The Convolution Transform
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The Convolution Transform - Isidore Isaac Hirschman
TRANSFORM
THE
CONVOLUTION
TRANSFORM
Isidore Isaac Hirschman
and
David Vernon Widder
DOVER PUBLICATIONS, INC.
Mineola, New York
Bibliographical Note
This Dover edition, first published in 2005, is an unabridged republication of the work first published by Princeton University Press, Princeton, New Jersey, in 1955.
Library of Congress Cataloging-in-Publication Data
Hirschman, I. I. (Isidore Isaac), 1922-
The convolution transform / Isidore Isaac Hirschman and David Vernon Widder.
p. cm.
Originally published: Princeton : Princeton University Press, 1955, in series: Princeton mathematical series ; 20.
Includes bibliographical references and index.
eISBN 13: 978-0-486-15456-5
1. Convolutions (Mathematics) I. Widder, D. V. (David Vernon), 1898- II. Title.
QA601.H58 2005
515’.723—dc22
2004063427
Manufactured in the United States of America
Dover Publications, Inc., 31 East 2nd Street, Mineola, N.Y. 11501
Preface
THE operation of convolution applied to sequences or functions is basic in analysis. It arises when two power series or two Laplace (or Fourier) integrals are multiplied together. Also most of the classical integral transforms involve integrals which define convolutions. For the present authors the convolution transform came as a natural generalization of the Laplace transform. It was early recognized that the now familiar real inversion of the latter is essentially accomplished by a particular linear differential operator of infinite order (in which translations are allowed). When one studies general operators of the same nature one encounters immediately general convolution transforms as the objects which they invert. This relation between differential operators and integral transforms is the basic theme of the present study.
The book may be read easily by anyone who has a working knowledge of real and complex variable theory. For such a reader it should be complete in itself, except that certain fundamentals from The Laplace Transform (number 6 in this series) are assumed. However, it is by no means necessary to have read that treatise completely in order to understand this one. Indeed some of those earlier results can now be better understood as special cases of the newer developments.
In conclusion we wish to thank the editors of the Princeton Mathematical Series for including this book in the series.
I. I. HIRSCHMAN
D. V. WIDDER
Contents
CHAPTER I
INTRODUCTION
1. Introduction
2. Convolutions
3. Operational calculus
4. Green’s functions
5. Operational calculus continued
6. The generation of kernels
7. Variation diminishing convolutions
8. Outline of program
9. Summary
CHAPTER II
THE FINITE KERNELS
1. Introduction
2. Distribution functions
3. Frequency functions
4. Characteristic functions
5. Convolutions
6. The finite kernels
7. Inversion
8. Exponential polynomials
9. Green’s functions
10. Examples
11. Summary
CHAPTER III
THE NON-FINITE KERNELS
1. Introduction
2. Limits of distribution functions
3. Pólya’s class of entire functions
4. The closure of a class of distribution functions
5. The non-finite kernels
6. Properties of the non-finite kernels
7. Inversion
8. Green’s functions
9. Examples
10. Associated kernels
11. Summary
CHAPTER IV
VARIATION DIMINISHING TRANSFORMS
1. Introduction
2. Generation of variation diminishing frequency functions
3. Logarithmic convexity
4. Characterization of variation diminishing functions.
5. The changes of sign of G(n)(t)
6. Intersection properties
7. Generation of totally positive functions
8. Matrix transformations
9. Totally positive frequency functions
10. Summary
CHAPTER V
ASYMPTOTIC BEHAVIOUR OF KERNELS
1. Introduction
2. Asymptotic estimates
3. Asymptotic estimates continued
4. Summary
CHAPTER VI
REAL INVERSION THEORY
1. Introduction
2. Some preliminary results
3. Convergence
4. The sequence of kernels
5. The inversion theorem
6. Stieltjes integrals
7. Relaxation of continuity conditions
8. Factorization
9. Summary
CHAPTER VII
REPRESENTATION THEORY
1. Introduction
2. Behaviour at infinity
3. An elementary representation theorem
4. Determining function in Lp
5. Determining functions of bounded total variation
6. Determining function non-decreasing
7. Representation of products
8. Summary
CHAPTER VIII
THE WEIERSTRASS TRANSFORM
1. Introduction
2. The Weierstrass transform
3. The inversion operator
4. Inversion
5. Tychonoff’s uniqueness theorem
6. The Weierstrass theorem of bounded functions
7. Inversion, general case
8. Functions of Lp
9. Weierstrass transforms of functions in Lp
10. Weierstrass-Stieltjes transforms
11. Positive temperature functions
12. Weierstrass-Stieltjes transforms of increasing functions
13. Transforms of functions with prescribed order conditions
14. Summary
CHAPTER IX
COMPLEX INVERSION THEORY
1. Introduction
2. Transforms in the complex domain
3. Behaviour at infinity
4. Auxiliary kernels
5. The inversion function
6. Application of the inversion operator
7. The inversion theorems
8. A general representation theorem
9. Determining function non-decreasing
10. Determining function in Lp
CHAPTER X
MISCELLANEOUS TOPICS
1. Introduction
2. Bernstein polynomials
3. Behaviour at infinity
4. The analytic character of kernels of classes I and II
5. Quasi-analyticity
BIBLIOGRAPHY
SYMBOLS AND NOTATIONS
INDEX
THE
CONVOLUTION
TRANSFORM
CHAPTER I
Introduction
1. INTRODUCTION
1.1. In this preliminary chapter is presented a heuristic introduction to the material which is to be given detailed treatment in later chapters. The method here is to illustrate rather than to prove. As illustrations we use four special examples of convolution transforms which taken together will show clearly the variety of properties which such transforms may have. The first of these examples involves an exponential kernel and is, in a sense, trivial. However, from another point of view, this kernel is the atomic material from which all others are constructed, so that its use for introductory purposes is perhaps mandatory. The last two examples reduce to the Laplace and Stieltjes transforms. Since we regard the fundamental properties of these as known, any new results about the convolution transform can be checked against the corresponding known ones for these two classic transforms.
2. CONVOLUTIONS
2.1. When two Laurent series
are multiplied together formally a new series of the same type results
where the new coefficients ck are related to the old ones as follows:
is called the convolution . We arrive at the continuous analogue of this operation when we multiply together two bilateral Laplace integrals,
The result is an integral of the same form,
where
This combination of functions occurs so frequently that it may be regarded as one of the fundamental operations of analysis. The function c(x) is called the convolution of a(x) and b(x), and the integral (1) is commonly abbreviated as a(x) * b(x) or as a * b.
If we take one of the functions, say a(x), as fixed equation (1) may be considered as an integral equation with c(x) the given function and b(x) the unknown. Alternatively, the equation may be thought of as an integral transform. Our usual notation will be
and this will be called the convolution transform with kernel G(x) of the function φ(x) into f(x). Let us list the following four examples which will serve as the illustrations mentioned in § 1.
A. Choose the kernel as
Then
B. If G(x) = (1/2)e- | x |, then
C. If G(x) = (2π)-1 sech (t/2), then 2 becomes
However, if we make an exponential change of variable, replacing ex and et by x and t, respectively, this becomes
where
This is the familiar Stieltjes transform.
D. If
then (2) becomes the Laplace transform
Thus we see that both the Stieltjes transform and the unilateral Laplace transform are special cases of the convolution transform, as predicted in § 1.
3. OPERATIONAL CALCULUS
3.1. Very useful as a guide to the following theory is a rudimentary knowledge of operational calculus. This is a technique which treats an operational symbol such as "D," for differentiation, as if it were a number throughout a calculation and at the last step gives the symbol its original meaning. We shall not be concerned with the justification of this process, which of course lies in the fact that there is a one-to-one correspondence between the laws of combination of the operation on the one hand and the fundamental operations of arithmetic on the other. We take rather the point of view that a suitable meaning for a new operation may be deduced by algebraic procedures on old ones and then adopted as a definition; that new results may be conjectured by operational calculus and then proved.
As a first illustration let us deduce a meaning for the operation eaD. We expand this exponential in power series as if D were a number and then interpret Dk as a derivative of order k, giving the Maclaurin series:
Finally, we define eaDf(x) as f(x + a) and observe that in spite of the background of the definition eaDf(x) is well defined even if f(x) is not differentiable.
As a second application of the operational calculus let us solve the differential system
(is continuous and bounded) for all x. We observe first that if a solution exists, it is unique. For, the corresponding homogeneous equation
has the general solution Aex, and the latter solution can satisfy (3) only if the constant A is zero. That is, the system (4) (3) has only the identically vanishing solution.
The symbolic solution of (2) is
f(x) = (l- D)-1φ(x),
so that an interpretation of the operator (1 — D)-1 is needed. This may be supplied by equation (1) and the familiar Laplace integral
where g(t) is the kernel of Example A. Replacing s by D in (5) and using (1) for the interpretation of e-tD, we obtain
That is, the operational solution of the system (2) (3) is
the integral (, formal differentiation of equation (6) shows that f(x) satisfies (2).
In spite of the trivial nature of this result, let us record it as a theorem, for we shall need to refer to it in an inductive proof of Chapter II.
THEOREM 3.1.
then f(x) is the unique solution of the system (2) (3).
In a similar way we could show that the unique solution of the system
is f(x) = φ * G, where G is the kernel of Example B.
The role of the Laplace transform in these examples should be noticed. If a function F(s) can be expressed as a Laplace integral, then an interpretation of the operator F(D) is immediately available by use of (1).
4. GREEN’S FUNCTIONS
4.1. It is a familiar fact that the Green’s function of a non-homogeneous differential system enables one to solve the system explicitly. As a simple illustration let us consider the differential system, (2) (3) of § 3. Formally, the Green’s function G(x, t) of the system is a function of x and of a parameter t such that
Here, as previously, D stands for differentiation with respect to x, the parameter t being held fixed. The function δ(x) is Dirac’s symbolic function with the following properties:
In terms of G(x, t) the solution of the given system (2) (3) of § 3 is
at least formally. For, differentiation under the integral sign gives
Also f(x) satisfies the desired boundary condition by (2).
The above heuristic procedure may serve as a guide. We take as our actual definition of G(x, t) a function of x which satisfies the equation
(1 — D)G(x, t) = 0
in each of the intervals (—∞, t) (t, ∞), has a unit jump at x = t,
and satisfies (2). Let us compute G(x, t). It must evidently have the form
By (2), B(t) = 0. By (4), A(t) = 1. That is, G(x, t) = g(x — t), where g(t) is the kernel of Example A of § 2. That the function (.
In a similar way we could show that the Green’s function of the system (7) (8) (9) of § 3 is the kernel of Example B. In a later chapter we shall see that the kernels of Examples C and D may also be regarded as Green’s functions of differential systems of infinite order.
5. OPERATIONAL CALCULUS CONTINUED
5.1. We may apply the operational procedure of § 3 to obtain an inversion formula for the convolution transform
Let
be the bilateral Laplace transform of G(t). We have
Multiplying by E(D) we obtain
our desired inversion formula. The function E(s) defined by (2) will be called the inversion function corresponding to the kernel G(t).
Let us compute the bilateral Laplace transforms of the kernels considered in § 2. In these formulas s = σ + iτ is a complex variable.
Here we have used several familiar formulas from the theory of the Gamma function. Compare, for example, E. C. Titchmarsh [1939; 106].
A. If
then formula (4) implies that
(1 - D)f(x) = φ(x).
We have already verified this.
B. If
then formula (4) implies that
(1 - D) (1 + D)f(x) = φ(x).
We have
from which we obtain
Referring to Example A we see that
(l - D) (1 + D)f(x) = φ(x).
C. If
then the formula (4) implies that
cos πD f(x) = φ(x).
This formula is incomplete however since no definite meaning attaches to cos πD. We have, see E. C. Titchmarsh [1939; 114],
where the {bn, and this suggests
as a possible inversion formula for (5).
D. If
then the formula (4) implies that
and since, see Titchmarsh [1939; 257],
we may conjecture that
Other expansions for cos πx and 1/Γ(1 — x) would lead to different definitions
of COS πD and 1/Γ(1 — D). The product definitions given here are characteristic of our theory.
If suitable choices are made for bn then the formulas (6) and (8) become, after a change of variables, well known operational inversion formulas for the Stieltjes and Laplace transforms. Let us verify this in detail for the Laplace transform. We have shown in § 2 that if in
we put
then we obtain
If we define
and
where
We have
Making use of (9) we see that (10) is equivalent to the familiar inversion formula
see D. V. Widder [1946; 288].
For a similar discussion of the Stieltjes transform see § 9 of Chapter III.
6. THE GENERATION OF KERNELS
6.1. Let bbe real numbers such that
We define
The condition (1) insures that the infinite product (2) is convergent. See E. C. Titchmarsh [1939; 250]. If there exists a function G(t) such that
then the considerations of the preceding section suggest strongly that the convolution transform
is inverted by the formula
where
Here the bn .
The complex inversion formula for the bilateral Laplace transform asserts that if the transform
converges absolutely in the strip σ1 < σ < σ2 then (under certain restrictions)
We therefore set
We shall ultimately prove that G(t) defined by (6) satisfies (3) and that the convolution transform (4) is indeed inverted by the operational inversion formula (5).
In point of fact we shall treat a slightly more general class of kernels. Let ak, k = 1, 2, . . . , b, c be real and such that
and let
It is to the study of the kernels (8) and their associated convolution transforms that the present book is devoted.
7. VARIATION DIMINISHING CONVOLUTIONS
7.1. It is natural to ask why when our operational procedures apply, at least formally, to every convolution transform we have limited ourselves to the kernels