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Paley–Wiener theorem

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In mathematics, a Paley–Wiener theorem is a theorem that relates decay properties of a function or distribution at infinity with analyticity of its Fourier transform. It is named after Raymond Paley (1907–1933) and Norbert Wiener (1894–1964) who, in 1934, introduced various versions of the theorem.[1] The original theorems did not use the language of distributions, and instead applied to square-integrable functions. The first such theorem using distributions was due to Laurent Schwartz. These theorems heavily rely on the triangle inequality (to interchange the absolute value and integration).

The original work by Paley and Wiener is also used as a namesake in the fields of control theory and harmonic analysis; introducing the Paley–Wiener condition for spectral factorization and the Paley–Wiener criterion for non-harmonic Fourier series respectively.[2] These are related mathematical concepts that place the decay properties of a function in context of stability problems.

Holomorphic Fourier transforms

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The classical Paley–Wiener theorems make use of the holomorphic Fourier transform on classes of square-integrable functions supported on the real line. Formally, the idea is to take the integral defining the (inverse) Fourier transform

and allow to be a complex number in the upper half-plane. One may then expect to differentiate under the integral in order to verify that the Cauchy–Riemann equations hold, and thus that defines an analytic function. However, this integral may not be well-defined, even for in ; indeed, since is in the upper half plane, the modulus of grows exponentially as ; so differentiation under the integral sign is out of the question. One must impose further restrictions on in order to ensure that this integral is well-defined.

The first such restriction is that be supported on : that is, . The Paley–Wiener theorem now asserts the following:[3] The holomorphic Fourier transform of , defined by

for in the upper half-plane is a holomorphic function. Moreover, by Plancherel's theorem, one has

and by dominated convergence,

Conversely, if is a holomorphic function in the upper half-plane satisfying

then there exists such that is the holomorphic Fourier transform of .

In abstract terms, this version of the theorem explicitly describes the Hardy space . The theorem states that

This is a very useful result as it enables one to pass to the Fourier transform of a function in the Hardy space and perform calculations in the easily understood space of square-integrable functions supported on the positive axis.

By imposing the alternative restriction that be compactly supported, one obtains another Paley–Wiener theorem.[4] Suppose that is supported in , so that . Then the holomorphic Fourier transform

is an entire function of exponential type , meaning that there is a constant such that

and moreover, is square-integrable over horizontal lines:

Conversely, any entire function of exponential type which is square-integrable over horizontal lines is the holomorphic Fourier transform of an function supported in .

Schwartz's Paley–Wiener theorem

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Schwartz's Paley–Wiener theorem asserts that the Fourier transform of a distribution of compact support on is an entire function on and gives estimates on its growth at infinity. It was proven by Laurent Schwartz (1952). The formulation presented here is from Hörmander (1976)[full citation needed].

Generally, the Fourier transform can be defined for any tempered distribution; moreover, any distribution of compact support is a tempered distribution. If is a distribution of compact support and is an infinitely differentiable function, the expression

is well defined.

It can be shown that the Fourier transform of is a function (as opposed to a general tempered distribution) given at the value by

and that this function can be extended to values of in the complex space . This extension of the Fourier transform to the complex domain is called the Fourier–Laplace transform.

Schwartz's theorem — An entire function on is the Fourier–Laplace transform of a distribution of compact support if and only if for all ,

for some constants , , . The distribution in fact will be supported in the closed ball of center and radius .

Additional growth conditions on the entire function impose regularity properties on the distribution . For instance:[5]

Theorem — If for every positive there is a constant such that for all ,

then is an infinitely differentiable function, and vice versa.

Sharper results giving good control over the singular support of have been formulated by Hörmander (1990). In particular,[6] let be a convex compact set in with supporting function , defined by

Then the singular support of is contained in if and only if there is a constant and sequence of constants such that

for

Notes

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  1. ^ Paley & Wiener 1934.
  2. ^ Paley & Wiener 1934, pp. 14–20, 100.
  3. ^ Rudin 1987, Theorem 19.2; Strichartz 1994, Theorem 7.2.4; Yosida 1968, §VI.4
  4. ^ Rudin 1987, Theorem 19.3; Strichartz 1994, Theorem 7.2.1
  5. ^ Strichartz 1994, Theorem 7.2.2; Hörmander 1990, Theorem 7.3.1
  6. ^ Hörmander 1990, Theorem 7.3.8

References

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  • Hörmander, L. (1990), The Analysis of Linear Partial Differential Operators I, Springer Verlag.
  • Paley, Raymond E. A. C.; Wiener, Norbert (1934). Fourier Transforms in the Complex Domain. Providence, RI: American Mathematical Soc. ISBN 978-0-8218-1019-4.
  • Rudin, Walter (1987), Real and complex analysis (3rd ed.), New York: McGraw-Hill, ISBN 978-0-07-054234-1, MR 0924157.
  • Schwartz, Laurent (1952), "Transformation de Laplace des distributions", Comm. Sém. Math. Univ. Lund [Medd. Lunds Univ. Mat. Sem.], 1952: 196–206, MR 0052555
  • Strichartz, R. (1994), A Guide to Distribution Theory and Fourier Transforms, CRC Press, ISBN 0-8493-8273-4.
  • Yosida, K. (1968), Functional Analysis, Academic Press.