In mathematics, Wiener's lemma is a well-known identity which relates the asymptotic behaviour of the Fourier coefficients of a Borel measure on the circle to its atomic part. This result admits an analogous statement for measures on the real line. It was first discovered by Norbert Wiener.[1][2]
First of all, we observe that if is a complex measure on the circle then
with . The function is bounded by in absolute value and has , while for , which converges to as . Hence, by the dominated convergence theorem,
We now take to be the pushforward of under the inverse map on , namely for any Borel set . This complex measure has Fourier coefficients . We are going to apply the above to the convolution between and , namely we choose , meaning that is the pushforward of the measure (on ) under the product map . By Fubini's theorem
So, by the identity derived earlier, By Fubini's theorem again, the right-hand side equals
The proof of the analogous statement for the real line is identical, except that we use the identity
(which follows from Fubini's theorem), where . We observe that , and for , which converges to as . So, by dominated convergence, we have the analogous identity
Consequencesedit
A real or complex Borel measure on the circle is diffuse (i.e. ) if and only if .
A probability measure on the circle is a Dirac mass if and only if . (Here, the nontrivial implication follows from the fact that the weights are positive and satisfy , which forces and thus , so that there must be a single atom with mass .)
Referencesedit
^Furstenberg's Conjecture on 2-3-invariant continuous probability measures on the circle (MathOverflow)
^A complex borel measure, whose Fourier transform goes to zero (MathOverflow)
January 01, 1970
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This article needs additional citations for verification Please help improve this article by adding citations to reliable sources Unsourced material may be challenged and removed Find sources Wiener s lemma news newspapers books scholar JSTOR January 2021 Learn how and when to remove this message In mathematics Wiener s lemma is a well known identity which relates the asymptotic behaviour of the Fourier coefficients of a Borel measure on the circle to its atomic part This result admits an analogous statement for measures on the real line It was first discovered by Norbert Wiener 1 2 Contents 1 Statement 2 Proof 3 Consequences 4 ReferencesStatement editGiven a real or complex Borel measure m displaystyle mu nbsp on the unit circle T displaystyle mathbb T nbsp let m a j c j d z j displaystyle mu a sum j c j delta z j nbsp be its atomic part meaning that m z j c j 0 displaystyle mu z j c j neq 0 nbsp and m z 0 displaystyle mu z 0 nbsp for z z j displaystyle z not in z j nbsp Then lim N 1 2 N 1 n N N m n 2 j c j 2 displaystyle lim N to infty frac 1 2N 1 sum n N N widehat mu n 2 sum j c j 2 nbsp where m n T z n d m z displaystyle widehat mu n int mathbb T z n d mu z nbsp is the n displaystyle n nbsp th Fourier coefficient of m displaystyle mu nbsp Similarly given a real or complex Borel measure m displaystyle mu nbsp on the real line R displaystyle mathbb R nbsp and called m a j c j d x j displaystyle mu a sum j c j delta x j nbsp its atomic part we have lim R 1 2 R R R m 3 2 d 3 j c j 2 displaystyle lim R to infty frac 1 2R int R R widehat mu xi 2 d xi sum j c j 2 nbsp where m 3 R e 2 p i 3 x d m x displaystyle widehat mu xi int mathbb R e 2 pi i xi x d mu x nbsp is the Fourier transform of m displaystyle mu nbsp Proof editFirst of all we observe that if n displaystyle nu nbsp is a complex measure on the circle then 1 2 N 1 n N N n n T f N z d n z displaystyle frac 1 2N 1 sum n N N widehat nu n int mathbb T f N z d nu z nbsp with f N z 1 2 N 1 n N N z n displaystyle f N z frac 1 2N 1 sum n N N z n nbsp The function f N displaystyle f N nbsp is bounded by 1 displaystyle 1 nbsp in absolute value and has f N 1 1 displaystyle f N 1 1 nbsp while f N z z N 1 z N 2 N 1 z 1 displaystyle f N z frac z N 1 z N 2N 1 z 1 nbsp for z T 1 displaystyle z in mathbb T setminus 1 nbsp which converges to 0 displaystyle 0 nbsp as N displaystyle N to infty nbsp Hence by the dominated convergence theorem lim N 1 2 N 1 n N N n n T 1 1 z d n z n 1 displaystyle lim N to infty frac 1 2N 1 sum n N N widehat nu n int mathbb T 1 1 z d nu z nu 1 nbsp We now take m displaystyle mu nbsp to be the pushforward of m displaystyle overline mu nbsp under the inverse map on T displaystyle mathbb T nbsp namely m B m B 1 displaystyle mu B overline mu B 1 nbsp for any Borel set B T displaystyle B subseteq mathbb T nbsp This complex measure has Fourier coefficients m n m n displaystyle widehat mu n overline widehat mu n nbsp We are going to apply the above to the convolution between m displaystyle mu nbsp and m displaystyle mu nbsp namely we choose n m m displaystyle nu mu mu nbsp meaning that n displaystyle nu nbsp is the pushforward of the measure m m displaystyle mu times mu nbsp on T T displaystyle mathbb T times mathbb T nbsp under the product map T T T displaystyle cdot mathbb T times mathbb T to mathbb T nbsp By Fubini s theorem n n T T z w n d m m z w T T z n w n d m w d m z m n m n m n 2 displaystyle widehat nu n int mathbb T times mathbb T zw n d mu times mu z w int mathbb T int mathbb T z n w n d mu w d mu z widehat mu n widehat mu n widehat mu n 2 nbsp So by the identity derived earlier lim N 1 2 N 1 n N N m n 2 n 1 T T 1 z w 1 d m m z w displaystyle lim N to infty frac 1 2N 1 sum n N N widehat mu n 2 nu 1 int mathbb T times mathbb T 1 zw 1 d mu times mu z w nbsp By Fubini s theorem again the right hand side equals T m z 1 d m z T m z d m z j m z j 2 j c j 2 displaystyle int mathbb T mu z 1 d mu z int mathbb T overline mu z d mu z sum j mu z j 2 sum j c j 2 nbsp The proof of the analogous statement for the real line is identical except that we use the identity 1 2 R R R n 3 d 3 R f R x d n x displaystyle frac 1 2R int R R widehat nu xi d xi int mathbb R f R x d nu x nbsp which follows from Fubini s theorem where f R x 1 2 R R R e 2 p i 3 x d 3 displaystyle f R x frac 1 2R int R R e 2 pi i xi x d xi nbsp We observe that f R 1 displaystyle f R leq 1 nbsp f R 0 1 displaystyle f R 0 1 nbsp and f R x e 2 p i R x e 2 p i R x 4 p i R x displaystyle f R x frac e 2 pi iRx e 2 pi iRx 4 pi iRx nbsp for x 0 displaystyle x neq 0 nbsp which converges to 0 displaystyle 0 nbsp as R displaystyle R to infty nbsp So by dominated convergence we have the analogous identity lim R 1 2 R R R n 3 d 3 n 0 displaystyle lim R to infty frac 1 2R int R R widehat nu xi d xi nu 0 nbsp Consequences editA real or complex Borel measure m displaystyle mu nbsp on the circle is diffuse i e m a 0 displaystyle mu a 0 nbsp if and only if lim N 1 2 N 1 n N N m n 2 0 displaystyle lim N to infty frac 1 2N 1 sum n N N widehat mu n 2 0 nbsp A probability measure m displaystyle mu nbsp on the circle is a Dirac mass if and only if lim N 1 2 N 1 n N N m n 2 1 displaystyle lim N to infty frac 1 2N 1 sum n N N widehat mu n 2 1 nbsp Here the nontrivial implication follows from the fact that the weights c j displaystyle c j nbsp are positive and satisfy 1 j c j 2 j c j 1 displaystyle 1 sum j c j 2 leq sum j c j leq 1 nbsp which forces c j 2 c j displaystyle c j 2 c j nbsp and thus c j 1 displaystyle c j 1 nbsp so that there must be a single atom with mass 1 displaystyle 1 nbsp References edit Furstenberg s Conjecture on 2 3 invariant continuous probability measures on the circle MathOverflow A complex borel measure whose Fourier transform goes to zero MathOverflow Retrieved from https en wikipedia org w index php title Wiener 27s lemma amp oldid 1003206577, wikipedia, wiki, book, books, library,