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Saturday, 24 October 2015

|e^{2x\pi i}-1|\leq 2\pi |x|

Show |e^{2x\pi i}-1|\leq 2\pi |x| for real x.



We first prove another result: \bigg| \int_b^a f(t) dt\bigg|\leq \int_b^a |f(t)| dt.
\bigg| \int_b^a f(t) dt\bigg|\stackrel{(*)}{=}e^{-i\phi}\int_b^a f(t) dt=\int_b^a e^{-i\phi}f(t) dt
(*)\quad F=|F|e^{i\phi} and e^{i\phi}e^{-i\phi}=1 means |F|=Fe^{-i\phi}.
Since \bigg| \int_b^a f(t) dt\bigg| is real and \text{Re}(z)\leq |z|, we have \begin{align}\bigg| \int_b^a f(t) dt\bigg|&=\text{Re}\bigg(\int_b^a e^{-i\phi}f(t) dt\bigg)\\&=\int_b^a \text{Re}(e^{-i\phi}f(t)) dt\\&\leq \int_b^a |e^{-i\phi}f(t)| dt\\&=\int_b^a |f(t)| dt.\end{align}
One can also prove this using Cauchy Schwarz inequality.

Onto the problem, let f(t)=e^{ixt} for x,t\in \Bbb R. \bigg|\int_0^{2\pi}e^{ixt}dt\bigg|\leq \int_0^{2\pi}|e^{ixt}|dt=2\pi
Also \bigg|\int_0^{2\pi}e^{ixt}dt\bigg|=\bigg[\bigg|\frac{e^{ixt}}{ix}\bigg|\bigg]_0^{2\pi}=\frac{|e^{2x\pi i}-1|}{|x|}.
Therefore |e^{2x\pi i}-1|\leq 2\pi |x|.

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