Fourier analysis, also known as spectral analysis, encompasses all sorts of Fourier expansions, including Fourier series, Fourier transform and the discrete Fourier transform (and relatives). The non-commutative analog is (representation-theory).

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Fast Fourier Transformation: inverse transform of the product of polynomials

I have managed to implement and understand most of the Fast Fourier Transformation. However, I have one last question. If one has two polynomials, say $A(x)$ and $B(x)$, and one computes DFT of ...
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39 views

About composition of Holder functions.

Let $f,g$ be Holder continuous functions with respective exponents $\alpha, \beta \in (0,1)$. More precisely $f \in C^{\alpha}(\mathbb{R}^n;\mathbb{R}^n)$, $g\in C^{\beta}(\mathbb{R}^n,\mathbb{R})$. ...
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Fast Fourier Transformation, explanation of $A(x)=A_0(x^2)+x A_1(x^2)$

I was looking at the Fast-Fourier Transformation today, on this site [if you cannot read Russian, simply use Google Translate, which is what I am doing right now]. http://e-maxx.ru/algo/fft_multiply ...
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$2\pi$ in the Definition of Fourier Transform

Most textbooks I read define Fourier transform of a function $f \in L^2(\mathbb R)$ as $$ \hat f (\xi) := \int_\mathbb R f(x) e^{-2\pi i x \xi} dx. $$ However, in class my teacher defines it without ...
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39 views

Fourier transform of a Laplace transform

Is there an easy way to find the Fourier transform of a Laplace transform of function? $$ F[L[f(t)]_{s}] $$ Where my $f(t)$ is $\sqrt{t}$. However, Before finding the Fourier transform I do the ...
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Equidistribution of $an^\sigma$

I am stuck at an exercise in Stein's book: Fourier Analysis, and it's exercise 8 in chapter 4. Show that for any $a\ne0$, and $\sigma$ with $0<\sigma<1$, the sequence $an^\sigma$ is ...
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72 views

Functions for which $\mathcal{F}g = f \ast f$

Suppose one is given $f \in L^{2}(\mathbb{R})$, my question is whether or not there exists a $g \in L^{1}(\mathbb{R})$ such that $f \ast f = \mathcal{F}g$ where $\mathcal{F}$ is the Fourier transform. ...
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Find a relationship between $\hat f$ and $\hat g$, given $g(x)=\int^{x+1}_x f(t)\,dt$, $f\in L^2(\mathbb R)$,

Given $f\in L^2(\mathbb R)$ and $g(x)=\int^{x+1}_x f(t)\,dt$ (a) Relate $\hat f$ and $\hat g$ (b) Prove $g\in H^1(\mathbb R)$ Part A: $$\hat g(k)= \int^{\infty}_{-\infty} \int^{x+1}_{x} ...
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214 views

Integration of combination of Bessel Function and Exponential Function

I have read "Watson:Treatise Theory of Bessel Function", "Table of Integration, Series and Product", "Handbook of Mathematical Functions, Formulas, Graphs and Mathematical Tables" and other online ...
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Why would the discrete fourier transform “see” signals like this? What is the origin of spectral leakage?

The discrete fourier transform of $x = (x_{0},\dots,x_{N-1})$ is defined as $\displaystyle X_{k} = \sum_{n=0}^{N-1} x_{n}\omega^{kn}_{N}$ where $\omega^{kn}_{N} = e^{-2\pi ik/N}$ and ...
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24 views

Is it true that, $x\rho(x/t)\in H^{s}$ for $\rho\in \mathcal{D}(\mathbb R)$ and $s>3/2$?

We put, $\mathcal{D}(\mathbb R)=$ The space of $C^{\infty}-$ functions on $\mathbb R$ with compact support; and the Sobolev space $$H^{s}(\mathbb R)=\{f\in L^{2}(\mathbb R):[\int_{\mathbb R} ...
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166 views

$f\in L^{\infty}(\mathbb{R})$ as Fourier transform

i need to know if one can view a function $f\in L^{\infty}(\mathbb{R})$ as a Fourier transform of a certain function, say g? If the answer is positive please state the proof, or help me find one. ...
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53 views

How to determine the periods of a periodic function?

I am aware of the other similar questions but was not able to figure out what I want to know from those question thus posting it here. Given a periodic function $f(x)=sin(x)$, Why is the period ...
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44 views

Embedding of weighted Lebesgue space on Fourier side into $C^\infty$

Given $g$, a continuous real-valued function defined in $\mathbb R^n$, $K^g:=\{u:e^g \hat{u}\in L^2(\mathbb R^n,(1/2 \pi)^nd \xi)\}$. Thus $K^g$ can be viewed as a Hilbert space with natural norm ...
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Intuition about generating functions

I am trying to gain some intuition about moment generating functions. In particular, for a random variable $X$, we have $$ \newcommand{\E}[1]{\mathbf{E}\!\left[#1\right]} M_X(t) = \E{e^{Xt}} = ...
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Does the Fourier coefficients of a function $f\in H^1(0,L)$ (the first order Sobolev space) are absolutely summable?

My precise question: Let $f\in H^1(0,L)$ and let $\{f_n\}$ be its Fourier sine series coefficients on $(0,L)$, is it true that $\{f_n\}\in l^1$, i.e. $$\sum_{n}|f_n|< \infty .$$ Thanks
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35 views

Fourier Inversion transform

Is what i have highlighted in green a typo? Should it be $\pi e^{-|\xi|}$?
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162 views

Fourier transform of a triangular pulse

So I've been practicing some fourier transform questions and stumbled on this one; To start off, i defined the fourier transform for this function by taking integral from -tau to 0 and 0 to tau as ...
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42 views

Convolution operator positive definite?

Let $\mu$ be a compactly supported Borel probability measure on $\mathbb{R}^n$. Consider the convolution operator $T: L^2(\mathbb{R}^n) \rightarrow L^2(\mathbb{R}^n)$ defined by $$ Tf = f \ast \mu $$ ...
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An exercise about Fourier transform and $H^s$ in Treves

In Treves, the Fourier transform is defined by $\hat{f}(\xi)=\int {e^{-i\langle\xi,\space x\rangle} f(x) dx}$. The following is the problem, where I have figured out almost all of the questions except ...
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characterization of unital Fourier multipliers on $L^\infty(\mathbb{R})$?

Does there exist a characterization of Fourier multipliers $T \colon L^\infty(\mathbb{R}) \to L^\infty(\mathbb{R})$ which are unital, i.e. $T(1)=1$? In the case of the torus $\mathbb{T}$, it is easy ...
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What does local space of a given Banach space says intuitively?

We put, $\mathcal{D}(\mathbb R)=$ The space of $C^{\infty}-$ functions on $\mathbb R$ with compact support Example: For instance bump function is in $\mathcal{D}(\mathbb R)$ Let $E$ is a Banach ...
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Poles of Fourier transform

Let $f\in L_2(\mathbb R_+)$ and consider its Fourier transform $$F(\zeta)=\int_0^\infty f(x)e^{ix\zeta}dx$$ Is it true that analytic continuation of $F(\zeta)$ has at most finitely many poles in a ...
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25 views

Paley-Wiener theorem for a sector $\{\zeta:-\epsilon<\arg(\zeta)<\pi+\epsilon\}$

One of the variations of the Paley-Wiener theorem yields: If $f\in L^2(\mathbb R_+)$, then the Fourier transform $F$, defined by $$F(\zeta)=\int_0^\infty f(x)e^{ix\zeta}dx$$ is a holomorphic function ...
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71 views

Can integral transforms be viewed as change of basis formulas?

Forgive any lack of rigor. If you have a countable orthonormal basis $B$ for a Hilbert space $H$ , then any function $f \in H$ can be expressed as $$ f(t) = \sum\limits_{g \, \in \, B} \langle f, ...
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47 views

Is the convolution operation some kind of group operation?

I'm just curious but will the convolution operation be any sort of group operation? A motivating example would be to see that the natural exponential family of distribution functions are closed under ...
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Fourier series and Riemann integral

On the heuristic level, one often says that given a periodic function with period L, its Fourier series converges when $L \rightarrow \infty$ towards a Riemann integral. In other words, the ...
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108 views

Amount of sound near a specific frequency at a specific time

I have a sound signal, sampled at 48000 hz. Now I want to know 'how much sound' there is of a specific frequency (or near that frequency) at a specific time. For example, I want to know at 10s how ...
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Using Fourier Series to compute sums

I have just started learning the basics of Fourier series and have some doubts about it. I am aware that Fourier series can be used to compute infinite sums. For example, $\zeta(2)$ and $\eta(2)$ can ...
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What are the concepts that I need to understand before studying Fourier Analysis?

Background ( Long Story Short ) : For some reasons, I am taking a class in my university that focus on Fourier Analysis Laplace Transform, and Partial Diffiential Equations Problem : I have done ...
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28 views

Help for understanding Danielson-Lanczos lemma

The Danielson-Lanczos lemma is the basis for fast Fourier transform algorithms. Now, I do understand this step $\displaystyle X_{k} = \sum_{n=0}^{N-1} x_{n}\omega^{kn}_{N} = \sum_{n=0}^{(N/2)-1} ...
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The meaning of the connection between power spectral density and auto correlation

I know that if we have a signal $x(t)$, then its Fourier transform would be the signal in the frequency space, which I understand to be how much of each frequency exists in the x(t) signal. $ ...
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62 views

Looking for a nice expression of these functions in terms of trig functions

I have come across three sinusoidal functions f1, f2, and f3 which, up to scaling and translation, are very close to each other. When normalized and plotted together, they are hard to tell apart. ...
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Square Summable functions

Can somebody please help me understand the notion of square summable functions intuitively?? I have been self studying Hilbert Spaces and Fourier Transform for DSP. Any help is appreciated. Thanks.
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Fourier transform and inverse transorm

I have to prove that for $f\in L^1(\mathbb{R})$ $$ \check{\hat{f}}=\hat{\check{f}}, $$ where $$ \hat{f}(\xi):=\int\limits_{\mathbb{R}}e^{-i\xi x}f(x)\mathrm{d}x $$ and ...
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Can we expect to find $r,$ large enough, so, $\sum_{n\in \mathbb Z} \frac{(1+n^{2})^{s}}{1+(n-y)^{r}}\leq C (1+y^{2})^{s} $ for all $y\in \mathbb R$?

Fix $y\in \mathbb R$ and $s>1.$ Consider the series: $$I(y)=\sum_{n\in \mathbb Z} \frac{(1+n^{2})^{s}}{1+(n-y)^{r}}.$$ My Question is: Can we expect to find $r$ large enough, so that ...
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What is the equation for an anisotropic Hanning window (cosine wave) in two or three dimensions?

I do not exactly know how to ask this question, so I will explain myself thoroughly. I am really stuck on this one, and it is crucial for my research, so if anyone has any ideas on where I may find ...
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Can we expect, $h\ast \mu \in L^{2}(\mathbb R, (1+|x|^{2})^{s})$ for $h\in \mathcal{S}(\mathbb R), \mu\in M(\mathbb R)$ and $s>1/2$?

We put, $M(\mathbb R)=$ The space of complex bounded Borel measure on $\mathbb R$ [With each complex Borel measure $\mu$ on $\mathbb R$ there is associated a set function $|\mu|,$ the total variation ...
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45 views

What is the Fourier series of $\frac1T\sum^{\infty}_{m=-\infty}\delta(f-\frac mT)$?

As the title mentioned, I've not known exactly about Fourier series and when I was reading an digital communication textbook, I wondered about below equation derivation of Fourier series like ...
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a question how to prove:$\sum_{n=1}^{\infty}{{(-1)}^{n-1}{\cos(nx)}\over {n}}=\ln(2\cos(x/2))$

I found a complicated question in my textbook, I can't solve it? How to prove $$\sum_{n=1}^{\infty}{{(-1)}^{n-1}{\cos nx}\over {n}}=\ln(2\cos(x/2))$$ where $x\in(-\pi,\pi)$. My tried method: I tried ...
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Is Sobolev space $H^{s}(\mathbb R),$ for $s>\frac{1}{2},$ closed under point wise multiplication? [duplicate]

We note that, $L^{2}(\mathbb R)$ is not closed under point wise multiplication. Let $s>\frac{1}{2};$ and we define Sobolev space, as follows: $H^{s}(\mathbb R)=\{f\in L^{2}(\mathbb ...
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60 views

Selfadjoint Restrictions of Legendre Operator $-\frac{d}{dx}(1-x^{2})\frac{d}{dx}$

Problem: Let $Lf =-((1-x^{2})f')'$ be the Legendre differential operator defined on the domain $\mathcal{D}(L)$ consisting of twice absolutely continuous functions on $(-1,1)$ for which $f, Lf \in ...
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84 views

inverse of a circulant matrix

If c(x) is a circulant matrix of a vector x, is it always true that $c(x)^{-1}=\mathcal{F}^{-1}(\mathcal{F}(1/x))$? How can we prove it? In this case $c(x)^{-1}$ is the inverse of the circulant ...
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Decay of the Fourier transform of the surface measure of the sphere via uncertainty

I'm working through Tao's Recent Progress on the Restriction Conjecture notes (http://arxiv.org/abs/math/0311181). Currently, I'm working on problem 2.4, which will eventually allow us to compute the ...
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Sequence of trigonometric polynomials which converges to an integrable function

A function $f:\mathbb{R}\to \mathbb{C}$ is said to be a trigonometric polynomial if it has the form $$f(x)=\sum_{k=-N}^Na_ke^{ib_kx},$$ where $a_k\in \mathbb{C}$ and $b_k\in \mathbb{R}$. Can we find ...
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30 views

Relative phase shift from the inverse fourier transform

Is it possible to get relative phase information from Fourier analysis? I am under the impression that * waves hands * Fourier analysis tells you the frequencies and amplitudes of the set of simple ...
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36 views

A problem concerning finite number of Fourier coefficients

Is there a smooth, non-zero $2\pi$-periodic function $f,$ with support of $f$ contained in an interval $[a,b]\subset[0,2\pi],$ such that $b-a<2\pi$ and only finitely many Fourier coefficients of ...
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33 views

Prove the uniform convergence of a Fourier series

Suppose that $f$ is a $2\pi$-periodic function that satisfies the estimate $$|f(x)-f(y)|\leq M|x-y|^\alpha$$ for an $0<\alpha<1,$ and let ...
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29 views

Confusion about space and multiresolution

I don't have a background in functional analysis so I find this hard to understand. How could it possible that each "dyadic" dilation of a function f(x) (where the dilation is f(2^i (x))) forms a ...
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Show that the Fourier transform of a distribution with compact support is an analytic function.

Show that the Fourier transform of a distribution with compact support is an analytic function. Important definition: f is analytic if for every $x_0 \in \textbf{R}^n$, the Taylor series of f at ...