Questions tagged [integral-transforms]
For questions about integral transforms, inlcuding the Fourier transform, Laplace transform, Radon transform, Mellin transform, Hankel transform etc.
307
questions
30
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3
answers
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When is an integral transform trace class?
Given a measure space $(X, \mu)$ and a measurable integral kernel $k : X \times X \rightarrow \mathbb{C}$, the operator
$$ K f(\xi) =\int_{X} f(x) k(x,\xi) d \mu(x),$$
the operator $K$ is Hilbert ...
23
votes
1
answer
1k
views
Geodesics in finite groups
It seems that I can generalize a result from compact, connected Lie groups to finite groups, but in order to do so, I need to have some kind of geodesics on finite groups.
Below is a proposition for ...
22
votes
2
answers
1k
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Uncertainty principle for Mellin transform
Let $f:\mathbb{R}^+\to \mathbb{C}$. Let $Mf$ be its Mellin transform: $Mf(s) = \int_0^\infty f(x) x^{s-1} dx$.
(a) Some time ago, I convinced myself that
$f(t)$, $Mf(\sigma+it)$ and $Mf(\sigma-it)$ ...
21
votes
4
answers
6k
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When I can safely assume that a function is a Laplace transform of other function?
If I have a function and I want to represent it as being the Laplace transform of another, that is, I want to be sure that there is $\hat{f}(s)$ such that my function $f(x)$ can be written as:
$$f(x) =...
20
votes
1
answer
1k
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Fourier transform of $f_a(x)= a^{-2}\exp(-|x|^a)$, $a \in (0,2)$, is decreasing in $a$
Can one show that Fourier transform of
$$ f_a(x) = a^{-2} \exp(-|x|^a), \qquad a \in (0,2)$$
is decreasing in $a$?
I have a solution for $a \in (0,1]$ which cannot be used for $a\in (1,2)$.
18
votes
2
answers
1k
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Complex structure on $L^2(\mathbb R)$ generalizing the Hilbert transform
The Hilbert transform on the real Hilbert space $L^2(\mathbb R)$ is the singular integral operator
$$
\mathcal H(f)(x) := \frac{1}{\pi} \int_{-\infty}^\infty \frac{1}{x-y} f(y) dy.
$$
It satisfies $\...
18
votes
0
answers
697
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Are these continued fractions of integrals known?
Simplified repost of Are these continued fractions of integrals known? on MSE
EDIT: The period of the oscillations of $$f(s)=\dfrac1{1+\dfrac s{1+\dfrac{s^2/2!}{1+\dfrac{s^3/3!}{1+\cdots}}}}$$ ...
16
votes
2
answers
2k
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Intuitive explanation why "shadow operator" $\frac D{e^D-1}$ connects logarithms with trigonometric functions?
Consider the operator $\frac D{e^D-1}$ which we will call "shadow":
$$\frac {D}{e^D-1}f(x)=\frac1{2 \pi }\int_{-\infty }^{+\infty } e^{-iwx}\frac{-iw}{e^{-i w}-1}\int_{-\infty }^{+\infty } e^...
16
votes
1
answer
8k
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Intuitive understanding of the Stieltjes transform
I have been using random matrix theory in signal processing and have some trouble understanding what the Stieltjes transform does.
The gist of my work is that I have an $N\times N$ true covariance ...
14
votes
2
answers
868
views
Do distance functionals separate probability measures?
Let $(\Omega,d)$ be a compact metric space and $\mathcal P(\Omega)$ its space of Borel probability measures. Let $D=\{ d_p\mid p\in\Omega\}$ where $d_p(x)=d(p,x)$ be the set of all "distance ...
14
votes
1
answer
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What is the analytic continuation of $\varphi(s)=\sum_{n \ge 1} e^{-n^s}?$
My research has lead me to the following function that I'm trying to continue. 3 Months ago I posted this question to MSE, and have placed 3 bounties on the question, but haven't received an answer, ...
13
votes
2
answers
2k
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$\mathrm{Bessel}^3$ Integral
I'm trying to calculate the following integral:
$\int_0^\infty \mathrm{BesselJ}[l_0,k_0r] \cdot \mathrm{BesselJ}[l_1,k_1r] \cdot \mathrm{BesselJ}[l_0-l_1,kr] \cdot r\,dr$
($\mathrm{BesselJ}[n,x]$ is ...
12
votes
2
answers
531
views
Relationship between the Radon transform and Twistor spaces
I have often heard that the theory of Twistor spaces is ``a complex analogue" of the Radon transform. What is the precise connection ?
12
votes
3
answers
765
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MacWilliams Identity for Asymptotic Weight Spectrum of a Code
Introduction
Let $C$ be a code of block length $n$ having $A_i^C$ words of Hamming weight $i$, for $i\in [n]$, where $[n]:=\{0,\ldots,n\}$. Then, the sequence $\{ A_i^C \}_{i \in [n]} $ is called the ...
10
votes
1
answer
601
views
Properties of a matrix-valued generalization of the $\Gamma$ function
I am interested in the following function (Mellin transform of matrix exponential):
$$\int_0^{\infty} x^{s-1} e^{-A-Bx}d x$$
Where $x$ and $s$ are scalars, but $A$ and $B$ are matrices with $B\succ 0$....
9
votes
2
answers
820
views
An identity involving an infinite integral with a sinh in the denominator
I recently encountered the rather appealing looking integral, which appears in the theory of random matrices :
$$\int_{-\infty}^{\infty}\prod_{j=1}^{p-1}(j^{2}+z^{2})\frac{zdz}{\mathrm{sinh}(2\pi z)} ...
9
votes
1
answer
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Can elliptic integral singular values generate cubic polynomials with integer coefficients?
For the elliptic integral of first kind, $K(m)=\int_0^{\pi/2}\frac{d\theta}{\sqrt{1-m^2sin^2\theta}} $, it is well-known that $K(m)$ can be expressed in what Chowla and Selberg call "finite terms" (i....
9
votes
2
answers
848
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The relationship between Crofton formula and Radon transform.
The famous Crofton formula says that the length of a curve can be calculated by integral of the `line crossing' over the space of all oriented lines. My question is, is there a way to treat this ...
9
votes
1
answer
850
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Physical interpretation of the mellin transform variable?
I shall keep this to the point: Given a time domain signal say microphone recording of a conversation:
Laplace tranfrom of x is some function X(s) say defined in the complex plane. I like to think of ...
9
votes
2
answers
2k
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Steinmetz, Laplace and Fourier transforms
I am looking for references on Steinmetz Transform and its relation with Laplace and Fourier transforms. There is an Italian Wikipedia page about this topic but with no references.
9
votes
0
answers
304
views
Best smoothing for the Prime Number Theorem?
There are plenty of proofs of the Prime Number Theorem with explicit error terms - it actually looks like a rather competitive field (see Remark 1.4 in https://arxiv.org/pdf/2204.02588.pdf). Several ...
9
votes
2
answers
3k
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The log transform turns scalar multiplication into addition. Is there an analogous transformation for matrix-vector multiplication?
Napier's method of logarithms and corresponding tables of logarithms provided a important tool to simplify hand computation by converting multiplication and division to equivalent problems of addition ...
9
votes
0
answers
264
views
Regularity class of certain diffeomorphisms of the real line
I care about the following class of homeomorphisms of $\mathbb R$, which I'll call $\mathcal C^?$.
For simplicity, let us restrict attention to compactly supported homeomorphisms
(a homeomorphism $\...
8
votes
3
answers
700
views
Rate of growth of an explicit integral
Let $$J_1=\int_0^1\frac{1}{\sqrt{1-t_2}}dt_2,$$
$$J_2=\int_0^1 \int_0^{t_2}\frac{1}{\sqrt{1-t_2}}(\frac{1}{\sqrt{1-t_3}}+\frac{1}{\sqrt{t_2-t_3}})dt_3dt_2,$$
$J_3=\int_0^1 \int_0^{t_2}\int_0^{t_3}\...
8
votes
3
answers
420
views
A density claim
Suppose that $g_k\in C([1,2])$, $k\in \mathbb N$ are continuous functions such that $\|g_k\|_{C([1,2])} \leq \epsilon^k$ for some sufficiently small $\epsilon>0$. Is the following claim true:
If $f\...
7
votes
4
answers
6k
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Numerically computing $\int_0^1 \frac{1}{\sqrt{1-x^4}}dx$
In the book, "Pi and the AGM" by Borwein and Borwein, it is mentioned that Gauss computed the following integral to the eleventh decimal palce.
$\int_0^1 \frac{1}{\sqrt{1-x^4}}dx$
How did he do it? ...
7
votes
5
answers
11k
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Does the inverse Laplace transform of the square root exist?
Does the inverse Laplace transform, defined by the integral,
\begin{equation}
F(t) = \mathscr L_s^{-1}\left[\sqrt s\right](t) = \int_{c - i\infty}^{c + i\infty} \sqrt s ~e^{-st} ds
\end{equation}
...
7
votes
1
answer
628
views
volume over a hypercube, over simplex: twist by Euler numbers
Let $\square_n=\{(x_1,\dots,x_n): 0\leq x_i\leq1,\, \forall i\}$ be an $n$-dimensional unit hypercube, and let $\Delta_n=\{(u_1,\dots,u_n):u_1+\cdots+u_n\leq\frac{\pi}2,\, u_i\geq0,\, \forall i\}$ be $...
7
votes
2
answers
403
views
Infinite dimensional version of a simple fact on certain singular matrices
We consider the following simple fact about matrices. Then we try to generalize it in the context of smooth manifolds;
Let $L$ be the collection of all $n \times n$ real matrices $A=(a_{ij})$ with ...
7
votes
2
answers
304
views
A system of non-linear equations that is decomposable as a product -- uniqueness of solution?
I have a system of non-linear equations
$ a_1=f_0 g_1$
$a_2=f_1 g_1 + f_0 g_2$
$a_3=f_2 g_1 + f_6 g_2 + f_0 g_3 $
$a_4=f_3 g_1 + f_7 g_2 + f_6 g_3 + f_0 g_4 $
$a_5=f_4 g_1 + f_8 g_2 + f_7 g_3 + ...
7
votes
1
answer
546
views
Injectivity of a class of integral operators
Given a probability measure $\mu$ on the interval $[0,1]$, the linear operator
$$
T_\mu \! f(y) := \int_0^1 f(yx) \, d\mu(x)
$$
takes the space of continuous functions $f: [0, \infty) \rightarrow \...
7
votes
1
answer
437
views
Explicit isomorphism between $L^2(\mathbb{R}^2)$ and $L^2(\mathbb{R})$?
As Hilbert spaces, $L^2(\mathbb{R}^2)$ and $L^2(\mathbb{R})$ are isomorphic. Of course the isomoprhism is vastly not unique. I wonder if there are any particularly nice explicit isomorphisms. E.g. I ...
7
votes
1
answer
464
views
Inversion of Radon transform by incomplete data: specific case
Let $R[f](p,t)$ denote the Radon transform of smooth function $f(x) \colon \mathbb{R}^n \to \mathbb{R}$ with compact support in $\mathbb{R}^n_+$:
$$
R[f](p,t) = \int\limits_{x \cdot p = t} f(x) dx.
...
7
votes
1
answer
547
views
Uniqueness for a non-local differential equation
Question:Fix $\epsilon>0$. Consider the differential equation, defined for functions $f(t,x)\in C^\infty([0,\epsilon]\times[0,\epsilon])$ defined by
$$\frac{\partial}{\partial t} f(t,x)=\frac{f(t,...
7
votes
1
answer
485
views
Multivariate Maximal Hilbert Transform
One way to define the maximal Hilbert transform of a function, $f$, is by
$$\mathcal{H}[f](x):=\sup_{\varepsilon>0} \left| \int_{|x-t|\geq\varepsilon} \frac{f(t)}{x-t} \, dt\right|, \quad x\in\...
7
votes
0
answers
284
views
Trace class norms of special integral operators
Let $\mu$ be a finite compactly supported Borel measure on the real line. On the space $L^2(\mu)$ consider the integral operators
$$
(K_a f)(x)=\int k_a(x, y)f(y)d\mu(y)
$$
with
$$
k_a(x, y)=\frac{a\...
6
votes
1
answer
404
views
On an asymptotic integral decay
Let $f\in C^{\infty}([-1,0])$ be real-valued and suppose that
$$ \left| \int_{-1}^{0} f(t)\,e^{\lambda t} \,{\rm d} t \right| \leq e^{-\sqrt{\lambda}},$$
for all $\lambda > 0$. Does it follow that $...
6
votes
1
answer
341
views
Asymptotic behaviour of an integral
For $k\in\mathbb{N}_{0}$ and $x\in\mathbb{R}$, define
$$I_{k}(x):=\int_{0}^{\pi/2}\cos(xg(\theta))\sin^{2k}\theta\,\mathrm{d}\theta$$
where
$$g(\theta)=\int_{\sin\theta}^{1}\frac{\mathrm{d}t}{\sqrt{(1-...
6
votes
1
answer
192
views
Radon transform between affine grassmannians
Let $\overline{GR}(n,k)$ be the manifold of all affine k-dimensional subspaces in $R^n$, and let
$R:C^{\infty}_c(\overline{GR}(n,k))\to C^{\infty}_c(\overline{GR}(n,l))$, $0\le k<l\le n-1$, be the ...
6
votes
3
answers
184
views
Reconstructing a curve in $S^2$ from intersections with great circles
Take $S^2$ with its standard metric. The space of great circles in $S^2$ can be identified with the real projective plane $\mathbb{R}P^2$. Let $X$ be an embedded circle in $S^2$; associate to it a ...
6
votes
1
answer
742
views
Variations on the Mellin and Dirichlet transforms
There are a number of variations on the Laplace transform that turn up all over math. Some examples:
$\int_{-\infty}^{\infty} f(t)e^{-st} dt$ - The Laplace transform
$\sum_{-\infty}^{\infty} f(t)z^{-...
6
votes
1
answer
213
views
Mellin-Barnes integral representation of the exponential function with a non-real argument
I have been studying a definite integral that I found out to be a particular (and possibly one of the simplest) case(s) of the arcane Mellin-Barnes integral. Solving this problem would lead to a ...
6
votes
1
answer
3k
views
Techniques to solve equations involving a definite integral [closed]
Are there any well known techniques to solve a problem of the following form: $$\int_a^b f(x,\alpha) dx = g(\alpha),$$ where $a,b\in\mathbb{R}$ are fixed, $f$ and $g$ are known functions, $\alpha\in\...
6
votes
1
answer
260
views
A geometric interpretation of the fractional Fourier transform
I was reading Joe Polchinsky’s autobiography which contains the following anecdote from his time at Caltech (page 18):
Once a week, Feynman led Physics X, where freshman and sophomores could ask ...
6
votes
1
answer
304
views
Surjectivity of a class of integrals in dimensions two
Let $\Omega \subset \mathbb{R}^2$ be an open set and $G(x,\theta): \Omega \times [0,2\pi]\rightarrow \mathbb{R}$ be a positive continuous function. Assume $F:\Omega \rightarrow \mathbb{R}^2$ defined ...
6
votes
1
answer
352
views
Symmetric matrices and Hilbert's fourth problem
From the analytic viewpoint, the Busemann-Pogorelov solution of Hilbert's fourth problem is summarized in the following result:
Theorem. All straight lines are extremals of the variational problem
$$
\...
6
votes
1
answer
410
views
On the multidimensional Mellin transform of measures
Consider an integral transform of Borel measures supported on $\mathbb{R}^n_+$ given by
$$
f(z) =\int\limits_{\mathbb{R}^n_+} x^{z}\frac{\mu(dx)}{x}
$$
where $z = (z_1,...,z_n) \in \mathbb{C}^n$, $x^...
6
votes
0
answers
157
views
Norms and distributions
Question 1. Is there a nice or explicit way to describe the class of all distributions (generalized functions) $\mu$ on the $n$-sphere $S^n \subset \mathbb{R}^{n+1}$ for which the function
$$
F(v) := \...
5
votes
3
answers
744
views
Asymptotic behavior of integral with gamma functions
Consider the following function defined for complex numbers $z\in\mathbb{C}$ with $\Re(z)\geq \frac{1}{2}$:
$$F(z)=\frac{1}{5^{\Re(z)}}\int_0^\infty \left| \frac{\Gamma(z+ix)\Gamma(z-ix)}{\Gamma(z)^2}...
5
votes
2
answers
1k
views
Elaborating Mercer's theorem (RKHS) on Cameron-Martin space $k(x,y)=\min(x,y)$
Hi,
I'm trying to employ Mercer's theorem on the kernel $k(x,y)=\min(x,y)$. It is known (and easy to verify) that this is a nonnegative-definite kernel over $[0,T]$ for any $T>0$.
Fix $T>0$. ...