Taylor expansion convergence relation to power-spectrum

2012-12-03T11:16:43Z

Is there some connection between the power-spectrum of a real function $f:\mathbb{R}\to\mathbb{R}$ (that is, its Fourier transform) and the convergence radius of its Taylor expansion around arbitraty $x_0$? Intuitively, I would expect a function with 'limited power at high frequencies' to have 'large convergence radius' around each point, but I could not find such result.

Thanks!

Answer by Uri Cohen for Inverse gamma function?

2012-05-29T11:54:13Z

For the benefit of generations to come I add here the python code I wrote after reading the above answers.

import numpy as np
import math
import scipy.special

def _lambert_w(z):
  """
  Lambert W function, principal branch.
  See http://en.wikipedia.org/wiki/Lambert_W_function
  Code taken from http://keithbriggs.info/software.html
  """
  eps=4.0e-16
  em1=0.3678794411714423215955237701614608
  assert z>=-em1, 'LambertW.py: bad argument %g, exiting.'%z
  if 0.0==z: 
      return 0.0
  if z<-em1+1e-4:
      q=z+em1
      r=math.sqrt(q)
      q2=q*q
      q3=q2*q
      return\
       -1.0\
       +2.331643981597124203363536062168*r\
       -1.812187885639363490240191647568*q\
       +1.936631114492359755363277457668*r*q\
       -2.353551201881614516821543561516*q2\
       +3.066858901050631912893148922704*r*q2\
       -4.175335600258177138854984177460*q3\
       +5.858023729874774148815053846119*r*q3\
       -8.401032217523977370984161688514*q3*q
  if z<1.0:
      p=math.sqrt(2.0*(2.7182818284590452353602874713526625*z+1.0))
      w=-1.0+p*(1.0+p*(-0.333333333333333333333+p*0.152777777777777777777777))
  else:
      w=math.log(z)
  if z>3.0: 
      w-=math.log(w)
  for i in xrange(10):
      e=math.exp(w)
      t=w*e-z
      p=w+1.0
      t/=e*p-0.5*(p+1.0)*t/p
      w-=t
      if abs(t)<eps*(1.0+abs(w)): 
          return w
  raise AssertionError, 'Unhandled value %1.2f'%z

def _gamma_inverse(x):
  """
  Inverse the gamma function.
  http://mathoverflow.net/questions/12828/inverse-gamma-function
  """
  k=1.461632 # the positive zero of the digamma function, scipy.special.psi
  assert x>=k, 'gamma(x) is strictly increasing for x >= k, k=%1.2f, x=%1.2f' % (k, x)
  C=math.sqrt(2*np.pi)/np.e - scipy.special.gamma(k) # approximately 0.036534
  L=np.log((x+C)/np.sqrt(2*np.pi))
  gamma_inv = 0.5+L/_lambert_w(L/np.e)
  return gamma_inv

Comment by Uri Cohen

2012-12-03T12:49:46Z

Nice. Can you provide more details on this? Maybe a link or a name for this phenomenon which I can follow?

User uri cohen - MathOverflow

Taylor expansion convergence relation to power-spectrum

Answer by Uri Cohen for Inverse gamma function?

Comment by Uri Cohen