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Spam yourself with math PhD qualifying-exam questions.

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Stanford Fall 2016, 3 Real analysis, Borel measures, upper semicontinuity

Let πœ‡ be a non-negative Borel measure on ℝ𝑛 such that πœ‡(𝐴)<∞ for each bounded Borel subset π΄βŠ†β„π‘›.

(a) Setting , prove that for each 𝜌>0, is an upper semi-continuous function on ℝ𝑛. (A real-valued function πœƒ on ℝ𝑛 is upper semi-continuous if for all π‘₯βˆˆβ„π‘›, πœƒ(π‘₯)β‰₯lim sup𝑦→π‘₯πœƒ(𝑦).)

(b) Give an example of a Borel measure πœ‡ as above and 𝜌>0 such that is not continuous.

Stanford Fall 2016, 3 Real analysis, tempered distributions, weak convergence, Lp spaces

Recall that 𝑆(ℝ) is the space of Schwartz functions on ℝ, and 𝑆′(ℝ) the space of tempered distributions. Let πœ‘π‘›βˆˆπ‘†(ℝ), 𝑛β‰₯1. Suppose that π‘’βˆˆπ‘†β€²(ℝ), and the distributions corresponding to πœ‘π‘›, namely 𝑒𝑛(πœ“)=βˆ«πœ‘π‘›πœ“ for πœ“βˆˆπ‘†(ℝ), converge to 𝑒 in 𝑆′(ℝ).

(a) Suppose that there exists 𝐢>0 such that β€–πœ‘π‘›β€–πΏ2<𝐢 for all 𝑛. Show that there exists πœ‘βˆˆπΏ2 such that 𝑒(πœ“)=βˆ«πœ‘πœ“, πœ“βˆˆπ‘†(ℝ) and πœ‘π‘› converge weakly to πœ‘ in 𝐿2.

(b) Show that the analogous statement is not true if 𝐿2 is replaced by 𝐿1, namely show that there exist πœ‘π‘› and 𝑒 with β€–πœ‘π‘›β€–πΏ1<𝐢 such that 𝑒 is not a distribution given by an 𝐿1 function πœ‘.

Stanford Fall 2016, 4 Real analysis, Hilbert space geometry, density, Fourier transform

Consider the Hilbert space 𝐻=𝐿2(ℝ,π‘’βˆ’π‘₯2dπ‘₯), and let πœ‘π‘›(π‘₯)=π‘₯𝑛 for 𝑛β‰₯0 integer, so πœ‘π‘›βˆˆπ».

(a) Let π‘’πœ‰(π‘₯)=π‘’π‘–πœ‰π‘₯ for π‘₯βˆˆβ„. Prove that βˆ‘π‘›=0π‘˜(π‘–πœ‰)𝑛𝑛!πœ‘π‘› converges to π‘’πœ‰βˆˆπ» in the norm topology as π‘˜β†’βˆž.

(b) Using (a) or otherwise show that if πœ‘βˆˆπ» and for all 𝑛 then πœ‘=0.

Hint: Show that the Fourier transform of π‘’βˆ’π‘₯2πœ‘ vanishes!

(c) Show that there is an orthonormal basis {πœ“π‘›}𝑛=0∞ of 𝐻 such that for all 𝑛, Span{πœ‘0,πœ‘1,…,πœ‘π‘›}=Span{πœ“0,πœ“1,…,πœ“π‘›}.

Stanford Fall 2016, 4 Real analysis, Banach spaces, compact embedding

Suppose π‘‹βŠ†π‘, π‘ŒβŠ†π‘‰, with 𝑋,π‘Œ,𝑍,𝑉 Banach spaces, and with both inclusions continuous with respect to their respective norms. Suppose that 𝑃:𝑍→𝑉 is continuous linear and has the property that π‘’βˆˆπ‘, π‘ƒπ‘’βˆˆπ‘Œ implies π‘’βˆˆπ‘‹. Show that there exists 𝐢>0 such that for all π‘’βˆˆπ‘ satisfying π‘ƒπ‘’βˆˆπ‘Œ, one has

‖𝑒‖𝑋≀𝐢(β€–π‘ƒπ‘’β€–π‘Œ+‖𝑒‖𝑍).
Stanford Fall 2016, 5 Real analysis, Sobolev spaces, spectral theory, self-adjoint operators

Let ⊀=ℝ/(2πœ‹β„€) be the unit circle, and for π‘š>0 let π»π‘š(⊀) be the Sobolev space consisting of 𝐿2(⊀)-functions 𝑓 whose Fourier coefficients 𝑓̂(𝑛) satisfy βˆ‘π‘›βˆˆβ„€|𝑓̂(𝑛)|2(1+𝑛2)π‘š<∞. Suppose 𝐴:π»π‘š(⊀)→𝐿2(⊀) is a continuous linear map, and there is π΅βˆˆβ„’οΈ€(𝐿2(⊀),π»π‘š(⊀)) such that π΄π΅βˆ’πΌ=𝐸 and π΅π΄βˆ’πΌ=𝐹 are compact on 𝐿2(⊀), resp. π»π‘š(⊀) (and in fact πΈβˆ—βˆˆβ„’οΈ€(𝐿2,π»π‘š)). Suppose also that when 𝑓,π‘”βˆˆπ»π‘š(⊀) (and for 𝑓,π‘”βˆˆπΏ2(⊀)). Show that π΄βˆ’πœ†πΌ:π»π‘šβ†’πΏ2 is invertible when πœ†βˆ‰β„.

Stanford Fall 2016, 5 Real analysis, ergodic theorem, small divisors, Fourier series

Let π•Š1=ℝ/β„€.

(a) Assume that for a given function πœ‘βˆˆπΏ1([0,1]) there exists an irrational number 𝛼 such that πœ‘(π‘₯)=πœ‘(π‘₯+𝛼) for almost all π‘₯∈[0,1], where + is addition modulo β„€. Show that πœ‘(π‘₯) equals a constant for almost all π‘₯∈[0,1].

(b) Given an irrational number 𝛼, consider the equation

𝑔(π‘₯+𝛼)βˆ’π‘”(π‘₯)=𝑝(π‘₯),π‘₯βˆˆπ•Š1,

for an unknown function 𝑔(π‘₯), with a given function π‘βˆˆπΆβˆž(π•Š1), such that βˆ«π•Š1𝑝(π‘₯)dπ‘₯=0. Give a condition on 𝛼 that would guarantee that π‘”βˆˆπΆ1(π•Š1) for any such function 𝑝.

Stanford Fall 2017, 1 Real analysis, weak convergence, weak topology, Hilbert space geometry

Let 𝑋 be a Banach space, and let 𝑆 denote the unit sphere 𝑆={π‘₯βˆˆπ‘‹:β€–π‘₯β€–=1}.

(a) Suppose π‘¦π‘›βˆˆπ‘† for all 𝑛, and π‘¦π‘›β†’π‘¦βˆˆπ‘‹ weakly. Show that ‖𝑦‖≀1.

(b) Suppose that 𝑋 is a separable infinite dimensional Hilbert space, π‘¦βˆˆπ‘‹ and ‖𝑦‖≀1. Show that there exists a sequence {𝑦𝑛}𝑛=1∞ with π‘¦π‘›βˆˆπ‘† for all 𝑛 such that 𝑦𝑛→𝑦 weakly.

Stanford Fall 2017, 1 Real analysis, weak topology, self-adjoint operators, spectral theory

Two quick problems.

(a) Show that a subspace of a Banach space is closed in the norm topology if and only if it is closed in the weak topology.

(b) Suppose that 𝐻 is a Hilbert space and π΄βˆˆβ„’οΈ€(𝐻) (bounded linear operator on 𝐻) is self-adjoint. Show that ‖𝐴‖=sup{|πœ†|:πœ†βˆˆπœŽ(𝐴)} (with 𝜎(𝐴) denoting the spectrum).

Stanford Fall 2017, 2 Real analysis, weak convergence, Lp spaces

Let 1<𝑝<∞. Suppose that π‘“π‘›βˆˆπΏπ‘([0,1]) and ‖𝑓𝑛‖𝑝≀1 for all 𝑛. Assuming that 𝑓𝑛(π‘₯)β†’0 a.e., prove that 𝑓𝑛→0 weakly in 𝐿𝑝.

Stanford Fall 2017, 2 Real analysis, Lebesgue measure, Lp spaces

(a) Is it possible to find uncountably many disjoint measurable subsets of ℝ with strictly positive Lebesgue measure? Give an example or show that this is impossible.

(b) Suppose π‘“βˆˆπΏ1(ℝ). Show that for any πœ†>0, limπ‘›β†’βˆžπ‘›βˆ’πœ†π‘“(𝑛π‘₯)=0 for almost all π‘₯βˆˆβ„, where π‘›βˆˆβ„•+ is understood in the limit.

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