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Sbornik: Mathematics, 2022, Volume 213, Issue 7, Pages 925–980
DOI: https://doi.org/10.4213/sm9679e
(Mi sm9679)
 

This article is cited in 1 scientific paper (total in 1 paper)

Entropy of a unitary operator on $L^2(\pmb{\mathbb{T}}^n)$

K. A. Afonin, D. V. Treschev

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow, Russia
References:
Abstract: The concept of the $\mu$-norm of an operator, introduced in [28], is investigated. The focus is on operators on $L^2(\mathbb{T}^n)$, where $\mathbb{T}^n$ is the $n$-torus (the case when $n=1$ was previously considered in [29]). The main source of motivation for the study was the role of the $\mu$-norm as a key tool in constructing a quantum analogue of metric entropy, namely, the entropy of a unitary operator on $L^2(\mathcal X,\mu)$, where $(\mathcal X,\mu)$ is a probability space. The properties of the $\mu$-norm are presented and some ways to calculate it for various classes of operators on $L^2(\mathbb{T}^n)$ are described. The construction of entropy proposed in [28] is modified to make it subadditive and monotone with respect to partitions of $\mathcal X$. Examples of the calculation of entropy are presented for some classes of operators on $L^2(\mathbb{T}^n)$.
Bibliography: 29 titles.
Keywords: Hilbert space, $\mu$-norm of an operator, metric entropy, Schrödinger propagator, operator theory.
Funding agency Grant number
Foundation for the Development of Theoretical Physics and Mathematics BASIS
Russian Science Foundation 20-11-20141
The research of K. A. Afonin was carried out with the support of the Theoretical Physics and Mathematics Advancement Foundation “BASIS”. The research of D. V. Treschev was supported by the Russian Science Foundation under grant no. 20-11-20141, https://rscf.ru/project/20-11-20141/.
Received: 13.10.2021
Bibliographic databases:
Document Type: Article
MSC: Primary 47B02, 47B06; Secondary 28D20
Language: English
Original paper language: Russian

§ 1. Introduction

Let $\mathcal X$ be a nonempty set and $\mathcal B$ be a $\sigma$-algebra of subsets $X\subset\mathcal X$. Consider the measure space $(\mathcal X,\mathcal B,\mu)$, where $\mu$ is a probability measure: $\mu(\mathcal X)=1$.

Consider the Hilbert space $\mathcal H=L^2(\mathcal X,\mu)$ with standard inner product and standard norm:

$$ \begin{equation*} \langle f,g\rangle=\int_\mathcal X f\overline g \, d\mu, \qquad \|f\|=\sqrt{\langle f,f\rangle}. \end{equation*} \notag $$
Let $\mathcal{L}(\mathcal{H})$ be the space of bounded linear operators on $\mathcal{H}$. Let $\|W\|$ denote the operator norm of $W\in\mathcal{L}(\mathcal{H})$:
$$ \begin{equation*} \|W\|=\sup_{\|f\|=1} \|Wf\|. \end{equation*} \notag $$

For each function $g\in L^\infty(\mathcal X,\mu)$ let $\widehat g$ denote the operator of multiplication by $g$, that is,

$$ \begin{equation} \widehat g \colon \mathcal H\to\mathcal H, \qquad \mathcal H\ni f \mapsto \widehat g f=g \cdot f. \end{equation} \tag{1.1} $$
In particular, if $X\in\mathcal B$, then $\widehat{\bf 1}_X$ is the operator of multiplication by the indicator ${\bf 1}_X$ of $X$.

We say that a system of sets $\chi=\{Y_1,\dots,Y_J\}$ is a (finite, measurable) partition (of $\mathcal X$) if

$$ \begin{equation*} \begin{gathered} \, Y_j\in\mathcal B, \qquad\mu\biggl(\mathcal X\setminus \bigcup_{1\leqslant j\leqslant J} Y_j\biggr)=0, \qquad \mu(Y_j\cap Y_k)=0 \\ \text{for all }\ j,k\in\{1,\dots,J\}, \qquad k\ne j. \end{gathered} \end{equation*} \notag $$

We call $\kappa=\{X_1,\dots,X_K\}$ a subpartition of the partition $\chi=\{Y_1,\dots,Y_J\}$ if for each $k\in\{1,\dots,K\}$ there exists $j\in\{1,\dots,J\}$ such that $\mu(X_k\setminus Y_j)=0$.

For two arbitrary subpartitions $\chi=\{Y_1,\dots,Y_J\}$ and $\kappa=\{X_1,\dots,X_K\}$ set

$$ \begin{equation*} \chi\vee\kappa=\{Y_j\cap X_k\}_{j=1,\dots,J,\, k=1,\dots,K}. \end{equation*} \notag $$
Clearly, $\chi\vee\kappa$ is also a partition.

Let $W$ be a bounded operator on $\mathcal H$. For each partition $\chi=\{Y_1,\dots,Y_J\}$ set

$$ \begin{equation} \mathcal M_\chi(W)=\sum_{j=1}^J \mu(Y_j) \| W \widehat{\bf 1}_{Y_j} \|^2. \end{equation} \tag{1.2} $$
The following definition of the $\mu$-norm1 was introduced in [28]:
$$ \begin{equation} \|W\|_\mu=\inf_\chi \sqrt{\mathcal M_\chi(W)}. \end{equation} \tag{1.3} $$

Recall that an operator $U$ is called an isometry (an isometric operator) if it preserves the inner product:

$$ \begin{equation*} \langle f,g\rangle=\langle Uf,Ug\rangle, \qquad f,g\in\mathcal H. \end{equation*} \notag $$
An operator $U$ is unitary if it is isometric and invertible.

If $W\in\mathcal L(\mathcal H)$, $Y\in\mathcal B$ and $U$ is an isometric operator, then

$$ \begin{equation*} \|W \widehat{\bf 1}_Y\| \leqslant \|W\|, \qquad \|UW\|=\|W\|, \quad \| \widehat{\bf 1}_Y\|=1 \quad(\text{provided that }\ \mu(Y)>0). \end{equation*} \notag $$
As consequences, we obtain some obvious properties of the $\mu$-norm:
$$ \begin{equation} \|\operatorname{id}\|_\mu=1, \qquad \|W\|_\mu\leqslant\|W\|, \end{equation} \tag{1.4} $$
$$ \begin{equation} \|W_1 W_2\|_\mu\leqslant\|W_1\|\,\|W_2\|_\mu, \end{equation} \tag{1.5} $$
$$ \begin{equation} \|\lambda W\|_\mu=|\lambda|\,\|W\|_\mu \quad\text{for each }\ \lambda\in\mathbb{C}, \end{equation} \tag{1.6} $$
$$ \begin{equation} \|W\|_\mu=\|UW\|_\mu \quad \text{for each isometry }\ U. \end{equation} \tag{1.7} $$
The $\mu$-norm has been introduced to extend the concept of (Kolmogorov-Sinai) metric entropy to the case of quantum systems.

In connection with the definition of the $\mu$-norm note that in the case of finite sets $\mathcal X$ with measure $\mu$ that is uniformly distributed over the points, several authors (see [7] and [16]–[18]) have addressed the question of how small the quantity $\|W\widehat{\bf 1}_Y\|/\|W\|$ can be for various subsets $Y$ of $ \mathcal X$. It has usually been assumed that $W$ acts from $L^2(\mathcal X,\mu)$ to a finite-dimensional space of significantly lower dimension.

Let $F\colon\mathcal X\to\mathcal X$ be an endomorphism (measure-preserving transformation) of the probability space $(\mathcal X,\mathcal B,\mu)$. This means that for each $X\in\mathcal B$ the set $F^{-1}(X)$ (full preimage of $X$) also belongs to $\mathcal B$ and $\mu(X)=\mu(F^{-1}(X))$. An invertible endomorphism is called an automorphism. Let $\operatorname{End}(\mathcal X)$ denote the semigroup of endomorphisms of $(\mathcal X,\mathcal B,\mu)$. There are two standard constructions connected with an endomorphism $F$.

1) Each endomorphism $F$ gives rise to an isometric (even unitary when $f$ is an automorphism) operator $U_F$ on $\mathcal H$ (the Koopman operator):

$$ \begin{equation*} L^2(\mathcal X,\mu)\ni f \mapsto U_F f=f\circ F, \qquad U_F=\operatorname{Koop}(F). \end{equation*} \notag $$

2) To each $F\in\operatorname{End}(\mathcal X,\mu)$ we can assign a nonnegative (but maybe equal to $+\infty$) number $h_{\mu}(F)$ called the metric entropy (or simply entropy); see [19], § 4.3.

One can ask the following. How can one define (in some ‘natural way’) a nonnegative function $\mathfrak h$ on the isometry semigroup $\operatorname{Iso}(\mathcal H)$ with values on the extended real axis so that the diagram

be commutative?

Recall the construction of the entropy of an endomorphism $F$. Let $J_N$ be the set of multi-indices $j=(j_0,\dots,j_N)$ with components $j_n$ from the set $\{0,\dots,K\}$. For each partition $\chi=\{X_0,\dots,X_K\}$ put

$$ \begin{equation*} \mathbf X_j=F^{-N}(X_{j_N})\cap \dots \cap F^{-1}(X_{j_1}) \cap X_{j_0}, \end{equation*} \notag $$
where $j=(j_0,\dots,j_N)\in J_N$. Let
$$ \begin{equation*} h_{\mu}(F,\chi,N+1) =- \sum_{j\in J_N} \mu(\mathbf X_j) \log \mu(\mathbf X_j). \end{equation*} \notag $$
Regarded as a function of the last argument, $h_\mu$ is subadditive: $h_\mu(F,\chi,n+m) \leqslant h_\mu(F,\chi,n) + h_\mu(F,\chi,m)$. Hence there exists a limit
$$ \begin{equation*} h_\mu(F,\chi)=\lim_{n\to\infty} \frac1n h_\mu(F,\chi,n). \end{equation*} \notag $$
Now, the entropy is defined by
$$ \begin{equation*} h_\mu(F)=\sup_\chi h_\mu(F,\chi). \end{equation*} \notag $$

The idea is to define the entropy of a unitary operator $U$ similarly to the entropy of an endomorphism, with the following modifications. In place of the sets $\mathbf X_j$ we consider the operators

$$ \begin{equation*} \mathfrak X_j = \widehat{\bf 1}_{X_{j_N}} U \widehat{\bf 1}_{X_{j_{N-1}}} U \dotsb U \widehat{\bf 1}_{X_{j_1}} U \widehat{\bf 1}_{X_{j_0}} \end{equation*} \notag $$
and set
$$ \begin{equation*} \mathfrak h(U,\chi,N+1) =- \sum_{j\in J_N} \|\mathfrak X_j\|_\mu^2 \log \|\mathfrak X_j\|_\mu^2. \end{equation*} \notag $$

Next, as in the definition of the Kolmogorov-Sinai entropy, we set

$$ \begin{equation*} \mathfrak h(U,\chi)=\lim_{n\to\infty} \frac1n \mathfrak h(U,\chi,n)\quad\text{and} \quad \mathfrak h(U)=\sup_\chi \mathfrak h(U,\chi). \end{equation*} \notag $$

It was proved in [28] that for each automorphism $F$ we have

$$ \begin{equation*} \mathfrak h(U_F)=h(F). \end{equation*} \notag $$

Before we present the main results of this paper and the papers [28] and [29] devoted to the $\mu$-norm and its applications, we make some observations concerning the literature.

Several attempts to transfer the concept of metric entropy to the quantum case have been made (see [8], [22], [23], [2], [3], [21] and [13]). Different authors used different approaches in different contexts. Some of these approaches were compared in [1]. In [2], [26], [24], [4] and [20] the authors considered the finite-dimensional case ($\#\mathcal X<\infty$). Our construction uses some ideas underlying the metric entropy of a doubly stochastic operator (see [9] and [10]).

§ 2. Previous results

In this section we present the main results of [28].

1. $\| \widehat{\bf 1}_X\|_\mu^2=\mu(X)$ for each $X\in\mathcal B$.

2. If $\chi'$ is a subpartition of a partition $\chi$, then $\mathcal M_{\chi'}(W) \leqslant \mathcal M_\chi(W)$. Hence the quantities $\mathcal M_\chi(W)$ approximate the infimum in (1.3) for fine partitions.

3. Given two arbitrary bounded operators $W_1$ and $W_2$, we have the triangle inequality

$$ \begin{equation*} \|W_1 + W_2\|_\mu \leqslant \|W_1\|_\mu + \|W_2\|_\mu. \end{equation*} \notag $$
In combination with (1.6) it means that $\|\,{\cdot}\,\|_\mu$ is a seminorm on $\mathcal L(\mathcal H)$.

4. If $F$ is an automorphism of the space $(\mathcal X,\mathcal B,\mu)$ and $U_F=\operatorname{Koop}(F)$, then

$$ \begin{equation} U_F \widehat{\bf 1}_X= \widehat{\bf 1}_{F^{-1}(X)} U_F \quad\text{for each }\ X\in\mathcal B. \end{equation} \tag{2.1} $$
For all $W\in\mathcal L(\mathcal H)$
$$ \begin{equation} \|W U_F\|_\mu=\|W\|_\mu. \end{equation} \tag{2.2} $$
Hence $\|U_F^{-1} W U_F\|_\mu=\|W\|_\mu$.

5. $\|\,{\cdot}\,\|_\mu$ is a continuous function on $\mathcal L(\mathcal H)$ with respect to the operator norm $\|\,{\cdot}\,\|$.

6. If $\mu$ is atomless, then $\|W+W_0\|_\mu=\|W\|_\mu$ for a bounded operator $W$ and a compact operator $W_0$. In particular, the $\mu$-norm vanishes identically on the space of compact operators.

7. If $g\in L^\infty(\mathcal X,\mu)$, then $\|\widehat g\|_\mu=\|g\|$.

8. Let $\mathcal X$ be a finite set: $\mathcal X=\{1,\dots,J\}$, and assume that each point has measure $1/J$. Then $\mathcal H$ is isomorphic to the space $\mathbb{C}^J$ with the inner product $\langle f,g\rangle_J=J^{-1}\sum_{j=1}^J f(j)\overline{g(j)}$. Consider an arbitrary operator $W$ on $\mathcal H$:

$$ \begin{equation*} f\mapsto Wf, \qquad (Wf)(k)=\sum_{j=1}^J W(k,j) f(j). \end{equation*} \notag $$
Then
$$ \begin{equation*} \|W\|_\mu^2=\frac1J \sum_{j,k=1}^J |W(k,j)|^2. \end{equation*} \notag $$

9. For each partition $\{X_1,\dots,X_K\}$ of the space $\mathcal X$ the function $\|\,{\cdot}\,\|_\mu^2$ is right additive:

$$ \begin{equation} \|W\|_\mu^2=\sum_{k=1}^K \|W \widehat{\bf 1}_{X_k}\|_\mu^2, \end{equation} \tag{2.3} $$
and left subadditive:
$$ \begin{equation*} \|W\|_\mu^2\leqslant \sum_{k=1}^K \| \widehat{\bf 1}_{X_k} W\|_\mu^2. \end{equation*} \notag $$

10. Let $\mathcal X$ be a compact metric space and $\mu$ be a Borel measure. Let $B_r(x)\subset\mathcal X$ denote the open ball with centre $x$ and radius $r$. Then for each $x\in\mathcal X$ the finite limit

$$ \begin{equation*} \vartheta(x)=\lim_{\varepsilon\searrow 0} \|W \widehat{\bf 1}_{B_\varepsilon(x)}\|^2 \end{equation*} \notag $$
exists, where the function $\vartheta$ is measurable (and even Borel) and $\displaystyle\|W\|_\mu^2 \leqslant \smash[t]{\int_\mathcal X \vartheta \,d\mu}$. There is an example showing that this inequality is strict in general. However,
$$ \begin{equation*} \|W\|_\mu^2=\int_\mathcal X \vartheta \,d\mu, \end{equation*} \notag $$
if the following two conditions are satisfied.

§ 3. Main results

Consider the probability space $(\mathbb{T}^n,\mathcal B(\mathbb{T}^n),\mu)$, where $\mathbb{T}^n{=}\,\mathbb{R}^n/(2\pi\mathbb{Z}^n)$ is the $n$-torus, $n\in\mathbb{N}$, $\mathcal{B}(\mathbb{T}^n)$ is the Borel $\sigma$-algebra of subsets of $\mathbb{T}^n$ and $\mu$ is the normalized Lebesgue measure on $(\mathbb{T}^n,\mathcal B(\mathbb{T}^n))$ ($d\mu=(2\pi)^{-n}dx$). For $n=1$ the results below were mostly established in [28] and [29].

$\bullet$ In § 4 we introduce the Banach space $\mathcal{AC}(\mathbb{T}^n)$ of continuous complex functions on $\mathbb{T}^n$ whose Fourier series are absolutely convergent. With each functional ${\lambda\in(\mathcal{AC}(\mathbb{T}^n))^*}$ we associate the convolution operator $\operatorname{Conv}_\lambda$ acting on $L^2(\mathbb{T}^n)$ by

$$ \begin{equation*} L^2(\mathbb{T}^n)\ni f\mapsto \operatorname{Conv}_\lambda f=g, \qquad g=\sum_{k\in\mathbb{Z}^n}g_ke^{i(k,\,\cdot\,)}, \quad g_k=f_k\lambda_k, \end{equation*} \notag $$
where $\lambda_k=\lambda(e^{-i(k,\,\cdot\,)})$, $k\in\mathbb{Z}^n$. The operator $\operatorname{Conv}_\lambda$ is bounded, and we have $\|\operatorname{Conv}_\lambda\|=\|\lambda\|_{\mathcal{AC}^*}=\sup_{k\in\mathbb{Z}^n}|\lambda_k|$. We show (Proposition 4.1) that
$$ \begin{equation*} \|\operatorname{Conv}_\lambda\|^2_{\mu}=\rho(\lambda), \qquad \rho(\lambda)=\limsup_{\mathbf{I}}\frac{1}{\#\mathbf{I}}\sum_{k\in \mathbf{I}}|\lambda_k|^2, \end{equation*} \notag $$
where $\mathbf{I}$ under the upper limit sign ranges over the directed set $(\mathcal P^n,\leqslant)$ (see § 7.2) of integer parallelepipeds $\mathcal P^n$.

$\bullet$ In § 5 we introduce the special class $\mathcal{DT}(\mathbb{T}^n)$ of all bounded operators $W$ on $L^2(\mathbb{T}^n)$ such that

$$ \begin{equation*} \|W\|_{\mathcal{DT}}:=\sum_{k\in\mathbb{Z}^n}\sup_{j\in\mathbb{Z}^n}|W_{k+j,j}|<\infty, \end{equation*} \notag $$
where $W_{j,k}=\langle We^{i(k,\,\cdot\,)},e^{i(j,\,\cdot\,)}\rangle$, $j,k\in\mathbb{Z}^n$. Elements $W\in\mathcal{DT}(\mathbb{T}^n)$ are called operators of diagonal type. We show (Theorem 5.1) that $(\mathcal{DT}(\mathbb{T}^n),\|\,{\cdot}\,\|_{\mathcal{DT}})$ is a unital Banach algebra with star norm $\|\,{\cdot}\,\|_{\mathcal{DT}}$.

$\bullet$ For each operator $W\in\mathcal{DT}(\mathbb{T}^n)$ the following inequalities hold (property (1.4) and Lemma 5.2):

$$ \begin{equation*} \|W\|_\mu \leqslant \|W\| \leqslant \|W\|_\mathcal{DT}. \end{equation*} \notag $$

$\bullet$ With an operator $W\in\mathcal{DT}(\mathbb{T}^n)$ and a point $a\in\mathbb{T}^n$ we associate the functional $L_a\in(\mathcal{AC}(\mathbb{T}^n))^*$ such that

$$ \begin{equation*} L_a=\sum_{l\in\mathbb{Z}^n}w_l(a)e_l^*, \qquad w_l(a)=\sum_{k\in\mathbb{Z}^n}W_{l,l-k}e^{i(k,a)}, \end{equation*} \notag $$
where $e^*_l$ is defined by (4.3) and the series is weak-$*$ convergent. We prove the following:

$\bullet$ Let $W$ be a bounded operator on $L^2(\mathbb{T}^n)$. In § 6 we introduce the averaged trace $\mathbf{T}(W)$ of the operator $WW^*$ as follows:

$$ \begin{equation*} \mathbf{T}(W)=\limsup_{\mathbf{I}}\frac{1}{\#\mathbf{I}} \sum_{l\in\mathbf{I},\,j\in\mathbb{Z}^n}|W_{l,j}|^2. \end{equation*} \notag $$

We show that if $W\in\mathcal{DT}(\mathbb{T}^n)$, then

$\bullet$ In § 7 we introduce the set $\mathcal R(\mathbb{T}^n)$ of operators $W\in\mathcal{DT}(\mathbb{T}^n)$ such that for each pair $m,k\in\mathbb{Z}^n$ the following limit exists:

$$ \begin{equation*} \omega_{m,k}=\lim_{\mathbf{I}}\frac{1}{\# \mathbf{I}} \sum_{l\in \mathbf{I},\,j\in\mathbb{Z}^n} W_{l+m,j} \overline W_{l,j+k} \end{equation*} \notag $$
(the limit is taken over the directed set $(\mathcal P^n,\leqslant)$). Elements $W\in\mathcal R(\mathbb{T}^n)$ are called regular operators. We prove (Lemma 7.10) that $\mathcal R(\mathbb{T}^n)$ is a closed cone in $(\mathcal{DT}(\mathbb{T}^n),\|\,{\cdot}\,\|_{\mathcal{DT}})$.

$\bullet$ We show that $\|W\|_\mu^2=\mathbf{T}(W)$ for each $W\in\mathcal R(\mathbb{T}^n)$ (Lemma 7.11).

Let $(\mathcal X,\mathcal B,\mu)$ be a probability space and $W$ be an operator in one of the following classes:

In this paper we consider the first two classes, the third class of operators was considered in [28] and [29].

$\bullet$ In § 8 we construct a transition measure $\mu_W(\,\cdot\,{,}\,\cdot\,)$ such that for any pair of ‘sufficiently regular functions’ $g_1,g_2\colon \mathcal X\to\mathbb{C}$ we have

$$ \begin{equation*} \|\widehat g_2 W\widehat g_1\|_{\mu}^2=\int_{\mathcal X}\!\int_{\mathcal X}|g_1(x_1)|^2\,|g_2(x_2)|^2\, \mu_W (x_1,dx_2)\,\mu(dx_1). \end{equation*} \notag $$

$\bullet$ In § 10 we prove that if $W=U$ and $U$ is a unitary operator, then the following hold:

$\bullet$ In § 11, with each $U\in\mathcal N$, where the class $\mathcal N$ consists of the Koopman operators and regular unitary operators, we associate the quantity $\mathfrak{h}(U)\in\overline{\mathbb{R}}_+$, which is called the entropy of $U$. We show that

§ 4. Convolution operator on $L^2( {\mathbb{T}}^n)$

4.1. Preliminary constructions

4.1.1. A torus: the metric and the Lebesgue measure on a torus

Let $\mathbb{T}^n=\mathbb{R}^n/(2\pi\mathbb{Z}^n)$ be the $n$-dimensional torus, $n\in\mathbb{N}$. For each $\varphi=(\varphi_1,\dots,\varphi_n)\in\mathbb{R}^n$ set $\|\varphi\|_\infty=\max\{|\varphi_j|\mid1\leqslant j\leqslant n\}$. Consider the surjective map $\pi\colon \mathbb{R}^n\to \mathbb{T}^n$ that takes a vector $\varphi=(\varphi_1,\dots,\varphi_n)\in\mathbb{R}^n$ to its coset $\pi(\varphi)\in\mathbb{T}^n$. We introduce the metric $\mathrm{dist}$ on $\mathbb{T}^n$ by setting

$$ \begin{equation} \mathrm{dist}(x,y)=\|x-y\|, \qquad \|x\|=\inf_{k\in\mathbb{Z}^n}\|\varphi-2\pi k\|_{\infty}, \quad x=\pi(\varphi). \end{equation} \tag{4.1} $$
It is well known that $(\mathbb{T}^n, +)$ is a compact Abelian topological group (the topology is generated by the invariant metric $\mathrm{dist}$, and the operation $+$ is the ordinary addition in the quotient space $\mathbb{R}^n/(2\pi\mathbb{Z}^n)$).

For all $a=\pi(\psi)\in\mathbb{T}^n$, $r>0$ and $k=(k_1,\dots,k_n)\in\mathbb{Z}^n$ set

$$ \begin{equation} \begin{gathered} \, B_{r}(a)=\{x\in\mathbb{T}^n\mid\mathrm{dist}(x,a)<r\}, \\ e^{i(k,a)}=\exp\biggl\{i\sum_{j=1}^{n}k_j\psi_j\biggr\}\quad\text{and}\quad\|k\|_1=\sum_{j=1}^{n}|k_j|. \end{gathered} \end{equation} \tag{4.2} $$

Let $\mathcal{B}(\mathbb{T}^n)$ be the Borel $\sigma$-algebra of subsets of $\mathbb{T}^n$ and $\mu$ be the normalized Lebesgue measure on the measurable space $ (\mathbb{T}^n,\mathcal B(\mathbb{T}^n))$ ($d\mu\!=\!(2\pi)^{-n}\,dx$). Throughout what follows, for the probability space $(\mathbb{T}^n,\mathcal B(\mathbb{T}^n),\mu)$ we use the notation and concepts introduced in § 1.

If $f\colon\mathbb{T}^n\to\mathbb{C}$ is a $\mu$-integrable function on $\mathbb{T}^n$, then we let $f_k$, $k\in\mathbb{Z}^n$, denote the Fourier coefficients of $f$, so that

$$ \begin{equation*} f_k=\int_{\mathbb{T}^n}f(x)e^{-i(k,x)}\,\mu(dx), \qquad f\in L^1(\mathbb{T}^n), \quad k\in\mathbb{Z}^n. \end{equation*} \notag $$

4.1.2. Three spaces and their duals

1) Let $\mathcal{AC}(\mathbb{T}^n)$ denote the set of continuous complex function with absolutely convergent Fourier series on $\mathbb{T}^n$, so that $\mathcal{AC}(\mathbb{T}^n)$ consists of functions $f$ of the form

$$ \begin{equation*} f(x)=\sum_{k\in\mathbb{Z}^n}f_ke^{i(k,x)}, \qquad \|f\|_{\mathcal{AC}}:=\sum_{k\in\mathbb{Z}^n}|f_k|<\infty. \end{equation*} \notag $$
It is known that $\mathcal{AC}(\mathbb{T}^n)$ is a commutative Banach algebra with respect to the usual pointwise operations and the norm $\|\,{\cdot}\,\|_{\mathcal{AC}}$. Moreover, introducing convolution $*$ as multiplication in $l^1(\mathbb{Z}^n)$ we see that the map $ f\mapsto \{f_k\}_k$ is a product-preserving isometry, that is, an algebra isomorphism between $\mathcal{AC}(\mathbb{T}^n)$ and $l^1(\mathbb{Z}^n)$.

2) Let $i_1$ and $i_2$ be the natural embeddings of $\mathcal{AC}(\mathbb{T}^n)$ in $C(\mathbb{T}^n)$ and $C(\mathbb{T}^n)$ in $L^2(\mathbb{T}^n)$, respectively. It follows from the inequalities

$$ \begin{equation*} \|i_1(\cdot)\|_C\leqslant\|\,{\cdot}\,\|_{\mathcal{AC}}\quad\text{and}\quad \|i_2(\cdot)\|\leqslant \|\,{\cdot}\,\|_C \end{equation*} \notag $$
that the operators $i_1$ and $i_2$ are continuous.

3) Let $\mathcal{V}(\mathbb{T}^n)$ be one of the three Banach spaces $\mathcal{AC}(\mathbb{T}^n)$, $C(\mathbb{T}^n)$ and $L^2(\mathbb{T}^n)$. Note that the linear span of the set $\{e^{i(k,\,\cdot\,)}\mid k\in\mathbb{Z}^n\}$ is dense in $\mathcal{V}(\mathbb{T}^n)$, and if $\mathcal{V}(\mathbb{T}^n)=\mathcal{AC}(\mathbb{T}^n)$ or $\mathcal{V}(\mathbb{T}^n)=L^2(\mathbb{T}^n)$, then

$$ \begin{equation*} \sum_{k\in\mathbb{Z}^n}f_ke^{i(k,\,\cdot\,)}=f \quad\text{for }\ f\in \mathcal{V}(\mathbb{T}^n), \end{equation*} \notag $$
that is, the series on the left-hand side converges to $f$ in the norm $\|\,{\cdot}\,\|_\mathcal V$. In other words,
$$ \begin{equation*} \lim_{N\to\infty}\|S_N(f)-f\|_\mathcal V=0, \end{equation*} \notag $$
where
$$ \begin{equation*} S_N(f)=\sum_{\|k\|_\infty\leqslant N}f_ke^{i(k,\,\cdot\,)}, \qquad N\in\mathbb{N}. \end{equation*} \notag $$

For each $k\in\mathbb{Z}^n$ and each functional $\lambda\in(\mathcal V(\mathbb{T}^n))^*$ set $\lambda_k:=\lambda(e^{-i(k,\,\cdot\,)})$.

4) Let $i_1^*$ and $i_2^*$ be the operators adjoint to $i_1$ and $i_2$, respectively. Since $\mathcal{AC}(\mathbb{T}^n)$ is dense in $C(\mathbb{T}^n)$ and $C(\mathbb{T}^n)$ is dense in $L^2(\mathbb{T}^n)$, $i_1^*$ and $i_2^*$ are continuous injective operators such that $i_1^*f=f|_{\mathcal{AC}}\in (\mathcal{AC}(\mathbb{T}^n))^*$ for $f\in (C(\mathbb{T}^n))^*$ and $i_2^*g=g|_{C}\in (C(\mathbb{T}^n))^*$ for $g\in (L^2(\mathbb{T}^n))^*$. Thus, we obtain the continuous embeddings

$$ \begin{equation*} (L^2(\mathbb{T}^n))^*\xrightarrow[]{i_2^*}(C(\mathbb{T}^n))^* \xrightarrow[]{i_1^*}(\mathcal{AC}(\mathbb{T}^n))^* \end{equation*} \notag $$
and
$$ \begin{equation*} (L^2(\mathbb{T}^n))^*\xrightarrow[]{i^*}(\mathcal{AC}(\mathbb{T}^n))^*, \quad\text{where }\ i=i_2i_1, \quad i^*=i^*_1i^*_2. \end{equation*} \notag $$

5) We introduce an operation of convolution on $(\mathcal{AC}(\mathbb{T}^n))^*$, and we claim that, with respect to convolution multiplication, $(\mathcal{AC}(\mathbb{T}^n))^*$ is a commutative Banach algebra which is isometrically isomorphic to the algebra $l^{\infty}(\mathbb{Z}^n)$ with componentwise multiplication. To prove this we need some preparations.

(a) Since the Banach spaces $\mathcal{AC}(\mathbb{T}^n)$ and $l^1(\mathbb{Z}^n)$ are isometrically isomorphic, the map

$$ \begin{equation*} \Psi\colon(\mathcal{AC}(\mathbb{T}^n))^*\to l^\infty(\mathbb{Z}^n), \qquad \Psi\lambda:=\{\lambda(e^{-i(k,\,\cdot\,)})\}_{k}=\{\lambda_{k}\}_{k}, \end{equation*} \notag $$
is an isometric isomorphism. For $\lambda\in(\mathcal{AC}(\mathbb{T}^n))^*$ the series $\sum_{k\in\mathbb{Z}^n}\lambda_ke_k^*$ converges to $\lambda$ weak-$*$, where
$$ \begin{equation} e_k^*(f):=f_{-k}=\int_{\mathbb{T}^n}f(x)e^{i(k,x)}\,\mu(dx), \qquad f\in\mathcal{AC}(\mathbb{T}^n). \end{equation} \tag{4.3} $$
When we write $\lambda=\sum_{k\in\mathbb{Z}^n}\lambda_ke_k^*$ in what follows, we mean that the series on the right converges to $\lambda$ weak-$*$.

(b) Consider the family of continuous automorphisms $F_x$, $x\in\mathbb{T}^n$, of the probability space $(\mathbb{T}^n,\mathcal B(\mathbb{T}^n),\mu)$ defined by

$$ \begin{equation} F_x\colon \mathbb{T}^n\to \mathbb{T}^n, \qquad F_x(y)=x+y, \quad x,y\in\mathbb{T}^n. \end{equation} \tag{4.4} $$
Note that $f\circ F_x\in\mathcal{AC}(\mathbb{T}^n)$ for $f\in\mathcal{AC}(\mathbb{T}^n)$ and $x\in\mathbb{T}^n$, because $(f\circ F_x)_k=e^{i(k,x)}f_k$ for each $k\in\mathbb{Z}^n$.

Let $\lambda\in(\mathcal{AC}(\mathbb{T}^n))^*$. For each function $f\in\mathcal{AC}(\mathbb{T}^n)$ let $\overline\lambda f$ be the function defined by $\overline\lambda f(x)=\lambda(f\circ F_x)$ for each $x\in\mathbb{T}^n$. Then

$$ \begin{equation*} \overline\lambda f(x) =\lambda\biggl(\sum_{k\in\mathbb{Z}^n}e^{i(k,x)}f_k e^{i(k,\,\cdot\,)}\biggr) =\sum_{k\in\mathbb{Z}^n}e^{i(k,x)}f_k\lambda_{-k}, \qquad x\in\mathbb{T}^n. \end{equation*} \notag $$
Hence $\overline\lambda f\in\mathcal{AC}(\mathbb{T}^n)$, so that $\overline\lambda\colon f\mapsto \overline\lambda f$ is a continuous operator on $\mathcal{AC}(\mathbb{T}^n)$, and we have $\|\overline\lambda\|_{\mathcal{AC}\to\mathcal{AC}} =\|\Psi\lambda\|_\infty=\|\lambda\|_{\mathcal{AC}^*}$.

We define the operation of convolution following Definition $19.1$ in [15], Ch. V, § 19.

The convolution of two functionals $\lambda^1$ and $\lambda^2$ in the space $(\mathcal{AC}(\mathbb{T}^n))^*$ is the composite map $\lambda^1\circ \overline {\lambda^2}$, which we denote by $\lambda^1*\lambda^2$. It follows directly from this definition that

$$ \begin{equation*} \lambda^1*\lambda^2\in (\mathcal{AC}(\mathbb{T}^n))^*\quad\text{and} \quad \Psi(\lambda^1*\lambda^2)=\{\Psi\lambda^1\}\cdot\{\Psi\lambda^2\}:=\{\lambda^1_{k}\lambda^2_{k}\}. \end{equation*} \notag $$
Thus, $(\mathcal{AC}(\mathbb{T}^n))^*$ is a commutative Banach algebra with respect to convolution $*$.

4.1.3. The convolution operator

First we introduce two isometric isomorphisms which identify $L^2(\mathbb{T}^n)$ with the spaces $l^2(\mathbb{Z}^n)$ and $(L^2(\mathbb{T}^n))^*$, namely,

Let $\lambda=\sum\lambda_ke_k^*\in(\mathcal{AC}(\mathbb{T}^n))^*$ and $f=\sum f_ke^{i(k,\,\cdot\,)}\in L^2(\mathbb{T}^n)$, and let $M_{\Psi\lambda}$ be the diagonal operator

$$ \begin{equation*} M_{\Psi\lambda}\colon l^2(\mathbb{Z}^n)\to l^2(\mathbb{Z}^n), \qquad M_{\Psi\lambda}\{\alpha_k\}=\{\lambda_k\alpha_k\}, \quad \{\alpha_k\}\in l^2(\mathbb{Z}^n). \end{equation*} \notag $$
Then
$$ \begin{equation*} \Psi(\lambda*i^*Lf)=M_{\Psi\lambda}(\mathcal F f)=\{\lambda_kf_k\}_{k}\in l^2(\mathbb{Z}^n). \end{equation*} \notag $$
Set $\operatorname{Conv}_\lambda:=\mathcal F^{-1}\circ M_{\Psi\lambda}\circ \mathcal F$ and $\lambda*f:=\operatorname{Conv}_\lambda f$. We see immediately that $i^*L(\lambda*f)=\lambda*i^*Lf$, which means that
$$ \begin{equation} (L(\lambda*f))\big|_{\mathcal{AC}}=\lambda* (Lf)|_{\mathcal{AC}}. \end{equation} \tag{4.5} $$
Thus, $\lambda*f$ is a function in $L^2(\mathbb{T}^n)$ such that we have (4.5), and $\mathrm{Conv}_\lambda$ is a bounded operator on $L^2(\mathbb{T}^n)$ such that
$$ \begin{equation} L^2(\mathbb{T}^n)\ni f\mapsto \operatorname{Conv}_\lambda f=g, \qquad g=\sum_{k\in\mathbb{Z}^n}g_ke^{i(k,\,\cdot\,)}, \quad g_k=f_k\lambda_k. \end{equation} \tag{4.6} $$
Moreover, as $\mathcal F$ is an isometry, we have
$$ \begin{equation*} \|\mathrm{Conv}_\lambda\|=\|M_{\Psi\lambda}\|_{l^2\to l^2}. \end{equation*} \notag $$
Therefore,
$$ \begin{equation} \|\mathrm{Conv}_{\lambda}\|=c_{\lambda}, \qquad c_{\lambda}=\sup_{k\in\mathbb{Z}^n}|\lambda_k|. \end{equation} \tag{4.7} $$
We call $\mathrm{Conv}_{\lambda}$ the convolution operator, and we call $\lambda*f=\operatorname{Conv}_\lambda f$ the convolution of the functional $\lambda\in (\mathcal{AC}(\mathbb{T}^n))^*$ with the function $f\in L^2(\mathbb{T}^n)$.

Examples. 1. If $g,f\in L^2(\mathbb{T}^n)$, then

$$ \begin{equation*} g*f:=Lg|_{\mathcal{AC}}*f=\int_{\mathbb{T}^n}g(\cdot-y)f(y)\,\mu(dy). \end{equation*} \notag $$

2. If $\lambda_1,\lambda_2\in(\mathcal{AC}(\mathbb{T}^n))^*$, then

$$ \begin{equation*} \operatorname{Conv}_{\lambda_1}\operatorname{Conv}_{\lambda_2} =\operatorname{Conv}_{\lambda_1*\lambda_2} =\operatorname{Conv}_{\lambda_2*\lambda_1} =\operatorname{Conv}_{\lambda_2}\operatorname{Conv}_{\lambda_1}\!. \end{equation*} \notag $$

3. If $\delta_a$ is the Dirac function at $a\in\mathbb{T}^n$, then for each $f\in L^2(\mathbb{T}^n)$

$$ \begin{equation*} \delta_a*f:=\delta_a|_{\mathcal{AC}}*f=f\circ F_{-a}, \end{equation*} \notag $$
where $F_{-a}$ is the automorphism defined by (4.4). Thus, $\operatorname{Conv}_{\delta_a}$ coincides with the Koopman operator $U_{F_{-a}}$; in particular, $\operatorname{Conv}_{\delta_0} = \operatorname{id}$.

4. If $\lambda=\sum\lambda_ke_k^*\in(\mathcal{AC}(\mathbb{T}^n))^*$, then

$$ \begin{equation*} \lambda*(e^{i(m,\,\cdot\,)})=\lambda_m e^{i(m,\,\cdot\,)} \quad\text{for each }\ m\in\mathbb{Z}^n. \end{equation*} \notag $$

5. For all $\lambda\in(\mathcal{AC}(\mathbb{T}^n))^*$, $f\in L^2(\mathbb{T}^n)$ and $m\in\mathbb{Z}^n$ we have

$$ \begin{equation*} \lambda * (e^{i(m,\,\cdot\,)} f)=e^{i(m,\,\cdot\,)} \bigl( (\lambda\circ\widehat{e^{-i(m,\,\cdot\,)}}) * f\bigr), \end{equation*} \notag $$
where the operator $\widehat{e^{-i(m,\,\cdot\,)}}$ is defined by (1.1) for $g=e^{-i(m,\,\cdot\,)}$.

4.1.4. Estimates for Fourier coefficients

Lemma 4.1. Let $ f=\sum_{k \in \mathbb{Z}^n}f_ke^{i(k,\,\cdot\,)} \in L^2(\mathbb{T}^n)$ and $Y=B_\varepsilon (a)$, where $a\in\mathbb{T}^n$ and $\varepsilon>0$. If $g=\widehat{\bf 1}_Y f=\sum_{k \in \mathbb{Z}^n}g_ke^{i(k,\,\cdot\,)}$, then for all $m,l\in\mathbb{Z}^n$

$$ \begin{equation} \|g - e^{i(m,\cdot-a)}g\|\leqslant\|m\|_1\,\varepsilon \|f\|, \end{equation} \tag{4.8} $$
$$ \begin{equation} |g_m - e^{i(l,a)}g_{m+l}| \leqslant\frac{\varepsilon^{n/2+1}}{\pi^{n/2}}\|l\|_1\,\|f\| \end{equation} \tag{4.9} $$
and
$$ \begin{equation} \biggl|\sum_{k\in\mathbb{Z}^n}e^{-i(m,a)}g_k\overline g_{k+m} - \|g\|^2\,\biggr| \leqslant\|m\|_1\,\varepsilon\|f\|^2. \end{equation} \tag{4.10} $$

Proof. Set $h=g - e^{i(m,\cdot-a)}g=\widehat{\bf 1}_Y(1-e^{i(m,\cdot-a)})\cdot f$. Then
$$ \begin{equation*} \begin{aligned} \, \|h\|^2 &=\frac{1}{(2\pi)^n}\int_{Y}|1 - e^{i(m,x-a)}|^2\,|f(x)|^2\,dx \\ &\leqslant\| \widehat{\bf 1}_Y(1-e^{i(m,\cdot-a)})\|_{\infty}^2\,\|f\|^2 \leqslant\|m\|_1^2\varepsilon^2\|f\|^2, \end{aligned} \end{equation*} \notag $$
which is equivalent to (4.8).

Note that

$$ \begin{equation*} \| \widehat{\bf 1}_Y(1 - e^{-i(l,\cdot-a)}) \|^2 =\frac{1}{(2\pi)^n}\int_{Y} |1 - e^{-i(l,x-a)} |^2\,dx\leqslant\frac{1}{(2\pi)^n}\|l\|_1^2\varepsilon^2(2\varepsilon)^n, \end{equation*} \notag $$
and therefore
$$ \begin{equation*} \begin{aligned} \, |g_m - e^{i(l,a)}g_{m+l} | &= \biggl|\frac{1}{(2\pi)^n}\int_{Y} \bigl(f(x)e^{-i(m,x)} - f(x)e^{-i(m+l,x)}e^{i(l,a)}\bigr)\,dx\biggr| \\ &\leqslant\frac{1}{(2\pi)^n}\int_{Y} \bigl| (1 - e^{-i(l,x-a)})f(x) \bigr|\,dx \\ &\leqslant \| \widehat{\bf 1}_Y (1 - e^{-i(l,x-a)}) \|\,\|f\|\leqslant\frac{\varepsilon^{n/2+1}}{\pi^{n/2}}\|l\|_1\,\|f\|. \end{aligned} \end{equation*} \notag $$
Hence we have (4.9).

To prove (4.10) consider the inner product

$$ \begin{equation*} \langle h,g\rangle=\langle g, g\rangle- e^{-i(m,a)}\langle g, e^{-i(m,\,\cdot\,)}g\rangle=\|g\|^2 - \sum_{k\in\mathbb{Z}^n}e^{-i(m,a)}g_k\overline g_{k+m}. \end{equation*} \notag $$
Applying the Cauchy-Schwarz-Bunyakovskii inequality to (4.8) we obtain
$$ \begin{equation*} |\langle h,g\rangle|\leqslant\|h\|\,{\cdot}\,\|g\|\leqslant\|m\|_1\varepsilon\|f\|^2, \end{equation*} \notag $$
so that we have (4.10).

The proof is complete.

4.1.5. Integer parallelepipeds and the upper limit $\rho(\lambda)$

Consider the following objects:

For each functional $ \lambda=\sum\lambda_ke_k\in(\mathcal{AC}(\mathbb{T}^n))^*$ set

$$ \begin{equation} \rho(\lambda)= \lim_{N\to\infty}\sup_{\mathbf{I}\in\mathcal{P}_N^n}\rho_{\mathbf{I}}(\lambda), \qquad \rho_{\mathbf{I}}(\lambda)= \frac{1}{\#\mathbf{I}}\sum_{k\in \mathbf{I}}|\lambda_k|^2. \end{equation} \tag{4.11} $$
It follows from the inclusion $\mathcal{P}_{N+1}^n\subset\mathcal{P}_N^n$ that the sequence
$$ \begin{equation*} \rho_N=\sup_{\mathbf{I}\in\mathcal{P}_N^n}\rho_{\mathbf{I}}(\lambda), \qquad N\in\mathbb{N}, \end{equation*} \notag $$
is nonincreasing and bounded below. Hence the limit in (4.11) exists and is a finite number.

4.2. Calculating $\|\mathrm{Conv}_\lambda \widehat{\bf 1}_{B_\varepsilon(a)}\|$

Lemma 4.2. If $\lambda=\sum\lambda_ke_k^*\in(\mathcal{AC}(\mathbb{T}^n))^*$, then for each point $a\in\mathbb{T}^n$ and each ${\varepsilon>0}$

$$ \begin{equation} \|\operatorname{Conv}_\lambda \widehat{\bf 1}_{B_{\varepsilon}(a)}\|=\|\operatorname{Conv}_\lambda \widehat{\bf 1}_{B_{\varepsilon}}\|, \end{equation} \tag{4.12} $$
where $B_\varepsilon=B_\varepsilon(0)$.

Proof. From equality (2.1) for $X=B_\varepsilon(a)$ and $F=F_a$ (see (4.4)) we obtain
$$ \begin{equation*} U_{F_a}\widehat{\bf 1}_{B_{\varepsilon}(a)}=\widehat{\bf 1}_{F_{-a}B_{\varepsilon}(a)}U_{F_a}=\widehat{\bf 1}_{B_{\varepsilon}(a)-a}U_{F_a}=\widehat{\bf 1}_{B_{\varepsilon}}U_{F_a} \end{equation*} \notag $$
(the last equality holds because the metric $\mathrm{dist}$ is invariant). Then, taking examples 2 and 3 in § 4.1.3 into account we obtain
$$ \begin{equation*} \begin{aligned} \, \|\operatorname{Conv}_\lambda \widehat{\bf 1}_{B_{\varepsilon}(a)}\| &=\|\operatorname{Conv}_\lambda U_{F_{-a}}\widehat{\bf 1}_{B_{\varepsilon}}U_{F_a}\| =\|\operatorname{Conv}_{\lambda*\delta_a}\widehat{\bf 1}_{B_{\varepsilon}}U_{F_a}\| \\ &=\|U_{F_{-a}}\operatorname{Conv}_\lambda\widehat{\bf 1}_{B_{\varepsilon}}U_{F_a}\| =\|\operatorname{Conv}_\lambda\widehat{\bf 1}_{B_{\varepsilon}}\|. \end{aligned} \end{equation*} \notag $$

The proof is complete.

Let $K^*$ be a compact set in the strong topology2 of the space $(\mathcal{AC}(\mathbb{T}^n))^*$.

Lemma 4.3. $\mathrm{(a)}$ The family of functions $\{\rho_{\mathbf{I}}\}_{\mathbf{I}\in\mathcal{P}^n}$ is equicontinuous on $K^*$.

$\mathrm{(b)}$ The functions $\rho_N=\sup_{\mathbf{I}\in\mathcal P^n_N}\rho_{\mathbf{I}}$, $N\in\mathbb{N}$, and $\rho$ are continuous on $K^*$, and the uniform convergence

$$ \begin{equation*} \|\rho_N-\rho\|_{C(K^*)}\to0 \quad\textit{as }\ N\to\infty \end{equation*} \notag $$
holds.

Lemma 4.4. For each $\gamma > 0$ there exists $\varepsilon_0 > 0$ such that for each $\varepsilon\in(0,\varepsilon_0]$ and all $\lambda\in K^*$, $a\in\mathbb{T}^n$ and $f \in L^2(\mathbb{T}^n)$

$$ \begin{equation} \|\lambda*( \widehat{\bf 1}_{Y}f)\|^2 \leqslant (\rho(\lambda)+\gamma)\|f\|^2, \end{equation} \tag{4.13} $$
where $Y=B_\varepsilon(a)$.

Proof of Lemma 4.3. The compact set $K^*$ is bounded, that is, there exists $r>0$ such that $\sup_{k\in\mathbb{Z}^n}|\lambda_k|=\|\lambda\|_{\mathcal{AC}^*}\leqslant r$ for each $\lambda\in K^*$. Then for each pair of functionals $\lambda_1,\lambda_2\in K^*$ and each parallelepiped $\mathbf{I}\in\mathcal{P}^n$
$$ \begin{equation*} |\rho_{\mathbf{I}}(\lambda_1)-\rho_{\mathbf{I}}(\lambda_2)|=\frac{1}{\#\mathbf{I}} \biggl|\sum_{k\in\mathbf{I}}\bigl(|(\lambda_1)_k|^2-|(\lambda_2)_k|^2\bigr)\biggr|\leqslant 2r\|\lambda_1-\lambda_2\|_{\mathcal{AC}^*}, \end{equation*} \notag $$
which yields $\mathrm{(a)}$.

It follows from $\mathrm{(a)}$ that the sequence of functions $\{\rho_N\}$ is equicontinuous on $K^*$, so that $\rho$ is continuous on $K^*$. Hence the sequence $\{\rho_N,\,N\in\mathbb{N}\}$ of continuous functions on $K^*$ decreases pointwise to the continuous function $\rho$. Then this sequence converges uniformly to $\rho$ on $K^*$ by Dini’s theorem (for instance, see [6], Theorem 1.7.10).

The proof is complete.

Proof of Lemma 4.4. It follows from Lemma 4.2 that we can limit ourselves to $a=0$. Let $\sigma >0$ be arbitrary. By assertion $\mathrm{(b)}$ in Lemma 4.3 there exists a positive integer $M'=M'(\sigma)$ such that
$$ \begin{equation} \rho_{\mathbf{I}}( \lambda) \leqslant \rho( \lambda) + \sigma \quad\text{for all }\ \lambda\in K^*, \quad \mathbf{I}\in\mathcal{P}^{n}_{M'}. \end{equation} \tag{4.14} $$
Let $\varepsilon>0$, $f\in L^2(\mathbb{T}^n)$ and $\mathbf{I}=\mathbf{I}_B$, where $B$ is a positive integer such that $2B+1\geqslant M'$. Set
$$ \begin{equation*} Y=B_\varepsilon, \qquad g=\widehat{\bf 1}_Yf\quad\text{and} \quad G= \frac{1}{\#\mathbf{I}}\sum_{l\in\mathbf{I}}e^{i(l,\,\cdot\,)}g=\frac{1}{\#\mathbf{I}} \sum_{k\in\mathbb{Z}^n,\,l\in \mathbf{I}}g_{k-l}e^{i(k,\,\cdot\,)}, \end{equation*} \notag $$
where the $g_k$, $k\in\mathbb{Z}^n$, are the Fourier coefficients of $g$. Using the triangle inequality and (4.8) for $a=0$, we obtain
$$ \begin{equation*} \|g-G\| \leqslant \frac{1}{\#\mathbf{I}}\sum_{l\in \mathbf{I}}\|g-e^{i(l,\,\cdot\,)}g\| \leqslant \frac{1}{\#\mathbf{I}}\sum_{l\in \mathbf{I}}\|l\|_1\varepsilon \|f\|. \end{equation*} \notag $$
If $ l=(l_1,\dots,l_n)\in\mathbf{I}$, then $\|l\|_1=\sum_{j=1}^n|l_j|\leqslant nB$. Hence
$$ \begin{equation} \|g-G\|\leqslant nB\varepsilon\|f\|, \qquad\| \lambda * g - \lambda * G\|\leqslant r nB\varepsilon\|f\|, \end{equation} \tag{4.15} $$
where $r=\sup_{\lambda\in K^*}\| \lambda\|_{\mathcal{AC}^*}$. Consider the square of the norm of $ \lambda*G$:
$$ \begin{equation} \begin{aligned} \, \nonumber \| \lambda * G\|^2 &=\frac{1}{(\#\mathbf{I})^2}\sum_{k\in\mathbb{Z}^n}| \lambda_k|^2\sum_{l\in\mathbf{I},\,s\in \mathbf{I}}g_{k-l}\overline g_{k-s} \\ \nonumber &=\frac{1}{(\#\mathbf{I})^2}\sum_{m\in2\mathbf{I}}\sum_{\substack{l\in\mathbf{I},\\l\in (\mathbf{I}+m)}}\sum_{k\in\mathbb{Z}^n}|\lambda_{k+l}|^2 g_{k}\overline g_{k+m} \\ &=\sum_{m\in \mathbf{J}}\sum_{k\in\mathbb{Z}^n}\mathbf{b}(m)\rho_{\mathbf{I}_{k,m}}(\lambda) g_k\overline g_{k+m}, \end{aligned} \end{equation} \tag{4.16} $$
where
$$ \begin{equation*} \begin{gathered} \, \mathbf{J}=J\times\dots\times J, \qquad J=[-2B,2B]\cap\mathbb{Z}, \qquad\mathbf{I}_{k,m}= I_{k_1,m_1}\times\dots\times I_{k_n,m_n}, \\ I_{k_j,m_j}=\begin{cases} [k_j+m_j-B, k_j+B]\cap\mathbb{Z} &\text{for }\ m_j\geqslant 0, \\ [k_j-B, k_j+m_j+B]\cap\mathbb{Z} &\text{for }\ m_j < 0, \end{cases} \qquad \mathbf{b}(m)=\frac{\# \mathbf{I}_{k,m}}{(\#\mathbf{I})^2}. \end{gathered} \end{equation*} \notag $$
Note that
$$ \begin{equation*} \begin{gathered} \, \# \mathbf{I}_{k,m}=\prod_{j=1}^{n}(2B+1-|m_j|), \qquad \rho_{\mathbf{I}_{k,m}}( \lambda)\leqslant r^2, \\ \mathbf{b}(m)=b(m_1)\dotsb b(m_n), \quad\text{where }\ b(q)=\frac{2B+1-|q|}{(2B+1)^2}, \quad q\in J, \end{gathered} \end{equation*} \notag $$
and furthermore,
$$ \begin{equation} \sum_{q\in J} b(q)=1, \quad \sum_{m\in\mathbf{J}}\mathbf{b}(m)=1, \qquad b(q)>0 \quad\text{and} \quad\mathbf{b}(m)>0. \end{equation} \tag{4.17} $$
Set $\mathbf{S}=S\times\dots\times S$, where $S=[-(2B+1-M'),2B+1-M']\cap\mathbb{Z}$. Then $S\subset J$, $\mathbf{S}\subset\mathbf{J}$ and
$$ \begin{equation*} b(q)<\frac{M'}{(2B+1)^2} \quad\text{for }\ q\in J\setminus S. \end{equation*} \notag $$
In addition, by (4.14) we have ${\rho_{\mathbf{I}_{k,m}}( \lambda)\leqslant \rho( \lambda)+\sigma}$ for all $a\in\mathbb{T}^n$, $k\in\mathbb{Z}^n$ and $m\in\mathbf{S}$. It follows from (4.16) that $ \| \lambda * G\|^2\leqslant\Delta_1+\Delta_2$, where
$$ \begin{equation*} \Delta_1=\sum_{m\in \mathbf{S}} \sum_{k\in\mathbb{Z}^n}\mathbf{b}(m)\rho_{\mathbf{I}_{k,m}}( \lambda) |g_k|\,|g_{k+m}| \end{equation*} \notag $$
and
$$ \begin{equation*} \Delta_2=\sum_{m\in \mathbf{J}\setminus\mathbf{S}} \sum_{k\in\mathbb{Z}^n}\mathbf{b}(m)\rho_{\mathbf{I}_{k,m}}( \lambda)| g_k|\,|g_{k+m}|. \end{equation*} \notag $$
Using (4.17) we obtain
$$ \begin{equation*} \Delta_1=\sum_{m\in \mathbf{S}}\sum_{k\in\mathbb{Z}^n}\mathbf{b}(m)\rho_{\mathbf{I}_{k,m}}( \lambda) |g_k|\,|g_{k+m}|\leqslant(\rho( \lambda)+\sigma)\|g\|^2. \end{equation*} \notag $$
Hence
$$ \begin{equation} \Delta_1\leqslant(\rho( \lambda)+\sigma)\|f\|^2. \end{equation} \tag{4.18} $$
We represent the set $\mathbf{J}\setminus\mathbf{S}$ as a union:
$$ \begin{equation*} \mathbf{J}\setminus\mathbf{S}=\bigcup_{r=1}^{n}H_r, \qquad H_r=\{m=(m_1,\dots,m_n)\in\mathbf{J}\mid m_r\in J\setminus S\}, \quad r=1,\dots,n. \end{equation*} \notag $$
Next we estimate a sum:
$$ \begin{equation} \begin{aligned} \, \nonumber \sum_{m\in \mathbf{J}\setminus\mathbf{S}}\mathbf{b}(m) &\leqslant\sum_{r=1}^{n} \sum_{m\in H_r}\mathbf{b}(m)=\sum_{r=1}^{n}\sum_{m_1\in J}\dotsb\sum_{m_r\in J\setminus S}\dotsb\sum_{m_n\in J}b(m_1)\dotsb b(m_n) \\ \nonumber &=\sum_{r=1}^{n}\sum_{m_1\in J}b(m_1)\dotsb\sum_{m_r\in J\setminus S}b(m_r)\dotsb\sum_{m_n\in J}b(m_n) \\ &\leqslant \sum_{r=1}^{n}2(M'-1)\frac{M'}{(2B+1)^2}=\frac{2M'(M'-1)n}{(2B+1)^2}. \end{aligned} \end{equation} \tag{4.19} $$
This yields a bound for $\Delta_2$:
$$ \begin{equation} \begin{aligned} \, \nonumber \Delta_2 &=\sum_{m\in \mathbf{J}\setminus\mathbf{S}}\sum_{k\in\mathbb{Z}^n}\mathbf{b}(m)\rho_{\mathbf{I}_{k,m}}( \lambda) |g_k|\,|g_{k+m}|\leqslant r^2\|g\|^2\sum_{m\in \mathbf{J}\setminus\mathbf{S}}\mathbf{b}(m) \\ &\leqslant \frac{2M'(M'-1)r^2n}{(2B+1)^2}\|f\|^2\leqslant \frac{2M'r^2n}{2B+1}\|f\|^2 \end{aligned} \end{equation} \tag{4.20} $$
(the last inequality follows because $2B+1\geqslant M'$). Thus, using (4.18) and (4.20) we obtain
$$ \begin{equation} \| \lambda*G\|^2\leqslant\biggl(\rho( \lambda)+\sigma+\frac{2M'r^2 n}{2B+1}\biggr)\|f\|^2. \end{equation} \tag{4.21} $$

Finally, it follows from the relation

$$ \begin{equation*} \| \lambda*g\|^2\leqslant \| \lambda*g- \lambda*G\|^2+2\| \lambda*G\|\,{\cdot}\,\| \lambda*g- \lambda*G\|+\| \lambda*G\|^2 \end{equation*} \notag $$
and estimates (4.15) and (4.21) that
$$ \begin{equation*} \| \lambda*( \widehat{\bf 1}_Yf)\|\leqslant \Bigl(\rho( \lambda)+\sigma+\alpha_1+\alpha_2^2+2\alpha_2\sqrt{\rho( \lambda)}+2\alpha_2\sqrt{\sigma+\alpha_1}\Bigr)\|f\|^2, \end{equation*} \notag $$
where $\alpha_1=\alpha_1(M',B)=2M'r^2 n/(2B+1)$ and $\alpha_2=\alpha_2(\varepsilon, B)=rnB\varepsilon$. Note that $\sigma>0$ and $\varepsilon>0$ can be arbitrary, $M'=M'(\sigma)$ depends only on $\sigma$, and $B\in\mathbb{N}$ is an arbitrary integer such that $2B+1\geqslant M'$. Moreover, $\alpha_1(M',B)\to0$ as $B\to\infty$ and $\alpha_2(\varepsilon, B)\to0$ as $\varepsilon\to0$ for each $B$. This observation completes the proof of Lemma 4.4.

Lemma 4.5. If $\lambda=\sum\lambda_ke_k^*\in(\mathcal{AC}(\mathbb{T}^n))^*$, then for each positive number $\gamma$ and each function $f\in L^2(\mathbb{T}^n)$ there exists $m\in\mathbb{Z}^n$ such that

$$ \begin{equation} \|\lambda * (e^{i(m,\,\cdot\,)}f)\|^2 \geqslant (\rho(\lambda)-\gamma)\|f\|^2. \end{equation} \tag{4.22} $$

Proof. We assume that $\rho(\lambda)\ne0$ (otherwise the statement is obvious). Let $\sigma_1>0$ and $f\in L^2(\mathbb{T}^n)$. For each $N\in\mathbb{N}$ set $S_N=\sum_{k\in\mathbf{I}}f_ke^{i(k,\,\cdot\,)}$, where $\mathbf{I}=\mathbf{I}_N$. Since $\|S_N-f\|\to0$ as $N\to\infty$, there exists $N\in\mathbb{N}$ such that $\|f-S_N\|\leqslant\sigma_1\|f\|$. Therefore,
$$ \begin{equation} (1-\sigma_1)\|f\|\leqslant\|S_N\|\leqslant\|f\|. \end{equation} \tag{4.23} $$
For each $m\in\mathbb{Z}^n$ consider the continuous operator $T_m=\mathrm{Conv}_{\lambda}\widehat{e^{i(m,\,\cdot\,)}}$. We have $\|\widehat{e^{i(m,\,\cdot\,)}}\|=\|e^{i(m,\,\cdot\,)}\|_\infty=1$, so
$$ \begin{equation*} \|T_m(f)-T_m(S_N)\|=\|T_m(f-S_N)\|\leqslant\|\mathrm{Conv}_{\lambda}\|\,{\cdot}\,\|f-S_N\|\leqslant c_{\lambda}\sigma_1\|f\|. \end{equation*} \notag $$
In addition,
$$ \begin{equation} T_m(S_N)=\sum_{k\in(\mathbf{I}+m)}\lambda_k f_{k-m}e^{i(k,\,\cdot\,)} \end{equation} \tag{4.24} $$
and
$$ \begin{equation*} T_m(f)=\sum_{k\in\mathbb{Z}^n}\lambda_k f_{k-m}e^{i(k,\,\cdot\,)}. \end{equation*} \notag $$
Hence for each $m\in\mathbb{Z}^n$ we have
$$ \begin{equation} \|T_m(f)\|-c_{\lambda}\sigma_1\|f\|\leqslant\|T_m(S_N)\|\leqslant \|T_m(f)\|. \end{equation} \tag{4.25} $$

Consider some $\sigma_2$ and $\sigma_3$ such that $0<\sigma_2< \rho(\lambda)$ and $0<\sigma_3 <1$. Then by (4.11) there exist $M\in\mathbb{N}$ and $\mathbf{J}\in\mathcal{P}^n_M$ such that

$$ \begin{equation} \rho_{\mathbf{J}}(\lambda) > \rho(\lambda) - \sigma_2\quad\text{and} \quad \frac{N}{M}<\sigma_3. \end{equation} \tag{4.26} $$
From (4.24) we obtain
$$ \begin{equation} \sum_{m\in\mathbf{J}}\|T_m(S_N)\|^2=\sum_{m\in \mathbf{J}}\sum_{l\in \mathbf{I}}|\lambda_{m+l}f_l|^2=\|S_N\|^2\sum_{m\in \mathbf{J}}|\lambda_m|^2 + \Delta, \end{equation} \tag{4.27} $$
where
$$ \begin{equation} \begin{aligned} \, \nonumber \Delta &= \sum_{m\in \mathbf{J}}\sum_{l\in \mathbf{I}}|\lambda_{m+l}f_l|^2 - \sum_{m\in \mathbf{J}}\sum_{l\in \mathbf{I}}|\lambda_{m}f_l|^2 \\ \nonumber &=\sum_{l\in \mathbf{I}}|f_l|^2\biggl(\sum_{m\in (\mathbf{J}+l)}|\lambda_m|^2-\sum_{m\in \mathbf{J}}|\lambda_m|^2\biggr) \\ &=\sum_{l\in \mathbf{I}}|f_l|^2\biggl(\sum_{m\in (\mathbf{J}+l)\setminus\mathbf{J}}|\lambda_m|^2 -\sum_{m\in \mathbf{J}\setminus(\mathbf{J}+l)}|\lambda_m|^2\biggr)=\Delta_1-\Delta_2, \\ \nonumber \Delta_1&=\sum_{l\in \mathbf{I}}|f_l|^2\biggl(\sum_{m\in (\mathbf{J}+l)\setminus\mathbf{J}}|\lambda_m|^2\biggr), \qquad \Delta_2=\sum_{l\in \mathbf{I}}|f_l|^2\biggl(\sum_{m\in \mathbf{J}\setminus(\mathbf{J}+l)}|\lambda_m|^2\biggr). \end{aligned} \end{equation} \tag{4.28} $$

We find an estimate for $\Delta_1$. Note that for each $l=(l_1,\dots,l_n)\in\mathbf{I}$ we have

$$ \begin{equation*} \begin{gathered} \, (\mathbf{J}+l)\setminus\mathbf{J}=\bigcup_{r=1}^{n}H_r, \\ H_r=\{m=(m_1,\dots,m_n)\in(\mathbf{J}+l)\mid m_r\notin J_r\}, \qquad r=1,\dots,n, \end{gathered} \end{equation*} \notag $$
where $J_1,\dots, J_n$ are the integer segments such that $\mathbf{J}=J_1\times\dots\times J_n$. Then
$$ \begin{equation*} \begin{aligned} \, \sum_{m\in (\mathbf{J}+l)\setminus\mathbf{J}}|\lambda_m|^2 &\leqslant \sum_{r=1}^{n}\sum_{m_1\in (J_1+l_1)}\dotsb\sum_{m_r\in (J_r+l_r)\setminus J_r}\dotsb\sum_{m_n\in (J_n+l_n)}c^2_{\lambda} \\ &=c^2_{\lambda}\sum_{r=1}^{n}|l_r|\prod_{\substack{j=1\\ j\ne r}}^{n}\#J_j=c^2_{\lambda}\sum_{r=1}^{n}\frac{|l_r|}{\# J_r}\#\mathbf{J}\leqslant nc^2_{\lambda}\frac{N}{M}\#\mathbf{J}, \end{aligned} \end{equation*} \notag $$
where the last inequality holds because $|l_r|\leqslant N$ and $\# J_r\geqslant M$ for all $r=1,\dots,n$. Consequently,
$$ \begin{equation*} \Delta_1\leqslant nc^2_{\lambda}\frac{N}{M}\#\mathbf{J}\|S_N\|^2. \end{equation*} \notag $$
We also have a similar estimate for $\Delta_2$. Then, taking (4.28) and (4.26) into account we obtain
$$ \begin{equation*} |\Delta|\leqslant \Delta_1+\Delta_2\leqslant 2nc^2_{\lambda}\frac{N}{M}\#\mathbf{J}\|S_N\|^2\leqslant 2nc^2_{\lambda}\sigma_3\#\mathbf{J}\|f\|^2. \end{equation*} \notag $$

It follows from (4.27) that there exists $m_0\in \mathbf{J}$ such that

$$ \begin{equation*} \|T_{m_0}(S_N)\|^2 \geqslant \|S_N\|^2\rho_{\mathbf{J}}(\lambda)+ \frac{\Delta}{\#\mathbf{J}}\geqslant \|S_N\|^2\rho_{\mathbf{J}}(\lambda) - 2nc^2_{\lambda}\sigma_3\|f\|^2, \end{equation*} \notag $$
so that using (4.23), (4.25) and (4.26) we obtain
$$ \begin{equation*} \begin{aligned} \, \|\lambda *(e^{i(m_0,\,\cdot\,)}f)\|^2 &\geqslant \|f\|^2\bigl((1-\sigma_1)^2(\rho(\lambda) - \sigma_2) - 2nc^2_{\lambda}\sigma_3\bigr) \\ &=\|f\|^2\bigl(\rho(\lambda)-(\rho(\lambda)\sigma_1(2-\sigma_1)+\sigma_2(1-\sigma_1)^2+2nc^2_{\lambda}\sigma_3)\bigr). \end{aligned} \end{equation*} \notag $$

It remains to observe that $\sigma_1>0$, $0<\sigma_2<\rho(\lambda)$ and $0<\sigma_3<1$ are arbitrary.

Lemma 4.5 is proved.

From Lemmas 4.4 and 4.5 we obtain the following.

Corollary 4.1. If $\lambda=\sum\lambda_ke^*_k\in(\mathcal{AC}(\mathbb{T}^n))^*$, then for each point $a\in \mathbb{T}^n$

$$ \begin{equation*} \lim_{\varepsilon\searrow 0}\|\mathrm{Conv}_\lambda \widehat{\bf 1}_{B_{\varepsilon}(a)}\|^2= \rho(\lambda). \end{equation*} \notag $$

4.3. The $\mu$-norm of the convolution operator

Proposition 4.1. If $\lambda=\sum\lambda_ke_k^*\in(\mathcal{AC}(\mathbb{T}^n))^*$, then

$$ \begin{equation*} \|\mathrm{Conv}_\lambda \|_\mu^2=\rho(\lambda). \end{equation*} \notag $$

Proof. Set $W:=\mathrm{Conv}_\lambda $. By Corollary 4.1, for each point $a\in\mathbb{T}^n$
$$ \begin{equation*} \vartheta(a)=\lim_{\varepsilon \searrow 0} \|W \widehat{\bf 1}_{B_\varepsilon(a)}\|^2=\rho(\lambda), \end{equation*} \notag $$
so $\vartheta$ is a continuous function on $\mathbb{T}^n$. Moreover, it follows from Lemmas 4.4 and 4.5 that condition C2 in § 2, item 10, holds. Hence from the statement there we obtain
$$ \begin{equation*} \|\mathrm{Conv}_\lambda \|_\mu^2=\int_{\mathbb{T}^n}\vartheta(a)\,\mu(da)=\rho(\lambda). \end{equation*} \notag $$

The proof is complete.

§ 5. Diagonal-type operators

5.1. The definition and properties

Let $W$ be an operator in the space $\mathcal L(L^2)$ of bounded operators on $L^2(\mathbb{T}^n)$. If $f\in L^2(\mathbb{T}^n)$, then

$$ \begin{equation*} Wf=F, \quad F_j=\sum_{k\in\mathbb{Z}^n}W_{j,k}f_k \quad\text{for } \quad f=\sum_{k\in\mathbb{Z}^n}f_ke^{i(k,\,\cdot\,)}\quad\text{and}\quad F=\sum_{j\in\mathbb{Z}^n}F_j e^{i(j,\,\cdot\,)}, \end{equation*} \notag $$
where $W_{j,k}=\langle We^{i(k,\,\cdot\,)},e^{i(j,\,\cdot\,)}\rangle$. Set $c_k= \sup_{j\in\mathbb{Z}^n}|W_{k+j, j}|$, $k\in\mathbb{Z}^n$. We call the sequence $\{c_k\}_{k\in\mathbb{Z}^n}$ the majorizing sequence of $W$.

Definition 5.1. We call $W$ an operator of diagonal type if $\sum_{k\in\mathbb{Z}^n}c_k=\mathbf{c}<\infty$.

Let $\mathcal{DT}(\mathbb{T}^n)$ denote the set of operators of diagonal type and set

$$ \begin{equation*} \|W\|_{\mathcal{DT}}=\mathbf{c}. \end{equation*} \notag $$
Note that if $W\in\mathcal{DT}(\mathbb{T}^n)$, then $|W_{j,k}|\leqslant c_{j-k}$ for all $j,k\in\mathbb{Z}^n$.

Let $W\in\mathcal{DT}(\mathbb{T}^n)$. For each $k\in\mathbb{Z}^n$ let $\Lambda_k$ be the continuous functionals on $\mathcal{AC}(\mathbb{T}^n)$ defined by

$$ \begin{equation} \Lambda_k=\sum_{j\in\mathbb{Z}^n}W_{k+j, j}e_j^*, \end{equation} \tag{5.1} $$
where the $e_j^*$, $j\in\mathbb{Z}^n$, are the functionals defined in (4.3) and the series is weak-$*$ convergent on $(\mathcal{AC}(\mathbb{T}^n))^*$. Since $\|\mathrm{Conv}_{\Lambda_k}\|=c_k$ (see (4.7)), the series $\sum\widehat{e^{i(k,\,\cdot\,)}}\operatorname{Conv}_{\Lambda_k}$ is absolutely convergent in $\mathcal L(L^2)$, so that there exists a bounded operator $\widetilde W$ such that $\widetilde W=\sum_{k\in\mathbb{Z}^n}\widehat{e^{i(k,\,\cdot\,)}} \operatorname{Conv}_{\Lambda_k}$ and for all $j,m\in\mathbb{Z}^n$
$$ \begin{equation*} \begin{aligned} \, \widetilde{W}_{j,m} &=\sum_{k\in\mathbb{Z}^n}\bigl\langle e^{i(k,\,\cdot\,)}(\Lambda_k*e^{i(m,\,\cdot\,)}), e^{i(j,\,\cdot\,)}\bigr\rangle \\ &=\sum_{k\in\mathbb{Z}^n}\langle W_{k+m,m}e^{i(k+m,\,\cdot\,)}, e^{i(j,\,\cdot\,)}\rangle=W_{j,m} \end{aligned} \end{equation*} \notag $$
(the second equality holds in view of (5.1) and Example 4 in § 4.1.3). Therefore,
$$ \begin{equation} W=\sum_{k\in\mathbb{Z}^n}\widehat{e^{i(k,\,\cdot\,)}}\operatorname{Conv}_{\Lambda_k}\!. \end{equation} \tag{5.2} $$

Examples. 1. Let $\lambda=\sum\lambda_ke^*_k\in(\mathcal{AC}(\mathbb{T}^n))^*$. If $W=\mathrm{Conv}_{\lambda}$ (see (4.6)), then for all ${j,k\in\mathbb{Z}^n}$

$$ \begin{equation*} W_{j,k}=\langle \lambda*e^{i(k,\,\cdot\,)},e^{i(j,\,\cdot\,)}\rangle=\lambda_k\langle e^{i(k,\,\cdot\,)},e^{i(j,\,\cdot\,)}\rangle=\delta_{j,k}\lambda_k. \end{equation*} \notag $$
Hence
$$ \begin{equation*} c_k=\begin{cases} 0 &\text{for }\ k\ne0, \\ \sup_{j\in\mathbb{Z}^n}|\lambda_j| &\text{for }\ k=0, \end{cases} \quad\text{and} \quad \mathbf{c}=c_0=c_\lambda<\infty, \end{equation*} \notag $$
that is, the convolution operator $W$ has the diagonal type, and ${\|W\|_{\mathcal{DT}}\,{=}\,\|W\|\,{=}\,c_\lambda}$. In particular, if $\lambda=\delta_0$, then $\mathrm{id}=\mathrm{Conv}_{\delta_0}\in\mathcal{DT}(\mathbb{T}^n)$ and $\|\mathrm{id}\|_{\mathcal{DT}}=1$ (see Example 3 in § 4.1.3).

2. Let $g\in\mathcal{AC}(\mathbb{T}^n)$. Then $W=\widehat g$ (see (1.1)) is an operator of diagonal type, and we have $\|W\|_{\mathcal{DT}}=\|g\|_{\mathcal{AC}}$. In fact, since $W_{j,k}=g_{j-k}$, we obtain $c_k=|g_k|$, so that

$$ \begin{equation*} \mathbf{c}=\sum_{k\in\mathbb{Z}^n}|g_k|<\infty. \end{equation*} \notag $$

3. It follows directly from the definition that $\mathcal{DT}(\mathbb{T}^n)$ is a linear space with norm $\|\,{\cdot}\,\|_{\mathcal{DT}}$, that is, if $W,G\in\mathcal{DT}(\mathbb{T}^n)$ and $\lambda\in\mathbb{C}$, then

$$ \begin{equation*} \begin{gathered} \, \lambda W\in\mathcal{DT}, \qquad \|\lambda W\|_{\mathcal{DT}}=|\lambda|\,\| W\|_{\mathcal{DT}}, \\ (W+G)\in\mathcal{DT}, \qquad \|W+G\|_{\mathcal{DT}}\leqslant \|W\|_{\mathcal{DT}}+\|G\|_{\mathcal{DT}}. \end{gathered} \end{equation*} \notag $$
Moreover, if $\|W\|_{\mathcal{DT}}=0$, then $W=0$.

4. If $W\in \mathcal{DT}(\mathbb{T}^n)$, then also $W^*\in \mathcal{DT}(\mathbb{T}^n)$ and we have $\|W^*\|_{\mathcal{DT}}=\|W\|_{\mathcal{DT}}$. In fact, it follows from the equalities $W^*_{j,k}=\overline W_{k,j}$ (for all $j,k\in\mathbb{Z}^n$) that ${c^{*}_k=c_{-k}}$, ${k\in\mathbb{Z}^n}$, where $\{c^{*}_k\}$ and $\{c_k\}$ are the majorizing sequences of $W^{*}$ and $W$, respectively.

Lemma 5.1. If $W',W''\in\mathcal{DT}(\mathbb{T}^n)$, then $W'W''\in\mathcal{DT}(\mathbb{T}^n)$ and

$$ \begin{equation*} \|W'W''\|_{\mathcal{DT}}\leqslant\|W'\|_{\mathcal{DT}}\,\|W''\|_{\mathcal{DT}}. \end{equation*} \notag $$

Proof. Let $\{c'_{k}\}$, $\{c''_k\}$ and $\{c_k\}$ be the majorizing sequences of the operators $W'$, $W''$ and $W'W''$, respectively. Then for all $j,l\in\mathbb{Z}^n$,
$$ \begin{equation*} |(W'W'')_{j,l}|= \biggl|\sum_{k\in\mathbb{Z}^n}W'_{j,k} W''_{k,l}\biggr| \leqslant\sum_{k\in\mathbb{Z}^n}c'_{j-k}c''_{k-l}=\widetilde c_{j-l}, \qquad \widetilde c_{p}=\sum_{k\in\mathbb{Z}^n}c'_{p-k} c''_{k}. \end{equation*} \notag $$
Therefore,
$$ \begin{equation*} \mathbf{c}=\sum_{p\in\mathbb{Z}^n}c_p\leqslant \sum_{p\in\mathbb{Z}^n}\widetilde c_{p}=\mathbf{c}'\mathbf{c}''<\infty, \end{equation*} \notag $$
where $\mathbf{c}'=\|W'\|_{\mathcal{DT}}$ and $ \mathbf{c}''=\|W''\|_{\mathcal{DT}}$.

The proof is complete.

Lemma 5.2. If $W\in\mathcal{DT}(\mathbb{T}^n)$, then $\|W\|\leqslant \|W\|_{\mathcal{DT}}$.

Proof. Let $\{c_k\}$ be the majorizing sequence of $W$. Then for each function ${f\!\in\! L^2(\mathbb{T}^n)}$ we have
$$ \begin{equation*} \begin{aligned} \, \|Wf\|^2 &=\sum_{j\in\mathbb{Z}^n}\biggl| \sum_{k\in\mathbb{Z}^n}W_{j,k}f_k\biggr|^2= \sum_{j,k,l\in\mathbb{Z}^n}W_{j,k}\overline W_{j,l}f_k\overline f_l \\ &\leqslant \sum_{j,k,l\in\mathbb{Z}^n}|W_{j,k} W_{j,l}f_k f_l| \leqslant\sum_{k,l\in\mathbb{Z}^n}\sum_{j\in\mathbb{Z}^n}c_{j-k}c_{j-l}|f_k f_l| \\ &= \sum_{k,l\in\mathbb{Z}^n}A_{k-l}|f_k f_l|=\sum_{s,l\in\mathbb{Z}^n}A_{s}|f_{s+l} f_l|, \end{aligned} \end{equation*} \notag $$

where $A_s=\sum_{j\in\mathbb{Z}^n}c_{j}c_{j+s}$. Using the relations $\sum_{s\in\mathbb{Z}^n} A_s= \sum_{s,j\in\mathbb{Z}^n}c_{j}c_{j+s}=\mathbf{c}^2$ and the Cauchy-Schwarz-Bunyakovskii inequality we obtain

$$ \begin{equation*} \|Wf\|^2\leqslant \sum_{s\in\mathbb{Z}^n}A_s\sum_{l\in\mathbb{Z}^n}|f_{s+l}|\,|f_l|\leqslant \mathbf{c}^2\|f\|^2=\|W\|_{\mathcal{DT}}^2\,\|f\|^2 \end{equation*} \notag $$
for any $f\in L^2(\mathbb{T}^n)$.

The proof is complete.

With each bounded operator $W$ we associate a sequence $\mathbf{W}$ of elements of $l^{\infty}=l^\infty(\mathbb{Z}^n)$:

$$ \begin{equation} \mathbf{W}\colon\mathbb{Z}^n\to l^{\infty}, \qquad \mathbf{W}(k)=\{x(k,j)\}_{j\in\mathbb{Z}^n}, \quad x(k,j)=W_{k+j,j}, \quad k,j\in\mathbb{Z}^n. \end{equation} \tag{5.3} $$
Clearly, $W\in\mathcal{DT}(\mathbb{T}^n)$ if and only if $\mathbf{W}\in l^1(\mathbb{Z}^n, l^{\infty})$ (see Definition 5.1). Moreover, if $W$ has the diagonal type, then
$$ \begin{equation*} \|\mathbf{W}\|_1=\sum_{k\in \mathbb{Z}^n}\|\mathbf{W}(k)\|_{\infty}=\sum_{k\in \mathbb{Z}^n}\sup_{j\in \mathbb{Z}^n}|x(k,j)|=\sum_{k\in \mathbb{Z}^n}c_k=\|W\|_{\mathcal{DT}}, \end{equation*} \notag $$
where $\{c_k\}$ is the majorizing sequence of $W$. Thus
$$ \begin{equation*} \mathcal{J}\colon\mathcal{DT}(\mathbb{T}^n)\to l^1(\mathbb{Z}^n, l^{\infty}), \qquad \mathcal{J}W=\mathbf{W}, \end{equation*} \notag $$
is an isometric operator.

Lemma 5.3. The normed space $(\mathcal{DT}(\mathbb{T}^n), \|\,{\cdot}\,\|_{\mathcal{DT}})$ is a Banach space.

Proof. Let $\{W_m\}_{m\in\mathbb{N}}$ be a Cauchy sequence in $(\mathcal{DT}(\mathbb{T}^n), \|\,{\cdot}\,\|_{\mathcal{DT}})$. Then, as the operator $\mathcal J$ is an isometry, the sequence $\{\mathcal{J}W_m\}_{m\in\mathbb{N}}$ is Cauchy in the space $l^1(\mathbb{Z}^n, l^{\infty})$. Since $l^{\infty}$ is a complete space, the space $l^1(\mathbb{Z}^n, l^{\infty})$ is Banach (see [1], Theorem III.6.6), so there exists $\mathbf{S}\in l^1(\mathbb{Z}^n, l^{\infty})$ such that
$$ \begin{equation*} \begin{aligned} \, 0&=\lim_{m\to\infty}\|\mathcal{J}W_m-\mathbf{S}\|_1 =\lim_{m\to\infty}\sum_{k\in\mathbb{Z}^n}\|\mathcal{J}W_m(k)-\mathbf{S}(k)\|_{\infty} \\ &=\lim_{m\to\infty}\sum_{k\in \mathbb{Z}^n}\sup_{j\in \mathbb{Z}^n}|x_m(k,j)-s(k,j)|, \end{aligned} \end{equation*} \notag $$
where $x_m(k,j)=(W_m)_{k+j,j}$ and $ \mathbf{S}(k)=\{s(k,j)\}_{j\in\mathbb{Z}^n}$. Then
$$ \begin{equation} (W_m)_{j,k}\xrightarrow[m\to\infty]{}s(j-k,k) \quad \text{for all }\ j,k\in\mathbb{Z}^n. \end{equation} \tag{5.4} $$

It follows from Lemma 5.2 that the operators $W_m$, $m\in\mathbb{N}$, form a Cauchy sequence with respect to the operator norm $\|\,{\cdot}\,\|$. Therefore, they converge to a (bounded linear) operator $W$ in this norm. Then $(W_m)_{j,k}\xrightarrow[]{}W_{j,k}$ as $m\to\infty$ for all $j,k\in\mathbb{Z}^n$, and taking (5.4) into account we obtain $\mathbf{W}=\mathbf{S}$, where $\mathbf{W}$ is defined by (5.3). Hence $W\in\mathcal{DT}(\mathbb{T}^n)$, $\mathcal{J}W=\mathbf{W}$, and moreover,

$$ \begin{equation*} \lim_{m\to\infty}\|W_m-W\|_{\mathcal{DT}}=\lim_{m\to\infty}\|\mathcal{J}W_m-\mathcal{J}W\|_1=0. \end{equation*} \notag $$

The proof is complete.

The examples and lemmas above can be combined into the following statement.

Theorem 5.1. The space $\mathcal{DT}(\mathbb{T}^n)$ is a unital star Banach algebra with star norm3 $\|\,{\cdot}\,\|_{\mathcal{DT}}$.

Here is an example showing that $\mathcal{DT}(\mathbb{T}^n)$ is not a $C^*$ -algebras (as regards $C^*$ -algebras, see [14], Ch. IV, § 7, for instance). Let $n=1$. Consider the operator $W=\widehat g$ from example 2 in this subsection, where

$$ \begin{equation*} g(x)=1+2i\sin x=-e^{-ix}+1+e^{ix}. \end{equation*} \notag $$
It is obvious that $W^*(f)=\overline gf$ and $W^{*}Wf=\overline g gf=|g|^2f$. Since $|g(x)|^2=-e^{-2ix}+3-e^{2ix}$, it follows that
$$ \begin{equation*} \|W^{*}W\|_{\mathcal{DT}}=5\ne9=\|W\|^2_{\mathcal{DT}}. \end{equation*} \notag $$

5.2. Calculating the $\mu$-norm

Let $W\in\mathcal{DT}(\mathbb{T}^n)$. For arbitrary $a\in\mathbb{T}^n$ and $k\in\mathbb{Z}^n$ consider the continuous functional $\Lambda_{a,k}=e^{i(k,a)}(\Lambda_k\circ \widehat{e^{i(k,\,\cdot\,)}})$ on $\mathcal{AC}(\mathbb{T}^n)$, where $\Lambda_k$ is defined by (5.1). Since $\|\Lambda_{a,k}\|_{\mathcal{AC}^*}= c_k$ and $\sum_{k\in\mathbb{Z}^n}c_k<\infty$, there exists a functional $L_a\in (\mathcal{AC}(\mathbb{T}^n))^*$ such that

$$ \begin{equation} L_a=\sum_{k\in\mathbb{Z}^n}\Lambda_{a,k}\quad\text{and} \quad \operatorname{Conv}_{L_a}=\sum_{k\in\mathbb{Z}^n}\operatorname{Conv}_{\Lambda_{a,k}}, \quad a\in\mathbb{T}^n \end{equation} \tag{5.5} $$
(the series converge with respect to the norms $\|\,{\cdot}\,\|_{\mathcal{AC}^*}$ and $\|\,{\cdot}\,\|$).

Note that for all $a\in\mathbb{T}^n$ and $l\in\mathbb{Z}^n$ we have

$$ \begin{equation*} \begin{gathered} \, \|\operatorname{Conv}_{L_a}\|=\|L_a\|_{\mathcal{AC}^*}\leqslant \sum_{k\in\mathbb{Z}^n}\|\Lambda_k\|_{\mathcal{AC}^*}=\sum_{k\in\mathbb{Z}^n}c_k=\mathbf{c}, \\ L_a(e^{-i(l,\,\cdot\,)})=\sum_{k\in\mathbb{Z}^n}e^{i(k,a)}\Lambda_k (e^{i(k-l,\,\cdot\,)})=\sum_{k\in\mathbb{Z}^n}W_{l,l-k}e^{i(k,a)}, \\ \sum_{k\in\mathbb{Z}^n}|W_{l,l-k}|\leqslant\sum_{k\in\mathbb{Z}^n}c_k=\mathbf{c}, \quad\text{where }\ \mathbf{c}=\|W\|_{\mathcal{DT}}. \end{gathered} \end{equation*} \notag $$
Hence
$$ \begin{equation} L_a=\sum_{l\in\mathbb{Z}^n}w_l(a)e_l^*, \qquad w_l(a)=\sum_{k\in\mathbb{Z}^n}W_{l,l-k}e^{i(k,a)}, \quad w_l\in\mathcal{AC}(\mathbb{T}^n); \end{equation} \tag{5.6} $$
moreover,
$$ \begin{equation} |w_l(a)|\leqslant\|w_l\|_{\mathcal{AC}}\leqslant\mathbf{c} \quad\text{for all }\ l\in\mathbb{Z}^n, \quad a\in\mathbb{T}^n. \end{equation} \tag{5.7} $$

Lemma 5.4. Let $W\in\mathcal{DT}(\mathbb{T}^n)$. Then the map $a\mapsto L_a$ from the metric space4 $(\mathbb{T}^n,\mathrm{dist})$ to the normed space $((\mathcal{AC}(\mathbb{T}^n))^*,\|\,{\cdot}\,\|_{\mathcal{AC}^*})$ is continuous.

Proof. First we prove that the family of functions $\{w_l\}_{l\in\mathbb{Z}^n}$ is equicontinuous. In fact, it follows from (5.6) that for any pair of points $a,b\in\mathbb{T}^n$ and every $l\in\mathbb{Z}^n$ we have
$$ \begin{equation*} \begin{aligned} \, |w_l(a)-w_l(b)| &=\biggl|\sum_{k\in\mathbb{Z}^n}W_{l,l-k}(e^{i(k,a)}-e^{i(k,b)})\biggr| \\ &\leqslant \sum_{k\in\mathbb{Z}^n}c_k|e^{i(k,a)}-e^{i(k,b)}|=\Sigma_1+\Sigma_2, \end{aligned} \end{equation*} \notag $$
where
$$ \begin{equation*} \Sigma_1=\sum_{k\in\mathbf{I}_K}c_k|e^{i(k,a)}-e^{i(k,b)}|, \quad \Sigma_2=\sum_{k\notin\mathbf{I}_K}c_k|e^{i(k,a)}-e^{i(k,b)}|, \qquad K\in\mathbb{N}. \end{equation*} \notag $$
Now we find estimates for $\Sigma_1$ and $\Sigma_2$:
$$ \begin{equation*} \begin{gathered} \, \Sigma_1\leqslant \mathrm{dist}(a,b)\sum_{k\in\mathbf{I}_K}\|k\|_1c_k\leqslant Kn\mathbf{c}\cdot\mathrm{dist}(a,b), \\ \Sigma_2 \leqslant 2\sigma_0(K), \qquad \sigma_0(K)=\sum_{k\notin\mathbf{I}_K}c_k. \end{gathered} \end{equation*} \notag $$
Hence, if $\mathrm{dist}(a,b)<\gamma$ for $\gamma>0$, then
$$ \begin{equation*} |w_l(a)-w_l(b)|\leqslant Kn\mathbf{c}\gamma +2\sigma_0(K). \end{equation*} \notag $$
Note that $\sigma_0(K)\to0$ as $K\to\infty$, because $\sum_{k\in\mathbb{Z}^n}c_k=\mathbf{c}<\infty$. Therefore, for each $\varepsilon>0$ there exist $K\in\mathbb{N}$ and $\gamma>0$ such that $2\sigma_0(K)<\varepsilon/{2}$ and $Kn\mathbf{c}^2\gamma<{\varepsilon}/{2}$. Hence if $\mathrm{dist}(a,b)<\gamma$, then
$$ \begin{equation*} |w_l(a)-w_l(b)|<\varepsilon \quad\text{for each }\ l\in\mathbb{Z}^n. \end{equation*} \notag $$
Thus the functions $w_l$, $l\in\mathbb{Z}^n$, are equicontinuous.

It follows from (5.6) that for any pair of points $a,b\in\mathbb{T}^n$ we have $\|L_a-L_b\|_{\mathcal{AC}^*}=\sup_{l\in\mathbb{Z}^n}|w_l(a)-w_l(b)|$, and so, as the family of functions $\{w_l\}$ is equicontinuous, the map $a\mapsto L_a$ is continuous.

The proof is complete.

Consider the functions $a\mapsto\rho(L_a)$ and $a\mapsto\rho_{\mathbf{I}}(L_a)$ given by (4.11):

$$ \begin{equation} \rho(L_a)=\lim_{N\to\infty}\sup_{\mathbf{I}\in\mathcal{P}_N^n}\rho_{\mathbf{I}}(L_a), \qquad \rho_{\mathbf{I}}(L_a)= \frac{1}{\#\mathbf{I}}\sum_{l\in \mathbf{I}}|w_l(a)|^2, \quad \mathbf{I}\in\mathcal{P}^n. \end{equation} \tag{5.8} $$
It follows from Lemma 5.4 that the set $\{L_a\mid a\in\mathbb{T}^n\}$ is compact in the strong topology of $(\mathcal{AC}(\mathbb{T}^n))^*$. Hence we obtain the following result from Lemma 4.3.

Lemma 5.5. Let $W\in\mathcal{DT}(\mathbb{T}^n)$. Then the sequence $\{\sup_{\mathbf{I}\in\mathcal{P}^{n}_{N}}\rho_{\mathbf{I}}(L_a)\}_{N\in\mathbb{N}}$ of continuous functions on $\mathbb{T}^n$ converges uniformly to a function $\rho(L_a)\in C(\mathbb{T}^n)$.

Lemma 5.6. Let $W\in\mathcal{DT}(\mathbb{T}^n)$. Then for each $\sigma>0$ there exists $\varepsilon_0=\varepsilon_0(\sigma)>0$ such that for all $\varepsilon\in(0,\varepsilon_0]$, $ a\in\mathbb{T}^n$ and $f\in L^2(\mathbb{T}^n)$

$$ \begin{equation*} \bigl\|W \widehat{\bf 1}_Yf-L_a*( \widehat{\bf 1}_Yf)\bigr\|\leqslant3\sigma\|f\|, \end{equation*} \notag $$
where $Y=B_\varepsilon(a)\subset\mathbb{T}^n$.

Proof. Let $\sigma>0$, $\varepsilon>0$, $Y=B_\varepsilon(a)$, $a\in\mathbb{T}^n$, $f\in L^2(\mathbb{T}^n)$ and $g=\widehat{\bf 1}_Yf$. Since $\sum_{k\in\mathbb{Z}^n}c_k<\infty$, there exists $K=K(\sigma)$ such that $\sum_{k\notin\mathbf{I}_K}c_k<\sigma$.

It follows from (5.2) that

$$ \begin{equation*} \lim_{N\to\infty}\|W_N g-Wg\|=0, \quad\text{where }\ W_N=\sum_{k\in\mathbf{I}_N}\widehat {e^{i(k,\,\cdot\,)}}\operatorname{Conv}_{\Lambda_k}\!. \end{equation*} \notag $$
Then
$$ \begin{equation} \begin{aligned} \, \nonumber \|Wg-W_Kg\| &=\biggl\| \sum_{k\notin\mathbf{I}_K}e^{i(k,\,\cdot\,)}(\Lambda_k*g)\biggr\|\leqslant \sum_{k\notin\mathbf{I}_K}\|\Lambda_k*g\| \\ &\leqslant \sum_{k\notin\mathbf{I}_K}c_k\|g\|\leqslant\sigma\|f\|. \end{aligned} \end{equation} \tag{5.9} $$
Note that
$$ \begin{equation*} \begin{gathered} \, W_Kg =\sum_{k\in \mathbf{I}_K}\bigl(e^{i(k,a)}\Lambda_k\widehat {e^{i(k,\,\cdot\,)}}\bigr)*(e^{i(k,\cdot-a)}g)=L_{a,K}*g+\Delta, \\ L_{a,K}=\sum_{k\in\mathbf{I}_K}\Lambda_{a,k}, \qquad \Lambda_{a,k}=e^{i(k,a)}\Lambda_k\widehat {e^{i(k,\,\cdot\,)}}, \\ \Delta=W_Kg-L_{a,K}*g=\sum_{k\in\mathbf{I}_K}\Lambda_{a,k}*((e^{i(k,\cdot-a)}-1)g). \end{gathered} \end{equation*} \notag $$
Since $\|\mathrm{Conv}_{\Lambda_{a,k}}\|=\|\Lambda_{a,k}\|_{\mathcal{AC}^*}=c_k$, using (4.8) we obtain
$$ \begin{equation} \|\Delta\|\leqslant\sum_{k\in\mathbf{I}_K}c_k\|(e^{i(k,\cdot-a)}-1)g\| \leqslant\sum_{k\in\mathbf{I}_K}c_k\|k\|_1\varepsilon\|f\|\leqslant\varepsilon Kn\mathbf{c}\|f\|. \end{equation} \tag{5.10} $$

It follows from (5.5) that $\|L_{a,N}*g-L_a*g\|\to0$ as $N\to\infty$, and thus

$$ \begin{equation} \|L_{a,K}*g-L_a*g\|\leqslant\|g\|\sum_{k\notin\mathbf{I}_K}\|\mathrm{Conv}_{\Lambda_{a,k}}\|= \sum_{k\notin\mathbf{I}_K}c_k\|g\|\leqslant\sigma\|f\|. \end{equation} \tag{5.11} $$

Finally, relations (5.9)(5.11) yield

$$ \begin{equation*} \|W \widehat{\bf 1}_Yf-L_a*( \widehat{\bf 1}_Yf)\|\leqslant 2\sigma\|f\|+\varepsilon Kn\mathbf{c}\|f\|. \end{equation*} \notag $$
Setting $\varepsilon_0={\sigma}/(Kn\mathbf{c})$ we arrive at the required result.

Proposition 5.1. If $W\in\mathcal{DT}(\mathbb{T}^n)$, then

$$ \begin{equation*} \|W\|^2_\mu=\frac{1}{(2\pi)^n}\int_{\mathbb{T}^n}\rho(L_a)\,da. \end{equation*} \notag $$

Proof. It follows from Lemma 5.6 that
  • $\bullet$ first, by Corollary 4.1, for each $a\in\mathbb{T}^n$ the limit $\vartheta(a)=\lim_{\varepsilon\searrow 0}\|W\widehat{\bf 1}_{B_\varepsilon(a)}\|^2= \rho(L_a)$ exists and the function $\vartheta$ is continuous on $\mathbb{T}^n$ by Lemma 5.5;
  • $\bullet$ second, by Lemma 4.4 (for $\{L_a\mid a\in\mathbb{T}^n\}$ as the compact set $K^*$) and Lemma 4.5 we have Property C2 (see § 2, item 10).

Therefore,

$$ \begin{equation*} \|W\|^2_\mu= \int_{\mathbb{T}^n}\rho(L_a)\,\mu(da)=\frac{1}{(2\pi)^n}\int_{\mathbb{T}^n}\rho(L_a)\,da. \end{equation*} \notag $$

The proof is complete.

§ 6. $\mu$-norm and the averaged trace

6.1. The definition of $\mathbf{T}(W)$

Let $W$ be a bounded operator on $L^2(\mathbb{T}^n)$. Set

$$ \begin{equation} \mathbf{T}(W)=\lim_{M\to\infty}\sup_{\mathbf{I}\in\mathcal{P}^{n}_{M}}\mathbf{T}(\mathbf{I}, W), \qquad \mathbf{T}(\mathbf{I}, W)= \frac{1}{\#\mathbf{I}}\sum_{l\in\mathbf{I},\,j\in\mathbb{Z}^n}|W_{l,j}|^2. \end{equation} \tag{6.1} $$
Note that
$$ \begin{equation} \mathbf{T}(\mathbf{I}, W)=\frac{1}{\#\mathbf{I}}\sum_{l\in\mathbf{I},\,j\in\mathbb{Z}^n}W_{l,j}W^{*}_{j,l}=\frac{1}{\#\mathbf{I}}\sum_{l\in\mathbf{I}}(WW^*)_{l,l}. \end{equation} \tag{6.2} $$

Proposition 6.1. If $W\in\mathcal{DT}(\mathbb{T}^n)$, then

$$ \begin{equation*} \|W\|^2_\mu\geqslant \mathbf{T}(W). \end{equation*} \notag $$

Proof. Let $\sigma>0$. It follows from Lemma 5.5 and (6.1) that there exist $M=M(\sigma)\in\mathbb{N}$ and $\mathbf{I}\in\mathcal{P}^{n}_M$ such that
$$ \begin{equation*} \rho(L_a)>\rho_{\mathbf{I}}(L_a)-\frac{\sigma}{2} \quad\text{for all }\ a\in\mathbb{T}^n\quad\text{and} \quad \mathbf{T}(\mathbf{I}, W)>\mathbf{T}(W)-\frac{\sigma}{2}. \end{equation*} \notag $$
Moreover, by (5.6)
$$ \begin{equation*} |w_l(a)|^2=\sum_{j,k\in\mathbb{Z}^n}W_{l,j}\overline W_{l,k}e^{i(k-j,a)} \quad\text{for all }\ l\in\mathbb{Z}^n, \quad a\in\mathbb{T}^n. \end{equation*} \notag $$
Hence, taking Proposition 5.1 into account we obtain
$$ \begin{equation*} \begin{aligned} \, \|W\|^2_\mu &=\int_{\mathbb{T}^n}\rho(L_a)\,\mu(da)\geqslant\int_{\mathbb{T}^n} \frac{1}{\#\mathbf{I}}\sum_{l\in\mathbf{I},\,j, k\in\mathbb{Z}^n}W_{l,j}\overline W_{l,k}e^{i(k-j,a)}\,\mu(da) - \frac{\sigma}{2} \\ &=\mathbf{T}(\mathbf{I}, W)-\frac{\sigma}{2}>\mathbf{T}(W)-\sigma, \end{aligned} \end{equation*} \notag $$
so that, as $\sigma>0$ is arbitrary, we conclude that $\|W\|_{\mu}\geqslant \mathbf{T}(W)$.

The proof is complete.

Proposition 6.2. Let $ F\in\mathrm{Aut}(\mathbb{T}^n, \mu)$, and let $g_0,\dots, g_K\in L^{\infty}(\mathbb{T}^n, \mu)$, where $K\in\mathbb{N}$. If $W=\widehat g_K U_F \widehat g_{K-1}\dotsb U_F \widehat g_0$, then

$$ \begin{equation*} \mathbf{T}(W)=\|W\|_{\mu}^2. \end{equation*} \notag $$

Proof. Since $U_F^*=U_{F^{-1}}$ and $(\widehat g_k)^*=\widehat{\overline g}_k$ for $k=0,\dots,K$, it follows that
$$ \begin{equation*} W^*=\widehat {\overline g}_0 U_{F^{-1}} \widehat {\overline g}_1 \dotsb U_{F^{-1}} \widehat {\overline g}_K \end{equation*} \notag $$
and
$$ \begin{equation*} WW^{*}=\widehat g_K U_F \widehat g_{K-1} \dotsb U_F \widehat g_0\widehat {\overline g}_0 U_{F^{-1}} \widehat {\overline g}_1 \dotsb U_{F^{-1}} \widehat {\overline g}_K. \end{equation*} \notag $$
Set $W_K:=WW^{*}$. We show that for each $f\in L^{2}(\mathbb{T}^n, \mu)$ we have
$$ \begin{equation} W_K(f)=|g_K|^2 \,|g_{K-1}\circ F|^2\dotsb |g_0 \circ F^K|^2\cdot f. \end{equation} \tag{6.3} $$

We carry out the proof using induction on $K\in\mathbb{N}$.

1. The basis of induction. For $K=1$ we have

$$ \begin{equation*} \begin{aligned} \, W_1(f)&=\widehat g_1 U_F \widehat g_0\widehat {\overline g}_0 U_{F^{-1}} \widehat {\overline g}_1(f) =\widehat g_1 U_F \widehat g_0\widehat {\overline g}_0\bigl((\overline g_1\circ F^{-1})(f\circ F^{-1})\bigr) \\ &=\widehat g_1 U_F(|g_0|^2(\overline g_1\circ F^{-1})(f\circ F^{-1})) =\widehat g_1(|g_0\circ F|^2 \overline g_1 f) \\ &=|g_1|^2\,|g_0\circ F|^2 f. \end{aligned} \end{equation*} \notag $$

2. The induction step. Assume that (6.3) holds for $K$. Then for $K+1$ we have

$$ \begin{equation*} \begin{aligned} \, W_{K+1}(f)&=\widehat g_{K+1} U_F W_K U_{F^{-1}} \widehat {\overline g}_{K+1}(f) \\ &=\widehat g_{K+1} U_F W_K \bigl(({\overline g}_{K+1}\circ F^{-1})(f\circ F^{-1})\bigr) \\ &=\widehat g_{K+1} U_F\bigl(|g_K|^2\,|g_{K-1}\circ F|^2\dotsb |g_0 \circ F^K|^2 ({\overline g}_{K+1}\circ F^{-1})(f\circ F^{-1}) \bigr) \\ &=\widehat g_{K+1}(|g_K\circ F|^2\,|g_{K-1}\circ F^2|^2\dotsb |g_0 \circ F^{K+1}|^2{\overline g}_{K+1}f) \\ &=|g_{K+1}|^2\,|g_K\circ F|^2|g_{K-1}\circ F^2|^2\dotsb |g_0 \circ F^{K+1}|^2 f, \end{aligned} \end{equation*} \notag $$
where the third equality follows from the inductive assumption for $K$.

It follows from (6.3) that for each $k\in\mathbb{Z}^n$

$$ \begin{equation*} \begin{aligned} \, (WW^{*})_{k,k} &=\langle WW^{*}(e^{i(k,\,\cdot\,)}),e^{i(k,\,\cdot\,)}\rangle \\ &=\int_{\mathbb{T}^n}|g_K|^2 \,|g_{K-1}\circ F|^2\dotsb |g_0 \circ F^K|^2\,d\mu=\|W\|_{\mu}^2 \end{aligned} \end{equation*} \notag $$
(we prove the last equality below: see Proposition 8.1), so that, in view of (6.2) and (6.1) we obtain $\mathbf{T}(W)=\mathbf{T}(\mathbf{I},W)=\|W\|_{\mu}^2$.

The proof is complete.

6.2. Multiplication by a unitary operator

Proposition 6.3. Let $W,U\in\mathcal{DT}(\mathbb{T}^n)$. If $U$ is a unitary operator, then

$$ \begin{equation*} \mathbf{T}(WU)=\mathbf{T}(W)=\mathbf{T}(UW). \end{equation*} \notag $$

Proof. Set $W'=WU$ and $W''=UW$. Since both $W$ and $U$ have the diagonal type, it follows that $W', W''\in\mathcal{DT}(\mathbb{T}^n)$.

Because $U^{-1}=U^*$, we have

$$ \begin{equation*} W'(W')^{*}=WU U^{*}W^{*}=WW^{*}. \end{equation*} \notag $$
Taking (6.2) into account this proves the first equality. Now we prove the second. For each $l\in\mathbb{Z}^n$ we have
$$ \begin{equation*} \sum_{j\in\mathbb{Z}^n}|W''_{l,j}|^2=\sum_{m,r,j\in\mathbb{Z}^n}U_{l,m}W_{m,j}\overline U_{l,r} \overline W_{r,j}=\sum_{m,r,j\in\mathbb{Z}^n}U_{l,m}U^{-1}_{r,l}W_{m,j}\overline W_{r,j}. \end{equation*} \notag $$
Let $\mathbf{I}\in\mathcal{P}^n$. We represent $\mathbf{T}(\mathbf{I},W)$ as follows:
$$ \begin{equation*} \mathbf{T}(\mathbf{I},W) =\frac{1}{\#\mathbf{I}}\sum_{l\in\mathbf{I},\,m,r,j\in\mathbb{Z}^n} \delta_{r,l}\delta_{l,m}W_{m,j}\overline W_{r,j}. \end{equation*} \notag $$
Let $\{c_k\}_{k\in\mathbb{Z}^n}$ and $\{d_k\}_{k\in\mathbb{Z}^n}$ be the majorizing sequences of $W$ and $U$, respectively. Then
$$ \begin{equation*} \begin{aligned} \, |\mathbf{T}(\mathbf{I},W'')-\mathbf{T}(\mathbf{I},W)| &=\frac{1}{\#\mathbf{I}}\biggl|\sum_{l\in\mathbf{I},\,m,r,j\in\mathbb{Z}^n} (U^{-1}_{r,l}U_{l,m}-\delta_{r,l}\delta_{l,m})W_{m,j}\overline W_{r,j}\biggr| \\ &\leqslant \sum_{m,r,j\in\mathbb{Z}^n}\biggl|\frac{1}{\#\mathbf{I}}\sum_{l\in\mathbf{I}} (U^{-1}_{r,l}U_{l,m}-\delta_{r,l}\delta_{l,m})\biggr|c_{m-j}c_{r-j}=\Delta, \end{aligned} \end{equation*} \notag $$
where
$$ \begin{equation*} \begin{gathered} \, \Delta=\sum_{m,r\in\mathbb{Z}^n}\Gamma_{m,r}\widehat c_{m-r}, \\ \Gamma_{m,r}=\biggl|\frac{1}{\#\mathbf{I}} \sum_{l\in\mathbf{I}}(U^{-1}_{r,l}U_{l,m}-\delta_{r,l}\delta_{l,m})\biggr|, \qquad \widehat c_{p}=\sum_{j\in\mathbb{Z}^n}c_{p+j}c_{j}. \end{gathered} \end{equation*} \notag $$
Note that $\sum_{p\in\mathbb{Z}^n}\widehat c_{p}=\mathbf{c}^2$ for $ \mathbf{c}=\sum_{k\in\mathbb{Z}^n}c_k$.

Let $\sigma>0$ be arbitrary. Since $\sum_{k\in\mathbb{Z}^n}d_k=\mathbf{d}<\infty$, there exists $M=M(\sigma)\in\mathbb{N}$ such that

$$ \begin{equation*} \sum_{j\notin\mathbf{I}_M}d_j<\sigma, \end{equation*} \notag $$
where $\mathbf{I}_M=I_M\times\dots\times I_M$ and $I_M=[-M,M]\cap\mathbb{Z}$. Now let $\mathbf{I}=I_1\times\dots\times I_n\in\mathcal{P}_{N}^{n}$, $ N>2M+1$. Set
$$ \begin{equation*} \mathbf{I}_M^{+}=\{k\in\mathbb{Z}^n\mid(\mathbf{I}_M+k)\cap \mathbf{I}\ne\varnothing \}\quad\text{and} \quad \mathbf{I}_M^{-}=\{k\in\mathbb{Z}^n\mid (\mathbf{I}_M+k)\subset \mathbf{I}\}. \end{equation*} \notag $$
Let $e_{j}=\sum_{m\in\mathbb{Z}^n}d_m\widehat c_{m-j}$, $j\in\mathbb{Z}^n$. Then $\sum_{j\in\mathbb{Z}^n} e_{j}=\mathbf{d}\mathbf{c}^2$.

Note that $\Delta=\Delta_1+\Delta_2+\Delta_3$, where

$$ \begin{equation*} \begin{aligned} \, \Delta_1 &=\sum_{m\in\mathbb{Z}^n,\, r\notin \mathbf{I}_M^{+}}\Gamma_{m,r}\widehat c_{m-r}, \\ \Delta_2 &=\sum_{m\in\mathbb{Z}^n,\, r\in \mathbf{I}_M^{-}}\Gamma_{m,r}\widehat c_{m-r} \end{aligned} \end{equation*} \notag $$
and
$$ \begin{equation*} \Delta_3 =\sum_{m\in\mathbb{Z}^n,\, r\in \mathbf{I}_M^{+}\setminus \mathbf{I}_M^{-}}\Gamma_{m,r}\widehat c_{m-r}. \end{equation*} \notag $$
We estimate $\Delta_1$ first:
$$ \begin{equation*} \Delta_1\leqslant \frac{1}{\#\mathbf{I}}\sum_{m\in\mathbb{Z}^n,\, r\notin \mathbf{I}_M^+}\sum_{l\in\mathbf{I}}d_{r-l}d_{m-l}\widehat c_{m-r} =\frac{1}{\#\mathbf{I}}\sum_{r\notin \mathbf{I}_M^+,\, l\in\mathbf{I}}d_{r-l}e_{r-l}\leqslant \mathbf{d}\mathbf{c}^2\sigma. \end{equation*} \notag $$
For an estimate of $\Delta_2$ note that $\sum_{l\in\mathbb{Z}^n}U^{-1}_{n,l}U_{l,m}=\delta_{n, m}=\sum_{l\in\mathbb{Z}^n}\delta_{n, l}\delta_{l, m}$. Then
$$ \begin{equation*} \begin{aligned} \, \Delta_2&=\sum_{m\in\mathbb{Z}^n,\, r\in\mathbf{I}_M^-}\biggl|\frac{1}{\#\mathbf{I}} \sum_{l\in\mathbf{I}}(U^{-1}_{r,l}U_{l,m}-\delta_{r,l}\delta_{l,m})\biggr|\widehat c_{m-r} \\ &=\frac{1}{\#\mathbf{I}}\sum_{m\in\mathbb{Z}^n, \,r\in\mathbf{I}_M^-} \biggl|\sum_{l\in\mathbb{Z}^n \setminus\mathbf{I}}U^{-1}_{r,l}U_{l,m}\biggr|\widehat c_{m-r} \\ &\leqslant\frac{1}{\#\mathbf{I}}\sum_{m\in\mathbb{Z}^n,\, r\in\mathbf{I}_M^-,\, l\in\mathbb{Z}^n\setminus\mathbf{I}}d_{r-l}d_{m-l}\widehat c_{m-r} \\ &=\frac{1}{\#\mathbf{I}}\sum_{r\in\mathbf{I}_M^-,\, l\in\mathbb{Z}^n\setminus\mathbf{I}}d_{r-l}e_{r-l} \leqslant\sum_{m\in\mathbb{Z}^n\setminus\mathbf{I}_M}d_me_m \leqslant\mathbf{d}\mathbf{c}^2\sigma. \end{aligned} \end{equation*} \notag $$
Finally, we estimate $\Delta_3$:
$$ \begin{equation*} \begin{aligned} \, \Delta_3&\leqslant \frac{1}{\#\mathbf{I}}\sum_{m\in\mathbb{Z}^n,\, r\in \mathbf{I}_M^+\setminus\mathbf{I}_M^-}\sum_{l\in\mathbf{I}}(d_{r-l}d_{m-l} +\delta_{r,l}\delta_{l,m})\widehat c_{m-r} \\ &\leqslant \frac{1}{\#\mathbf{I}}\sum_{r\in \mathbf{I}_M^+\setminus\mathbf{I}_M^-,\, l\in\mathbf{I}}(d_{r-l}e_{r-l}+\delta_{r,l}\widehat c_{l-r}) \\ &\leqslant \frac{1}{\#\mathbf{I}}\sum_{r\in \mathbf{I}_M^+\setminus\mathbf{I}_M^-}(\mathbf{d}\mathbf{c}^2+\mathbf{c}^2)\leqslant \frac{n2^{n+1}M}{N}(\mathbf{d}^2+1)\mathbf{c}^2, \end{aligned} \end{equation*} \notag $$
where the last inequality follows from the relation
$$ \begin{equation*} \mathbf{I}_M^+\setminus\mathbf{I}_M^-=\bigcup_{q=1}^{n}H_q, \end{equation*} \notag $$
where
$$ \begin{equation*} \begin{gathered} \, H_q=\{k=(k_1,\dots,k_n)\in\mathbf{I}_{M}^{+}\mid (I_M+k_q)\nsubseteq I_q \}, \\ \frac{|H_q|}{\#\mathbf{I}}\leqslant\frac{4M}{\# I_q}\prod_{j=1,\,j\ne q}^{n}\biggl(1+\frac{2M}{\# I_j}\biggr)\leqslant\frac{2^{n+1}M}{N} \end{gathered} \end{equation*} \notag $$
for $q=1,\dots,n$.

We have thus proved that for each $\sigma>0$ there exists a positive integer $M=M(\sigma)$ such that the following inequality holds for all $N>2M+1$ and $\mathbf{I}\in\mathcal{P}^{n}_{N}$:

$$ \begin{equation*} |\mathbf{T}(\mathbf{I},W'')-\mathbf{T}(\mathbf{I},W)|\leqslant 2\mathbf{d}\mathbf{c}^2\sigma+\frac{n2^{n+1}M}{N}(\mathbf{d}^2+1)\mathbf{c}^2. \end{equation*} \notag $$
Taking here the supremum over $\mathbf{I}\in \mathcal{P}^{n}_{N}$ and the limit as $N\to\infty$ we obtain
$$ \begin{equation*} |\mathbf{T}(W'')-\mathbf{T}(W)|\leqslant 2\mathbf{d}\mathbf{c}^2\sigma \end{equation*} \notag $$
for any $\sigma>0$. Hence $\mathbf{T}( W'')=\mathbf{T}(W)$.

Proposition 6.3 is proved.

§ 7. Regular operators

7.1. Nets in metric spaces

In this subsection we present some of the main definitions and statements concerning nets in metric spaces (see [6], § 1.9, (i), [11], § I.7, and [12], § 1.6).

A partially ordered set $(\Sigma,\leqslant)$ is said to be directed if for any $\sigma_1,\sigma_2\in \Sigma$ there exists $\sigma_3\in\Sigma$ such that $\sigma_1\leqslant \sigma_3$ and $\sigma_2\leqslant \sigma_3$.

A map $f\colon \Sigma\to X$ of the directed set $\Sigma$ to a set $X$ is called a net in $X$. In what follows, in place of $f$ we write $\{x_\sigma\}_{\sigma\in \Sigma}$, where $x_\sigma=f(\sigma)$.

We say that a net $\{x_\sigma\}_{\sigma\in \Sigma}$ in a metric space $(X,\rho)$ converges towards $x\in X$ if for each $\varepsilon>0$ there exists an index $\sigma_0$ such that $\rho(x_\sigma,x)<\varepsilon$ for all $\sigma\in \Sigma$ with $\sigma_0\leqslant \sigma$. The notation: $\lim_{\sigma}x_\sigma=x$.

We introduce an order relation $\preceq$ on $\mathbb{R}_{>0}$ as follows:

$$ \begin{equation*} \varepsilon_1\preceq\varepsilon_2 \quad\text{if } \varepsilon_1\geqslant\varepsilon_2, \quad \varepsilon_1,\varepsilon_2\in\mathbb{R}_{>0}. \end{equation*} \notag $$
We denote the limit of a net $\{x_\varepsilon\}_\varepsilon\colon (\mathbb{R}_{>0},\preceq)\to (X,\rho)$ in the metric space $(X,\rho)$ (if it exists) by $\lim_{\varepsilon\searrow0}x_\varepsilon$. For example, in § 2, item 10, $\vartheta(x)$ is the limit of the net $\bigl\{\|W \widehat{\bf 1}_{B_\varepsilon(x)}\|^2\bigr\}_{\varepsilon}$.

A net $\{x_\sigma\}_{\sigma\in \Sigma}$ in the metric space $(X,\rho)$ is said to be Cauchy if for each $\varepsilon>0$ there exists $\sigma_0\in \Sigma$ such that $\rho(x_{\sigma'},x_{\sigma''})<\varepsilon$ for $\sigma_0\leqslant \sigma'$ and $\sigma_0\leqslant \sigma''$.

If $\{x_\sigma\}_{\sigma\in \Sigma}$ is a bounded net in $\mathbb{R}$, then the net $\{\sup_{\xi\geqslant \sigma}x_{\xi}\}_{\sigma\in \Sigma}$ has a limit equal to $\inf_{\sigma\in \Sigma}\sup_{\xi\geqslant \sigma}x_{\xi}$. It is called the upper limit of $\{x_\sigma\}_{\sigma\in \Sigma}$ and denoted by $\limsup_{\sigma}x_\sigma$. Note that if $\lim_{\sigma}x_\sigma=x$, then $\limsup_{\sigma}x_\sigma=x$.

Lemma 7.1 (for instance, see [11], Lemma I.7.5). Each Cauchy net in a complete metric space has a limit.

Lemma 7.2 (see [11], Lemma I.7.6). Let $\Sigma$ and $ \Gamma$ be directed sets, let $X$ be a complete metric space, and assume that a map $h\colon \Sigma\times \Gamma\to X$ satisfies two conditions:

Then the limits

$$ \begin{equation*} \lim_{\gamma}g(\gamma)\quad\textit{and} \quad \lim_{\sigma}f(\sigma), \end{equation*} \notag $$
exist and coincide.

Corollary 7.1. Let $(E,\|\,{\cdot}\,\|)$ be a Banach space and $S$ be a nonempty set. Consider a map $a\colon S\times\mathbb{Z}^n\to E$ such that $\|a(s,k)\|\leqslant b_k$ for all $s\in S$ and $ k\in\mathbb{Z}^n$. Assume that the $n$-fold series $\sum_{k\in\mathbb{Z}^n}b_k$ is convergent. Then the series of functions

$$ \begin{equation*} \sum_{k\in\mathbb{Z}^n}a(s,k)\quad\textit{and} \quad \sum_{k\in\mathbb{Z}^n}\|a(s,k)\| \end{equation*} \notag $$
converge uniformly on $S$.

Moreover, if $S$ is a directed set and for each $k\in\mathbb{Z}^n$ the limit $\lim_{s}a(s,k)=a_k$ exists, then the multiple series $\sum_{k\in\mathbb{Z}^n}a_k$ is absolutely convergent, and furthermore,

$$ \begin{equation*} \lim_{s}\sum_{k\in\mathbb{Z}^n}a(s,k)=\sum_{k\in\mathbb{Z}^n}a_k\quad\textit{and} \quad \lim_{s}\sum_{k\in\mathbb{Z}^n}\|a(s,k)\|=\sum_{k\in\mathbb{Z}^n}\|a_k\|. \end{equation*} \notag $$

7.2. A partial order on $\mathcal{P}^n$

We define a partial order relation $\leqslant$ on the set $\mathcal{P}^n$ (see § 4.1.5) by setting

$$ \begin{equation*} I_1\times\dots\times I_n\leqslant J_1\times\dots\times J_n \quad \text{if }\ \#I_k\leqslant \#J_k \quad\text{for each}\ k=1,\dots,n. \end{equation*} \notag $$
It is clear that $(\mathcal{P}^n,\leqslant)$ is a directed set.

7.3. The definition of a regular operator

Definition 7.1. We call $W\in\mathcal{DT}(\mathbb{T}^n)$ a regular operator if the following limit exists for any $m,k\in\mathbb{Z}^n$:

$$ \begin{equation} \lim_{\mathbf{I}} \omega_{\mathbf{I},m,k}=\omega_{m,k},\quad\text{where} \quad \omega_{\mathbf{I},m,k}=\frac{1}{\# \mathbf{I}} \sum_{l\in \mathbf{I},\,j\in\mathbb{Z}^n} W_{l+m,j} \overline W_{l,j+k}. \end{equation} \tag{7.1} $$

Let $\mathcal{R}(\mathbb{T}^n)$ denote the set of regular operators. Note that

$$ \begin{equation*} \omega_{\mathbf{I},0,0}=\mathbf{T}(\mathbf{I},W), \quad\omega_{0,0}=\mathbf{T}(W) \quad\text{for }\ W\in\mathcal{R}(\mathbb{T}^n). \end{equation*} \notag $$

Lemma 7.4. If $W\in\mathcal{R}(\mathbb{T}^n)$, then

$$ \begin{equation*} \omega_{m,k}=\overline\omega_{-m,-k} \end{equation*} \notag $$
for all $m,k\in\mathbb{Z}^n$.

Proof. Since the measure $\#$ on $\mathbb{Z}^n$ is translation invariant, for each $\mathbf{I}\in\mathcal{P}^n$ we have $\omega_{\mathbf{I},m,k}=\overline\omega_{\mathbf{I}+m,-m,-k}$. This yields the required result.

Lemma 7.5. Let $W\in\mathcal{R}(\mathbb{T}^n)$. Then for each $m\in\mathbb{Z}^n$ the series $\sum_{k\in\mathbb{Z}^n}\omega_{m,k}$ is absolutely convergent, and moreover,

$$ \begin{equation*} \sum_{k\in\mathbb{Z}^n}|\omega_{m,k}|\leqslant\mathbf{c}^2, \quad\textit{where }\ \mathbf{c}=\|W\|_{\mathcal{DT}}. \end{equation*} \notag $$

Proof. Let $m\in\mathbb{Z}^n$. From the relations
$$ \begin{equation*} |\omega_{\mathbf{I},m,k}|\leqslant\frac{1}{\# \mathbf{I}}\sum_{l\in\mathbf{I},\,j\in\mathbb{Z}^n}c_{l+m-j}c_{l-j-k} =\sum_{j\in\mathbb{Z}^n}c_{j+m}c_{j-k}, \qquad\sum_{k,j\in\mathbb{Z}^n}c_{j+m}c_{j-k}=\mathbf{c}^2 \end{equation*} \notag $$
and Corollary 7.1 we obtain that the series $\sum_{k\in\mathbb{Z}^n}|\omega_{\mathbf{I},m,k}|$ and $\sum_{k\in\mathbb{Z}^n}\omega_{\mathbf{I},m,k}$ are uniformly convergent on $\mathcal{P}^n$; furthermore,
$$ \begin{equation*} \lim_{\mathbf{I}}\sum_{k\in\mathbb{Z}^n}\omega_{\mathbf{I},m,k} =\sum_{k\in\mathbb{Z}^n}\lim_{\mathbf{I}}\omega_{\mathbf{I},m,k} =\sum_{k\in\mathbb{Z}^n}\omega_{m,k} \end{equation*} \notag $$
and
$$ \begin{equation*} \lim_{\mathbf{I}}\sum_{k\in\mathbb{Z}^n}|\omega_{\mathbf{I},m,k}| =\sum_{k\in\mathbb{Z}^n}\lim_{\mathbf{I}}|\omega_{\mathbf{I},m,k}| =\sum_{k\in\mathbb{Z}^n}|\omega_{m,k}|\leqslant\mathbf{c}^2. \end{equation*} \notag $$

The lemma is proved.

Let $W\in\mathcal R(\mathbb{T}^n)$, $\mathbf{I}\in\mathcal{P}^n$ and $m\in\mathbb{Z}^n$. For each point $a\in\mathbb{T}^n$ set

$$ \begin{equation} v_{\mathbf{I},m}(a)= \sum_{l\in \mathbf{I}} \frac{w_{l+m}(a) \overline w_l(a)}{\# \mathbf{I}} \end{equation} \tag{7.2} $$
and
$$ \begin{equation} v_m(a) = \sum_{k\in\mathbb{Z}^n} \omega_{m,k} e^{i(m+k, a)}, \end{equation} \tag{7.3} $$
where the functions $w_l$ are defined in (5.6). Note that $v_{\mathbf{I},m}\in\mathcal{AC}(\mathbb{T}^n)$ and $v_{m}\in\mathcal{AC}(\mathbb{T}^n)$, because $w_l\in \mathcal{AC}(\mathbb{T}^n)$ for each $l\in\mathbb{Z}^n$ and
$$ \begin{equation*} \sum_{k\in\mathbb{Z}^n}|\omega_{m,k}|<\infty \end{equation*} \notag $$
by Lemma 7.5.

Lemma 7.6. If $W\in\mathcal{R}(\mathbb{T}^n)$, then

$$ \begin{equation*} \lim_{\mathbf{I}}\|v_{\mathbf{I},m}-v_m\|_{\mathcal{AC}}=0 \quad\textit{for each }\ m\in\mathbb{Z}^n. \end{equation*} \notag $$

Proof. Let $m\in\mathbb{Z}^n$, $\mathbf{I}\in\mathcal{P}^n$ and $a\in\mathbb{T}^n$. It follows from (7.2) and (5.6) that
$$ \begin{equation*} v_{\mathbf{I},m}(a)=\frac1{\#\mathbf{I}} \sum_{l\in \mathbf{I},\,k,j\in\mathbb{Z}^n}W_{l+m,l+m-k+j} \overline W_{l,l+j} e^{i(k, a)}=\sum_{k\in\mathbb{Z}^n}\omega_{\mathbf{I},m,k-m} e^{i(k, a)}. \end{equation*} \notag $$
Then
$$ \begin{equation*} \begin{aligned} \, \lim_{\mathbf{I}}\|v_{\mathbf{I},m}-v_m\|_{\mathcal{AC}} &=\lim_{\mathbf{I}}\sum_{k\in\mathbb{Z}^n}|\omega_{\mathbf{I},m,k-m}-\omega_{m,k-m}| \\ &=\sum_{k\in\mathbb{Z}^n}\lim_{\mathbf{I}}|\omega_{\mathbf{I},m,k}- \omega_{m,k}|=0. \end{aligned} \end{equation*} \notag $$

The proof is complete,

Note that

$$ \begin{equation} | v_{\mathbf{I},m}(a)|\leqslant\mathbf{c}^2\quad\text{and} \quad | v_{m}(a)|\leqslant\mathbf{c}^2 \end{equation} \tag{7.4} $$
for all $\mathbf{I}\in\mathcal{P}^n$, $m\in\mathbb{Z}^n$ and $a\in\mathbb{T}^n$.

7.4. Examples of regular operators

Lemma 7.7. If $g\in\mathcal{AC}(\mathbb{T}^n)$, then $\widehat g\in\mathcal R(\mathbb{T}^n)$, and moreover,

$$ \begin{equation*} v_m(a)=|g(a)|^2 \quad\textit{for all }\ m\in\mathbb{Z}^n \quad\textit{and} \quad a\in\mathbb{T}^n. \end{equation*} \notag $$

Proof. Let $\{g_k\}_{k\in\mathbb{Z}^n}$ and $\{\mathbf{g}_k\}_{k\in\mathbb{Z}^n}$ be the sequences of Fourier coefficients of $g$ and $|g|^2$, respectively. Note that
$$ \begin{equation*} \mathbf{g}_k=\langle g,ge^{i(k,\,\cdot\,)}\rangle=\sum_{j\in\mathbb{Z}^n}g_j\overline g_{j-k} \quad\text{for each }\ k\in\mathbb{Z}^n. \end{equation*} \notag $$
Then, taking arbitrary $m,k\in\mathbb{Z}^n$, for each $\mathbf{I}\in\mathcal P^n$ we obtain
$$ \begin{equation*} \omega_{\mathbf{I},m,k}=\frac{1}{\# \mathbf{I}} \sum_{l\in \mathbf{I},\,j\in\mathbb{Z}^n}g_{l+m-j}\overline g_{l-j-k} =\sum_{j\in\mathbb{Z}^n}g_{j+m}\overline g_{j-k}=\mathbf{g}_{m+k}. \end{equation*} \notag $$
Hence there exists a limit $\omega_{m,k}=\lim_{\mathbf{I}}\omega_{\mathbf{I},m,k}=\mathbf{g}_{m+k}$. This means that the operator $\widehat g$ is regular. Moreover, by (7.3)
$$ \begin{equation*} v_m(a)=\sum_{k\in\mathbb{Z}^n} \omega_{m,k-m} e^{i(k, a)} =\sum_{k\in\mathbb{Z}^n}\mathbf{g}_{k} e^{i(k, a)}=|g(a)|^2 \end{equation*} \notag $$
for each point $a\in\mathbb{T}^n$.

The proof is complete.

Let $\lambda=\sum\lambda_ke_k^*\in(\mathcal{AC}(\mathbb{T}^n))^*$ and $W=\operatorname{Conv}_\lambda$. Since $W_{j,k}=\delta_{j,k}\lambda_k$, it follows that

$$ \begin{equation} \omega_{\mathbf{I},m,k}=\frac{1}{\# \mathbf{I}} \sum_{l\in \mathbf{I},\,j\in\mathbb{Z}^n} \delta_{l+m,j}\delta_{l,j+k}\lambda_j \overline \lambda_{j+k}=\frac{\delta_{m,-k}}{\# \mathbf{I}} \sum_{l\in \mathbf{I}}\lambda_{l+m}\overline\lambda_l \end{equation} \tag{7.5} $$
for all $\mathbf{I}\in\mathcal P^n$ and $m,k\in\mathbb{Z}^n$.

Lemma 7.8. For each point $x\in\mathbb{T}^n$ the operator $\operatorname{Conv}_{\delta_x}$ is in the class $\mathcal R(\mathbb{T}^n)$; moreover,

$$ \begin{equation*} v_m(a)=e^{-i(m,x)} \quad\textit{for all }\ m\in\mathbb{Z}^n, \quad a\in\mathbb{T}^n. \end{equation*} \notag $$

Proof. Since $(\delta_x)_k=\delta_x(e^{-i(k,\,\cdot\,)})=e^{-i(k,x)}$ for each $k\,{\in}\,\mathbb{Z}^n$, taking (7.5) (for ${\lambda\,{=}\,\delta_x}$) into account we obtain $\omega_{\mathbf{I},m,k}=\delta_{m,-k}e^{-i(m,x)}$ for all $\mathbf{I}\in\mathcal P^n$ and $m,k\in\mathbb{Z}^n$. Hence the limit
$$ \begin{equation*} \omega_{m,k}=\lim_{\mathbf{I}}\omega_{\mathbf{I},m,k}=\delta_{m,-k}e^{-i(m,x)} \end{equation*} \notag $$
exists, that is, in accordance with Definition 7.1, $\operatorname{Conv}_{\delta_x}\in\mathcal R(\mathbb{T}^n)$. Now, $v_m(a)=e^{-i(m,x)}$ for each $a\in\mathbb{T}^n$ by (7.3).

The proof is complete.

In the next lemma we consider a convolution operator of special form in the case of the circle ($n=1$).

Lemma 7.9. Let $t\in\mathbb{R}$ and let $ \lambda_k=e^{itk^2}$ for $k\in\mathbb{Z}$ and $\lambda=\sum_{k\in\mathbb{Z}}\lambda_ke^*_k$. Then $\operatorname{Conv}_\lambda\in\mathcal R(\mathbb{T})$, and moreover,

$$ \begin{equation*} v_m(a)=e^{itm^2}\delta_{tm,\pi\mathbb{Z}} \quad\textit{for all }\ m\in\mathbb{Z}\quad\textit{and} \quad a\in\mathbb{T}. \end{equation*} \notag $$

Proof. It follows from (7.5) that
$$ \begin{equation*} \omega_{I,m,k}=\frac{\delta_{m,-k}e^{itm^2}}{\#I}\sum_{l\in I}e^{2itml}=\frac{\delta_{m,-k}e^{itm^2}}{\#I}\sum_{l\in I}z^l, \qquad z:=e^{2itm}, \end{equation*} \notag $$
for all $I\in\mathcal P$ and $m,k\in\mathbb{Z}$. Hence for all $m,k\in\mathbb{Z}$ the limit
$$ \begin{equation*} \omega_{m,k}=\lim_{I}\omega_{I,m,k}=\delta_{m,-k}\delta_{tm,\pi\mathbb{Z}}e^{itm^2} \end{equation*} \notag $$
exists. This yields the required result.

7.5. The closedness of $\mathcal{R}( {\mathbb{T}}^n)$ with respect to the norm $\|\,{\cdot}\,\|_{\mathcal{DT}}$

If $W\in\mathcal{R}(\mathbb{T}^n)$, then for each $\lambda\in\mathbb{C}$ the operator $W'=\lambda W$ is regular because

$$ \begin{equation*} \omega'_{\mathbf{I},m,k}=|\lambda|^2\omega_{\mathbf{I},m,k}\quad\text{and} \quad \omega'_{m,k}=|\lambda|^2\omega_{m,k} \quad\text{for all }\ m,k\in\mathbb{Z}^n, \quad \mathbf{I}\in\mathcal{P}^n, \end{equation*} \notag $$
where the quantities $\omega'_{\mathbf{I},m,k}$ and $\omega'_{m,k}$ are defined in (7.1). Hence the regular operators make up a cone in $\mathcal{DT}(\mathbb{T}^n)$.

Lemma 7.10. The cone $\mathcal{R}(\mathbb{T}^n)$ is closed in the Banach space $\mathcal{DT}(\mathbb{T}^n)$.

Proof. Assume that a sequence of operators $\{W_p\}_{p\in\mathbb{N}}$ in $\mathcal{R}(\mathbb{T}^n)$ converges to an operator $W\in\mathcal{DT}(\mathbb{T}^n)$ in the norm $\|\,{\cdot}\,\|_{\mathcal{DT}}$. Fix arbitrary $m,k\in\mathbb{Z}^n$. If we can prove that
$$ \begin{equation} \lim_{p\to\infty}\sup_{\mathbf{I}\in\mathcal{P}^n}| (\omega_p)_{\mathbf{I},m,k} - \omega_{\mathbf{I},m,k}|=0, \end{equation} \tag{7.6} $$
then $W$ turns out to be regular. For suppose that (7.6) holds, that is, the sequence $\{(\omega_p)_{\mathbf{I},m,k}\}_{p\in\mathbb{N}}$ converges to $\omega_{\mathbf{I},m,k}$ uniformly on $\mathcal{P}^n$. For each $p\in\mathbb{N}$ the limit $\lim_{\mathbf{I}}(\omega_p)_{\mathbf{I},m,k}=(\omega_p)_{m,k}$ exists, and therefore, by Lemma 7.2 the repeated limits $\lim_{p\to\infty}(\omega_p)_{m,k}$ and $\lim_{\mathbf{I}}\omega_{\mathbf{I},m,k}$ exist and coincide. Thus, for any $m$ and $k$ the net $\{\omega_{\mathbf{I},m,k}\}_{\mathbf{I}\in\mathcal{P}^n}$ has a limit, which means that $W$ is a regular operator.

Now we prove (7.6). Consider some $\varepsilon>0$. Since

$$ \begin{equation*} \|W_p-W\|_{\mathcal{DT}}\xrightarrow[p\to\infty]{}0\quad\text{and} \quad \bigl|\|W_p\|_{\mathcal{DT}}-\|W\|_{\mathcal{DT}}\bigr|\xrightarrow[p\to\infty]{}0, \end{equation*} \notag $$
there exists $N=N(\varepsilon)\in\mathbb{N}$ such that if $p>N$, then
$$ \begin{equation} \|W_p-W\|_{\mathcal{DT}}<\varepsilon\quad\text{and} \quad \bigl|\|W_p\|_{\mathcal{DT}}-\|W\|_{\mathcal{DT}}\bigr|<\varepsilon. \end{equation} \tag{7.7} $$
It follows from (7.1) that for each $\mathbf{I}\in\mathcal P^n$
$$ \begin{equation} \begin{gathered} \, \begin{split} |(\omega_p)_{\mathbf{I},m,k} - \omega_{\mathbf{I},m,k}| &=\frac1{\# \mathbf{I}}\biggl| \sum_{l\in \mathbf{I},\,j\in\mathbb{Z}^n} ((W_p)_{l+m,j} (\overline W_p)_{l,j+k}- W_{l+m,j} \overline W_{l,j+k})\biggr| \\ &\leqslant \frac1{\# \mathbf{I}}(\Sigma_1 + \Sigma_2), \end{split} \\ \nonumber \Sigma_1=\sum_{l\in \mathbf{I},\,j\in\mathbb{Z}^n} |(W_p)_{l+m,j} ( (\overline W_p)_{l,j+k} - \overline W_{l,j+k})|, \\ \nonumber \Sigma_2=\sum_{l\in \mathbf{I},\,j\in\mathbb{Z}^n} |( (W_p)_{l+m,j} - W_{l+m,j}) \overline W_{l,j+k}|. \end{gathered} \end{equation} \tag{7.8} $$
Set
$$ \begin{equation*} (c_p)_k=\sup_{j\in\mathbb{Z}^n} |(W_p)_{k+j,j}|, \qquad c_k=\sup_{j\in\mathbb{Z}^n} |W_{k+j,j}| \end{equation*} \notag $$
and
$$ \begin{equation*} d_k=\sup_{j\in\mathbb{Z}^n} |(W_p)_{k+j,j} - W_{k+j,j}|, \end{equation*} \notag $$
so that $\{(c_p)_k\}$, $\{c_k\}$ and$\{d_k\}$ are the majorizing sequences of $W_p$, $W$ and $W_p-W$, respectively. Now, taking (7.7) into account we obtain
$$ \begin{equation*} \sum_{k\in\mathbb{Z}^n}d_k=\|W_p-W\|_{\mathcal{DT}}<\varepsilon\quad\text{and} \quad \sum_{k\in\mathbb{Z}^n}(c_p)_k=\|W_p\|_{\mathcal{DT}}<\varepsilon +\mathbf{c}, \end{equation*} \notag $$
where $p>N$ and $\mathbf{c}=\|W\|_{\mathcal{DT}}$. Therefore,
$$ \begin{equation*} \Sigma_1\leqslant \sum_{l\in \mathbf{I},\,j\in\mathbb{Z}^n} (c_p)_{l+m-j} d_{l-j-k}\leqslant \# \mathbf{I} (\varepsilon +\mathbf{c}) \varepsilon \end{equation*} \notag $$
and
$$ \begin{equation*} \Sigma_2\leqslant \sum_{l\in \mathbf{I},\,j\in\mathbb{Z}^n} d_{l+m-j} c_{l-j-k}\leqslant \# \mathbf{I} \mathbf{c} \varepsilon. \end{equation*} \notag $$
In view of (7.8) this yields
$$ \begin{equation*} | (\omega_p)_{\mathbf{I},m,n} - \omega_{\mathbf{I},m,n} |<(2\mathbf{c}+\varepsilon)\varepsilon \quad\text{for all }\ p>N(\varepsilon), \qquad \mathbf{I}\in\mathcal{P}^n. \end{equation*} \notag $$
Thus (7.6) holds.

Lemma 7.10 is proved

7.6. The $\mu$-norm of a regular operator

Lemma 7.11. If $W\in\mathcal{R}(\mathbb{T}^n)$, then

$$ \begin{equation} \|W\|_{\mu}^2=\mathbf{T}(W). \end{equation} \tag{7.9} $$

Proof. Let $a\in\mathbb{T}^n$. It follows from (5.8) and (7.2) that $\rho_{\mathbf{I}}(L_a)=v_{\mathbf{I},0}(a)$ for each ${\mathbf{I}\in\mathcal{P}^n}$. Moreover, by Lemma 7.6
$$ \begin{equation*} v_0(a)=\lim_{\mathbf{I}}v_{\mathbf{I}, 0}(a)=\limsup_{\mathbf{I}} v_{\mathbf{I}, 0}(a)=\lim_{N\to\infty}\sup_{\mathbf{I}\in\mathcal{P}^n_{N}}v_{\mathbf{I},0}(a). \end{equation*} \notag $$
Hence $v_0(a)=\rho(L_a)$.

For each $\mathbf{I}\in\mathcal P^n$

$$ \begin{equation*} \begin{aligned} \, \biggl|\int_{\mathbb{T}^n}v_{\mathbf{I},0}(a)\,\mu(da) -\int_{\mathbb{T}^n}v_{0}(a)\,\mu(da)\biggr| &\leqslant \int_{\mathbb{T}^n}|v_{\mathbf{I},0}(a)-v_{0}(a)|\,\mu(da) \\ &\leqslant \|v_{\mathbf{I},0}-v_0\|_{C}\leqslant \|v_{\mathbf{I},0}-v_0\|_{\mathcal{AC}}. \end{aligned} \end{equation*} \notag $$
Then using Proposition 5.1 we obtain
$$ \begin{equation*} \begin{aligned} \, \|W\|_{\mu}^2 &=\int_{\mathbb{T}^n}v_{0}(a)\,\mu(da) =\lim_{\mathbf{I}}\int_{\mathbb{T}^n}v_{\mathbf{I},0}(a)\,\mu(da) \\ &=\lim_{\mathbf{I}}\int_{\mathbb{T}^n}\sum_{k\in\mathbb{Z}^n}\omega_{\mathbf{I},0,k} e^{i(k, a)}\,\mu(da) =\lim_{\mathbf{I}}\omega_{\mathbf{I},0,0}=\omega_{0,0}=\mathbf{T}(W). \end{aligned} \end{equation*} \notag $$

The proof is complete.

Proposition 6.3 and Lemma 7.9 have the following consequence.

Corollary 7.2. Let $W,U\in\mathcal{DT}(\mathbb{T}^n)$, where $U$ is a unitary operator and both $W$ and $WU$ are regular. Then

$$ \begin{equation*} \|W\|_\mu=\|WU\|_\mu. \end{equation*} \notag $$

§ 8. Measure associated with an operator

8.1. Transition measures

We give the definition of a transition measure and state a lemma which is used in what follows (see [5], vol. 2, § 10.7).

Let $(\mathcal X_1,\mathcal B_1)$ and $(\mathcal X_2,\mathcal B_2)$ be arbitrary measurable spaces. A function $P(\,\cdot\,{,}\,\cdot\,)$: $\mathcal X_1\times\mathcal B_2\to\mathbb{R}$ is called a transition measure for this pair of spaces if the following conditions are satisfied:

A transition measure $P(\,\cdot\,{,}\,\cdot\,)$ is called a transition probability if for each $x\in\mathcal X_1$ the measure $ P(x,\,\cdot\,)$ is a probability measure.

Theorem 8.1 (see [5], Theorem 10.7.2). Let $ P(\,\cdot\,{,}\,\cdot\,)$ be a transition probability for the spaces $(\mathcal X_1,\mathcal B_1)$ and $(\mathcal X_2,\mathcal B_2)$, and let $\mu$ be a probability measure on $\mathcal B_1$. Then there exists a probability measure $\nu$ on $(\mathcal X_1\times\mathcal X_2,\mathcal B_1\otimes\mathcal B_2)$ such that

$$ \begin{equation*} \nu(B_1\times B_2)=\int_{B_1}P(x,B_2)\,\mu(dx), \qquad B_1\in\mathcal B_1, \quad B_2\in\mathcal B_2. \end{equation*} \notag $$
In addition, if $f=f(x_1,x_2)$ is a $\nu$-integrable function, then for $\mu$-almost all $x_1\in\mathcal X_1$ the function $x_2\mapsto f(x_1,x_2)$ is integrable with respect to $P(x_1,\,\cdot\,)$, the function $\displaystyle x_1\mapsto\int_{\mathcal X_2}f(x_1,x_2)\,P(x_1,dx_2)$ is integrable with respect to $\mu$, and
$$ \begin{equation*} \int_{\mathcal X_1\times\mathcal X_2}f\,d\nu=\int_{\mathcal X_1}\!\int_{\mathcal X_2}f(x_1,x_2)\,P(x_1,dx_2)\,\mu(dx_1). \end{equation*} \notag $$

8.2. A Koopman operator

Let $(\mathcal{X}, \mathcal{B}, \mu)$ be a probability space.

Proposition 8.1. Let $F\in\mathrm{Aut}(\mathcal{X}, \mu)$ and $g_0,\dots, g_K\in L^{\infty}(\mathcal{X}, \mu)$, where $K\in \mathbb{N}$. Then

$$ \begin{equation} \|\widehat g_K U_F \widehat g_{K-1}\dotsb U_F \widehat g_0\|_{\mu}^2=\int_{\mathcal{X}}|g_K|^2 |g_{K-1}\circ F|^2\dotsb |g_0 \circ F^K|^2\,d\mu. \end{equation} \tag{8.1} $$

Proof. Set
$$ \begin{equation*} W:=\widehat g_K U_F \widehat g_{K-1}\dotsb U_F \widehat g_0, \qquad g:=g_K (g_{K-1}\circ F)\dotsb (g_0 \circ F^K). \end{equation*} \notag $$
We have to prove that $\|W\|_{\mu}=\|g\|$. Consider several cases.

(a) If $g_k=\mathbf{1}_{Y_k}$ and $Y_k\in\mathcal{B}$ for each $k=0,\dots,K$, then (8.1) follows from § 2, items 2 and 4 (see also the proof of Corollary 2.5 in [28]).

(b) Now let $g_k$, $k=0,\dots,K$, be simple $\mathcal B$-measurable functions. Then there exists a partition $\{Y_1,\dots, Y_J\}$ of $\mathcal{X}$ such that $g_k\,{=}\sum_{j=1}^{J}g_{k, j}\mathbf{1}_{Y_j}$. Applying (2.1) we obtain

$$ \begin{equation*} W=\sum_{j_0,\dots,j_K} g_{K,j_{K}} g_{K-1,j_{K-1}} \dotsb g_{0,j_{0}} \widehat{\bf 1}_{Y_{j_{K}}} \widehat{\bf 1}_{F^{-1}(Y_{j_{K-1}})} \dotsb \widehat{\bf 1}_{F^{-K}(Y_{j_{0}})} U_F^K. \end{equation*} \notag $$
We set $Y_{j_K,\dots,j_0} :=Y_{j_K} \cap F^{-1}(Y_{j_{K-1}}) \cap \dots \cap F^{-K}(Y_{j_0})$. Since the $ Y_{j_K,\dots,j_0}$ make up a partition of $\mathcal{X}$, using properties (2.2) and (2.3) of the seminorm $\|\,{\cdot}\,\|_{\mu}$ we obtain
$$ \begin{equation*} \begin{aligned} \, \|W\|_{\mu}^2 &=\|WU_{F^{-K}}\|_{\mu}^2=\biggl\|\sum_{j_0,\dots,j_K} g_{K,j_K} g_{K-1,j_{K-1}} \dotsb g_{0,j_0} \widehat{\bf 1}_{Y_{j_K,\dots,j_0}}\biggr\|_{\mu}^2 \\ &=\sum_{j_0,\dots,j_K} |g_{K,j_K}|^2\, |g_{K-1,j_{K-1}}|^2 \dotsb |g_{0,j_0}|^2\,\| \widehat{\bf 1}_{Y_{j_K,\dots,j_0}}\|_{\mu}^2 \\ &=\sum_{j_0,\dots,j_K} |g_{K,j_K}|^2 \,|g_{K-1,j_{K-1}}|^2 \dotsb |g_{0,j_0}|^2 \mu({Y_{j_K,\dots,j_0}}). \end{aligned} \end{equation*} \notag $$
On the other hand, since $g=\sum_{j_0,\dots,j_K} g_{K,j_K} g_{K-1,j_{K-1}} \dotsb g_{0,j_0}\mathbf{1}_{Y_{j_K,\dots,j_0}}$ and the system of functions $\bigl\{\mathbf{1}_{Y_{j_K,\dots,j_0}}\bigr\}$ in $L^2(\mathcal{X}, \mu)$ is orthogonal, we have
$$ \begin{equation*} \begin{aligned} \, \|g\|^2&= \sum_{j_0,\dots,j_K} |g_{K,j_K}|^2\, |g_{K-1,j_{K-1}}|^2 \dotsb |g_{0,j_0}|^2\,\|\mathbf{1}_{Y_{j_K,\dots,j_0}}\|^2 \\ &=\sum_{j_0,\dots,j_K} |g_{K,j_K}|^2 \,|g_{K-1,j_{K-1}}|^2 \dotsb |g_{0,j_0}|^2 \mu({Y_{j_K,\dots,j_0}}). \end{aligned} \end{equation*} \notag $$
Thus, $\|W\|_{\mu}^2=\|g\|^2$.

(c) Consider the general case: $\{g_k\}\subset L^{\infty}(\mathcal{X}, \mu)$. For each $k=0, \dots, K$ there exists a sequence of simple $\mathcal B$-measurable functions $\{\varphi_{k,m}\}_{m\in\mathbb{N}}$ such that $\varphi_{k,m}\xrightarrow[]{L^{\infty}}g_k$ as $m\to\infty$. Then

$$ \begin{equation*} \lim_{m\to\infty}\|\varphi_{k,m}\circ F^{K-k}-g_k\circ F^{K-k}\|_\infty=0\quad\text{and} \quad \lim_{m\to\infty}\|\widehat {\varphi}_{k,m}-\widehat g_k\|=0 \end{equation*} \notag $$
for all $k=0,\dots,K$. Since the spaces $L^{\infty}(\mathcal{X}, \mu)$ and $\mathcal L(\mathcal H)$ (the set of bounded operators on $\mathcal H=L^2(\mathcal X,\mu)$) are Banach algebras, we have
$$ \begin{equation*} \begin{gathered} \, \lim_{m\to\infty}\bigl\|\varphi_{K,m}(\varphi_{K-1,m}\circ F)\dotsb (\varphi _{0,m} \circ F^K)-g_K (g_{K-1}\circ F)\dotsb (g_0 \circ F^K)\bigr\|_\infty=0, \\ \lim_{m\to\infty}\bigl\|\widehat \varphi_{K,m} U_F \widehat \varphi_{K-1,m}\dotsb U_F \widehat \varphi_{0,m}-\widehat g_K U_F \widehat g_{K-1}\dotsb U_F \widehat g_0\bigr\|=0. \end{gathered} \end{equation*} \notag $$
Finally, as the operator norm majorizes the $\mu$-norm (see (1.4)), taking part (b) of this proof into account we obtain
$$ \begin{equation*} \begin{aligned} \, \|\widehat g_K U_F \widehat g_{K-1}\dotsb U_F \widehat g_0\|_{\mu}^2 &=\lim_{m\to\infty}\|\widehat \varphi_{K,m} U_F \widehat \varphi_{K-1,m}\dotsb U_F \widehat \varphi_{0,m}\|^2_\mu \\ &=\lim_{m\to\infty}\bigl\|\varphi_{K,m}(\varphi_{K-1,m}\circ F)\dotsb (\varphi _{0,m} \circ F^K)\bigr\|^2 \\ &=\bigl\|g_K (g_{K-1}\circ F)\dotsb (g_0 \circ F^K)\bigr\|^2. \end{aligned} \end{equation*} \notag $$

Proposition 8.1 is proved.

8.3. The measure associated with a Koopman operator

Consider a probability space $(\mathcal{X},\mathcal{B},\mu)$. Let $\delta(x,\,\cdot\,)$ be a Dirac measure at $x\in\mathcal{X}$, that is,

$$ \begin{equation*} \delta(x,B)=\mathbf{1}_B(x)= \begin{cases} 1,& x\in B, \\ 0,& x\notin B, \end{cases} \qquad B\in\mathcal{B}. \end{equation*} \notag $$

Let $F\in\mathrm{Aut}(\mathcal X,\mu)$ and let $U=U_F$. Consider the transition measure $\mu_{U}(\,\cdot\,{,}\,\cdot\,)$: $\mathcal X\times\mathcal B\to\mathbb{R}_+$ defined by

$$ \begin{equation*} \mu_U(x,B):=\delta(F^{-1}(x),B)=\mathbf{1}_{F(B)}(x) \quad\text{for }\ x\in\mathcal X, \quad B\in\mathcal B. \end{equation*} \notag $$

Definition 8.1. The transition measure $\mu_U(\,\cdot\,{,}\,\cdot\,)$ is called the measure associated with the Koopman operator $U=U_F$.

Lemma 8.1. Let $F\in\mathrm{Aut}(\mathcal{X},\mu)$ and $g_0,\dots,g_K\in L^{\infty}(\mathcal X,\mu)$. Then

$$ \begin{equation*} \begin{aligned} \, \|\widehat g_K U_F \widehat g_{K-1}\dotsb U_F \widehat g_0\|_{\mu}^2 &=\int_{\mathcal{X}}\!\int_{\mathcal{X}}\dotsi\int_{\mathcal{X}}|g_0(x_0)|^2\, |g_1(x_1)|^2\dotsb|g_K(x_K)| \\ &\qquad\times \delta(F^{-1}(x_{K-1}), dx_K) \dotsb\delta(F^{-1}(x_0),dx_1)\,\mu(dx_0). \end{aligned} \end{equation*} \notag $$

Proof. Let $I$ denote the repeated integral on the right-hand side of the required equality. Then we have
$$ \begin{equation*} \begin{aligned} \, I&=\int_{\mathcal X}|g_0(x_0)|^2\int_{\mathcal X}\dotsi\int_{\mathcal X}|g_K(x_K)|^2\,\delta(F^{-1}(x_{K-1},dx_K)\dotsb\mu(dx_0) \\ &=\int_{\mathcal X}|g_0(x_0)|^2\int_{\mathcal X}\dotsi\int_{\mathcal X}|g_{K-1}(x_{K-1})|^2\,|g_K\circ F^{-1}(x_{K-1})|^2 \\ &\qquad\times \delta(F^{-1}(x_{K-2},dx_{K-1})\dotsb\mu(dx_0) \\ &=\dots=\int_{\mathcal X}|g_0(x_0)|^2\,|g_1\circ F^{-1}(x_0)|^2\dotsb|g_K\circ F^{-K}(x_{0})|^2\,\mu(dx_0). \end{aligned} \end{equation*} \notag $$
Making the substitution $x=F^{-K}(x_0)$ in the last integral and bearing in mind that $F$ preserves the measure $\mu$ we see that $I$ coincides with the integral on the right-hand side of (8.1).

The proof is complete.

8.4. The measure associated with a regular operator

Lemma 8.2. Let $W\in\mathcal{R}(\mathbb{T}^n)$ (see Definition 7.1) and let $a\in\mathbb{T}^n$. To each $\varepsilon>0$ assign a function $f_{a,\varepsilon}\in L^2(\mathbb{T}^n)$ and a functional $F_{a,\varepsilon}\in (C(\mathbb{T}^n))^*$ such that

$$ \begin{equation} f_{a,\varepsilon} = \widehat{\bf 1}_Yf_{a,\varepsilon}, \quad Y=B_\varepsilon(a), \qquad \|f_{a,\varepsilon}\|=1, \end{equation} \tag{8.2} $$
and
$$ \begin{equation*} F_{a,\varepsilon}(\varphi)=\int_{\mathbb{T}^n}|L_a*f_{a,\varepsilon}|^2\varphi\,d\mu, \qquad\varphi\in C(\mathbb{T}^n). \end{equation*} \notag $$
Then the weak-$*$ limit
$$ \begin{equation} \lim_{\varepsilon\searrow0}F_{a,\varepsilon}=F_a, \qquad F_a(e^{-i(m,\,\cdot\,)})=v_m(a)e^{-i(m,a)}, \quad m\in\mathbb{Z}^n, \end{equation} \tag{8.3} $$
exists in $(C(\mathbb{T}^n))^*$. It is independent of the family of functions $f_{a,\varepsilon},\varepsilon>0$, satisfying (8.2). Furthermore, the norm of the functional $F_a$ satisfies
$$ \begin{equation} \|F_a\|_{C^*}\leqslant\mathbf{c}^2, \qquad \mathbf{c}=\|W\|_{\mathcal{DT}}. \end{equation} \tag{8.4} $$

Proof. For brevity set
$$ \begin{equation*} f_\varepsilon:=f_{a,\varepsilon},\quad F_\varepsilon:=F_{a,\varepsilon},\quad \xi_{\varepsilon, m}:=F_{\varepsilon}(e^{-i(m,\,\cdot\,)}). \end{equation*} \notag $$

Note that for each $\varepsilon>0$

$$ \begin{equation} \|F_\varepsilon\|_{C^*}=\int_{\mathbb{T}^n}|L_a*f_\varepsilon|^2\,d\mu\leqslant\|\mathrm{Conv}_{L_a}\|^2\leqslant\mathbf{c}^2, \end{equation} \tag{8.5} $$
so that the net $\{F_\varepsilon\}_\varepsilon$ (see § 7.1) is bounded in the strong topology of $(C(\mathbb{T}^n))^*$. In addition, the span of the functions $E=\{e^{-i(m,\,\cdot\,)}\mid m\in\mathbb{Z}^n\}$ is dense in $C(\mathbb{T}^n)$. Hence, in accordance with the criterion of weal-$*$ convergence, for the existence of the weak-$*$ limit (8.3) it is sufficient to show that
$$ \begin{equation} \lim_{\varepsilon\searrow0}\xi_{\varepsilon, m}=v_m(a)e^{-i(m,a)} \quad\text{for each }\ m\in\mathbb{Z}^n. \end{equation} \tag{8.6} $$
Now we present the proof of (8.6).

Let $\ f_{\varepsilon}=\sum_k f_ke^{i(k,\,\cdot\,)}$, $f_k=(f_\varepsilon)_k$, $k\in\mathbb{Z}^n$. Then $ L_a*f_{\varepsilon}=\sum_k w_k(a)f_ke^{i(k,\,\cdot\,)}$, and therefore

$$ \begin{equation*} \xi_{\varepsilon, m}=\langle e^{-i(m,\,\cdot\,)}(L_a*f_{\varepsilon}), L_a*f_{\varepsilon}\rangle=\sum_{k\in\mathbb{Z}^n}w_{k+m}(a)\overline w_k(a)f_{k+m}\overline f_k. \end{equation*} \notag $$
Let $\mathbf{I}=\mathbf{I}_B$, $B\in\mathbb{N}$ (see § 4.1.5). Set
$$ \begin{equation} \widetilde\xi_{\varepsilon, m}=\sum_{k\in\mathbb{Z}^n}\sum_{l',l''\in\mathbf{I}}w_{k+m}(a)\overline w_k(a)\frac{f_{k+m+l'}\overline f_{k+l''}}{(2B+1)^{2n}}e^{i(l'-l'',a)}. \end{equation} \tag{8.7} $$
Using (5.7), the Cauchy-Schwarz-Bunyakovskii inequality and (4.8) we obtain
$$ \begin{equation*} \begin{aligned} \, &|\xi_{\varepsilon, m}-\widetilde\xi_{\varepsilon, m}| \leqslant \sum_{k\in\mathbb{Z}^n}\sum_{l',l''\in\mathbf{I}}|w_{k+m}(a)\overline w_k(a)|\frac{|f_{k+m}\overline f_k-f_{k+m+l'}\overline f_{k+l''}e^{i(l'-l'',a)}|}{(2B+1)^{2n}} \\ &\qquad\leqslant\sum_{k\in\mathbb{Z}^n}\sum_{l',l''\in\mathbf{I}}\mathbf{c}^2 \frac{|f_{k+m}-f_{k+m+l'}e^{i(l',a)}|\cdot|f_k|+|f_{k+m+l'}| \cdot|f_k-f_{k+l''}e^{i(l'',a)}|}{(2B+1)^{2n}} \\ &\qquad\leqslant\frac{2\mathbf{c}^2}{(2B+1)^n}\sum_{l\in\mathbf{I}} \|f_{\varepsilon}\|\,{\cdot}\,\|f_{\varepsilon}-e^{-i(l,\cdot-a)}f_{\varepsilon}\| \leqslant \frac{2\mathbf{c}^2}{(2B+1)^n}\|f_{\varepsilon}\|^2\varepsilon \sum_{l\in\mathbf{I}}\|l\|_1. \end{aligned} \end{equation*} \notag $$
Since $\|l\|_1\leqslant nB$ for $l\in\mathbf{I}$, we arrive at the inequality
$$ \begin{equation} |\xi_{\varepsilon, m}-\widetilde\xi_{\varepsilon, m}|\leqslant 2\mathbf{c}^2\|f_{\varepsilon}\|^2nB\varepsilon. \end{equation} \tag{8.8} $$
In (8.7) we make the substitution $l=l'$, $u=k+l'$, $ s=l'-l''$. Then taking (7.2) into account we obtain
$$ \begin{equation*} \begin{aligned} \, \widetilde\xi_{\varepsilon, m} &=\sum_{s\in2\mathbf{I}}\sum_{\substack{l\in\mathbf{I}\\l\in(\mathbf{I}+s)}} \sum_{u\in\mathbb{Z}^n}w_{u+m-l}(a)\overline w_{u-l}(a)\frac{f_{u+m}\overline f_{u-s}}{(2B+1)^{2n}}e^{i(s,a)} \\ &=\sum_{s\in\mathbf{J}}\sum_{u\in\mathbb{Z}^n}v_{\mathbf{I}_{u,s}, m}(a)b_sf_{u+m}\overline f_{u-s}e^{i(s,a)}, \end{aligned} \end{equation*} \notag $$
where, as in the proof of Lemma 4.4,
$$ \begin{equation*} \mathbf{J}=J\times\dots\times J,\qquad J=[-2B,2B]\cap\mathbb{Z},\quad\text{and}\quad\qquad\mathbf{I}_{u,s}= I_{u_1,s_1}\times\dots\times I_{u_n,s_n}, \end{equation*} \notag $$
$$ \begin{equation*} I_{u_j,s_j}=\begin{cases} [u_j+s_j-B, u_j+B]\cap\mathbb{Z} &\text{for }\ s_j\geq 0, \\ [u_j-B, u_j+s_j+B]\cap\mathbb{Z} &\text{for }\ s_j < 0, \end{cases} \qquad \mathbf{b}(s)=\frac{\# \mathbf{I}_{u,s}}{(\#\mathbf{I})^2}. \end{equation*} \notag $$
Recall that $\sum_{s\in\mathbf{J}}\mathbf{b}(s)=1$ (see (4.17)).

Let $\sigma>0$. It follows from Lemma 7.6 that there exists $Q_m=Q_m(\sigma)\in\mathbb{N}$ such that

$$ \begin{equation} |v_{\mathbf{C},m}(a)-v_{m}(a)|<\sigma \quad\text{for each }\ \mathbf{C}\in\mathcal{P}^n_{Q_m}. \end{equation} \tag{8.9} $$
Now let $2B+1>Q_m$. We set $\mathbf{S}=S\times\dots\times S$ and $ S=[-(2B+1-Q_m), 2B+1-Q_m]\cap\mathbb{Z}$. Then $\widetilde\xi_{\varepsilon, m}=\Sigma_1+\Sigma_2+\Sigma_2$, where
$$ \begin{equation*} \begin{aligned} \, \Sigma_1&=\sum_{s\in\mathbf{J},\,u\in\mathbb{Z}^n}v_{m}(a)\mathbf{b}(s)f_{u+m}\overline f_{u-s}e^{i(s,a)}, \\ \Sigma_2&=\sum_{s\in\mathbf{S},\,u\in\mathbb{Z}^n}(v_{\mathbf{I}_{u,s}, m}(a)-v_m(a))\mathbf{b}(s)f_{u+m}\overline f_{u-s}e^{i(s,a)}, \\ \Sigma_3&=\sum_{s\in\mathbf{J}\setminus\mathbf{S},\,u\in\mathbb{Z}^n}(v_{\mathbf{I}_{u,s}, m}(a)-v_m(a))\mathbf{b}(s)f_{u+m}\overline f_{u-s}e^{i(s,a)}. \end{aligned} \end{equation*} \notag $$
Using (7.4) and (4.10) we obtain
$$ \begin{equation} \begin{aligned} \, \nonumber &\bigl|\Sigma_1-v_m(a)e^{-i(m,a)}\|f_\varepsilon\|^2\bigr| \\ \nonumber &\qquad=\biggl|v_{m}(a)e^{-i(m,a)}\sum_{s\in\mathbf{J}}\mathbf{b}(s)\sum_{u\in\mathbb{Z}^n} (f_{u+m}\overline f_{u-s}e^{i(m+s,a)}-\|f_{\varepsilon}\|^2)\biggr| \\ \nonumber &\qquad\leqslant\mathbf{c}^2\varepsilon\|f_{\varepsilon}\|^2\sum_{s\in\mathbf{J}}\mathbf{b}(s) (\|m\|_1+\|s\|_1) \\ &\qquad\leqslant\mathbf{c}^2\varepsilon\|f_{\varepsilon}\|^2(\|m\|_1+2Bn). \end{aligned} \end{equation} \tag{8.10} $$
If $s\in\mathbf{S}$, then $\mathbf{I}_{u,s}\in\mathcal{P}^n_{Q_m}$ for each $u\in\mathbb{Z}^n$, so taking (8.9) into account we find that
$$ \begin{equation} |\Sigma_2|\leqslant \sum_{s\in\mathbf{S},\,u\in\mathbb{Z}^n}\sigma\mathbf{b}(s)|f_{u+m}|\, |f_{u-s}|\leqslant\sigma\|f_\varepsilon\|^2. \end{equation} \tag{8.11} $$
Since
$$ \begin{equation*} \sum_{s\in\mathbf{J}\setminus\mathbf{S}}\mathbf{b}(s)\leqslant\frac{2Q_m(Q_m-1)n}{(2B+1)^2} \end{equation*} \notag $$
(which follows by replacing $M'$ by $Q_m$ in (4.19)), it follows that
$$ \begin{equation} \begin{aligned} \, \nonumber |\Sigma_3| &\leqslant2\mathbf{c}^2\sum_{s\in\mathbf{J}\setminus\mathbf{S},\,u\in\mathbb{Z}^n}\mathbf{b}(s)|f_{u+m}|\,| f_{u-s}| \\ &\leqslant2\mathbf{c}^2\sum_{s\in\mathbf{J}\setminus\mathbf{S}}\mathbf{b}(s)\|f_{\varepsilon}\|^2\leqslant 4n\mathbf{c}^2\frac{Q_m(Q_m-1)}{(2B+1)^2}\|f_{\varepsilon}\|^2. \end{aligned} \end{equation} \tag{8.12} $$

Since $\|f_{\varepsilon}\|=1$, taking (8.8) and (8.10)(8.12) into account we obtain the relation

$$ \begin{equation*} |\xi_{\varepsilon, m}-e^{-i(m,a)}v_{m}(a)|\leqslant \mathbf{c}^2(4nB+\|m\|_1)\varepsilon+\sigma+4n\mathbf{c}^2\frac{Q_m(\sigma)(Q_m(\sigma)-1)}{(2B+1)^2}, \end{equation*} \notag $$
which holds for all $\sigma>0$, $\varepsilon>0$ and $B>(Q_m(\sigma)-1)/2$. Now (8.6) is proved.

The resulting functional $F_a$ is independent of the family of functions $f_\varepsilon$, $\varepsilon>0$, satisfying (8.2) because the quantities $F_a(e^{-i(m,\,\cdot\,)})=v_m(a)e^{-i(m,a)}$, $m\in\mathbb{Z}^n$, are independent of this family. Finally, (8.4) is a consequence of (8.5) and the definition of weak-$*$ convergence.

Lemma 8.2 is proved.

As before, let $\mathcal{B}(\mathbb{T}^n)$ be the Borel $\sigma$-algebra of subsets of $\mathbb{T}^n$, and let $\mu$ be the normalized Lebesgue measure on $(\mathbb{T}^n,\mathcal B(\mathbb{T}^n))$. Set $\mathcal{M}(\mathbb{T}^n)$ to be the class of complex Borel measures. It is known (for instance, see [5], vol. 1, Theorem 4.6.1) that $\mathcal{M}(\mathbb{T}^n)$ is a Banach space with the norm $\|\,{\cdot}\,\|$ defined by $\|\nu\|=|\nu|(\mathbb{T}^n)$, where $|\nu|$ is the total variation of $\nu\in \mathcal{M}(\mathbb{T}^n)$.

Since $\mathbb{T}^n$ is a compact Hausdorff space, by Riesz’s theorem on the representation of a linear functional (for instance, see [11], Theorem IV.6.3) there is an isometric isomorphism between $C^{*}(\mathbb{T}^n)$ and $\mathcal{M}(\mathbb{T}^n)$ such that two elements $F\in C^{*}(\mathbb{T}^n)$ and $\nu\in \mathcal{M}(\mathbb{T}^n)$ corresponding one to the other are related by

$$ \begin{equation} F(\varphi)=\int_{\mathbb{T}^n}\varphi(x)\,\nu(dx), \qquad \varphi\in C(\mathbb{T}^n). \end{equation} \tag{8.13} $$

Let $W\in\mathcal R(\mathbb{T}^n)$. By Lemma 8.2, for each point $a\in\mathbb{T}^n$ there exists a unique functional $F_a$ satisfying (8.3). For each functional $F_a$, $a\in\mathbb{T}^n$, there is a measure $\nu_a\in\mathcal M(\mathbb{T}^n)$ such that $F_a$ and $\nu_a$ are related by (8.13). Each measure $\nu_a$, $a\in\mathbb{T}^n$, is nonnegative because $F_{a,\varepsilon}(\varphi)\geqslant0$ for all $\varphi\in C(\mathbb{T}^n),\varphi\geqslant0$ and all $\varepsilon>0$. Thus we have obtained a function

$$ \begin{equation} \mu_W(\,\cdot\,{,}\,\cdot\,)\colon \mathbb{T}^n\times\mathcal{B}(\mathbb{T}^n)\to \mathbb{R}_+\quad\text{such that} \quad \mu_W(a,B):=\nu_a(B). \end{equation} \tag{8.14} $$
The next lemma shows that this is a transition measure.

Lemma 8.3. For each set $B\in\mathcal{B}(\mathbb{T}^n)$ the function $a\mapsto \mu_W (a,B)$ is Borel.

Proof. For each $a\in\mathbb{T}^n$ and any function $\varphi\in C(\mathbb{T}^n)$ set $H_{\varphi}(a):=F_a(\varphi)$. Note that the functions $H_{e^{-i(m,\,\cdot\,)}}$, $m\in\mathbb{Z}^n$, are continuous on $\mathbb{T}^n$ because $H_{e^{-i(m,\,\cdot\,)}}(a)=v_m(a)e^{-i(m,a)}$ for all $a\in\mathbb{T}^n$ and $m\in\mathbb{Z}^n$.

Let $\varphi\in C(\mathbb{T}^n)$. Then there exists a sequence of functions $\varphi_k$ such that

$$ \begin{equation*} \lim_{k\to\infty}\|\varphi_k-\varphi\|_{C}=0, \qquad \varphi_k\in\mathrm{span}\{e^{i(m,\,\cdot\,)}\mid m\in\mathbb{Z}^n\}, \quad k\in\mathbb{N}. \end{equation*} \notag $$
Then $H_{\varphi_{k}}(a)\to H_{\varphi}(a)$ as $k\to\infty$ for each $a\in\mathbb{T}^n$. Since each function $H_{\varphi_{k}}$ is continuous, $H_{\varphi}$ is a Borel function.

Let $F$ be a closed set in the metric space $(\mathbb{T}^n,\mathrm{dist})$ (see (4.1)). For $x\in\mathbb{T}^n$ and ${k\in\mathbb{N}}$ set

$$ \begin{equation} f_k(x)=\frac{\mathrm{dist}(x,\mathbb{T}^n\setminus G_k)}{\mathrm{dist}(x,\mathbb{T}^n\setminus G_k)+\mathrm{dist}(x,F)}\quad\text{and} \quad G_k=\biggl\{y\in\mathbb{T}^n\Bigm| \mathrm{dist}(y,F)<\frac{1}{k}\biggr\}, \end{equation} \tag{8.15} $$
where $\mathrm{dist}(x,A):=\inf\{\mathrm{dist}(x,y)\mid y\in A\}$ is the distance from $x$ to $A$.

The following assertions are easy to verify:

Then from Lebesgue’s dominated convergence theorem we obtain

$$ \begin{equation*} H_{f_k}(a)=\int_{\mathbb{T}^n}f_k(x)\, \mu_W (a,dx)\to \mu_W (a,F) \quad\text{as }\ k\to\infty \end{equation*} \notag $$
for each $a\in\mathbb{T}^n$. Since the $H_{f_k}$, $k\in\mathbb{N}$, are Borel functions, $ \mu_W (\,\cdot\,,F)$ is too.

Now look at the set

$$ \begin{equation*} \mathcal{E}=\bigl\{B\in\mathcal{B}(\mathbb{T}^n)\mid\, \text{the function }\ \mu_W (\,\cdot\,,B)\text{ is Borel}\bigr\} \end{equation*} \notag $$
and let $\mathcal{F}$ denote the set of closed subsets of $\mathbb{T}^n$. Since $\mathcal{F}$ and $\mathcal{E}$ are $\pi$- and $\lambda$-systems, respectively, and we have $\mathcal{F}\subset\mathcal{E}$, the minimal $\sigma$-algebra containing $\mathcal{F}$ coincides with $\mathcal{E}$ (see [25], Ch. 2, § 2, Definition 2 and Theorem 2), that is, $\mathcal{B}(\mathbb{T}^n)=\mathcal{E}$.

Lemma 8.3 is proved.

Definition 8.2. We call the transition measure $ \mu_W (\,\cdot\,{,}\,\cdot\,)$ in (8.14) the measure associated with the regular operator $W$.

With each measure $\nu\in \mathcal{M}(\mathbb{T}^n)$ we associate the (multiple) Fourier series

$$ \begin{equation*} \nu\sim\sum_{k\in\mathbb{Z}^n}\nu_ke^{i(k,x)}, \qquad \nu_k=\int_{\mathbb{T}^n}e^{-i(k,x)}\,\nu(dx), \quad k\in\mathbb{Z}^n \end{equation*} \notag $$
(for instance, see [27], Ch. VII).

By Lemma 8.2 the transition measure $ \mu_W (\,\cdot\,{,}\,\cdot\,)$ associated with the regular operator $W$ has the following property: for each point $a\in\mathbb{T}^n$

$$ \begin{equation} \mu_W (a,\,\cdot\,)\sim\sum_{m\in\mathbb{Z}^n}(v_m(a)e^{-i(m,a)})e^{i(m,x)}. \end{equation} \tag{8.16} $$

Examples. 1. Let $g\in\mathcal{AC}(\mathbb{T}^n)$. By Lemma 7.7 the operator $\widehat g$ is regular. In view of (8.16), for each $a\in\mathbb{T}^n$ and any $m\in\mathbb{Z}^n$ we have $(\mu_{\widehat g}(a,\,\cdot\,))_m=e^{-i(m,a)}|g(a)|^2$. Therefore,

$$ \begin{equation*} \mu_{\widehat g}(a,\,\cdot\,)=|g(a)|^2\delta(a,\,\cdot\,), \qquad a\in\mathbb{T}^n, \end{equation*} \notag $$
where $\delta(a,\,\cdot\,)$ is the Dirac measure at $a$.

2. Let $x\in\mathbb{T}^n$. If $W\!=\!\operatorname{Conv}_{\delta_x}$, then $W\!\in\!\mathcal R(\mathbb{T}^n)$ by Lemma 7.8 and $(\mu_W(a,\,\cdot\,))_m=e^{-i(m,x+a)}$ for all $a\in\mathbb{T}^n$ and $m\in\mathbb{Z}^n$. Hence

$$ \begin{equation*} \mu_W(a,\,\cdot\,)=\delta(x+a,\,\cdot\,)=\delta(F_x(a),\,\cdot\,), \end{equation*} \notag $$
where $F_x$ is the automorphism defined in (4.4).

The next lemma establishes a connection between the measure associated with a regular operator and the $\mu$-norm of this operator.

Remark 8.1. Since $\operatorname{Conv}_{\delta_x}=U_{F_{-x}}$, to the convolution operator $\operatorname{Conv}_{\delta_x}$ we can assign the transition measure $\delta(F^{-1}_{-x}(\cdot),\,\cdot\,)$ associated with the Koopman operator $U_{F_{-x}}$. Since $F^{-1}_{-x}=F_x$, the transition measures mentioned in Definitions 8.1 and 8.2 coincide in accordance with example 2.

Lemma 8.4. Let $W\in\mathcal{R}(\mathbb{T}^n)$ and let $ \mu_W (\,\cdot\,{,}\,\cdot\,)$ be the transition measure associated with $W$. Then

$$ \begin{equation*} \|W\|^2_{\mu}=\int_{\mathbb{T}^n}\!\int_{\mathbb{T}^n} \mu_W (a,dx)\,\mu(da). \end{equation*} \notag $$

Proof. It follows from (8.16) that
$$ \begin{equation*} \mu_W (a,\mathbb{T}^n)=\int_{\mathbb{T}^n}\, \mu_W (a,dx)=v_0(a)=\rho(L_a). \end{equation*} \notag $$
It remains to use Proposition 5.1. The proof is complete.

§ 9. The operators $W\widehat g$, $\widehat g W$ and $\widehat g_2 W \widehat g_1$

Recall that in § 7.2 we introduced the partial order relation $\leqslant$ on $\mathcal{P}^n$, which transformed $\mathcal{P}^n$ into a directed set. As before, we denote the limit of a net $\{x_{\mathbf{I}}\}_{\mathbf{I}\in\mathcal{P}^n}$ in the metric space $X$ by $\lim_{\mathbf{I}}x_{\mathbf{I}}$.

9.1. The operator $W\widehat g$

Lemma 9.1. Let $W\in\mathcal{R}(\mathbb{T}^n)$ and $g\in \mathcal{AC}(\mathbb{T}^n)$. Then $\widetilde W:=W\widehat g$ is a regular operator and

$$ \begin{equation} \widetilde{v}_m(a)=|g(a)|^2v_m(a) \qquad\textit{for all }\quad a\in\mathbb{T}^n, \quad m\in\mathbb{Z}^n, \end{equation} \tag{9.1} $$
where the functions $v_m$ and $\widetilde{v}_m$ are defined by (7.3) for the operators $W$ and $\widetilde{W}$, respectively.

Proof. Since $W\in\mathcal{DT}(\mathbb{T}^n)$ and $\widehat{g}\in\mathcal{DT}(\mathbb{T}^n)$, it follows that $\widetilde W \in \mathcal{DT}(\mathbb{T}^n)$. Let $\widetilde \omega_{\mathbf{I},m,k}$ be the quantities (7.1) for the operator $\widetilde W$. We fix some $m,k\in\mathbb{Z}^n$ and show that
$$ \begin{equation*} \lim_{\mathbf{I}} \widetilde{\omega}_{\mathbf{I},m,k}=\sum_{q\in\mathbb{Z}^n}\omega_{m,k-q}\mathbf{g}_q, \end{equation*} \notag $$
where the $\mathbf{g}_q$, $q\in\mathbb{Z}^n$, are the Fourier coefficients of $|g|^2$.

Since

$$ \begin{equation*} \mathbf{g}_q=\int_{\mathbb{T}^n}|g(x)|^2 e^{-(q,x)}\,\mu(dx)=\langle g, ge^{i(q,\,\cdot\,)}\rangle=\sum_{p\in\mathbb{Z}^n}g_p\overline g_{p-q}, \qquad g_p=\langle g, e^{i(p,\,\cdot\,)}\rangle, \end{equation*} \notag $$
by the definition of $\widetilde \omega_{\mathbf{I},m,k}$ we have
$$ \begin{equation*} \begin{aligned} \, \widetilde\omega_{\mathbf{I},m,k} &= \frac1{\# \mathbf{I}} \sum_{r,s,j\in\mathbb{Z}^n,\,l\in \mathbf{I}} W_{l+m,r} g_{r-j} \overline W_{l,s} \overline g_{s-j-k} \\ &= \frac1{\# \mathbf{I}} \sum_{r,q\in\mathbb{Z}^n,\,l\in \mathbf{I}}W_{l+m,r}\overline W_{l,r+k-q} \mathbf{g}_q \\ &=\sum_{q\in\mathbb{Z}^n}\mathbf{g}_q\omega_{\mathbf{I},m,k-q}=\sum_{q\in\mathbb{Z}^n} f_{\mathbf{I},q}, \quad\text{where}\ f_{\mathbf{I},q}:=\mathbf{g}_q\omega_{\mathbf{I},m,k-q}. \end{aligned} \end{equation*} \notag $$
For each $q\in\mathbb{Z}^n$ and any $\mathbf{I}\in\mathcal P^n$ we obtain
$$ \begin{equation*} |f_{\mathbf{I},q}|\leqslant |\mathbf{g}_q|\frac{1}{\# \mathbf{I}}\sum_{r\in\mathbb{Z}^n, l\in\mathbf{I}}c_{l+m-r}c_{l-r+q-k} =\sum_{s\in\mathbb{Z}^n}|\mathbf{g}_q| c_{s+m}c_{s+q-k}:=h_q. \end{equation*} \notag $$
Moreover,
$$ \begin{equation*} \sum_{q\in\mathbb{Z}^n}h_q\leqslant\mathbf{c}^2\mathbf{g}<\infty \quad\text{for }\ \mathbf{g}=\sum_{q\in\mathbb{Z}^n}|\mathbf{g}_q|<\infty. \end{equation*} \notag $$
Hence, by Corollary 7.1 the multiple series $ \sum_{q}f_{\mathbf{I},q}$ converges uniformly on $\mathcal{P}^n$ and (as the operator $W$ is regular) the limit
$$ \begin{equation*} \widetilde{\omega}_{m,k}=\lim_{\mathbf{I}} \widetilde\omega_{\mathbf{I},m,k}= \lim_{\mathbf{I}}\sum_{q\in\mathbb{Z}^n}f_{\mathbf{I},q} =\sum_{q\in\mathbb{Z}^n}\mathbf{g}_q\lim_{\mathbf{I}}\omega_{\mathbf{I},m,k-q} =\sum_{q\in\mathbb{Z}^n}\mathbf{g}_q\omega_{m,k-q} \end{equation*} \notag $$
exists, so that $\widetilde {W}\in\mathcal{R}(\mathbb{T}^n)$. Then for each $m\in\mathbb{Z}^n$ we obtain the function ${\widetilde{v}_m\in\mathcal{AC}(\mathbb{T}^n)}$ defined by (7.3), and
$$ \begin{equation*} \begin{aligned} \, \widetilde{v}_m(a) &=\sum_{k\in\mathbb{Z}^n} \sum_{q\in\mathbb{Z}^n}\mathbf{g}_q\omega_{m,k-q} e^{i(m+k, a)} \\ &=\sum_{q\in\mathbb{Z}^n}\mathbf{g}_qe^{i(q,a)}\sum_{k\in\mathbb{Z}^n} \omega_{m,p} e^{i(m+p, a)} =|g(a)|^2v_m(a) \end{aligned} \end{equation*} \notag $$
for each point $a\in\mathbb{T}^n$.

The proof is complete.

Proposition 9.1. Let $W\in\mathcal{R}(\mathbb{T}^n)$ and $g\in \mathcal{AC}(\mathbb{T}^n)$. If $ \mu_W (\,\cdot\,{,}\,\cdot\,)$ and $\mu_{\widetilde W} (\,\cdot\,{,}\,\cdot\,)$ are the measures associated with the operators $W$ and $\widetilde W=W\widehat g$, respectively (see Definition 8.2), then

$$ \begin{equation} \begin{gathered} \, \nonumber |g(a)|^2 \mu_W (a,B)=\widetilde \mu_W (a,B) \quad\textit{for all }\ a\in\mathbb{T}^n, \quad B\in\mathcal{B}(\mathbb{T}^n), \\ \|W\widehat g\|_{\mu}^2 =\int_{\mathbb{T}^n}\!\int_{\mathbb{T}^n}|g(a)|^2\, \mu_W (a,dx)\,\mu(da). \end{gathered} \end{equation} \tag{9.2} $$

Proof. It follows from Lemma 9.1 and (8.16) that for each $a\in\mathbb{T}^n$ the measures $|g(a)|^2 \mu_W (a,\,\cdot\,)$ and $\mu_{\widetilde W} (a,\,\cdot\,)$ have the same Fourier coefficients and thus coincide.

To prove (9.2) we have to use Lemma 8.4.

The proof is complete.

Consider a regular operator $W$ with $\mathcal{DT}$-norm $\mathbf{c}$, and let $\mu_0$ denote the measure with density $v_0$ with respect to $\mu$. If $f\in L^1(\mathbb{T}^n, \mu)$, then using (7.4) and bearing in mind that $v_0$ is nonnegative we obtain

$$ \begin{equation} \int_{\mathbb{T}^n}|f(a)|\,\mu_0(da)=\int_{\mathbb{T}^n}|f(a)|v_0(a)\,\mu(da)\leqslant \mathbf{c}^2\int_{\mathbb{T}^n}|f(a)|\,\mu(da), \end{equation} \tag{9.3} $$
so that $L^p(\mathbb{T}^n, \mu)\subset L^p(\mathbb{T}^n, \mu_0)$ for $1\leqslant p<\infty$, and moreover, $\|\,{\cdot}\,\|_{L^p(\mu_0)}\leqslant \mathbf{c}^2\|\,{\cdot}\,\|_{L^p(\mu)}$; in particular,
$$ \begin{equation} \|f\|_{L^2(\mu_0)}\leqslant \mathbf{c}^2\|f\|, \qquad f\in L^2(\mathbb{T}^n,\mu). \end{equation} \tag{9.4} $$

Proposition 9.2. Assume that $W\in\mathcal{R}(\mathbb{T}^n)$ and $g\in L^{\infty}(\mathbb{T}^n)$. Then equality (9.2) holds.

Proof. For each $N\in\mathbb{N}$ and any point $x\in\mathbb{T}^n$ set $S_N(x):=\sum_{k\in\mathbf{I}_N}g_ke^{i(k,x)}$, where $\{g_k\}$ are the Fourier coefficients of $g$. It is obvious that $S_N\in\mathcal{AC}(\mathbb{T}^n)$ and $S_N\xrightarrow[N\to\infty]{L^2}g$. We claim the following equalities:
$$ \begin{equation} \|W\widehat g\|^2_\mu=\lim_{N\to\infty}\|W\widehat S_N\|^2_\mu=\int_{\mathbb{T}^n}\!\int_{\mathbb{T}^n}|g(a)|^2\, \mu_W (a,dx)\,\mu(da). \end{equation} \tag{9.5} $$
In fact,
$$ \begin{equation*} \bigl|\|W\widehat S_N\|_\mu-\|W\widehat g\|_\mu\bigr|\leqslant \|W(\widehat S_N-\widehat g)\|_\mu\leqslant\|W\|\,\|\widehat S_N-\widehat g\|_\mu \end{equation*} \notag $$
and
$$ \begin{equation*} \|\widehat S_N-\widehat g\|_\mu=\| S_N- g\|\xrightarrow[N\to\infty]{}0, \end{equation*} \notag $$
which yields the first equality in (9.5). Now we prove the second.

From Proposition 9.1, the definition of $\mu_0$ and estimate (9.4) we obtain

$$ \begin{equation*} \begin{aligned} \, \lim_{N\to\infty}\|W\widehat S_N\|^2_\mu &=\lim_{N\to\infty}\int_{\mathbb{T}^n}|S_N(a)|^2 \mu_W (a,\mathbb{T}^n)\,\mu(da) \\ &=\lim_{N\to\infty}\int_{\mathbb{T}^n}|S_N(a)|^2v_0(a)\,\mu(da) =\lim_{N\to\infty}\|S_N\|^2_{L^2(\mu_0)} \\ &=\|g\|^2_{L^2(\mu_0)} =\int_{\mathbb{T}^n}\!\int_{\mathbb{T}^n}|g(a)|^2\, \mu_W (a,dx)\,\mu(da). \end{aligned} \end{equation*} \notag $$

The proposition is proved.

9.2. The operator $\widehat g W$

Lemma 9.2. Let $W\in\mathcal{R}(\mathbb{T}^n)$ and $g\in \mathcal{AC}(\mathbb{T}^n)$. Then $\widetilde W:=\widehat g W$ is a regular operator and if $ \mu_W (\,\cdot\,{,}\,\cdot\,)$ and $ \mu_{\widetilde W} (\,\cdot\,{,}\,\cdot\,)$ are the measures associated with $W$ and $\widetilde W$, respectively, then

$$ \begin{equation} \int_{\mathbb{T}^n}|g(x)|^2\, \mu_W (a,dx)= \mu_{\widetilde W} (a,\mathbb{T}^n) \quad\textit{for each }\ a\in\mathbb{T}^n. \end{equation} \tag{9.6} $$

Proof. Since $W$, $\widehat{g}\in\mathcal{DT}(\mathbb{T}^n)$, we have $\widetilde W \in \mathcal{DT}(\mathbb{T}^n)$. Let $\widetilde \omega_{\mathbf{I},m,k}$ denote the quantities (7.1) for the operator $\widetilde W$. We show that for all $m,k\in\mathbb{Z}^n$
$$ \begin{equation*} \lim_{\mathbf{I}} \widetilde{\omega}_{\mathbf{I},m,k}=\sum_{r,s\in\mathbb{Z}^n}g_{m-r}\overline g_{-s}\omega_{r-s,k}, \end{equation*} \notag $$
where $\{g_q\}_{q\in\mathbb{Z}^n}$ is the sequence of Fourier coefficients of $g$.

By the definition of $\widetilde \omega_{\mathbf{I},m,k}$ we have

$$ \begin{equation} \begin{aligned} \, \nonumber \widetilde \omega_{\mathbf{I},m,k} &=\frac{1}{\#\mathbf{I}}\sum_{l\in\mathbf{I},\,j,r,s\in\mathbb{Z}^n} g_{l+m-r}W_{r,j}\overline{g}_{l-s}\overline{W}_{s,j+k} \\ \nonumber &=\frac{1}{\#\mathbf{I}}\sum_{l\in\mathbf{I},\,j,r,s\in\mathbb{Z}^n} g_{m-r}\overline{g}_{-s}W_{r+l,j}\overline{W}_{s+l,j+k} \\ \nonumber &=\frac{1}{\#\mathbf{I}}\sum_{j,r,s\in\mathbb{Z}^n,\,l\in(\mathbf{I}+s)} g_{m-r}\overline{g}_{-s}W_{r-s+l,j}\overline{W}_{l,j+k} \\ &=\sum_{r,s\in\mathbb{Z}^n}g_{m-r}\overline{g}_{-s}\omega_{\mathbf{I}+s, r-s, k}=\sum_{r,s\in\mathbb{Z}^n}f_{\mathbf{I},r,s}, \end{aligned} \end{equation} \tag{9.7} $$
where $ f_{\mathbf{I},r,s} :=g_{m-r}\overline{g}_{-s}\omega_{\mathbf{I}+s,r-s,k}$. Set $\mathbf{c}_g:=\|g\|_{\mathcal{AC}}=\sum_{j\in\mathbb{Z}^n}|g_j|$.

For arbitrary $r,s\in\mathbb{Z}^n$ we have

$$ \begin{equation*} |\omega_{\mathbf{I}+s,r-s,k}|\leqslant \frac{1}{\#\mathbf{I}}\sum_{j\in\mathbb{Z}^n,\,l\in(\mathbf{I}+s)}c_{r-s+l-j}c_{l-j-k} =\frac{1}{\#\mathbf{I}}\sum_{l\in\mathbf{I}}\sum_{j\in\mathbb{Z}^n}c_{r+l-j}c_{l+s-j-k}, \end{equation*} \notag $$
so that
$$ \begin{equation*} | f_{\mathbf{I},r,s} |\leqslant|g_{m-r}||g_{-s}|\sum_{j\in\mathbb{Z}^n}c_{r+j}c_{s+j-k}:=h_{r,s} \end{equation*} \notag $$
and
$$ \begin{equation*} \sum_{r,s\in\mathbb{Z}^n}| f_{\mathbf{I},r,s} | \leqslant\sum_{r,s\in\mathbb{Z}^n}h_{r,s}\leqslant\mathbf{c}_{g}^2\mathbf{c}^2<\infty. \end{equation*} \notag $$
Hence the series (9.7) converges uniformly on $\mathcal{P}^n$. In addition, if $r$ and $s$ are fixed elements of $\mathbb{Z}^n$, then (since $W$ is regular) the following limits exist:
$$ \begin{equation*} \lim_{\mathbf{I}}\omega_{\mathbf{I}+s,r-s,k} =\lim_{\mathbf{I}}\omega_{\mathbf{I},r-s,k}=\omega_{r-s,k} \end{equation*} \notag $$
and
$$ \begin{equation*} \lim_{\mathbf{I}} f_{\mathbf{I},r,s} =g_{m-r}\overline{g}_{-s}\omega_{r-s,k}. \end{equation*} \notag $$
Therefore, by Corollary 7.1 the limit
$$ \begin{equation*} \widetilde{\omega}_{m,k}=\lim_{\mathbf{I}}\widetilde{\omega}_{\mathbf{I},m,k} =\lim_{\mathbf{I}}\sum_{r,s\in\mathbb{Z}^n} f_{\mathbf{I},r,s}=\sum_{r,s\in\mathbb{Z}^n}\lim_{\mathbf{I}} f_{\mathbf{I},r,s}=\sum_{r,s\in\mathbb{Z}^n}g_{m-r}\overline{g}_{-s}\omega_{r-s,k} \end{equation*} \notag $$
exists, that is, $\widetilde W\in\mathcal{R}(\mathbb{T}^n)$.

Now we prove (9.6). Let $a\in\mathbb{T}^n$. Since the Fourier series of $ \mu_{\widetilde W} (a,\,\cdot\,)$ has the form $\sum_{m\in\mathbb{Z}^n}(\widetilde v_m(a)e^{-i(m,a)})e^{i(m,x)}$ (see (8.16)), taking (7.3) into account we obtain

$$ \begin{equation*} \begin{aligned} \, \mu_{\widetilde W} (a,\mathbb{T}^n) &=\widetilde{v}_0(a)=\sum_{k\in\mathbb{Z}^n}\widetilde{\omega}_{0,k}e^{i(k,a)} \\ &=\sum_{r,s\in\mathbb{Z}^n}g_{-r}\overline{g}_{-s}\sum_{k\in\mathbb{Z}^n}\omega_{r-s,k}e^{i(k,a)} =\sum_{r,s\in\mathbb{Z}^n}g_{-r}\overline{g}_{-s}v_{r-s}(a)e^{i(s-r,a)} \\ &=\sum_{r,s\in\mathbb{Z}^n}g_{r}\overline{g}_{r-s}v_{-s}(a)e^{i(s,a)}. \end{aligned} \end{equation*} \notag $$
Since the multiple series $\sum_{s,r\in\mathbb{Z}^n}g_r\overline g_{r-s}e^{i(s,x)}$ converges absolutely to $|g(x)|^2$ at each point $x\in\mathbb{T}^n$, we have
$$ \begin{equation*} \begin{aligned} \, \int_{\mathbb{T}^n}|g(x)|^2\, \mu_W (a,dx) &=\sum_{s,r\in\mathbb{Z}^n}g_r\overline g_{r-s}\int_{\mathbb{T}^n}e^{i(s,x)}\, \mu_W (a,dx) \\ &=\sum_{r,s\in\mathbb{Z}^n}g_r\overline g_{r-s}v_{-s}(a)e^{i(s,a)}= \mu_{\widetilde W} (a,\mathbb{T}^n). \end{aligned} \end{equation*} \notag $$

Lemma 9.2 is proved.

Using Lemmas 8.4 and 9.2 we obtain the following.

Proposition 9.3. Let $W\in\mathcal{R}(\mathbb{T}^n)$ and $g\in\mathcal{AC}(\mathbb{T}^n)$. If $ \mu_W (\,\cdot\,{,}\,\cdot\,)$ is the measure associated with $W$, then

$$ \begin{equation} \|\widehat g W\|_{\mu}^2=\int_{\mathbb{T}^n}\!\int_{\mathbb{T}^n}|g(x)|^2\, \mu_W (a,dx)\,\mu(da). \end{equation} \tag{9.8} $$

9.3. The operator $\widehat g_2 W \widehat g_1$

From Proposition 9.1 and Lemma 9.2 we obtain the following.

Proposition 9.4. Let $W\in\mathcal{R}(\mathbb{T}^n)$ and $g_1,g_2\in \mathcal{AC}(\mathbb{T}^n)$. Then the operator ${\widetilde W:=\widehat g_2 W\widehat g_1}$ is regular and

$$ \begin{equation*} \|\widehat g_2 W\widehat g_1\|_{\mu}^2=\int_{\mathbb{T}^n}\!\int_{\mathbb{T}^n}|g_1(a)|^2\,|g_2(x)|^2\, \mu_W (a,dx)\,\mu(da). \end{equation*} \notag $$

§ 10. Markov operator

Consider the probability space $(\mathcal{X},\mathcal{B},\mu)$. Set

$$ \begin{equation*} \begin{gathered} \, \mathcal N_1:=\{U_F\mid F\in\operatorname{Aut}(\mathcal X,\mu)\}, \\ \mathcal N_2:=\{U\in \mathcal R(\mathcal X)\mid U \text{ is a unitary operator}\}, \quad\text{provided that }\ \mathcal{X}=\mathbb{T}^n, \end{gathered} \end{equation*} \notag $$
and
$$ \begin{equation*} \mathcal N:=\mathcal N_1\cup\mathcal N_2. \end{equation*} \notag $$

Lemma 10.1. Let $\mu_U(\,\cdot\,{,}\,\cdot\,)$ be the transition measure associated with an operator $U\in\mathcal N$ (see Definitions 8.1 and 8.2). Then

$$ \begin{equation*} \mu_U(x,\mathcal X)=1 \quad\textit{for each }\ x\in\mathcal X, \end{equation*} \notag $$
that is, $\mu_U(\,\cdot\,{,}\,\cdot\,)$ is a transition probability.

Proof. Consider two cases.

(a) If $U=U_F$, where $F\in\operatorname{Aut}(\mathcal X,\mu)$, then for each point $x\in\mathcal X$

$$ \begin{equation*} \mu_U(x,\mathcal X):=\delta(F^{-1}(x),\mathcal X)={\bf 1}_{F(\mathcal X)}(x)={\bf 1}_{\mathcal X}(x)=1. \end{equation*} \notag $$

(b) Let $U$ be a unitary operator on $L^2(\mathbb{T}^n)$ such that $U\in\mathcal R(\mathbb{T}^n)$. Using Proposition 9.4 for $g={\bf 1}_X$, $X\in\mathcal B(\mathbb{T}^n)$, we obtain

$$ \begin{equation*} \int_{\mathbb{T}^n}{\bf 1}_X(a)\mu_U (a,\mathbb{T}^n)\,\mu(da)=\|U\widehat {\bf 1}_X\|_{\mu}^2=\int_{\mathbb{T}^n}{\bf 1}_X(a)\,\mu(da) \end{equation*} \notag $$
for each set $X\in\mathcal B(\mathbb{T}^n)$ (the second equality follows from (1.7) and § 2, item 1). Hence $\mu_U(a,\mathbb{T}^n)=1$ for $\mu$-almost all $a\in\mathbb{T}^n$. Moreover, $\mu_U(\,\cdot\,,\mathbb{T}^n)=v_0$ by (8.16). Since $v_0$ is a continuous function on $\mathbb{T}^n$, it follows that $\mu_U(a,\mathbb{T}^n)=1$ for $a\in\mathbb{T}^n$.

The lemma is proved.

Let $U\in\mathcal N$. Since $\mu_U(\,\cdot\,{,}\,\cdot\,)$ is a transition probability, by Theorem 8.1 there exists a probability measure $\nu$ on the measurable space $(\mathcal X\times\mathcal X,\mathcal B\otimes\mathcal B)$ such that

$$ \begin{equation} \nu(B_1\times B_2)=\int_{B_1}\mu_U(x,B_2)\,\mu(dx), \qquad B_1,B_2\in\mathcal B. \end{equation} \tag{10.1} $$

Set $\mathcal{Z}_\mu:=\{C\subset\mathcal{X}\mid \exists\, D\in\mathcal{B} \colon C\subset D\text{ and }\ \mu(D)=0\}$, and let $\mathcal{B}_\mu$ denote the completion of the $\sigma$-algebra $\mathcal{B}$ with respect to $\mu$, so that $\mathcal{B}_\mu$ is the set of subsets of the form $X\cup C$, where $X\in\mathcal{B}$ and $C\in\mathcal{Z}_\mu$. The extension of $\mu$ to the $\sigma$-algebra $\mathcal{B}_\mu$ is defined by $\overline{\mu}(X\cup C)=\mu(X)$.

We define the coordinate maps $p_j\colon\mathcal{X}\times\mathcal{X}\to \mathcal{X}$ by

$$ \begin{equation*} p_j(x_1,x_2)=x_j, \qquad x_j\in\mathcal{X}, \quad j=1,2. \end{equation*} \notag $$

Lemma 10.2. Let $U\in\mathcal N$ and let $\nu$ be the measure on $(\mathcal X\times\mathcal X,\mathcal B\otimes\mathcal B)$ defined by (10.1). Then for each $\mu$-integrable function $f\colon\mathcal X\to\mathbb{C}$ the functions $f\circ p_1$ and $f\circ p_2$ are $\nu$-integrable and

$$ \begin{equation} \int_{\mathcal{X}^2}f\circ p_1\,d\nu=\int_{\mathcal{X}}f\,d\mu=\int_{\mathcal{X}^2}f\circ p_2\,d\nu. \end{equation} \tag{10.2} $$

Proof. First let $f$ be a $\mathcal B$-measurable function. It is obvious that $f\circ p_1$ and $f\circ p_2$ are $\mathcal{B}\otimes \mathcal{B}$-measurable. As concerns their integrability and equalities (10.2), we must only verify these in the case when $f$ is nonnegative. However, if $f\geqslant0$, then there exists a sequence of simple nonnegative $\mathcal B$-measurable functions ${f_m}$ such that $f_m(x)\uparrow f(x)$ as $ m\to\infty$ for each $x\in\mathcal{X}$. So we limit ourselves to the indicators of sets in the $\sigma$-algebra $\mathcal B$, that is, we assume below that $f=\mathbf{1}_X$, where $X\in\mathcal{B}$. Then it is straightforward that $f\circ p_1$ and $f\circ p_2$ are $\nu$-integrable functions because they are the indicators of the sets $p_1^{-1}(X)$ and $p_2^{-1}(X)$, respectively, and $\nu$ is a probability measure. Moreover, now (10.2) writes as
$$ \begin{equation} \nu\circ p_1^{-1}(X)=\mu(X)=\nu\circ p_2^{-1}(X). \end{equation} \tag{10.3} $$

We consider two cases separately.

(a) If $U=U_F$, $F\in\operatorname{Aut}(\mathcal X,\mu)$, then

$$ \begin{equation*} \nu(B_1\times B_2)=\int_{B_1}\delta(F^{-1}(x),B_2)\,\mu(dx)=\int_{B_1}{\bf 1}_{F(B_2)}(x)\,\mu(dx)=\mu(B_1\cap F(B_2)) \end{equation*} \notag $$
for all $B_1,B_2\in\mathcal B$. Then $\nu(X\times \mathcal X)=\mu(X)=\mu(F(X))=\nu(\mathcal X\times X)$, as required.

(b) Now let $(\mathcal X,\mathcal B)=(\mathbb{T}^n,\mathcal B(\mathbb{T}^n))$, and let $U$ be a regular unitary operator. By Lemma 10.1 $\mu_{U}(\,\cdot\,{,}\,\cdot\,)$ is a transition probability, so

$$ \begin{equation*} \nu(p_1^{-1}(X))=\int_{X}\mu_U(x,\mathbb{T}^n)\,\mu(dx)=\int_{X}\mu(dx)=\mu(X). \end{equation*} \notag $$
We have established the first equality in (10.3) in case $\mathrm{(b)}$. Now we prove the second.

Note first that if $g\in\mathcal{AC}(\mathcal{\mathbb{T}}^n)$, then from Proposition 9.3 and Corollary 7.2 we obtain

$$ \begin{equation*} \int_{\mathbb{T}^n}\!\int_{\mathbb{T}^n}|g(x)|^2\,\mu_U(a,dx)\,\mu(da)=\|\widehat g U\|_{\mu}^2=\|\widehat g\|_{\mu}^2=\|g\|^2, \end{equation*} \notag $$
which means that $\|g\circ p_2\|_{L^2(\nu)}=\|g\|$. We prove the same equality for a continuous function $g$.

If $g\in C(\mathbb{T}^n)$, then there exists a sequence of functions $g_m$ such that $g_m\in\mathrm{span}\{e^{i(k,\,\cdot\,)}\mid k\in\mathbb{Z}^n\}$ and $\|g_m-g\|_C\to0$. Therefore, $\|g_m\circ p_2-g\circ p_2\|_C\to0$, so that, since $\nu$ and $\mu$ are probability measures,

$$ \begin{equation*} \|g\circ p_2\|_{L^2(\nu)}=\lim_{m\to\infty}\|g_m\circ p_2\|_{L^2(\nu)}=\lim_{m\to\infty}\|g_m\|=\|g\|. \end{equation*} \notag $$

Now let $X$ be a closed set in $\mathbb{T}^n$. Then there exists a sequence of continuous functions $f_m$ such that $0\leqslant f_m(x)\leqslant 1$ for all $m\in\mathbb{N}$ and $x\in\mathbb{T}^n$, and ${f_m(x)\to\mathbf{1}_X(x)}$ as $m\to\infty$ at each point $x\in\mathbb{T}^n$ (such functions can be defined by (8.15)). The same holds if we replace the $f_m$ by $f_m\circ p_2$ and $\mathbf{1}_X$ by $\mathbf{1}_{p_2^{-1}(X)}$. Using Lebesgue’s dominated convergence theorem we obtain

$$ \begin{equation*} \begin{aligned} \, \mu(X)&=\lim_{m\to\infty}\int_{\mathbb{T}^n}f_m(x)\,\mu(dx) =\lim_{m\to\infty}\|f_m\|^2=\lim_{m\to\infty}\|f_m\circ p_2\|^2_{L^2(\nu)} \\ &=\lim_{m\to\infty}\int_{\mathbb{T}^n\times\mathbb{T}^n}f_m\circ p_2\,d\nu=\nu(p_2^{-1}(X)). \end{aligned} \end{equation*} \notag $$
Since $\mathcal{B}$ is the minimal $\sigma$-algebra containing all closed sets, the second equality in (10.3) holds for each $X\in\mathcal{B}$. Thus we have established (10.3) in case $\mathrm{(b)}$.

We can generalize our proof to $\mu$-integrable functions $f$. As above, it is sufficient to consider the indicators of $\mu$-measurable sets. So we assume that $f=\mathbf{1}_E$, where ${E\in\mathcal{B}_\mu}$. We can find sets $X\in\mathcal{B}$ and $C\in\mathcal{Z}_\mu$ such that $E=X\cup C$ and $C\subset D$ for some $D\in\mathcal{B}$ such that $\mu(D)=0$. Then $p_j^{-1}(E)=p_j^{-1}(X)\cup p_j^{-1}(C)$, $ p_j^{-1}(C)\subset p_j^{-1}(D)$ and $p_j^{-1}(X),p_j^{-1}(D)\in \mathcal{B}\otimes \mathcal{B}$ for $j=1, 2$. Hence, taking (10.3) into account we obtain

$$ \begin{equation*} p_j^{-1}(C)\in\mathcal{Z}_\nu\quad\text{and} \quad p_j^{-1}(E)\in (\mathcal{B}\otimes \mathcal{B})_\nu, \qquad \overline\nu\circ p_1^{-1}(E)=\overline\mu(E)=\overline\nu\circ p_2^{-1}(E). \end{equation*} \notag $$

Lemma 10.2 is proved.

Lemma 10.3. If $U\in\mathcal N$, then the following results hold for each $\mu$-integrable function $f$.

(a) For $\mu$-almost all points $x_1$ the function

$$ \begin{equation*} x_2\mapsto f(p_2(x_1,x_2))=f(x_2) \end{equation*} \notag $$
is integrable with respect to the measure $\mu_U(x_1,\,\cdot\,)$, the function
$$ \begin{equation*} x_1\mapsto\int_{\mathcal{X}}f(x_2)\,\mu_U(x_1,dx_2) \end{equation*} \notag $$
is integrable with respect to $\mu$, and
$$ \begin{equation} \int_{\mathcal{X}}\!\int_{\mathcal{X}}f(x_2)\,\mu_U(x_1,dx_2)\,\mu(dx_1)=\int_{\mathcal{X}}f\,d\mu. \end{equation} \tag{10.4} $$

(b) If $f=0$ ($\mu$-almost everywhere), then

$$ \begin{equation*} \int_{\mathcal{X}}f(x_2)\,\mu_U(x_1,dx_2)=0 \quad\textit{for }\ \mu\textit{-almost all }\ x_1. \end{equation*} \notag $$

Proof. Part $\mathrm{(a)}$ follows from Lemma 10.2 and Theorem 8.1.

We prove $\mathrm{(b)}$. Set

$$ \begin{equation*} \widetilde f(x_1):=\int_{\mathcal{X}}f(x_2)\,\mu_U(x_1,dx_2), \qquad x_1\in\mathcal{X}. \end{equation*} \notag $$
There exists a set $X\in\mathcal{B}$ such that $f(x)=0$ for $x\in X$ and $\mu(\mathcal{X}\setminus X)=0$. Then we set $X'=\mathcal{X}\setminus X$, and we have
$$ \begin{equation*} \int_{\mathcal{X}}\mu_U(x_1,X')\,\mu(dx_1)=\nu(\mathcal{X}\times X')=\nu(p_2^{-1}(X'))=\mu(X')=0. \end{equation*} \notag $$
Now, since $\mu_U(\,\cdot\,,X')$ is nonnegative, $\mu_U(x_1,X')=0$ for $\mu$-almost all $x_1\in\mathcal{X}$, and therefore
$$ \begin{equation*} \widetilde f(x_1)=\int_{X}f(x_2)\,\mu_U(x_1,dx_2)+\int_{X'}f(x_2)\,\mu_U(x_1,dx_2)=0 \quad\text{for }\ \mu\text{-almost all }\ x_1. \end{equation*} \notag $$

The proof is complete.

Theorem 10.1. Let $U\in\mathcal N$. It follows from Lemma 10.3 that the operator

$$ \begin{equation} T_U\colon L^1(\mathcal{X},\mu)\to L^1(\mathcal{X},\mu), \qquad f\mapsto T_Uf=\int_{\mathcal{X}}f(x)\,\mu_U(\,\cdot\,,dx), \end{equation} \tag{10.5} $$
is well defined. It is bounded and
$$ \begin{equation} \|T_U\|_{L^1\to L^1}=1. \end{equation} \tag{10.6} $$
Moreover, $T_U$ is a Markov operator, that is,

Proof. Property $\mathrm{(a)}$ is obvious.

Property $\mathrm{(b)}$ follows from Lemma 10.1 because $T_U\mathbf{1}_{\mathcal{X}}=\mu_U(\,\cdot\,,\mathcal X)$.

If $f\in L^1(\mathcal{X},\mu)$, then property $\mathrm{(c)}$ follows from (10.4). Property (10.6) follows from $\mathrm{(b)}$ and the relations

$$ \begin{equation*} \begin{aligned} \, \|T_Uf\|_1&=\int_{\mathcal{X}}\biggl|\int_{\mathcal{X}}f(x_2)\,\mu_U(x_1,dx_2)\biggr|\, \mu(dx_1)\leqslant\int_{\mathcal{X}}\!\int_{\mathcal{X}}|f(x_2)|\,\mu_U(x_1,dx_2)\,\mu(dx_1) \\ &=\int_{\mathcal{X}}T_U|f|\,d\mu=\int_{\mathcal{X}}|f|\,d\mu=\|f\|_1. \end{aligned} \end{equation*} \notag $$

The proof is complete.

Remark 10.1. If $U=U_F$ for $F\in\operatorname{Aut}(\mathcal X,\mu)$, then for each function $f\in L^1(\mathcal X,\mu)$

$$ \begin{equation*} T_Uf=\int_{\mathcal{X}}f(x)\, \delta(F^{-1}(\cdot),dx)=f\circ F^{-1}. \end{equation*} \notag $$

§ 11. Entropy of a unitary operator

11.1. Preliminary constructions

I. Let $(\mathcal{X},\mathcal{B},\mu)$ be a probability space. For any finite system of partitions $\xi_1,\dots,\xi_m$ (where $m\in\mathbb{N}$) set

$$ \begin{equation*} \bigvee_{s=1}^{m}\xi_s:=\bigl\{X_1\cap\dots\cap X_m\mid X_1\in\xi_1,\dots,X_m\in\xi_m\bigr\}. \end{equation*} \notag $$

With each partition $\xi$ we associate a quantity $h_{\mu}(\xi)$:

$$ \begin{equation} h_{\mu}(\xi)=-\sum_{X\in\xi}\mu(X)\log\mu(X). \end{equation} \tag{11.1} $$
If $F$ is an endomorphism of $(\mathcal{X},\mathcal{B},\mu)$, then the quantity $h_\mu(F,\xi,m)$ introduced in § 1 has the following representation:
$$ \begin{equation} h_{\mu}(F,\xi,m)=h_{\mu}\biggl(\bigvee_{i=0}^{m-1}F^{-i}\xi\biggr), \end{equation} \tag{11.2} $$
where $F^{-i}\xi:=\{F^{-i}X\mid X\in\xi\}$, $i=0,1,2,\dots$ . It is known that $h_\mu$ has the following properties:

II. We introduce the following objects.

$\bullet$ For each positive integer $m$ we let $\mathcal{B}^{m}$ denote the minimal $\sigma$-algebra in $\mathcal{X}^{m}$ generated by the ‘rectangles’ of the form

$$ \begin{equation*} X_1\times\dots\times X_{m}, \quad\text{where }\ X_s\in\mathcal{B}, \quad s=1,\dots,m. \end{equation*} \notag $$

$\bullet$ Let $\mathcal{X}^{\infty}$ denote the set of sequences $x=(x_1,x_2,x_3,\dots)$ such that $x_s\in\mathcal{X}$ for ${s\in\mathbb{N}}$. We define the coordinate maps $p_s\colon \mathcal{X}^{\infty}\to\mathcal{X}$ by

$$ \begin{equation*} p_s(x)=x_s, \quad\text{where }\ s\in\mathbb{N},\quad x\in\mathcal{X}^{\infty}. \end{equation*} \notag $$
We call the set $C_m(B)=\{x\in\mathcal{X}^{\infty}\mid (x_1,\dots,x_m)\in B\}$ the cylinder with base ${B\in\mathcal{B}^{m}}$. We define the cylindrical $\sigma$-algebra $\mathcal{B}^{\infty}$ to be the minimal $\sigma$-algebra containing all cylinders.

III. Let $U\in\mathcal N$, where, as in § 10, the class $\mathcal N$ consists of the Koopman operators and regular unitary operators. Recall that for $U$ we have defined the transition measure $\mu_U$ (see Definitions 8.1 and 8.2), which is a transition probability by Lemma 10.1. On the basis of Theorem 8.1, for each $m\in\mathbb{N}$ we can introduce a probability measure $\nu_{m}$ on $(\mathcal{X}^{m},\mathcal{B}^{m})$ such that

$$ \begin{equation*} \begin{aligned} \, \nu_{m}\biggl(\prod_{s=1}^{m}X_s\biggr) &= \int_{X_1}\!\int_{X_2}\cdots\int_{X_{m-1}}\!\int_{X_{m}}\mu_U(x_{m-1}, dx_{m}) \\ &\qquad\times\mu_U(x_{m-2},dx_{m-1})\dotsb\mu_U(x_1,dx_2)\,\mu(dx_1), \end{aligned} \end{equation*} \notag $$
where $X_s\in\mathcal{B}$, $s=1,\dots,m$ (the measure $\nu_1$ coincides with $\mu$, and $\nu_2$ coincides with the measure $\nu$ satisfying (10.1)). It is clear that the measures $\nu_{m}$, $m\in\mathbb{N}$, satisfy the condition of compatibility: $\nu_{m+1}(B\times\mathcal{X})=\nu_{m}(B)$ for each $B\in\mathcal{B}^m$.

For any finite set $\mathbf{G}=(g_1,\dots,g_m)$ of functions $g_s\in L^{\infty}(\mathcal{X},\mu)$, $s=1,\dots,m$, where $m\geqslant1$, we set

$$ \begin{equation*} \mathcal{I}_U(\mathbf{G}):=\int_{\mathcal{X}}g_1(x_1)\!\int_{\mathcal{X}}g_2(x_2) \cdots\!\int_{\mathcal{X}}g_m(x_m)\,\mu_U(x_{m-1},dx_{m})\dotsb\mu_U(x_1,dx_2)\,\mu(dx_1). \end{equation*} \notag $$
Note that $\displaystyle \mathcal{I}_U(\mathbf{G})=\int_{\mathcal{X}^{m}}g\,d\nu_{m}$, where $g(x_1,\dots,x_m)=g_1(x_1)\dotsb g_m(x_m)$.

Examples. 1. Let $U\,{=}\,U_F$, where $F\,{\in}\,\operatorname{Aut}(\mathcal X,\mu)$. Recall that $\mu_U(\,\cdot\,{,}\,\cdot\,)\,{=}\,\delta(F^{-1}(\cdot),\,\cdot\,)$ in this case. It follows from Lemma 8.1 that

$$ \begin{equation*} \mathcal I_U(|g_0|^2,\dots,|g_K|^2) =\|\widehat g_K U \widehat g_{K-1}\dotsb U \widehat g_0\|_{\mu}^2 \end{equation*} \notag $$
for all functions $g_0,\dots,g_K\in L^\infty(\mathcal X,\mu)$ and each $K\in\mathbb{N}$.

2. If $U\in\mathcal R(\mathbb{T}^n)$, then by Proposition 9.4

$$ \begin{equation*} \mathcal I_U(|g_1|^2,|g_2|^2)=\|\widehat g_2 U \widehat g_1\|_{\mu}^2 \end{equation*} \notag $$
for each pair of functions $g_1,g_2\in\mathcal{AC}(\mathbb{T}^n)$.

We return to the general case when $U\in\mathcal N$. From the definition of the Markov operator $T_U$ (see (10.5)) we easily obtain the following formula:

$$ \begin{equation*} \mathcal{I}_U(\mathbf{G})=\int_{\mathcal{X}}\widehat g_1T_U\widehat g_2T_U\dotsb T_U\widehat g_{m-1}T_U\widehat g_m (\mathbf{1}_{\mathcal{X}})\,d\mu. \end{equation*} \notag $$
It implies that
$$ \begin{equation} \nu_{m}\biggl(\prod_{s=1}^{m}X_s\biggr)=\int_{\mathcal{X}} \widehat{\bf 1}_{X_1}T_U \widehat{\bf 1}_{X_2}T_U\dotsb T_U \widehat{\bf 1}_{X_{m-1}}T_U \widehat{\bf 1}_{X_m} (\mathbf{1}_{\mathcal{X}})\,d\mu. \end{equation} \tag{11.5} $$

By Ionescu-Tulcea’s theorem (see [5], vol. 2, Corollary 10.7.4, or [25], Ch. 2, § 9, Theorem 2) there exists a unique probability measure $\nu_{\infty}$ on the measurable space $(\mathcal{X}^{\infty},\mathcal{B}^{\infty})$ such that

$$ \begin{equation*} \nu_{\infty}(C_m(B))=\nu_{m}(B), \qquad B\in\mathcal{B}^{m}, \quad m\in\mathbb{N}. \end{equation*} \notag $$

We claim that for all $m\in\mathbb{N}$ and $B\in\mathcal{B}^{m}$ we have

$$ \begin{equation} \nu_{\infty}(C_m(\mathcal{X}\times B))=\nu_{\infty}(C_m(B)). \end{equation} \tag{11.6} $$
In fact, let $X_1,\dots,X_m\in\mathcal{B}$. Using (11.5) and taking the equality $ \widehat{\bf 1}_{\mathcal{X}}=\mathrm{id}$ into account we obtain
$$ \begin{equation*} \begin{aligned} \, \nu_{m+1}\biggl(\mathcal{X}\times\prod_{s=1}^{m}X_s\biggr) &=\int_{\mathcal{X}}T_U \widehat{\bf 1}_{X_1}T_U\dotsb T_U \widehat{\bf 1}_{X_{m-1}}T_U \widehat{\bf 1}_{X_m} (\mathbf{1}_{\mathcal{X}})\,d\mu \\ &=\int_{\mathcal{X}} \widehat{\bf 1}_{X_1}T_U\dotsb T_U \widehat{\bf 1}_{X_{m-1}}T_U \widehat{\bf 1}_{X_m} (\mathbf{1}_{\mathcal{X}})\,d\mu =\nu_{m}\biggl(\prod_{s=1}^{m}X_s\biggr) \end{aligned} \end{equation*} \notag $$
(the second equality holds by property $\mathrm{(c)}$ of $T_U$: see Theorem 10.1). Hence (11.6) holds for $B=X_1\times\dots\times X_m$ and therefore for all $B\in\mathcal{B}^{m}$.

Note that it follows from (11.6) that

$$ \begin{equation*} \nu_{\infty}(p_s^{-1}(X))=\mu(X), \qquad s\in\mathbb{N}, \quad X\in\mathcal{B}. \end{equation*} \notag $$
Therefore, considering an arbitrary partition $\chi\!=\!\{\mkern-1mu X_1,\mkern-1mu\dots,\mkern-1mu X_J\mkern-1mu\}$ of the space $(\mkern-1mu\mathcal{X},\mkern-1mu\mathcal{B},\mkern-1mu\mu\mkern-1mu)$, we see that for each $s \in \mathbb{N}$ the system of sets $p_s^{-1}\chi := \{p_s^{-1}(X_1),\dots,p_s^{-1}(X_J)\}$ is a partition of $(\mathcal{X}^{\infty},\mathcal{B}^{\infty},\nu_{\infty})$.

IV. In the space $\mathcal{X}^{\infty}$ of infinite sequences we can introduce the shift transformation

$$ \begin{equation} Q\colon \mathcal{X}^{\infty}\to \mathcal{X}^{\infty}, \qquad Qx=x', \quad \text{where }\ x'_s=x_{s+1}, \quad s\in\mathbb{N}. \end{equation} \tag{11.7} $$
It follows from (11.6) that $Q$ is an endomorphism of the probability space $(\mathcal{X}^{\infty},\mathcal{B}^{\infty},\nu_{\infty})$.

11.2. The definition of the entropy of a unitary operator

In this subsection we consider a probability space $(\mathcal{X},\mathcal{B},\mu)$ and a unitary operator $U\in\mathcal N$.

For arbitrary integers $m,J\in\mathbb{N}$ let $\mathcal{S}_{m,J}$ denote the family of maps $\sigma$: ${\{1,\dots,m\}\to\{1,\dots,J\}}$.

Let $\chi=\{X_1,\dots,X_J\}$ be a partition of $(\mathcal{X},\mathcal{B},\mu)$, and let $\sigma\in \mathcal{S}_{m,J}$. Set

$$ \begin{equation*} \mathbf{G}_{\sigma}=\mathbf{G}_{\sigma}(\chi) =(\mathbf{1}_{X_{\sigma(1)}},\dots,\mathbf{1}_{X_{\sigma(m)}}). \end{equation*} \notag $$
Note that $\mathcal{I}_U(\mathbf{G}_{\sigma})=\nu_{m}(X_{\sigma(1)}\times\dots\times X_{\sigma(m)})$, and therefore
$$ \begin{equation} \mathcal{I}_U(\mathbf{G}_{\sigma})=\nu_\infty \biggl(\bigcap_{s=1}^{m}p_s^{-1}(X_{\sigma(s)})\biggr). \end{equation} \tag{11.8} $$

For each $m\in\mathbb{N}$ and any partition $\chi=\{X_1,\dots,X_J\}$ of the space $\mathcal{X}$ set

$$ \begin{equation*} \mathfrak{h}(U,\chi,m)=-\sum_{\sigma\in\mathcal{S}_{m,J}}\mathcal{I}_U(\mathbf{G}_{\sigma})\log \mathcal{I}_U(\mathbf{G}_{\sigma}), \qquad \mathbf{G}_{\sigma}=\mathbf{G}_{\sigma}(\chi). \end{equation*} \notag $$
It follows from (11.8) that $\mathfrak{h}(U,\chi,m)=h_{\nu_{\infty}}\bigl(\bigvee_{s=1}^{m}p_s^{-1}\chi\bigr)$, where the function $h_{\nu_\infty}(\cdot)$ is defined by (11.1) for the probability space $(\mathcal X^\infty,\mathcal B^\infty,\nu_\infty)$. Moreover, since for each nonnegative integer $i$ we have $p_1\circ Q^i=p_{i+1}$, where $Q$ is defined in (11.7), it follows that
$$ \begin{equation*} h_{\nu_{\infty}}\biggl(\bigvee_{s=1}^{m}p_s^{-1}\chi\biggr) =h_{\nu_{\infty}}\biggl(\bigvee_{i=0}^{m-1}Q^{-i}(p_1^{-1}\chi)\biggr), \end{equation*} \notag $$
so that, in view of (11.2),
$$ \begin{equation} \mathfrak{h}(U,\chi,m)=h_{\nu_{\infty}}(Q,p_1^{-1}\chi,m). \end{equation} \tag{11.9} $$

Equality (11.9) and properties (11.3) and (11.4) yield the following lemmas.

Lemma 11.1. If $\chi$ is a partition of the space $\mathcal{X}$, then for all positive integers $m_1$ and $m_2$

$$ \begin{equation*} \mathfrak{h}(U,\chi,m_1+m_2)\leqslant \mathfrak{h}(U,\chi,m_1)+\mathfrak{h}(U,\chi,m_2). \end{equation*} \notag $$

Lemma 11.2. Let $m\in\mathbb{N}$ and let $\kappa$ and $\chi$ be partitions of the space $\mathcal{X}$. If $\kappa$ is a subpartition of $\chi$, then

$$ \begin{equation*} \mathfrak{h}(U,\chi,m)\leqslant \mathfrak{h}(U,\kappa,m). \end{equation*} \notag $$

From Lemma 11.1 we see that there exists a finite nonnegative limit

$$ \begin{equation*} \mathfrak{h}(U,\chi)=\lim_{m\to\infty}\frac{1}{m}\mathfrak{h}(U,\chi,m) =\inf_{m\geqslant1}\frac{1}{m}\mathfrak{h}(U,\chi,m). \end{equation*} \notag $$

Definition 11.1. The entropy of a unitary operator $U\in\mathcal N$ is the quantity

$$ \begin{equation*} \mathfrak{h}(U)=\sup_{\chi}\mathfrak{h}(U,\chi), \end{equation*} \notag $$
where the supremum is taken over all finite partitions $\chi$ of the space $(\mathcal{X},\mathcal{B},\mu)$.

It follows from Lemma 11.2 that the function $\mathfrak{h}(U,\chi)$ tends to the supremum $\mathfrak{h}(U)$ as the partition $\chi$ is successively refined.

The next lemma follows from the construction of the entropy $\mathfrak{h}$.

Lemma 11.3. Let $U_1$ and $U_2$ be operators in $\mathcal N$. If $\mu_{U_1}(\,\cdot\,{,}\,\cdot\,)=\mu_{U_2}(\,\cdot\,{,}\,\cdot\,)$, then $\mathfrak{h}(U_1)=\mathfrak{h}(U_2)$.

11.3. Examples of calculations of entropy

11.3.1. The entropy of a Koopman operator

Let $F\in\operatorname{Aut}(\mathcal X,\mu)$, $U=U_F$, and let $\chi=\{X_1,\dots,X_J\}$ be a partition of the space $\mathcal X$. It follows from the definition of $\mathcal I_U$ that

$$ \begin{equation*} \mathcal I_U(\mathbf{G}_\sigma)=\mu\biggl(\bigcap_{i=0}^{m-1}F^{-i}(X_{\sigma(m-i)})\biggr) \end{equation*} \notag $$
for all $m\in\mathbb{N}$ and $\sigma\in\mathcal S_{m,J}$. Hence $\mathfrak{h}(U,\chi,m)=h_{\mu}(F,\chi,m)$, and therefore
$$ \begin{equation*} \mathfrak{h}(U_F)=h_\mu(F), \end{equation*} \notag $$
where $h_\mu(F)$ is the Kolmogorov-Sinai entropy of the automorphism $F$.

In particular, $\mathfrak{h}(U_{\operatorname{id}})=h_\mu(\operatorname{id})=0$.

11.3.2. The entropy of an operator $\widehat g$

Let $g\in\mathcal{AC}(\mathbb{T}^n)$ and $|g|=1$. By Lemma 7.7 $\widehat g$ is a regular unitary operator. Moreover, by example 1 in § 8.4, $\mu_{\widehat g}(a,\,\cdot\,)=\delta(a,\,\cdot\,)$ at each point $a\in\mathbb{T}^n$, so that

$$ \begin{equation*} \mathfrak{h}(\widehat g)=\mathfrak{h}(U_{\operatorname{id}})=h_\mu(\operatorname{id})=0 \end{equation*} \notag $$
by Lemma 11.3.

11.3.3. The entropy of the operator $\operatorname{Conv}_{\delta_x}$

Let $x\in\mathbb{T}^n$. It follows from Lemma 7.8 and the equality $\operatorname{Conv}_{\delta_x}=U_{F_{-x}}$ that $\operatorname{Conv}_{\delta_x}$ is a regular unitary operator and

$$ \begin{equation*} \mathfrak{h}(\operatorname{Conv}_{\delta_x})=h_\mu(F_{-x})=0. \end{equation*} \notag $$

11.3.4. The entropy of a Schrödinger propagator

The Schrödinger propagator $U$ of a free particle on the circle has the form

$$ \begin{equation} U=\operatorname{Conv}_\lambda, \qquad \lambda=\sum_{k\in\mathbb{Z}}\lambda_ke^*_k, \quad \lambda_k=e^{itk^2}, \end{equation} \tag{11.10} $$
where $t\in\mathbb{R}$. By Lemma 7.9 $U$ is a regular unitary operator such that
$$ \begin{equation*} v_m(a)=e^{itm^2}\delta_{tm,\pi\mathbb{Z}} \quad\text{for all }\ m\in\mathbb{Z}, \quad a\in\mathbb{T}. \end{equation*} \notag $$

Proposition 11.1. The entropy of the operator (11.10) can be calculated as follows:

$$ \begin{equation*} \mathfrak h(U)= \begin{cases} \infty & \textit{if }\ \dfrac t\pi \in\mathbb{R}\setminus\mathbb{Q}, \\ \log q & \textit{if }\ \dfrac t\pi=\dfrac pq, \quad p\in\mathbb{Z}, \quad q\in\mathbb{N}, \quad (p,q)=1, \end{cases} \end{equation*} \notag $$
where $(p,q)$ is the greatest common divisor of $p$ and $q$.

Proof. We identify the circle $\mathbb{T}=\mathbb{R}/2\pi\mathbb{Z}$ and the half-closed interval $[0,2\pi)$. Consider three cases.

1) If $t/\pi \in\mathbb{R}\setminus\mathbb{Q}$, then for each $m\in\mathbb{Z}$ the function $v_m$ is identically equal to $\delta_{m,0}$. Therefore, taking (8.16) into account we obtain that for each $a\in \mathbb{T}$ the measure $\mu_U(a,\,\cdot\,)$ coincides with the normalized Lebesgue measure $\mu$ on $\mathcal B(\mathbb{T})$. Now we look at the partition

$$ \begin{equation} \chi_J=\{X_1,\dots,X_J\}, \qquad X_j=\biggl[\frac{2\pi(j-1)}{J},\frac{2\pi j}{J}\biggr), \quad j=1,\dots,J, \end{equation} \tag{11.11} $$
and for all $m\in\mathbb{N}$ and $\sigma\in\mathcal S_{m,J}$ consider the system of functions $\mathbf{G}_\sigma=\mathbf{G}_{\sigma}(\chi_J)$. Then
$$ \begin{equation*} \mathcal I_U(\mathbf{G}_\sigma)= \frac1{(2\pi)^m} \int_{\mathbb{T}^m} {\bf 1}_{X_{\sigma(1)}}(x_1) \dotsb {\bf 1}_{X_{\sigma(m)}}(x_m)\, dx_m\dotsb dx_1 = J^{-m}. \end{equation*} \notag $$
Therefore, $\mathfrak{h}(U,\chi_J,m)=m\log J$, so that $\mathfrak{h}(U,\chi_J)=\log J$ and thus $\mathfrak{h}(U)=\infty$.

2) Now let $t/\pi=p / q$, where $p\in\mathbb{Z}$, $ q\in\mathbb{N}$, $ (p,q)=1$ and either $p$ or $q$ is even. Then by (8.16), at each point $a\in\mathbb{T}$ the sequence of Fourier coefficients of the measure $\mu_U(a,\,\cdot\,)$ coincides with $\{e^{-ima}\delta_{m,q\mathbb{Z}}\}_{m\in\mathbb{Z}}$, and therefore

$$ \begin{equation*} \mu_U(a,\,\cdot\,)=\frac{1}{q}\sum_{s=0}^{q-1}\delta\biggl(a+\frac{2\pi s}q,\,\cdot\,\biggr), \qquad a\in\mathbb{T}. \end{equation*} \notag $$

Let $\xi$ be some partition of the space $(\mathbb{T},\mathcal B(\mathbb{T}),\mu)$ and let $T\colon \mathbb{T}\to\mathbb{T}$ be the rotation of the circle by $2\pi/q$:

$$ \begin{equation*} x\mapsto T(x)=x + \frac{2\pi}q \ (\bmod\,2\pi). \end{equation*} \notag $$
Consider the partition
$$ \begin{equation*} \chi=\xi\vee T\xi\vee\dots\vee T^{q-1}\xi\vee\chi_q, \end{equation*} \notag $$
where $\chi_q$ is defined by (11.11) (for $J=q$).

Then $\chi$ has the following properties:

Thus we can represent $\chi$ as follows:

$$ \begin{equation*} \chi=\{X_{jk}\}_{1\leqslant j\leqslant J,\, 0\leqslant k\leqslant q-1}, \qquad X_{j,k}=T^{k}(X_{j,0}). \end{equation*} \notag $$

Let $m\in\mathbb{N}$ and $\sigma\colon \{1,\dots,m\}\to \{1,\dots,J\}\times\{0,\dots,q-1\}$. We can represent $\sigma$ as the diagonal of two maps, $\sigma'\in\mathcal S_{m,J}$ and $\sigma''\in\mathcal S_{m,q}$:

$$ \begin{equation*} \sigma(r)=(\sigma'(r),\sigma''(r)), \qquad \sigma'(r)\in \{1,\dots,J\}, \quad \sigma''(r)\in \{0,\dots,q-1\} \end{equation*} \notag $$
for $r=1,\dots,m$. Then
$$ \begin{equation*} \begin{aligned} \, \mathcal{I}_U(\mathbf{G}_\sigma) &=\int_{\mathbb{T}}\!\dotsi\!\int_{\mathbb{T}}{\bf 1}_{X_{\sigma(1)}}(x_1)\dotsb{\bf 1}_{X_{\sigma(m)}}(x_m)\,\mu_U(x_{m-1},dx_{m})\dotsb\mu(dx_1) \\ &=q^{1-m}\sum_{0\leqslant s_2,\dots,s_{m}\leqslant q-1}\mu\bigl(T^{-s_2-\dots-s_m}(X_{\sigma(m)})\cap\dots\cap T^{-s_2}(X_{\sigma(2)})\cap X_{\sigma(1)}\bigr) \\ &=\begin{cases} q^{1-m}\mu(X_{\sigma'(1),0}) & \text{if }\ \sigma'(m)=\dots=\sigma'(1), \\ 0& \text{otherwise}. \end{cases} \end{aligned} \end{equation*} \notag $$
Hence
$$ \begin{equation*} \begin{aligned} \, \mathfrak h(U,\chi,m) &=- q^{m} \sum_{j=1}^J \frac{\mu(X_{j,0})}{q^{m-1}}\log \frac{\mu(X_{j,0})}{q^{m-1}} \\ &=- q \sum_{j=1}^J \mu(X_{j,0})\log \mu(X_{j,0})+q \sum_{j=1}^J \mu(X_{j,0})\log q^{m-1}. \end{aligned} \end{equation*} \notag $$
Since $\sum_{j=1}^J\mu(X_{j,0})=1/q$, it follows that $\mathfrak h(U,\chi)=\log q$.

Thus, for each partition $\xi$ we have constructed a subpartition $\chi$ such that $\mathfrak h(U,\chi)=\log q$. Thus, applying Lemma 11.2 we obtain $\mathfrak h(U)=\log q$.

3) Finally, let $t/\pi=p / q$, where $p\in\mathbb{Z}$, $q\in\mathbb{N}$, $(p,q)=1$, and both $p$ and $q$ are odd. Then at each point $a\in\mathbb{T}$ the sequence of Fourier coefficients of the measure $\mu_U(a,\,\cdot\,)$ coincides with $\{e^{i\pi m/q}e^{-ima}\delta_{m,q\mathbb{Z}}\}_{m\in\mathbb{Z}}$ by (8.16), and we obtain

$$ \begin{equation*} \mu_U(a,\,\cdot\,)=\frac{1}{q}\sum_{s=0}^{q-1}\delta \biggl(a+\frac{2\pi s}q-\frac\pi q,\,\cdot\,\biggr), \qquad a\in\mathbb{T}. \end{equation*} \notag $$
The rest of the argument is similar to case 2).

Proposition 11.1 is proved.


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29. D. Treschev, “$\mu$-norm and regularity”, J. Dynam. Differential Equations, 33:3 (2021), 1269–1295  crossref  mathscinet  zmath

Citation: K. A. Afonin, D. V. Treschev, “Entropy of a unitary operator on $L^2(\pmb{\mathbb{T}}^n)$”, Sb. Math., 213:7 (2022), 925–980
Citation in format AMSBIB
\Bibitem{AfoTre22}
\by K.~A.~Afonin, D.~V.~Treschev
\paper Entropy of a~unitary operator on $L^2(\pmb{\mathbb{T}}^n)$
\jour Sb. Math.
\yr 2022
\vol 213
\issue 7
\pages 925--980
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\crossref{https://doi.org/10.4213/sm9679e}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=4461458}
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