We investigate the behaviour of Fourier coefficients with respect to the sy
stem of ultraspherical polynomials. This leads us to the study of the "boun
dary" Lorentz space L-lambda corresponding to the left endpoint of the mean
convergence interval. The ul- traspherical coefficients {C-n((lambda)) (f)
} of L-lambda-functions turn out to behave like the Fourier coefficients of
functions in the real Hardy space ReHl. Namely, we prove that for any f is
an element of L-lambda the series Sigma (infinity)(n=1) c(n)((lambda)) (f)
cos n theta is the Fourier series of some function phi is an element of Re
H1 with parallel to phi parallel to Re H-1 less than or equal to c parallel
tof parallel to l(lambda).