Fourier Uncertainty Principles, Scale Space Theory and the Smoothest Average
Abstract
Let f ∈ L2(Rn) and suppose we are interested in computing its average at a fixed scale. This is easy: we pick the density u of a probability distribution with mean 0 and some moment at the desired scale and compute the convolution u * f. Is there a particularly natural choice for u? This question is studied in scale space theory and the Gaussian is a popular answer. We were interested whether a canonical choice for u can arise from a new axiom: having fixed a scale, the average should oscillate as little as possible, i.e. u = u f ∈ L2(Rn) \| ∇ (u *f) \|L2(Rn)\|f\|L2(Rn). This optimal function turns out to be a minimizer of an uncertainty principle: for α > 0 and β > n/2, there exists cα, β,n > 0 such that for all u ∈ L1(Rn) \| ||β · u\|αL∞(Rn) · \| |x|α · u \|βL1(Rn) ≥ cα, β,n \|u\|L1(Rn)α + β. For β = 1, any nonnegative extremizer of the inequality serves as the best averaging function in the sense above, β ≠ 1 corresponds to other derivatives. For (n, β)=(1,1) we use the Shannon-Whittaker formula to prove that the characteristic function u(x) = [-1/2,1/2] is a local minimizer among functions defined on [-1/2,1/2] for α ∈ \2,3,4,5,6\. We provide a sufficient condition for general α in terms of a sign pattern for the hypergeometric function 1F2.