Fourier series for singular measures (Q2275117)

Summary: Using the Kaczmarz algorithm, we prove that for any singular Borel probability measure \(\mu\) on \([0, 1)\), every \(f \in L^2(\mu)\) possesses a Fourier series of the form \(f(x) = \sum_{n = 0}^\infty c_n e^{2 \pi inx}\). We show that the coefficients \(c_n\) can be computed in terms of the quantities \(\hat{f}(n) = \int_0^1 f(x) e^{- 2 \pi inx} d \mu(x)\). We also demonstrate a Shannon-type sampling theorem for functions that are in a sense \(\mu\)-bandlimited.