Assume h is a measure whose Fourier transform vanishes in an interval $[\Omega,\Omega]$. I'm interested in obtaining inequalities of the form \begin{equation*} \int_{\delta}^{+\delta}h(dt)\le C(\delta,\Omega)\int_{\delta}^{+\delta}t^2h(dt) \end{equation*}

$\begingroup$ Where does this come from? $\endgroup$ – Igor Rivin Jul 16 '13 at 21:58

$\begingroup$ This comes up when trying to prove stability of recovery from low pass measurements using l1 minimization. In that case h would correspond to a signal in the null space of a low pass fourier matrix (operator). Please see the some what related paper below for use of l1 minimization for this purpose stats.stanford.edu/~donoho/Reports/Oldies/SRLS.pdf $\endgroup$ – mohi Jul 16 '13 at 22:40
If I understand this correctlythat you'd like an inequality like this to hold uniformly over all measures $dh$ whose Fourier transform is $0$ on $[\Omega, \Omega]$then you're unfortunately out of luck.
Here's one way of seeing that such an inequality can't be true. Let $g(\xi)$ be a $C^{\infty}$ function that's supported in the interval $[1, 2]$. Define $f(t)$ via $\hat{f} = g$. Note that $f$ is a Schwartz function, so for any $N > 0$ there's a constant $C_{N}$ such that $f(t) \leq C_{N} (1 + t)^{N}$. Now introduce a rescaling parameter $r > 0$: let $g_{r}(\xi) = g(\xi / r)$, and define $f_{r}$ by $\hat{f}_{r} = g_{r}$, so that $f_{r}(t) = r f(rt)$. The measures (really just functions) I have in mind to examine are $dh_{r} = f_{r} \, dt$, letting $r \to \infty$.
Since $\widehat{dh}_{r} = g_{r}$ is supported in $[r, 2r]$, for all $r > \Omega$ the measure $dh_{r}$ will satisfy the criterion. The $dh_{r}$ all have the same mass, but as $r \to \infty$ the mass becomes concentrated closer and closer to the origin and so $$ \int_{\delta}^{\delta} dh_{r} \to \ f \_{1} $$ for any fixed $\delta$. On the other hand, $$ \int_{\delta}^{\delta} t^{2} \, dh_{r} = \int_{\delta}^{\delta} t^{2} r f(rt) \, dt \leq C_{N} \int_{\delta}^{\delta} \frac{t^{2} r}{(1 + rt)^{N}} \, dt = C_{N} r^{2} \int_{r \delta}^{r \delta} \frac{s^{2}}{(1 + s)^{N}} \, ds, $$ from which we have $$ \int_{\delta}^{\delta} t^{2} \, dh_{r} \to 0 $$ by taking $N > 3$.
Roughly speaking, for an inequality like the one you want to hold, you need some way to make sure the measures can't get concentrated near the origin, since the $t^{2}$ factor then causes problems. I haven't thought this through, but perhaps a condition that $\widehat{dh}$ have compact support, or perhaps at least some rate of decay, might give a result in this direction.