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205 views

Relationship between Fourier inversion theorem and convergence of "nested" Fourier series representations of $f(x)$

$\DeclareMathOperator\erf{erf}\DeclareMathOperator\sech{sech}\DeclareMathOperator\sgn{sgn}\DeclareMathOperator\sinc{sinc}$This is a cross-post of a question I posted on MSE a couple of weeks ago which ...
0 votes
0 answers
115 views

Parseval identity extension?

I have stumbled upon the following three-dimensional series: $$\Lambda_p = \sum_{\underline{n}} \left(\frac{\left|n_1\right|}{\left|\left|\underline{n}\right|\right|_2}\right)^p \left|\hat{f}(\...
5 votes
0 answers
254 views

Is there a practical application of natural integral or differintegral?

The following formulas give natural differintegral (that is one with naturally fixed integration constant): $$f^{(s)}(x)=\sum_{m=0}^{\infty} \binom {s}m \sum_{k=0}^m\binom mk(-1)^{m-k}f^{(k)}(x)$$ $$f^...
2 votes
0 answers
91 views

(Dis)continuity of periodic functions with non-summable Fourier series

Let $f : [0,2 \pi)^d \rightarrow \mathbb{R}$ be a square-integrable periodic function in $L^2( [0,2 \pi)^d )$ with $d \geq 1$. We assume moreover that the square-summable Fourier coefficients of $f$, ...
1 vote
1 answer
108 views

Maximum of the periodogram of a truncated sequence

Suppose that $Z,Z_1,Z_2,\ldots$ are iid random variables such that $\operatorname EZ=0$, $\operatorname EZ^2=1$ and $\operatorname E|Z|^s<\infty$ with some $s>2$. Let $\tilde Z_t=Z_tI_{\{|Z_t|\...
10 votes
2 answers
1k views

Newton series and Fourier transform - is there an analogy?

Fourier expansion for a function: $$f(x)=\frac{1}{2\pi}\int_{-\infty}^{+\infty} e^{- i \omega x}\int_{-\infty}^{+\infty}e^{i\omega t}f(t)dt \, d\omega$$ Newton series expansion of a function: $$f(x)...
7 votes
0 answers
205 views

Are these identities Newton series?

Newton series is the following expansion of a function: $$f(x)=\sum_{k=0}^\infty \binom{x}k \Delta^k [f]\left (0\right)=\sum_{n=0}^{\infty} {x\choose n} \sum_{k=0}^n{n\choose k}(-1)^{k-n}f(k)$$ Now ...