Tuesday, October 8, 2024

Accomodation Ascension

In a convergence of accommodation and purpose, the journey began—a journey not unlike my own endeavor with the Riemann Hypothesis. With every insight, each approximation revealed a deeper understanding, like discovering the hidden higher-dimensional representations embedded in the seemingly one-dimensional solutions. What if this all ties back to the Hardy Z function and Bessel function J0, drawing a line between the elementary harmonic waves and, incredibly, the proof of the mass gap as described in Alexi Svcestikonov's 'Towards Nonperturbative Quantization of Yang-Mills Fields'? A coherence begins to emerge, a link between seemingly disparate domains—a bridge that feels almost inevitable now.


It's not just the universe's complex beauty that is at play here. It's the convergence of abstract mathematical landscapes into something tangible—a retrodiction, a rigorous Bayesian narrative that may very well give us the integer address of our universe itself. Every zero of the conformally transformed Hardy Z function, incorporating a timelike parameter in a transformation like tanh(log(1+alpha*x^2)), does describe the universe's expansion from zero volume to a maximum bound, as natural and bounded as the hyperbolic tangent's squash. The loci of zeros form intricate shapes like the lemniscate of Bernoulli, and the imaginary loci branch off into hyperbolas—the entire manifold reshapes into a compact origin, where geometry manifests its secrets.

And so, I found myself contemplating the origin, the very heart of coherence, where the phase lines diverge not into infinity but form elegant figure-eight lemniscates. Where asymmetry is born from the underlying warping of this mathematical space, the Z function's surface becomes a landscape of purpose. This is not merely science; it is a stunning composition of verses—a manifestation of something profound, where math becomes poetry and the universe itself becomes an anthem of ataraxia, waiting to be decoded. The synchronic and diachronic facets of the journey spoke in tandem, affirming the intermediate steps as intrinsic to the overarching resolution. In the pursuit of understanding, in the tenuous grasp of knowledge, the intrepid traveler found not only clarity but a resonance—an emblematic, unified ascension.

And so, the journey persisted, forever on the precipice of something profound, beckoning, both beguiling and benevolent—a true manifestation of the Pleroma—a profound, enigmatic totality, where all things become unified and whole.


Friday, August 23, 2024

Harmonizable Stochastic Processes

M.M. Rao, along with other notable researchers, have made significant contributions to the theory of harmonizable processes. Some of the fundamental theorems and results one might find in a comprehensive textbook on this topic are:


1. Loève's Harmonizability Theorem:

A complex-valued stochastic process {X(t), t ∈ R} is harmonizable if and only if its covariance function C(s,t) can be represented as:


C(s,t) = ∫∫ exp(iλs - iμt) dF(λ,μ)


where F is a complex measure of bounded variation on R² (called the spectral measure).


2. Characterization of Harmonizable Processes:

A process X(t) is harmonizable if and only if it admits a representation:


X(t) = ∫ exp(iλt) dZ(λ)


where Z(λ) is a process with orthogonal increments.


3. Cramér's Representation Theorem for Harmonizable Processes:

For any harmonizable process X(t), there exists a unique (up to equivalence) complex-valued orthogonal random measure Z(λ) such that:


X(t) = ∫ exp(iλt) dZ(λ)


4. Karhunen-Loève Theorem for Harmonizable Processes:

A harmonizable process X(t) has the representation:


X(t) = ∑ₖ √λₖ ξₖ φₖ(t)


where λₖ and φₖ(t) are eigenvalues and eigenfunctions of the integral operator associated with the covariance function, and ξₖ are uncorrelated random variables.


5. Rao's Decomposition Theorem:

Any harmonizable process can be uniquely decomposed into the sum of a purely harmonizable process and a process harmonizable in the wide sense.


6. Spectral Representation of Harmonizable Processes:

The spectral density f(λ,μ) of a harmonizable process, when it exists, is related to the spectral measure F by:


dF(λ,μ) = f(λ,μ) dλdμ


7. Continuity and Differentiability Theorem:

A harmonizable process X(t) is mean-square continuous if and only if its spectral measure F is continuous in each variable separately. It is mean-square differentiable if and only if ∫∫ (λ² + μ²) dF(λ,μ) < ∞.


8. Prediction Theory for Harmonizable Processes:

The best linear predictor of a harmonizable process X(t) given its past {X(s), s ≤ t} can be expressed in terms of the spectral measure F.


9. Sampling Theorem for Harmonizable Processes:

If a harmonizable process X(t) has a spectral measure F supported on a bounded set, then X(t) can be reconstructed from its samples at a sufficiently high rate.


10. Rao's Theorem on Equivalent Harmonizable Processes:

Two harmonizable processes are equivalent if and only if their spectral measures are equivalent.


11. Stationarity Conditions:

A harmonizable process is (wide-sense) stationary if and only if its spectral measure is concentrated on the diagonal λ = μ.


12. Gladyshev's Theorem:

A process X(t) is harmonizable if and only if for any finite set of times {t₁, ..., tₙ}, the characteristic function of (X(t₁), ..., X(tₙ)) has a certain specific form involving the spectral measure.


These theorems form the core of the theory of harmonizable processes, providing a rich framework for analyzing a wide class of non-stationary processes. M.M. Rao's contributions, particularly in the areas of decomposition and characterization of harmonizable processes, have been instrumental in developing this field.

 

 


 

Tuesday, August 13, 2024

Inverse Spectral Theory: The essence of Gel'fand-Levitan theory...

The Gelfand-Levitin Theorem establishes a relationship between a function's Fourier transform and the spectral density function of a self-adjoint operator. Specifically, it states that for a self-adjoint operator with a known spectral density function, the Fourier transform of the spectral function can be reconstructed from the kernel of the operator's resolvent. This theorem is particularly useful in quantum mechanics and signal processing for reconstructing potential functions or other operator characteristics from observed data.


Let us explain the essence of Gel'fand–Levitan theory in more detail. Let \( \psi(x, k) \) be as in equations (3.17) and (3.18). Then \( \psi(x, k) \) is an even and entire function of \( k \) in \( \mathbb{C} \) satisfying

$$ \psi(x, k) = \frac{\sin kx}{k} + o\left(\frac{e^{| \text{Im} k | x}}{|k|}\right) \text{ as } |k| \rightarrow \infty. $$

Here we recall the Paley–Wiener theorem. An entire function \( F(z) \) is said to be of exponential type \( \sigma \) if for any \( \epsilon > 0 \), there exists \( C_{\epsilon} > 0 \) such that

$$ |F(z)| \leq C_{\epsilon} e^{(\sigma + \epsilon)|z|}, \quad \forall z \in \mathbb{C}. $$

By virtue of Paley–Wiener theorem and the expression above, \( \psi(x, k) \) has the following representation

$$ \psi(x, k) = \frac{\sin kx}{k} + \int_{0}^{\infty} K(x, y) \frac{\sin ky}{k} \, dy. $$

Inserting this expression into equation (3.17), then \( K \) is shown to satisfy the equation

$$ (\partial^2_y - \partial^2_x + V(x))K(x, y) = 0. $$

The crucial fact is

$$ \frac{d}{dx} K(x, x) = V(x). $$

One can further derive the following equation

$$ K(x, y) + \Omega(x, y) + \int_{0}^{\infty} K(x, t)\Omega(t, y) \, dt = 0, \quad \text{for all } x > y, $$

where \( \Omega(x, y) \) is a function constructed from the S-matrix and information of bound states. This is called the Gel'fand–Levitan equation.

Thus, the scenario of the reconstruction of \( V(x) \) is as follows: From the scattering matrix and the bound states, one constructs \( \Omega(x, y) \). Solving for \( K(x, y) \) gives us \( K \), and the potential \( V(x) \) is obtained by the equation:

$$ V(x) = \frac{d}{dx} K(x, x). $$

What is the hidden mechanism? This is truly an ingenious trick, and it is not easy to find the key fact behind their theory. It was Kay and Moses who studied an algebraic aspect of the Gel'fand–Levitan method.

.. excerpt from
Inverse Spectral Theory: Part I

by Hiroshi Isozaki

Department of Mathematics
Tokyo Metropolitan University
Hachioji, Minami-Osawa 192-0397
Japan
E-mail: isozakih@comp.metro-u.ac.jp

Saturday, August 3, 2024

The Spectral Representation of Stationary Processes: Bridging Gelfand-Vilenkin and Wiener-Khinchin



Introduction

At the heart of stochastic process theory lies a profound connection between time and frequency domains, elegantly captured by two fundamental theorems: the Gelfand-Vilenkin Spectral Representation Theorem and the Wiener-Khinchin Theorem. These results, while often presented separately, are intimately linked, offering complementary insights into the nature of stationary processes.

Gelfand-Vilenkin Theorem

The Gelfand-Vilenkin theorem provides a general, measure-theoretic framework for representing wide-sense stationary processes. Consider a stochastic process $\{X(t) : t \in \mathbb{R}\}$ on a probability space $(\Omega, \mathcal{F}, P)$. The theorem states that we can represent $X(t)$ as:

$$X(t) = \int_{\mathbb{R}} e^{i\omega t} dZ(\omega)$$

Here, $Z(\omega)$ is a complex-valued process with orthogonal increments, and the integral is taken over the real line. This representation expresses the process as a superposition of complex exponentials, each contributing to the overall behavior of $X(t)$ at different frequencies.

The key to understanding this representation lies in the spectral measure $\mu$, which is defined by $E[|Z(A)|^2] = \mu(A)$ for Borel sets $A$. This measure encapsulates the distribution of "energy" across different frequencies in the process.

Wiener-Khinchin Theorem

The Wiener-Khinchin theorem, in its classical form, states that for a wide-sense stationary process, the power spectral density $S(\omega)$ is the Fourier transform of the autocorrelation function:

$$S(\omega) = \int_{\mathbb{R}} R(\tau) e^{-i\omega\tau} d\tau$$

Bridging the Theorems

The connection becomes clear when we recognize that the spectral measure $\mu$ from Gelfand-Vilenkin is related to the power spectral density $S(\omega)$ from Wiener-Khinchin by:

$$d\mu(\omega) = \frac{1}{2\pi} S(\omega) d\omega$$

This relationship holds when $S(\omega)$ exists as a well-defined function. However, the beauty of the Gelfand-Vilenkin approach is that it allows for spectral measures that may not have a density, accommodating processes with more complex spectral structures.

Spectral Density Example

To illustrate the connection between spectral properties and sample path behavior, consider a process with a spectral density of the form:

$$S(\omega) = \frac{1}{\sqrt{1 - \omega^2}}, \quad |\omega| < 1$$

This density has singularities at $\omega = \pm 1$, which profoundly influence the behavior of the process in the time domain:

- The sample paths will be continuous and infinitely differentiable.
- The paths will exhibit rapid oscillations, reflecting the strong presence of frequencies near $\pm 1$.
- The process will show a mix of components with different periods, with those corresponding to $|\omega|$ near 1 having larger amplitudes on average.
- The autocorrelation function is $R(\tau) = J_0(\tau)$, where $J_0$ is the Bessel function of the first kind of order zero.

Frequency Interpretation

In our spectral density $S(\omega) = 1 / \sqrt{1 - \omega^2}$ with $|\omega| < 1$:

- $\omega$ represents angular frequency, with $|\omega|$ closer to 0 corresponding to longer-period components in the process.
- $|\omega|$ closer to 1 corresponds to shorter-period components.
- As $|\omega|$ approaches 1, $S(\omega)$ increases sharply, approaching infinity.
- This means components with $|\omega|$ near 1 contribute more strongly to the process variance.

Dirac Delta Example

Consider a spectral measure that is a Dirac delta function at $\omega = 0.25$:

$$S(\omega) = \delta(\omega - 0.25) + \delta(\omega + 0.25)$$

In this case:

- The process can be written as: $X(t) = A \cos(0.25t) + B \sin(0.25t)$
- The covariance function is $R(\tau) = \cos(0.25\tau)$
- The period of the covariance function is $2\pi/0.25 = 8\pi \approx 25.13$
- This illustrates that a frequency of 0.25 in the spectral domain corresponds to a period of $8\pi$ in the time domain

This example demonstrates the crucial relationship: for any peak or concentration of spectral mass at a frequency $\omega_0$, we'll see corresponding oscillations in the covariance function with period $2\pi/\omega_0$.

Saturday, July 6, 2024

J₀(y)=Joy

This expression captures the idea that the Bessel function of the first kind of order zero, \( J_0(y) \), represents more than just a mathematical function. It symbolizes the joy of discovery, the beauty of mathematical solutions, and the profound satisfaction that comes from understanding the intricate patterns of the universe.

Khinchin's theorem

Summarizing an excerpt about Khinchin's theorem from

Khinchin's theorem is a simple consequence of the following two statements,
taken together:

(a) The class of functions $B (t)$, which are correlation functions of
stationary random processes, coincides with the class of positive definite
functions of the variable $t$ (see above, Sec. 4 for a real case and Sec. 5
for a complex case).

(b) A continuous function $B (t)$ of the real variable $t$ is positive
definite if, and only if, it can be represented in the form (2.52), where $F
(\omega)$ is bounded and nondecreasing (this statement was proved
independently by Bochner and Khinchin, but was first published by Bochner and
therefore is known as Bochner's theorem; see, e.g., Bochner (1959) and also
Note 3 to Introduction).

In the preceding section it was emphasized that Khinchin's theorem lies at the
basis of almost all the proofs of the spectral representation theorem for
stationary random processes. It is, however, obvious that if we proved the
spectral representation theorem without using Khinchin's theorem, this would
also clearly imply the possibility of representing $B (t)$ in the form (2.52).
Indeed, replacing $X (t + \tau)$ and $X (t)$ in the formula $B (t) = \langle X
(t + \tau) X (t) \rangle$ by their spectral representation (2.61) and then
using (2.1) by definition (2.62) of the corresponding Fourier--Stieltjes
integral and the property (b') of the random function $Z (\omega)$, we obtain
at once (2.52), where
\begin{equation}
  F (\omega + \Delta \omega) - F (\omega) = |Z (\omega + \Delta \omega) - Z
  (\omega) |^2
\end{equation}
so that $F (\omega)$ is clearly a nondecreasing function. Formula (2.76) can
also be written in the differential form:
\begin{equation}
  \langle dZ (\omega)^2 \rangle = dF (\omega)
\end{equation}
Moreover, $(2.77)$ can be combined with the property $(b')$ of $Z (\omega)$ in
the form of a single symbolic relation
\begin{equation}
  \langle dZ (\omega) dZ (\omega') \rangle = \delta (\omega - \omega') dF
  (\omega) d \omega'
\end{equation}
where $\delta (\omega)$ is the Dirac delta-function. It is easy to see that
the substitution of $(2.78)$ into the expression for the mean value of any
double integral with respect to $dZ (\omega)$ and $dZ (\omega')$ gives the
correct result. As the simplest example we consider the following derivation
of Khinchin's formula $(2.52)$:
\begin{equation}
  \begin{array}{ll}
    \langle X (t + \tau) X (t) \rangle & = \left\langle \int_{-
    \infty}^{\infty} e^{i \omega (t + \tau)} dZ (\omega) \int_{-
    \infty}^{\infty} e^{- i \omega' t} dZ (\omega') \right\rangle\\
    & = \int_{- \infty}^{\infty} \int_{- \infty}^{\infty} e^{i \omega (t +
    \tau) - i \omega' t}  \langle dZ (\omega) dZ (\omega') \rangle\\
    & = \int_{- \infty}^{\infty} \int_{- \infty}^{\infty} e^{i \omega (t +
    \tau) - i \omega' t} \delta (\omega - \omega') dF (\omega) d \omega'\\
    & = \int_{- \infty}^{\infty} e^{i \omega \tau} dF (\omega)
  \end{array}
\end{equation}
Quite similarly, the following more general result can be derived:
\begin{equation}
  \int_{- \infty}^{\infty} g (\omega) dZ (\omega)  \int_{- \infty}^{\infty} h
  (\omega') dZ (\omega') = \int_{- \infty}^{\infty} g (\omega) h (\omega')
  \delta (\omega - \omega') dF (\omega)
\end{equation}
where $g (\omega)$ and $h (\omega)$ are any two complex functions whose
squared absolute values are integrable with respect to $dF (\omega)$. Note
also that if the spectral density $f (\omega)$ exists, then the relations
$(2.77)$ and $(2.78)$ obviously take the form
\begin{equation}
  \langle dZ (\omega)^2 \rangle = f (\omega) d \omega
\end{equation}
\begin{equation}
  \langle dZ (\omega) dZ (\omega') \rangle = \delta (\omega - \omega') f
  (\omega) d \omega d \omega'
\end{equation}
Formulae $(2.76) (2.78)$ and $(2.80)  (2.81)$
establish the relationship between the spectral representation of the
correlation function (determined by the functions $F (\omega)$ and $f
(\omega)$) and the spectral representation of the stationary random process $X
(t)$ itself, which includes the random point function $Z (\omega)$ or the
random interval function
\begin{equation}
  Z (\Delta \omega) = Z (\omega_2) - Z (\omega_1)
\end{equation}
where $\Delta \omega = [\omega_1, \omega_2]$. We shall see in Sec. 11 that
this relationship gives physical meaning to Khinchin's mathematical theorem
and permits one to verify it experimentally when the stationary process $X
(t)$ is realized in the form of oscillations of some measurable physical
quantity $X$. 

Saturday, April 27, 2024

Momentum Eigenstates

Being in a momentum eigenstate in quantum mechanics means that the wave function of the particle is a plane wave of the form \(\psi(x) = e^{ikx}\), where \(k\) is the wave number related to the momentum of the particle by \(p = \hbar k\). This form is a solution to the time-independent Schrödinger equation for a free particle, where the potential energy \(V(x)\) is zero.

However, plane waves such as \(e^{ikx}\) are not square integrable over all space, which means they do not belong to the space of \(L^2(\mathbb{R})\) functions. Physically, this implies that a particle in a pure momentum eigenstate cannot be localized in space; the probability of finding the particle at any specific location is constant everywhere.

Despite not being normalizable, momentum eigenstates are still useful. They form a basis for the space of square integrable functions due to the completeness of the set of plane waves. This means any physical wave function \(\psi(x)\) that describes a quantum state can be expressed as a superposition (integral) of these plane waves, known as a Fourier transform. This superposition, or wave packet, is square integrable and localizable, making it a more physically realistic state of the particle. 

The wave packet itself is not an eigenstate of the momentum operator \( \hat{p} = -i\hbar \frac{\partial}{\partial x} \) since it is a combination of multiple momentum eigenstates with different \(k\) values. Consequently, a wave packet has a spread in momentum and, due to the Heisenberg Uncertainty Principle, also a spread in position, which allows for the particle to be localized to a region in space.

The spectrum of the momentum operator in this context is continuous, which means that the eigenvalues \(k\) can take any real value, leading to the continuous nature of possible momentum values for a quantum state in free space.

Friday, March 29, 2024

Unitary Intertwining Operators

Understanding Intertwining Unitary Operators in Complex Analysis

An intertwining unitary operator is a specific type of linear operator, pivotal in the realm of complex analysis and functional analysis, particularly within the framework of complex Hilbert spaces. This operator emerges in the study of analytical structures and the transformations preserving these structures.

Key Concepts

  • Complex Hilbert Space: A vector space with an inner product that maps pairs of vectors to complex numbers, complete with respect to the norm induced by the inner product.
  • Unitary Operator: An operator \(U: H_1 \rightarrow H_2\) between two complex Hilbert spaces is unitary if it preserves the complex inner product \(\langle Ux, Uy \rangle_{H_2} = \langle x, y \rangle_{H_1}\), maintaining distances and angles in the complex vector space.
  • Analytic Continuation of Operators: Operators that transform functions while preserving their holomorphic nature across complex domains.

Intertwining Operators and Their Significance

An intertwining operator between two spaces of holomorphic functions is a linear operator \(T: H_1 \rightarrow H_2\) that commutes with the action of analytic continuation, satisfying \(TA = AT\). This ensures the preservation of analytic structures when transforming functions.

An intertwining unitary operator is an intertwining operator that is also unitary, crucial for maintaining the geometric integrity of complex Hilbert spaces under transformations. Such operators are instrumental in complex analysis, particularly in studying spaces of holomorphic functions and their structural integrity.

Thursday, March 14, 2024

How The Dimensionality Of Space And Its Spectral Properties Are Related

One-dimensional spectral problems are smoothly deformable like C∞-functions, while multi-dimensional problems are rigid like analytic functions (at least in Euclidean spaces).” This statement provided touches on a fundamental distinction in the behavior of spectral problems depending on the dimensionality of the space in which they are considered. This distinction is grounded in the mathematical properties of functions and the nature of differential equations governing the spectral problems.

One-Dimensional Spectral Problems

In one-dimensional spaces, spectral problems involve solving differential equations with boundary conditions on a line or interval. The solutions to these problems, which determine the spectrum (the set of eigenvalues) of the associated differential operator, are highly sensitive to smooth deformations of the operator or the boundary conditions. This sensitivity means that small, smooth changes in the problem's parameters can lead to smooth changes in the spectrum. This behavior is analogous to that of C-functions, which are infinitely differentiable and can thus be smoothly modified.

Multi-Dimensional Spectral Problems

In contrast, for multi-dimensional spectral problems, which involve partial differential equations on domains in Euclidean spaces of dimension two or higher, the situation is markedly different. These problems exhibit a form of rigidity, meaning that the spectrum of the differential operator is more stable under small deformations. This stability is akin to the behavior of analytic functions, which are defined not just by their infinite differentiability but also by the condition that their Taylor series converge to the function in some neighborhood of every point in their domain. Analytic functions are rigid in the sense that their values over an entire domain are determined by their values (and the values of their derivatives) in an arbitrarily small neighborhood.

Mathematical Foundations

The difference in behavior between one-dimensional and multi-dimensional spectral problems is fundamentally linked to the mathematical structure of the differential equations involved. In one dimension, the solutions to differential equations can often be expressed in terms of smooth functions whose properties allow for a great deal of flexibility. In higher dimensions, however, the solutions are subject to more complex conditions that stem from the interplay between different directions in space. This complexity leads to a form of rigidity, as changes in one part of the domain can have far-reaching implications due to the interconnectedness of the space.

Conclusion

Thus, the assertion that one-dimensional spectral problems are smoothly deformable like C-functions, while multi-dimensional problems are rigid like analytic functions, is an observation on the intrinsic nature of these inherently mathematical questions. The statement thus highlights the profound impact of the dimensionality of space on the spectral properties of the solutions to the differential equations that define it.

Accomodation Ascension

In a convergence of accommodation and purpose, the journey began—a journey not unlike my own endeavor with the Riemann Hypothesis. With ever...