diff --git a/blueprint/src/chang.tex b/blueprint/src/chang.tex index d521ba7614..0d1b5f6eb8 100644 --- a/blueprint/src/chang.tex +++ b/blueprint/src/chang.tex @@ -14,11 +14,31 @@ \chapter{Chang's lemma} \uses{dissociated} \lean{rudin_exp_ineq} \leanok -If the discrete Fourier transform of $f : G \longrightarrow \C$ has dissociated support, then $\E \exp|\Re f| \le \exp(\frac{\norm f_2^2} 2)$. +If the discrete Fourier transform of $f : G \longrightarrow \C$ has dissociated support, then $\E \exp(\Re f) \le \exp(\frac{\norm f_2^2} 2)$. \end{lemma} \begin{proof} \uses{mzi_complex} -TODO(Thomas): Write proof +Using the convexity of $t\mapsto e^{tx}$ (for all $x\geq 0$ and $t\in[-1,1]$) we have +\[e^{tx}\leq \cosh(x)+t\sinh(x).\] +It follows (taking $x=\lvert z\rvert$ and $t=\Re(z)/\lvert z\rvert$) that, for any $z\in \mathbb{C}$, +\[e^{\Re z}\leq \cosh(\lvert z\rvert)+\Re(z/\lvert z\rvert)\sinh(\lvert z\rvert).\] +In particular, if $c_\gamma\in \mathbb{C}$ with $\lvert c_\gamma\rvert=1$ is such that $\widehat{f}(\gamma)=c_\gamma\lvert \widehat{f}(\gamma)\rvert$, then +\begin{align*} +e^{\Re f(x)} +&= \exp\left( \Re \sum_{\gamma\in\Gamma}\widehat{f}(\gamma)\gamma(x)\right)\\ +&=\prod_{\gamma\in \Gamma} \exp\left( \Re \widehat{f}(\gamma)\gamma(x)\right)\\ +&\leq \prod_{\gamma\in \Gamma}\left( \cosh(\lvert \widehat{f}(\gamma)\rvert)+\Re c_\gamma \gamma(x)\sinh(\lvert \widehat{f}(\gamma))\right). +\end{align*} +Therefore +\[\mathbb{E}_x e^{\Re f(x)}\leq \mathbb{E}_x \left( \cosh(\lvert \widehat{f}(\gamma)\rvert)+\Re c_\gamma \gamma(x)\sinh(\lvert \widehat{f}(\gamma))\right).\] +Using $\Re z=(z+\overline{z})/2$ the product here can be expanded as the sum of +\[\prod_{\gamma\in \Gamma_2}\frac{c_\gamma}{2}\prod_{\gamma\in \Gamma_3}\frac{\overline{c_\gamma}}{2}\left(\prod_{\gamma\in \Gamma_1}\cosh(\lvert \widehat{f}(\gamma)\rvert)\right)\left(\prod_{\gamma\in \Gamma_2\cup\Gamma_3}\sinh(\lvert \widehat{f}(\gamma)\rvert)\right)\left(\sum_{\gamma\in \Gamma_2}\gamma-\sum_{\lambda\in \Gamma_3}\lambda\right)(x)\] +as $\Gamma_1\sqcup \Gamma_2\sqcup \Gamma_3=\Gamma$ ranges over all partitions of $\Gamma$ into three disjoint parts. Using the definition of dissociativity we see that +\[\sum_{\gamma\in \Gamma_2}\gamma-\sum_{\lambda\in \Gamma_3}\lambda\neq 0\] +unless $\Gamma_2=\Gamma_2=\emptyset$. In particular summing this term over all $x\in G$ gives $0$. Therefore the only term that survives averaging over $x$ is when $\Gamma_1=\Gamma$, and so +\[\mathbb{E}_x e^{\Re f(x)}\leq \prod_{\gamma\in \Gamma} \cosh (\lvert \widehat{f}(\gamma)\rvert).\] +The conclusion now follows using $\cosh(x) \leq e^{x^2/2}$ and $\sum_{\gamma\in \Gamma}\lvert \widehat{f}(\gamma)\rvert^2=\| f\|_2^2$. The second conclusion follows by applying it to $f(x)$ and $-f(x)$ and using +\[e^{\abs{y}}\leq e^y+e^{-y}.\] \end{proof}