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If $f\in C^0(\Bbb R)$ is $2\pi$-periodic surely $\int\limits_0^{2\pi}|f(x)|^pdx<\infty$ at least for $p=1$. Is it true for any $p\in[1,\infty]$? where $\|f\|_{L^{\infty}}=\text{supess}(|f|):=\inf\{\alpha\in\Bbb R\ :\ |f(x)|\le\alpha\ \ a.e.\}$

Since $f$ is continuous over $\Bbb R$ it is continuous over any compact set (in particular $[0,2\pi])$ so it is uniformly continuous and bounded and $\|f\|_{L^{\infty}}<\infty$

There is an example given by Kolmogorov of a function that is $L^1$ whose Fourier series diverges everywhere. But what if the function had to be $L^1$ and continuous? Would there still be a counter-example? (It would have to be not Holder continuous since Holder continuity+$L^1$+$2\pi$-periodicity $\implies$ Fourier series converges).

John Cataldo
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    If it is continuous in the unit circle then it is also $L^1$ as you noticed, so this second hypothesis is redundant. By Carleson's theorem, if $f$ is continuous then its Fourier series converges almost everywhere, so it cannot diverge everywhere as in Kolmogorov's function. However it might still diverge in a dense subset, see here https://math.stackexchange.com/questions/14855/an-example-of-a-continuous-function-whose-fourier-series-diverges-at-a-dense-set – Lorenzo Q Jun 09 '18 at 09:45
  • @LorenzoQ. Your comment would work just fine as an answer. –  Jun 10 '18 at 09:17

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