Inequality of Bernstein

In mathematics, the inequality of Bernstein is a result of analysis. It makes it possible to compare the higher Borne of a function having a particular form and that of its derivative.

In its general form, the inequality applies to a function of the following form

f (T) = \ sum_ {k=1} ^p \ alpha_k e^ {I \ lambda_k T}
with complex coefficients \ alpha_k and real and distinct coefficients \ lambda_k. The inequality states thus
\|f' \|_ \ infty \ Leq \ max \ limits_ {1 \ Leq K \ Leq p}|\ lambda_k|\ cdot \|F \|_\infty

Demonstration

One will note

\ Lambda = \ max \ limits_ {1 \ Leq K \ Leq p}|\ lambda_k|

One can bring back if this constant has a value chosen, for example \ Lambda= \ frac \ pi2, by carrying out the change of variables u= \ frac {\ pi T} {2 \ Lambda} . It will be supposed that \ Lambda has this value in the continuation.

One uses the following formula

\ forall X \ in \ frac \ pi2, \ qquad x= \ sum_ {n=- \ infty} ^ {+ \ infty}
\ gamma_n e^{inx} with
\ gamma _ {2n} =0, \ qquad \ gamma_ {2n+1} = \ frac {2 (- 1) ^ {n+1} I} {\ pi (2n+1) ^2},
formulate resulting from the theory of the Fourier series. It is indeed about the development in Fourier series of a function triangle.

If one breaks up the factors \ lambda_k appearing in the derivative of F using this formula,

f' (T) = \ sum_ {k=1} ^p \ left (\ sum_ {n=- \ infty} ^ {+ \ infty} \ gamma_n
e^ {in \ lambda_k} \ right) I \ alpha_k e^ {I \ lambda_k T} = I \ sum_ {n=- \ infty} ^ {+ \ infty} \ gamma_n \ sum_ {k=1} ^p \ alpha_k e^ {I \ lambda_k (t+n)}

Finally the derivative is expressed like

f' (T) = I \ sum_ {n=- \ infty} ^ {+ \ infty} \ gamma_n
F (t+n)

What can be raised by

|f' (T)|\ Leq \ left (\ sum_ {n=- \ infty} ^ {+ \ infty} | \ gamma_n
|\ right) \ cdot \|F \|_\infty

However for t= \ frac \ pi 2, all the terms \ gamma_n e^ {int} are real positive, therefore

\ sum_ {n=- \ infty} ^ {+ \ infty} | \ gamma_n
|= \ frac \ pi 2

What is well the desired property:

\|f' \|_ \ infty \ Leq \ Lambda \ cdot \|F \|_\infty

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