Weak Convergence of a Certain Sequence of Functions

In summary: It also suggests that if the limit does not exist, there might be a smoothness condition that the function needs to meet in order to be weakly convergent.
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Given a function in ##f \in L_2(\mathbb{R})-\{0\}## which is non-negative almost everywhere. Then ##w-lim_{n \to \infty} f_n = 0## with ##f_n(x):=f(x-n)##. Why?

##f\in L_2(\mathbb{R})## means ##f## is Lebesgue square integrable, i.e. ##\int_\mathbb{R} |f(x)|^2 \,dx< \infty ##. Weak convergence towards zero means ##\int_\mathbb{R} f(x-n)g(x)\,dx \rightarrow 0 ## for all ##g\in L_2(\mathbb{R})##.

I've tried to solve this with Hölder's inequality, but that leads to
$$
\int_\mathbb{R} f(x-n)g(x)\,dx \le \int_\mathbb{R} |f(x-n)g(x)|\,dx \le C\cdot ||f_n||_2
$$
which would be fine if limit and integral would be allowed to switch. Unfortunately, this is the standard example, where it is not allowed:
$$ \lim_{n \to \infty} \int_\mathbb{R} e^{-(x-n)^2}\,dx = \lim_{n \to \infty} \sqrt{\pi} = \sqrt{\pi} \neq \int_\mathbb{R} \lim_{n \to \infty} e^{-(x-n)^2}\,dx = \int_\mathbb{R} 0 = 0 $$
The bulk of the function ##e^{-(x-n)^2}## if transported to infinity vanishes, but does not in the integral for a fixed ##n##. Thus the boundness of ##f_n## and ##g## will have to be used in a sense, that for large ##n## the bulk of ##f_n## meets an area where ##g## is close to zero and vice versa. I was looking for a nice little Lemma which deals with this situation, but couldn't find one. I also didn't manage to see, where the non-negativity of ##f## comes into play. The way it has been presented in the book makes me think, it's not very difficult, but I simply don't see the trick, i.e. the theorem which allows me to conclude that for large ##n## the product ##f_n \cdot g## is close enough to zero at the critical locations where ##g## isn't, resp. ##f_n## isn't. My suspicion is, that this is the reason for ##f(x) \ge 0 \text{ a.e. }## to avoid situations where negative function values can compensate.

Is there a theorem which quantifies this intuition?
 
Last edited:
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FAQ: Weak Convergence of a Certain Sequence of Functions

1. What is weak convergence of a certain sequence of functions?

Weak convergence of a certain sequence of functions is a type of convergence in which a sequence of functions converges to a limit function in a weak sense. This means that the sequence of functions may not converge pointwise, but it converges in a weaker sense, such as in the sense of integrals or distributions.

2. How is weak convergence different from strong convergence?

Weak convergence is different from strong convergence in that it does not require the sequence of functions to converge pointwise. In strong convergence, the limit function must be equal to the pointwise limit of the sequence of functions. In weak convergence, the limit function may differ from the pointwise limit, but it satisfies certain conditions, such as convergence in integrals or distributions.

3. What are some examples of sequences that exhibit weak convergence?

Sequences of functions that exhibit weak convergence include sequences of probability density functions and sequences of functions in L^p spaces. For example, a sequence of probability density functions may converge weakly to a probability density function, even if it does not converge pointwise.

4. What are the main applications of weak convergence in mathematics?

Weak convergence has many applications in various fields of mathematics, including functional analysis, probability theory, and partial differential equations. In functional analysis, weak convergence is used to study the properties of function spaces and to prove important theorems, such as the Banach-Alaoglu theorem. In probability theory, weak convergence is used to study the convergence of random variables. In partial differential equations, weak convergence is used to study the convergence of solutions to PDEs.

5. How is weak convergence related to other types of convergence?

Weak convergence is related to other types of convergence, such as pointwise convergence, uniform convergence, and strong convergence. In some cases, weak convergence may imply other types of convergence, but in general, it is a weaker form of convergence. For example, if a sequence of functions converges weakly and uniformly, then it also converges pointwise. However, the converse is not always true.

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