A Closed Set of Normal Orthogonal Functions

Abstract

A set of normal orthogonal functions {χ} for the interval 0 5 x 5 1 has been constructed by Haar†, each function taking merely one constant value in each of a finite number of sub-intervals into which the entire interval (0, 1) is divided. Haar’s set is, however, merely one of an infinity of sets which can be constructed of functions of this same character. It is the object of the present paper to study a certain new closed set of functions {φ} normal and orthogonal on the interval (0, 1); each function φ has this same property of being constant over each of a finite number of sub-intervals into which the interval (0, 1) is divided. In fact each function φ takes only the values +1 and −1, except at a finite number of points of discontinuity, where it takes the value zero. The chief interest of the set φ lies in its similarity to the usual (e.g., sine, cosine, Sturm-Liouville, Legendre) set of orthogonal functions, while the chief interest of the set χ lies in its dissimilarity to these ordinary sets. The set φ shares with the familiar sets the following properties, none of which is possessed by the set χ: the nth function has n−1 zeroes (or better, sign-changes) interior to the interval considered, each function is either odd or even with respect to the mid-point of the interval, no function vanishes identically on any sub-interval of the original interval, and the entire set is uniformly bounded. Each function χ can be expressed as a linear combination of a finite number of functions φ, so the paper illustrates the changes in properties which may arise from a simple orthogonal transformation of a set of functions. In § 1 we define the set χ and give some of its principal properties. In § 2 we define the set φ and compare it with the set χ. In § 3 and § 4 we develop some of the properties of the set φ, and prove in particular that every continuous function of bounded variation can be expanded in terms of the φ’s and that every continuous function can be so developed in the sense not of convergence of the series but of summability by the first Cesaro mean. In § 5 it is proved that there exists a continuous function which cannot be