iomtt6076
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Homework Statement
Consider the functions f_n(x)=e^{inx},n\in\mathbb{Z},-\pi\leq x\leq\pi viewed as points in \mathscr{L}^2[-\pi,\pi]. Prove that this set of functions is closed and bounded, but not compact.
2. The attempt at a solution
I'm first trying to prove that the set of functions is closed. Let g be a limit point of the set, so given any positive number epsilon, there exists fn such that \|f_n-g\|_2<\sqrt{\epsilon}. Squaring both sides, I get on the left hand side
<br /> 2\pi -2\text{Re}\int_{-\pi}^{\pi}g(x)e^{-inx}dx+\int_{-\pi}^{\pi}|g(x)|^2 dx<br />
So
<br /> g\sim\sum\limits_{-\infty}^{\infty}c_n e^{inx}<br />
and by Parseval's Theorem,
<br /> \sum\limits_{-\infty}^{\infty}|c_n|^2 = \frac{1}{2\pi}\int_{-\pi}^{\pi}|g|^2 dx<br />
I don't know where to go from here.