Skip to main content
1 of 5
Iosif Pinelis
  • 127.7k
  • 8
  • 107
  • 229

$\newcommand\R{\mathbb R}\newcommand{\al}{\alpha}$If a function $h\colon\R\to\R$ is monotonic and does not change sign on an interval $[a,b]$, then it is easy to see (make a picture) that for all real $s$ \begin{equation*} \Big|\int_{[a,b]}h(u)\sin(u+s)\,du\Big|\le3\sup_{c\in\R}\int_{[a,b]\cap[c,c+\pi]}|h(u)|\,du, \end{equation*} whence \begin{equation*} \Big|\int_{[a,b]}h(u)e^{iu}\,du\Big|\le6\sup_{c\in\R}\int_{[a,b]\cap[c,c+\pi]}|h(u)|\,du. \end{equation*} Since $x^\al/F'(x)$ is monotonic in $x\in[1,T]$, $F'$ cannot change its (nonzero) sign on $[1,T]$. Making now the substitution $u=F(x)$, letting here
\begin{equation*} h(u):=\frac{g(u)^\al}{F'(g(u))} \text{ with } g:=F^{-1}, \end{equation*} and then making the inverse substitution $x=g(u)$, we get \begin{equation*} \begin{aligned} I_\al(T)= &\Big|\int_{F([1,T])}h(u)e^{iu}\,du\Big| \\ &\le6\sup_{c\in\R}\int_{F([1,T])\cap[c,c+\pi]}|h(u)|\,du \\ &=6\sup_{c\in\R}\int_{[1,T]\cap g([c,c+\pi])}x^\al\,dx. \end{aligned} \tag{1} \end{equation*}

Recall that $F'$ cannot change its (nonzero) sign on $[1,T]$.

If $F'>0$ on $[1,T]$, then for any $x,y$ in $[1,T]$ such that $x\le y$ \begin{equation*} |F(y)-F(x)|=F(y)-F(x)\ge\frac{(y-x)^2}{2T}, \end{equation*} since $F''\ge1/T$ and $F'>0$. So, \begin{equation*} |g(c)-g(c+\pi)|\le\sqrt{2\pi T}, \end{equation*} and hence, by (1), \begin{equation*} I_\al(T) \le6\sup_{c\in\R}\int_0^{\sqrt{2\pi T}}x^\al\,dx = \frac C{1+\al}\, T^{(1+\al)/2}, \end{equation*} whence $C$ is a universal positive real constant. The latter bound is indeed an improvement of the corresponding bound in your post.

Iosif Pinelis
  • 127.7k
  • 8
  • 107
  • 229