Inequalities on time-concentrated or frequency-concentrated functions
The authors prove Fourier uncertainty inequalities that trade concentration in terms of size of support on the one hand, versus variance on the other. The angular variance of a \(2\pi\)-periodic function \(f\) with Fourier series \(f\sim \sum_{-\infty}^\infty a_j e^{ i jt}\) can be defined as \[ \Delta_\theta(f)^2 =\frac{(\sum_{-\infty}^\infty | a_j| ^2)^2- | \sum_{-\infty}^\infty a_j\overline{a_{j+1}}| ^2}{| \sum_{-\infty}^\infty a_j\overline{a_{j+1}}| ^2} \] if \(\sum_{-\infty}^\infty | a_j| ^2=1\), minimizing \(\Delta_\theta\) under some constraint amounts to maximizing \(| \sum_{-\infty}^\infty a_j\overline{a_{j+1}}| \). For a \(2\pi\)-periodic function whose spectrum is \(\varepsilon\)-concentrated on a set \(S\subset \mathbb{Z}\) in the sense that \(\sum_{j\notin S} | a_j| ^2\leq \varepsilon^2 \sum_{j\in \mathbb{Z}} | a_j| ^2\), it is proved that among all \(f\) and \(N\)-element sets \(S\), the minimizer of \(\Delta_\theta(f)\) is determined by its Fourier coefficients \(\{a_j\}\) as follows: (i) \(\sum | a_j| ^2=1\), (ii) \(\sum_{j=1}^N | a_j| ^2=1-\varepsilon\), and there are numbers \(A>0\), \(B\geq 0\), \(\gamma\in (0,\pi/(N+1)]\) and \(\alpha\in (0,1)\) such that (iii) \(a_j=A\cos \gamma(j-\frac{N+1}{2})\) for \(j=0,1,\dots,N+1\) and \(a_j=B\alpha^{j-N}\) for \(j\geq N\) and \(a_j=B\alpha^{1-j}\) for \(j\leq 1\). A parallel result is proved for functions in \(L^2(\mathbb{R})\) under additional regularity constraints.
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