Infinite-dimensional operator ridgelet transform

Appendix A. A kernel interpretation of the frame operator🔗

This appendix computes a regularized characteristic functional of the infinite Gaussian mixture and explains a formal kernel interpretation of the frame operator. These optional observations are not prerequisites for the main proofs.

LemmaA.1
uses 1used by 0✓L∃∀N

For z\ne0 put q=\langle Pz,z\rangle>0 (i) and \nu_\alpha^{\varepsilon,M}=\int_\varepsilon^M\mathcal N(0,2sP)s^{\alpha/2-1}\mathrm ds. Then \lim_{\varepsilon\downarrow0,M\uparrow\infty}\int_He^{i\langle z,\xi\rangle}\,\nu_\alpha^{\varepsilon,M}(\mathrm d\xi)=\Gamma(\alpha/2)q^{-\alpha/2} (ii), where \int_0^\infty e^{-sq}s^{\alpha/2-1}\mathrm ds=\Gamma(\alpha/2)q^{-\alpha/2} (iii). In contrast \int_H|e^{i\langle z,\xi\rangle}|\,\nu_\alpha(\mathrm d\xi)=\infty (iv), so the limit is not a Lebesgue integral against \nu_\alpha.

Lean code for LemmaA.1●4 theorems
  • complete
    theorem OperatorRidgelet.Paper.lem_A_1_i.{u_1} {H : Type u_1}
      [NormedAddCommGroup H] [InnerProductSpace ℝ H] [CompleteSpace H]
      [SecondCountableTopology H] [MeasurableSpace H] [BorelSpace H]
      {P : H →L[ℝ] H} (hP : OperatorRidgelet.IsTraceClassCovariance P)
      (z : H) (hz : z ≠ 0) : 0 < inner ℝ (P z) z
    theorem OperatorRidgelet.Paper.lem_A_1_i.{u_1}
      {H : Type u_1} [NormedAddCommGroup H]
      [InnerProductSpace ℝ H]
      [CompleteSpace H]
      [SecondCountableTopology H]
      [MeasurableSpace H] [BorelSpace H]
      {P : H →L[ℝ] H}
      (hP :
        OperatorRidgelet.IsTraceClassCovariance
          P)
      (z : H) (hz : z ≠ 0) :
      0 < inner ℝ (P z) z
    **Lemma [lem:A.1]** Truncation of the scale integral.  For `z ≠ 0` the quadratic
    form `q = ⟨Pz,z⟩` is positive. 
  • complete
    theorem OperatorRidgelet.Paper.lem_A_1_ii.{u_1} {H : Type u_1}
      [NormedAddCommGroup H] [InnerProductSpace ℝ H] [CompleteSpace H]
      [SecondCountableTopology H] [MeasurableSpace H] [BorelSpace H]
      {P : H →L[ℝ] H} (hP : OperatorRidgelet.IsTraceClassCovariance P)
      {N : ℝ → MeasureTheory.Measure H}
      (hN : OperatorRidgelet.IsCenteredGaussianLayers P N) {α : ℝ}
      (hα : 0 < α) (z : H) (hz : z ≠ 0) :
      Filter.Tendsto
        (fun εM =>
          MeasureTheory.charFun
            (OperatorRidgelet.gaussianMixtureOn N α (Set.Ioo εM.1 εM.2)) z)
        (nhdsWithin 0 (Set.Ioi 0) ×ˢ Filter.atTop)
        (nhds ↑(Real.Gamma (α / 2) * inner ℝ (P z) z ^ (-(α / 2))))
    theorem OperatorRidgelet.Paper.lem_A_1_ii.{u_1}
      {H : Type u_1} [NormedAddCommGroup H]
      [InnerProductSpace ℝ H]
      [CompleteSpace H]
      [SecondCountableTopology H]
      [MeasurableSpace H] [BorelSpace H]
      {P : H →L[ℝ] H}
      (hP :
        OperatorRidgelet.IsTraceClassCovariance
          P)
      {N : ℝ → MeasureTheory.Measure H}
      (hN :
        OperatorRidgelet.IsCenteredGaussianLayers
          P N)
      {α : ℝ} (hα : 0 < α) (z : H)
      (hz : z ≠ 0) :
      Filter.Tendsto
        (fun εM =>
          MeasureTheory.charFun
            (OperatorRidgelet.gaussianMixtureOn
              N α (Set.Ioo εM.1 εM.2))
            z)
        (nhdsWithin 0 (Set.Ioi 0) ×ˢ
          Filter.atTop)
        (nhds
          ↑(Real.Gamma (α / 2) *
              inner ℝ (P z) z ^ (-(α / 2))))
    **Lemma [lem:A.1]** Truncation of the scale integral.  The characteristic
    functionals of the truncated mixtures `ν_α^{ε,M} = ∫_ε^M 𝒩(0,2sP) s^{α/2-1} ds` converge, as
    `ε ↓ 0` and `M ↑ ∞`, to `Γ(α/2) q^{-α/2}`. 
  • complete
    theorem OperatorRidgelet.Paper.lem_A_1_iii.{u_1} {H : Type u_1}
      [NormedAddCommGroup H] [InnerProductSpace ℝ H] [CompleteSpace H]
      [SecondCountableTopology H] [MeasurableSpace H] [BorelSpace H]
      {P : H →L[ℝ] H} (hP : OperatorRidgelet.IsTraceClassCovariance P)
      {α : ℝ} (hα : 0 < α) (z : H) (hz : z ≠ 0) :
      ∫ (s : ℝ) in Set.Ioi 0,
          Real.exp (-s * inner ℝ (P z) z) * s ^ (α / 2 - 1) =
        Real.Gamma (α / 2) * inner ℝ (P z) z ^ (-(α / 2))
    theorem OperatorRidgelet.Paper.lem_A_1_iii.{u_1}
      {H : Type u_1} [NormedAddCommGroup H]
      [InnerProductSpace ℝ H]
      [CompleteSpace H]
      [SecondCountableTopology H]
      [MeasurableSpace H] [BorelSpace H]
      {P : H →L[ℝ] H}
      (hP :
        OperatorRidgelet.IsTraceClassCovariance
          P)
      {α : ℝ} (hα : 0 < α) (z : H)
      (hz : z ≠ 0) :
      ∫ (s : ℝ) in Set.Ioi 0,
          Real.exp (-s * inner ℝ (P z) z) *
            s ^ (α / 2 - 1) =
        Real.Gamma (α / 2) *
          inner ℝ (P z) z ^ (-(α / 2))
    **Lemma [lem:A.1]** Truncation of the scale integral.  The limit is the Gamma
    integral `∫₀^∞ e^{-sq} s^{α/2-1} ds = Γ(α/2) q^{-α/2}`. 
  • complete
    theorem OperatorRidgelet.Paper.lem_A_1_iv.{u_1} {H : Type u_1}
      [NormedAddCommGroup H] [InnerProductSpace ℝ H] [CompleteSpace H]
      [SecondCountableTopology H] [MeasurableSpace H] [BorelSpace H]
      (hH : ¬FiniteDimensional ℝ H) {P : H →L[ℝ] H}
      (hP : OperatorRidgelet.IsTraceClassCovariance P)
      {N : ℝ → MeasureTheory.Measure H}
      (hN : OperatorRidgelet.IsCenteredGaussianLayers P N) {α : ℝ}
      (hα : 0 < α) (z : H) (hz : z ≠ 0) :
      ¬MeasureTheory.Integrable
          (fun ξ => Complex.exp (↑(inner ℝ z ξ) * Complex.I))
          (OperatorRidgelet.gaussianMixture N α)
    theorem OperatorRidgelet.Paper.lem_A_1_iv.{u_1}
      {H : Type u_1} [NormedAddCommGroup H]
      [InnerProductSpace ℝ H]
      [CompleteSpace H]
      [SecondCountableTopology H]
      [MeasurableSpace H] [BorelSpace H]
      (hH : ¬FiniteDimensional ℝ H)
      {P : H →L[ℝ] H}
      (hP :
        OperatorRidgelet.IsTraceClassCovariance
          P)
      {N : ℝ → MeasureTheory.Measure H}
      (hN :
        OperatorRidgelet.IsCenteredGaussianLayers
          P N)
      {α : ℝ} (hα : 0 < α) (z : H)
      (hz : z ≠ 0) :
      ¬MeasureTheory.Integrable
          (fun ξ =>
            Complex.exp
              (↑(inner ℝ z ξ) * Complex.I))
          (OperatorRidgelet.gaussianMixture N
            α)
    **Lemma [lem:A.1]** Truncation of the scale integral.  In contrast, the character
    `ξ ↦ e^{i⟨z,ξ⟩}` is not integrable against `ν_α`, so the limit is not a Lebesgue integral. 
Proof for Lemma A.1
Proof uses 2
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Lemma 3.1
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The truncated mixture is finite, so Fubini and the characteristic functional of \mathcal N(0,2sP) reduce the integral to \int_\varepsilon^Me^{-sq}s^{\alpha/2-1}\mathrm ds; monotone convergence and the substitution u=sq finish the proof.

Remark A.2 (A Riesz-type kernel for the frame operator).

The regularized characteristic functional in Lemma A.1 suggests the kernel \Gamma(\alpha/2)\langle P(x-y),x-y\rangle^{-\alpha/2} for the frame operator. This is only a formal interchange against an infinite oscillatory measure and is not used as an identity. In finite dimension, with P=I and 0<\alpha<m, it agrees with the Riesz-potential interpretation of Corollary D.2.