[Math] Evil Fourier Coefficients

ca.classical-analysis-and-odesfourier analysis

Let $f:[0,1]\to[0,1]$ be the classical devil's staircase.
Has anybody ever computed (or studied) the fourier coefficient of $f(x)$?

Related question: is the fourier series of $f(x)-x$ normally convergent (with respect to uniform norm)?

Best Answer

The Fourier transform of the derivative $\mu$ of the Devil staircase is explicitely stated on the wikipedia page of the Cantor distribution, in the table at the right, under the heading "cf" (characteristic function). Its value is

$$ \int_0^1 e^{itx} d\mu(x) = e^{it/2}\ \ \prod_{k=1}^\infty \cos(t/3^k)$$

Just multiply by $-1/it$, add $1/it$, and you get the Fourier transform of the Devil staircase.

A word on the proof. The Cantor distribution is the weak limit of the functions obtained by summing the indicator functions of the 2^n intervals generating the Cantor set at the nth step (after renormalization). The Fourier transform of these sums can be computed explicitely. Then let n goes to infinity.

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