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The Convolution Transform
The Convolution Transform
The Convolution Transform
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The Convolution Transform

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In studies of general operators of the same nature, general convolution transforms are immediately encountered as the objects of inversion. The relation between differential operators and integral transforms is the basic theme of this work, which is geared toward upper-level undergraduates and graduate students. It may be read easily by anyone with a working knowledge of real and complex variable theory. Topics include the finite and non-finite kernels, variation diminishing transforms, asymptotic behavior of kernels, real inversion theory, representation theory, the Weierstrass transform, and complex inversion theory.
LanguageEnglish
Release dateMay 4, 2012
ISBN9780486154565
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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 + 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

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