:

  1. mesEEλ12mesE.{\displaystyle \operatorname {mes} E\setminus E_{\lambda }\geq {\tfrac {1}{2}}\operatorname {mes} E.}
  2. xEEλ:|p(x)|>λ.{\displaystyle \forall x\in E\setminus E_{\lambda }:|p(x)|>\lambda .}

Now

xE|p(x)|pdxxEEλ|p(x)|pdxλp12mesE=12mesE(mesE2CmesJ)p(n1)epmaxk|λk|mesJmaxxJ|p(x)|p12mesEmesJ(mesE2CmesJ)p(n1)epmaxk|λk|mesJxJ|p(x)|pdx,{\displaystyle {\begin{aligned}\int _{x\in E}|p(x)|^{p}\,{\mbox{d}}x&\geq \int _{x\in E\setminus E_{\lambda }}|p(x)|^{p}\,{\mbox{d}}x\\[6pt]&\geq \lambda ^{p}{\frac {1}{2}}\operatorname {mes} E\\[6pt]&={\frac {1}{2}}\operatorname {mes} E\left({\frac {\operatorname {mes} E}{2C\operatorname {mes} J}}\right)^{p(n-1)}e^{-p\max _{k}|\Re \lambda _{k}|\,\operatorname {mes} J}\max _{x\in J}|p(x)|^{p}\\[6pt]&\geq {\frac {1}{2}}{\frac {\operatorname {mes} E}{\operatorname {mes} J}}\left({\frac {\operatorname {mes} E}{2C\operatorname {mes} J}}\right)^{p(n-1)}e^{-p\max _{k}|\Re \lambda _{k}|\,\operatorname {mes} J}\int _{x\in J}|p(x)|^{p}\,{\mbox{d}}x,\end{aligned}}}

which completes the proof.

Pólya inequality

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One of the corollaries of the Remez inequality is thePólya inequality, which was proved byGeorge Pólya (Pólya 1928), and states that theLebesgue measure of a sub-level set of a polynomialp of degreen is bounded in terms of the leadingcoefficient LC(p) as follows:

mes{xR:|P(x)|a}4(a2LC(p))1/n,a>0 .{\displaystyle \operatorname {mes} \left\{x\in \mathbb {R} :\left|P(x)\right|\leq a\right\}\leq 4\left({\frac {a}{2\mathrm {LC} (p)}}\right)^{1/n},\quad a>0~.}

References

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  • Remez, E. J. (1936). "Sur une propriété des polynômes de Tchebyscheff".Comm. Inst. Sci. Kharkow.13:93–95.
  • Bojanov, B. (May 1993). "Elementary Proof of the Remez Inequality".The American Mathematical Monthly.100 (5). Mathematical Association of America:483–485.doi:10.2307/2324304.JSTOR 2324304.
  • Fontes-Merz, N. (2006)."A multidimensional version of Turan's lemma".Journal of Approximation Theory.140 (1):27–30.doi:10.1016/j.jat.2005.11.012.
  • Nazarov, F. (1993). "Local estimates for exponential polynomials and their applications to inequalities of the uncertainty principle type".Algebra i Analiz.5 (4):3–66.
  • Nazarov, F. (2000). "Complete Version of Turan's Lemma for Trigonometric Polynomials on the Unit Circumference".Complex Analysis, Operators, and Related Topics. Vol. 113. pp. 239–246.doi:10.1007/978-3-0348-8378-8_20.ISBN 978-3-0348-9541-5.
  • Pólya, G. (1928). "Beitrag zur Verallgemeinerung des Verzerrungssatzes auf mehrfach zusammenhängende Gebiete".Sitzungsberichte Akad. Berlin:280–282.
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