From: Joubert on 27 Jul 2010 19:31 I have notes written by another guy some parts of which are totally obscure for many different reasons. I was just hoping someone had seen something similar and would recall the book they read it on. Although Gel'fand had other useful calculations I found it, luckily, in "Harmonic analysis in the phase space".
From: Ray Vickson on 28 Jul 2010 00:46 On Jul 27, 4:31 pm, Joubert <waterhemlock8...(a)gmail.com> wrote: > I have notes written by another guy some parts of which are totally > obscure for many different reasons. I was just hoping someone had seen > something similar and would recall the book they read it on. Although > Gel'fand had other useful calculations I found it, luckily, in "Harmonic > analysis in the phase space". Using Christopher Henrich's suggestion, I get "almost" your desired result. Let f(x) = exp(i*Pi*<x,T,x> - e*Pi*<x,x>), where e ("epsilon") > 0 is a small parameter, taken to zero at the end. (Here, <a,b> = inner product of vectors a and b.) The FT of f is g(w) = int(f(x)*exp(- i*<w,x>) d^n x, x in R^n) for w in R^n. Since T is invertible and real- symmetric, there exists an orthogonal matrix Q (i.e., Q^T * Q = I_n) such that T = Q^T * A * Q, where A = diag(a_1,a_2,...,a_n) and all a_j <> 0 by invertibility. Letting t = Q*w and y = Q*x we have g = int(exp(-i*<t,y> + i*Pi*<y,A,y> - e*Pi*<y,y>) d^n y, y in R^n); this is true because d^n x = |det(Q)| * d^n y and |det(Q)| = 1 [because 1 = det(I_n) = det(Q)^2], and because <x,Tx> = <x,Q^T,A Qx> = <Qx,A Qx> = <y,A,y> and <x,x> = <x,Q^T Q x> = <Qx,Qx> = <y,y>. We have that g is a product of integrals of the form g_j = int(exp(-i*t_j*y_j + i*Pi*a_j*y^j^2 - Pi*e*y_j^2) dy, y in R). Taking the limit e --> 0 after doing the integrals we have the following. For a_j > 0 we have g_j = exp(-i*3*Pi/4)*exp(-(i/(4Pi))*t_j^2/a_j)/sqrt(a_j). For a_j = - b_j (where b_j > 0) we have g_j = exp(-i*Pi/4)*exp(-(i/(4Pi))*t_j^2 / a_j)/sqrt(b_j) [where we have written 1/a_j in the exp() and b_j in the sqrt()]. The whole Fourier transform of f is the product of the g_j, and noting that exp(-i*3*Pi/4) = exp(-i*Pi)*exp(i*Pi/4), we get g = (-1)^p * exp(i*Pi*s/4)*U/sqrt(|a_1*a_2*...*a_n|), where U = exp[-(i/ (4Pi))*sum(t_j^2/a_j)], p = number of positive a_j and s = number positive a_j - number negative a_j. Note that sqrt(..) = sqrt(| det(A)|) = sqrt(|det(T)|) and the sum in the exponent for U is <t,A^(-1)t> = <Qw,A^(-1) Qw> = <w,Q^(-1) A^(-1) Q w> = <w,T^(-1)w>. So, aside from the factor (-1)^p, having sqrt(|set(T)|) instead of sqrt(det(T)) and some Pi factors in the exponent, this is the result you want. The Pi factors would go away with a slightly different normalization of the FT, so the only remaining question is why I get the extra factor (-1)^p and have |det(T)| instead of det(T). Perhaps if you go over the computations again, carefully, you will get rid of this discrepency. R.G. Vickson
|
Pages: 1 Prev: * proper set or class? Next: Pearson vs Spearman vs other correlation for sampled data? |