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Revista Matemática Iberoamericana

Hermite functions and uncertainty principles for the Fourier and the windowed Fourier transforms

Aline Bonami, Bruno Demange, Philippe Jaming

Published Apr 30, 2003• 169 citations
Publisher

Abstract

We extend an uncertainty principle due to Beurling into a characterization of Hermite functions. More precisely, all functions f on \mathbb{R}^d which may be written as P(x)\exp (-\langle Ax, x\rangle) , with A a real symmetric definite positive matrix, are characterized by integrability conditions on the product f(x) \widehat{f}(y) . We then obtain similar results for the windowed Fourier transform (also known, up to elementary changes of functions, as the radar ambiguity function or the Wigner transform). We complete the paper with a sharp version of Heisenberg's inequality for this transform.

DOI
10.4171/rmi/337

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A mathematical uncertainty principle is an inequality or uniqueness theorem concerning the joint localization of a function or system and its spectrum. A Fourier uncertainty principle is thus a statement that a function and its Fourier transform cannot both decay too rapidly. The most familiar form is the Wiener-Heisenberg inequality, 5.1 $$ \left\| {(x - x_0 )f(x)} \right\|_2 \left\| {(\xi - \xi _0 )\overset{\lower0.5em\hbox{$\smash{\scriptscriptstyle\frown}$}}{f} (\xi )} \right\|_2 \geqslant \frac{{\mathop {\left\| f \right\|}\nolimits_2^2 }} {{4\pi }},$$ which becomes an equality only for multiples of Gaussians of the form exp(−πα(x − x0)2 + 2πiξ0x). In this chapter, D will denote the normalized differentiation or momentum operator D = (1/2πi)d/dx. The inequality (5.1) is often written 5.2 $$ \sigma _X (f)\sigma _D (f) \equiv \left\| {Xf - \left\langle {Xf,f} \right\rangle f} \right\|_2 \left\| {Df - \left\langle {Df,f} \right\rangle f} \right\|_2 \geqslant 1,$$ where X is the multiplication operator f(x) ↦ xf(x). Barnes [22] attributes the first proof of (5.1) to a lecture delivered by Wiener in Hilbert’s mathematical physics seminar in Göttingen in 1925. In fact, Wiener discusses this lecture, though not the explicit proof of (5.1), at length in his autobiography (see [365], p. 105). What distinguished Wiener’s approach, however, was his macroscopic interpretation of (5.1), a point of view that led to further important achievements, including the Landau, Pollack and Slepian “Bell Labs” uncertainty principles in Chapter 3

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We extend an uncertainty principle due to Beurling into a characterization of Hermite functions. More precisely, all functions f on \mathbb{R}^d which may be written as P(x)\exp (-\langle Ax, x\rangle) , with A a real symmetric definite positive matrix, are characterized by integrability conditions on the product f(x) \widehat{f}(y) . We then obtain similar results for the windowed Fourier transform (also known, up to elementary changes of functions, as the radar ambiguity function or the Wigner transform). We complete the paper with a sharp version of Heisenberg's inequality for this transform.
We extend an uncertainty principle due to Beurling into a characterization of Hermite functions. More precisely, all functions fff on Rd\R^dRd which may be written as P(x)exp⁡(Ax,x)P(x)\exp (Ax,x)P(x)exp(Ax,x), with AAA a real symmetric definite positive matrix, are characterized by integrability conditions on the product f(x)f^(y)f(x)\hat{f}(y)f(x)f^​(y). We also give the best constant in uncertainty principles of Gelf'and Shilov type. We then obtain similar results for the windowed Fourier transform (also known, up to elementary changes of functions, as the radar ambiguity function or the Wigner transform). We complete the paper with a sharp version of Heisenberg's inequality for this transform.
We extend an uncertainty principle due to Beurling into a characterization of\nHermite functions. More precisely, all functions fff on mathbbRd\\mathbb{R}^dmathbbRd which may\nbe written as P(x)exp(−langleAx,xrangle)P(x)\\exp (-\\langle Ax, x\\rangle)P(x)exp(−langleAx,xrangle), with AAA a real symmetric\ndefinite positive matrix, are characterized by integrability conditions on the\nproduct f(x)widehatf(y)f(x) \\widehat{f}(y)f(x)widehatf(y). We then obtain similar results for the windowed\nFourier transform (also known, up to elementary changes of functions, as the\nradar ambiguity function or the Wigner transform). We complete the paper with a\nsharp version of Heisenberg's inequality for this transform.
We present several variations of a proof of the position-momentum uncertainty principle that are based on the calculus of variations and does not rely on the Cauchy–Schwartz inequality. We show that the stationary uncertainty wave functions are the Hermite–Gaussian solutions to the quantum harmonic oscillator problem, that the minimum uncertainty wave function is the Gaussian, and that stationary uncertainty wave functions must be their own Fourier transforms. We also provide a calculus of variations proof of the Cauchy–Schwartz inequality. Finally, we discuss the properties of wave functions that are their own Fourier transforms and provide examples of such functions that may be of interest to teachers of undergraduate and graduate level quantum mechanics courses.
The conventional Fourier transform has a well-known uncertainty relation that is defined in terms of the first and second moments of both a function and its Fourier transform. It is also well known that Gaussian functions, when translated to an arbitrary centre and supplemented by a linear phase factor, provide a complete set of minimum uncertainty states (MUSs) that exactly achieves the lower bound set by this uncertainty relation. A similarly general set of MUSs and uncertainty relations are derived here for discrete and/or periodic generalizations of the Fourier transform, namely for the discrete Fourier transform and the Fourier series. These extensions require a modified definition for the width of a periodic distribution, and they lead to more complex uncertainty relations that turn out to depend on the centroid location and mean frequency of the distribution. The derivations lead to novel generalizations of Hermite–Gaussian functions and, like Gaussians, the MUSs can play a special role in a range of Fourier applications.
A mathematical uncertainty principle is an inequality or uniqueness theorem concerning the joint localization of a function or system and its spectrum. A Fourier uncertainty principle is thus a statement that a function and its Fourier transform cannot both decay too rapidly. The most familiar form is the Wiener-Heisenberg inequality, 5.1 $$ \left\| {(x - x_0 )f(x)} \right\|_2 \left\| {(\xi - \xi _0 )\overset{\lower0.5em\hbox{$\smash{\scriptscriptstyle\frown}$}}{f} (\xi )} \right\|_2 \geqslant \frac{{\mathop {\left\| f \right\|}\nolimits_2^2 }} {{4\pi }},$$ which becomes an equality only for multiples of Gaussians of the form exp(−πα(x − x0)2 + 2πiξ0x). In this chapter, D will denote the normalized differentiation or momentum operator D = (1/2πi)d/dx. The inequality (5.1) is often written 5.2 σX(f)σD(f)≡∥Xf−⟨Xf,f⟩f∥2∥Df−⟨Df,f⟩f∥2⩾1, \sigma _X (f)\sigma _D (f) \equiv \left\| {Xf - \left\langle {Xf,f} \right\rangle f} \right\|_2 \left\| {Df - \left\langle {Df,f} \right\rangle f} \right\|_2 \geqslant 1,σX​(f)σD​(f)≡∥Xf−⟨Xf,f⟩f∥2​∥Df−⟨Df,f⟩f∥2​⩾1, where X is the multiplication operator f(x) ↦ xf(x). Barnes [22] attributes the first proof of (5.1) to a lecture delivered by Wiener in Hilbert’s mathematical physics seminar in Göttingen in 1925. In fact, Wiener discusses this lecture, though not the explicit proof of (5.1), at length in his autobiography (see [365], p. 105). What distinguished Wiener’s approach, however, was his macroscopic interpretation of (5.1), a point of view that led to further important achievements, including the Landau, Pollack and Slepian “Bell Labs” uncertainty principles in Chapter 3
We consider the quantum Liouville equation and give a characterization of the solutions which satisfy the Heisenberg uncertainty relation. We analyze three cases. Initially we consider a particular solution of the quantum Liouville equation: the Wigner transform f(x,v,t) of a generic solution ψ(x;t) of the Schrödinger equation. We give a representation of ψ(x, t) by the Hermite functions. We show that the values of the variances of x and v calculated by using the Wigner function f(x,v,t) coincide, respectively, with the variances of position operator and conjugate momentum operator obtained using the wave function ψ(x,t). Then we consider the Fourier transform of the density matrix ρ(z,y,t) = ψ∗(z,t)ψ(y,t). We find again that the variances of x and v obtained by using ρ(z, y,t) are respectively equal to the variances of and calculated in ψ(x,t). Finally we introduce the matrix and we show that a generic square‐integrable function g(x,v,t) can be written as Fourier transform of a density matrix, provided that the matrix is diagonalizable.