TITLE: Sobolev spaces fourier norm equivalence
QUESTION [15 upvotes]: I am reading about Sobolev spaces and I have a question regarding Sobolev spaces and the Fourier transform.
So by defining the Fourier transform, $F(\cdot)$ as an isometry we get $||f||_{L^2}=||\widehat{f}||_{L^2}$ and $\widehat{D^\alpha f}=\xi^\alpha\widehat{f}$. So one can define the norm in $H^k$, $$||f||_{H^k}=\left(\int(1+|\xi|^2)^k|\widehat{f(\xi)}|^2d\xi\right)^{\frac{1}{2}}$$
then he goes on and says that the proof that this is an equivalent norm is an easy exercise and is ommited. So I tried to prove it but I got stuck very quickly. The proof boils down to having to show that the functions
$$F(\xi)=(1+|\xi|^2)^k$$
and
$$S(\xi)=\sum_{|\alpha|\le k}|\xi^\alpha|^2$$
with $\xi\in \mathbb{R}^n$ bound each other. The one directions is more or less clear since $S$ includes the terms of $F$, but I cannot see why the reverse is true.

REPLY [4 votes]: There's a couple of simplifications that make it easier. 

There is a finite number of terms in the sum $S$, so we need only bound each one individually. Ie, show that for each $\alpha \le k$, $|\xi^\alpha|^2 \le C (1+|\xi|^2)^k$.
We only need to consider the "tails" of the functions where $\xi$ is sufficiently large. This follows since the ratio $F/S$ is continuous in $\xi$ and therefore attains it's max and min in any compact set.
Since $|\xi|$ is large, we likewise need only consider the case $|\alpha|=k$.

In this regime, 
$$(1+|\xi|^2)^k \approx (|\xi|^2)^k = \left( \sum_i \xi_i^2 \right)^k$$
whereas
$$|\xi^\alpha|^2 =  \sum_i \xi_i^{2\alpha_i}$$
with $\sum_i \alpha_i = k$. Applying Cauchy Schwarz with the "1-trick" yields,
$$\left( \sum_i \xi_i^{\alpha_i} \right)^2 \le \left( \sum_i \xi_i^{2 \alpha_i}\right) \left(\sum_i 1^2 \right) = C \sum_i \xi_i^{2 \alpha_i}.$$
Then since $\alpha_i \le k$ and $\xi$ is sufficiently large, we have:
$$\sum_i \xi_i^{2 \alpha_i} \lesssim \sum_i \xi_i^{2 k}  \le \left( \sum_i \xi_i^2 \right)^k.$$
Altogether this implies $|\xi^\alpha|^2 \lesssim (1+|\xi|^2)^k$ as required.