Theorem 2.1 : Suppose that $f$ is an integrable function on the circle with $\hat f(n)=0$ for all $n \in \Bbb Z$. Then $f(\theta_0)=0$ whenever $f$ is continuous at the point $\theta_0$.
Proof : We suppose first that $f$ is real-valued, and argue by contradiction. Assume, without loss of generality, that $f$ is defined on $[-\pi,\pi]$, that $\theta_0=0$, and $f(0) \gt 0$.
Since $f$ is continuous at $0$, we can choose $ 0\lt \delta \le \frac \pi2$, so that $f(\theta) \gt \frac {f(0)}2$ whenever $|\theta| \lt \delta$. Let $$p(\theta)=\epsilon + \cos\theta,$$ Where $\epsilon \gt 0$ is chosen so small that $|p(\theta)| \lt 1 - \frac \epsilon2$, whenever $\delta \le |\theta| \le \pi$. Then, choose a positive $\eta$ with $\eta \lt \delta$, so that $p(\theta) \ge 1 + \frac \epsilon2$, for $|\theta| \lt \eta$. Finally, let $p_k(\theta)=|p(\theta)|^k$, and select $B$ so that $|f(\theta)| \le B$ for all $\theta$. This is possible since $f$ is integrable, hence bounded.
By construction, each $p_k$ is a trigonometric polynomial, and since $\hat f(n)=$ for all $n$, we must have $\int_{-\pi}^{\pi} f(\theta)p_k(\theta)\,d\theta=0$ for all $k$.
I understood the first paragraph clearly. But the rest is not making it's way into my head.
- In the beginning of second paragraph, how does the given range works for choosing $\delta$? If the continuity is used to get the range, then how?
- How can we choose $\epsilon$ so small such that, $|p(\theta)| \lt 1 - \frac \epsilon2$, whenever $\delta \le |\theta| \le \pi$?
- How can we choose positive $\eta$ with $\eta \lt \delta$, so that $p(\theta) \ge 1+ \frac \epsilon2$, for $|\theta| \lt \eta$.
- Why do we must have $\int_{-\pi}^{\pi}f(\theta)p_k(\theta)\,d\theta=0$ for all $k$?