Thursday, May 9, 2013

Fourier coefficients as eigenvalues/spectrum

In this post I want to make a connection between Fourier coefficients and eigenvalues/spectrum. Let me put the claim up front:
If λ=f^(n), then fλδ0 is not invertible with respect to the convolution product.
Please feel free to jump directly to the end for the explanation.

Let T=[0,1] be identified with the circle {z:C:|z|=1}={e2πit:t[0,1]}. An integrable periodic function fL1(T) can be associated with its decomposition as a Fourier series
f(t)n=f^(n)e2πint,
where the Fourier coefficients are defined by
f^(n):=01f(t)e2πintdt.
Intuitively the Fourier coefficients f^(n) tell us the weights of the components e2πint within f. f^ is the spectrum of the signal f.

In linear algebra, the spectrum of a square matrix (or more generally a bounded linear operator) A is the set of eigenvalues {λC:AλI  is not invertible }. Extending this, the spectrum of an element a in a unital Banach algebra A is {λC:aλ1 is not invertible }. Is there any way to connect this spectrum with the spectrum of a function?

Let us recall the definition of convolution of two functions:
fg(x):=01f(xt)g(t)dt.
It has the following property: fg^(n)=f^(n)g^(n). Note that L1(T) is an algebra with respect to this convolution product (not with respect to the usual multiplication)! However, L1(T) does not have an identity element (Is there a function such that f * g = f for all f?), we cannot talk about invertibility in this algebra. (Hence in harmonic analysis we need something called approximate identity as a substitute, sometimes appearing as summability kernel in classical case.) For convenience, let us move to a larger algebra M(T) which contains L1(T).

M(T) is the algebra of regular Borel measures on T. A function fL1(T) is identified with the measure f(t)dtM(T). The convolution product and Fourier coefficients of a measure is extended as follows:
fμ(x):=01f(xt)dμ(t),μν(E):=01011E(x+y)dμ(x)dν(y)=01μ(Ey)dν(y)
and
μ^(n):=01e2πintdμ(t)
where 1E is the indicator function of E.  μν^(n)=μ^(n)ν^(n) is satisfied analogously.

Now we have an identity element in M(T), namely the Dirac measure δ0:
fδ0(x)=01f(xt)dδ0(t)=f(x).
Its Fourier transform is δ^0(n)=01e2πintdδ0(t)=1 for all n.

Finally, we can show our claim, by considering the contrapositive of the statement.
Suppose fλδ0 is invertible, then (fλδ0)h=δ0 for some hM(T). Taking Fourier transform we have (f^(n)λ)h^(n)=1 for all n. This implies that λf^(n) for all n.


Remark:
1. Originally I want to prove the converse as well, but it involves some theory of Gelfand transform.

2. To be frank, this may not be the best way of presenting f^(n) as eigenvalues. A more proper explanation would be along the line of eigenspace decomposition of the regular representation
π:L1(T)B(L2(T))π(f)g:=fg. In this case we can really claim that λ=f^(n) if and only if λ is an eigenvalue of π(f).

3. I hope this post is still an interesting observation though, and will arouse your interest in the linkage between Fourier analysis, spectral theorem and representation theory. The interplay of the group action with the differential operator is behind the scene. One may also ponder on this question: why is e2πint so special?

Personally the motivation along this investigation is the line of different generalizations of spectrum, from eigenvalues to spectrum of a ring and a C-algebra!

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