## Wednesday, November 21, 2012

### Sharp nondegeneracy estimates for a family of random Fourier series

$\newcommand{\bR}{\mathbb{R}}$  $\newcommand{\ve}{{\varepsilon}}$ $\newcommand{\eS}{\mathscr{S}}$ $\newcommand{\ii}{\boldsymbol{i}}$ $\newcommand{\bZ}{\mathbb{Z}}$

Suppose that $w\in \eS(\bR)$ is an even, nonnegative  Schwartz  function.  Assume that $w\not\equiv 0$. $\newcommand{\hw}{\widehat{w}}$ We denote by $\hw(t)$   its Fourier transform

$$\hw(t)=\int_{\bR}e^{-\ii t x} w(x) dx.$$

For $n\in \bZ$ we  set $\newcommand{\be}{\boldsymbol{e}}$

$$\be_n(\theta) :=\frac{1}{\sqrt{\pi}}\begin{cases} \frac{1}{\sqrt{2}}, & n=0,\\ \sin n \theta , & n<0,\\ \cos n\theta , & n>0. \end{cases}$$

Observe that  the collection $\lbrace \be_n(\theta)\rbrace_{n\in\bZ}$ is an orthonormal  basis of $L^2(\bR/2\pi\bZ)$.   $\newcommand{\bT}{\mathbb{T}}$      For any positive integer $N$ we  denote by $\bT^N$ the $N$-dimensional torus

$$\bT^N:= (\bR/2\pi\bZ)^N$$.

Consider the random Fourier series

$$f_\ve(\theta)=\sum_{n\in \bZ} \sqrt{w(\ve n) } c_n \be_n(\theta),$$

where $(c_n)_{n\in\bZ}$ are i.i.d. Gaussian  random variables with mean zero and variance $1$. $\newcommand{\eE}{\mathscr{E}}$  The   correlation kernel of this random function is  $\newcommand{\bsE}{\boldsymbol{E}}$ $\newcommand{\vfi}{\varphi}$

$$\eE^{\ve}:\bT^1\times \bT^1\to \bR,\;\;\eE^\ve (\theta,\vfi)=\bsE\bigl( f_\ve(\theta)\cdot f_\ve(\vfi)) =\sum_{n\in \bZ} w(\ve n) \be_n(\theta)\be_n(\vfi)$$

$$=\frac{1}{2\pi} w(0)+\frac{1}{\pi}\sum_{n>0}w(\ve n)\cos n(\theta-\vfi)=\frac{1}{2\pi}\sum_{n\in\bZ}w(\ve n) e^{\ii n(\theta-\vfi)}=W_\ve(\theta-\vfi). \tag{1}\label{1}$$

Poisson formula.   For any $\phi\in \eS(\bR)$  and any $c\in\bR\setminus 0$ we have

$$\frac{2\pi}{c}\sum_{n\in\bZ} \phi\Bigl(\frac{2\pi n}{c}\Bigr)= \sum_{\nu\in\bZ} \widehat{\phi}(n c).$$

Suppose $\phi\in\eS(\bR)$ and $c$ are such that

$$\phi\Bigl(\;\frac{2\pi n}{c}\;\Bigr)= w(\ve n) e^{\ii n(\theta-\vfi)} .$$

If we formally replace $n =\frac{c x}{2\pi}$ we deduce from the above equality that

$$\phi(x)= w\Bigl(\frac{\ve c x}{2\pi}\Bigr) e^{\ii\frac{c(\theta-\vfi)x}{2\pi}}=w(ax)e^{\ii b x}, \;\; a:=\frac{\ve c}{2\pi},\;\;b :=\frac{c(\theta-\vfi)}{2\pi}.$$

Then

$$\widehat{\phi}(t) =\int_{\bR} e^{-\ii tx} w(ax) e^{\ii bx} dx = \frac{1}{a}\int_{\bR} e^{-\ii \frac{t-b}{a}x} w(y) dy = \frac{1}{a}\hw\Bigl( \frac{t-b}{a}\Bigr).$$

We now set $c:=2\pi$ so that $a=\ve$, $b=(\theta-\vfi)$. Using The Poisson formula in (\ref{1}) we deduce

$$W_\ve(\theta-\vfi)=\eE^\ve(\theta,\vfi) =\frac{1}{2\pi\ve} \sum_{n\in\bZ} \hw\Bigl(\frac{2\pi n-(\theta-\vfi)}{\ve}\Bigr) . \tag{2}\label{2}$$

Now consider the  random function

$$F_\ve:\bT^N\to \bR,\;\; F_\ve(\vec{\theta}) = \sum_{j=1}^n f_\ve(\theta_j).$$

The  correlation kernel of this  random function is

$$\eE_N^\ve(\vec{\theta},\vec{\vfi}) =\sum_{1\leq j,k\leq N} \eE^\ve(\theta_j-\vfi_k).$$

The differential of $F_\ve$ at a point $\vec{t}\in\bT^N$ is a Gaussian  random vector with covariance matrix $\newcommand{\pa}{\partial}$

$$S^\ve(\vec{t})= \Bigl( S^\ve_{jk}(\vec{t})\;\Bigr)_{1\leq j,k\leq N},\;\; S^\ve_{jk}(\vec{t})= \frac{\pa^2}{\pa\theta_j\pa \vfi_k} \eE_N^\ve\bigl(\;\vec{\theta},\vec{\vfi}\;\bigr)|_{\vec{\theta}=\vec{\vfi}=\vec{t}}=-W_\ve''(t_j-t_k)=\frac{1}{2\pi}\sum_{n\in\bZ} n^2w(\ve n) e^{\ii n(t_j-t_k)}\tag{3}\label{3}.$$

Definition. We say that $\vec{t}\in\bT^n$ is  nondegenerate if $t_j-t_k\in\bR\setminus 2\pi\bZ$, $\forall j\neq k$. We denote by $\bT^N_*$ the collection of nondgenerate  points in $\bT^N$.

$$\ast\ast\ast$$

We have the following result similar to the one in our   previous post.

Proposition 1.  There exists $\ve_0=\ve_0(w,N)>0$ such that if $\ve \in (0,\ve_0)$ and  $\vec{t}\in \bT^N$ is nondegenerate, then the  matrix $S^\ve(\vec{t})$ is positive  definite.

Proof.     Set

$$Z_\ve:=\bigl\{ n\in\bZ;\;\;w(\ve n)\neq 0\;\bigr\}.$$

Consider the space $H_\ve$ consisting of functions $\newcommand{\bC}{\mathbb{C}}$

$$u: Z_\ve \to \bC,\;\;\sum_{n\in Z_\ve} |u(n)|^2 n^2 w(\ve n) <\infty.$$

This is a separable  Hilbert space with inner product

$$(u,v)_\ve= \frac{1}{2\pi} \sum_{n\in\bZ} u(n)\cdot \overline{v(n)}\; n^2w(\ve n).$$

We denote by $\Vert-\Vert_\ve$ the associated norm.

For $t\in\bT^1$ consider the truncated character $\chi^\ve_t:Z_\ve\to \bT^1$, $\chi^\ve_t(n)=e^{\ii tn}$.  For $\vec{z}\in \bC^N$ $\newcommand{\vez}{{\vec{z}}}$  and $\vec{t}\in \bT^N$ consider $T_{\vez,\vec{t}}\in H_\ve$

$$T_{\vez,\vec{t}}(n)=\sum_{j=1}^n z_j \chi^\ve _{t_j}(n)=\sum_{j=1}^N z_j e^{\ii t_j n},\;\;n\in Z_\ve.$$

From the equality (\ref{3}) we deduce that

$$\sum_{j,k=1}^n S^\ve_{jk}(\vec{t}) z_j\bar{z}_k = \Vert T_{\vez,\vec{t}}\Vert_\ve^2.$$

Thus, the matrix $S^\ve(\vec{t})$ has a kernel if and only if the truncated characters $\chi^\ve_{t_1},\dotsc, \chi^\ve_{t_N}$ are linearly dependent.  We show that this is not possible if  $\vec{t}$ is  nondegenerate and  $\ve$ is sufficiently small.

Fix  $\ve_0=\ve_0(N,w)$ such that  if $\ve<\ve_0$ the support   of $x\mapsto w(\ve x)$ contains a long  interval of the form $[\nu_\ve, \nu_\ve+N-1]$, for some integer $\nu_\ve>0$. (Recall that $w$ is even.) In other words $\nu_\ve,\nu_\ve+1,\cdots,\nu_\ve+N-1\in Z_\ve$.

Let $\ve\in (0,\ve_0)$  and suppose that  $\vez\in\bC^N\setminus 0$ and $\vec{t}\in\bT^N$ are such that  such that  $T_{\vez,\vec{t}}=0$.   Thus

$$(T_\vez, u)_\ve =0,\;\;\forall u\in H_\ve$$

For any $m\in Z_\ve$ consider the Dirac function $\delta_m: Z_\ve\to \bC$,  $\delta_m(n)=\delta_{mn}=$ the Kronecker  delta.

We deduce that for any $m=\nu_\ve,\nu_\ve+1,\dotsc, \nu_\ve+N-1$ we have

$$0 = (T_\vez, \delta_m)_\ve=m^2w(\ve m) \sum_{j=1}^N z_j e^{\theta_j m} .$$

This can happen if and only if

$$0= \det\left[ \begin{array}{cccc} e^{\ii \nu_\ve t_1} & e^{\ii \nu_\ve t_2} & \cdots & e^{\nu_\ve t_N}\\ e^{\ii(\nu_\ve+1)t_1} & e^{\ii(\nu_\ve+1)t_2} & \cdots & e^{\ii (\nu_\ve+1) t_N}\\ \vdots & \vdots &\vdots &\vdots\\ e^{\ii(\nu_\ve+N-1)t_1} & e^{\ii(\nu_\ve+N-1)t_2} &\cdots & e^{\ii(\nu_\ve+N-1)t_N} \end{array} \right] = e^{\ii\nu_\ve(t_1+\cdots +t_N)} \prod_{j<k} \Bigl( e^{\ii t_k}-e^{\ii t_j}\Bigr) .$$

This shows that  $S^\ve(\vec{t})$ has a kernel if and only of $\vec{t}$ is degenerate.    Q.E.D.

Remark.    Here is an alternate proof of  Proposition 1 that yields a bit more. The above proof shows that

$$S^\ve_{jk}(\vec{t})= (\chi_{t_j},\chi_{t_k})_\ve.$$

Suppose for simplicity that $0\in Z_\ve$, i.e.,    $w(0)>0$. Then for $\ve>0$ sufficiently small we have $1,\dotsc, N\in Z_\ve$.  Observe that

$$(\delta_j,\delta_k)_\ve= \frac{k^2w(\ve k)}{2\pi}\delta_{jk},\;\;j,k=1,\dotsc, N.$$

We have a Cauchy-Schwartz inequality

$$\Bigl|\; \bigl( \chi_{t_1}\wedge\cdots \chi_{t_n}, \delta_1\wedge \cdots \wedge \delta_N\;\bigr)_\ve\;\Bigr| \leq \bigl|\; \chi_{t_1}\wedge\cdots \wedge\chi_{t_n}\;\bigr|_\ve\cdot \bigl|\;\delta_1\wedge \cdots \wedge \delta_N\;\bigr|_\ve.$$

This translates to

$$\Bigl| \det\Bigl(\; (\chi_{t_j},\delta_k)_\ve\;\Bigr)_{1\leq i,j\leq N}\;\Bigr| \leq \sqrt{\det\Bigr( \; (\chi_{t_j},\chi_{t_k})_\ve\;\Bigr)_{1\leq i,j\leq N} } \cdot \sqrt{\det\Bigr( \; (\delta_j,\delta_k)_\ve\;\Bigr)_{1\leq i,j\leq N} },$$
or, equivalently

$$\prod_{j<k} \Bigl| e^{\ii t_j}-e^{\ii t_k}\Bigr|^2 \leq \frac{1}{(2\pi)^N}\Bigl(\prod_{j=1}^N j^2w(\ve j)\Bigr) \det S^\ve(\vec{t}). \tag{4} \label{4}$$

$$\ast\ast\ast$$

The basic question that interests me is the following: what  happens to $S^\ve(\vec{t})$ as $\ve\to 0$, and $\vec{t}$ is nondegenerate.

Observe that (\ref{2}) implies that

$$W_\ve''(t)=\frac{1}{2\pi\ve^3}\sum_{n\in\bZ}\hw''\Bigl(\frac{2\pi n-t}{\ve}\Bigr).$$

We make the change in variables $t=\ve \tau$, we set

$$C^\ve(\vec{\tau}) := S^\ve(\ve\vec{\tau})$$

and we deduce

$$C^\ve_{jk}(\vec{\tau})=\frac{1}{2\pi}\sum_{n\in\bZ}n^2w(\ve n) e^{\ii\ve n(\tau_j-\tau_k)} =-\frac{1}{2\pi\ve^3}\sum_{n\in\bZ}\hw''\Bigl(\tau_j-\tau_k-\frac{2\pi n}{\ve}\Bigr),\;\;0\leq \tau_j <\frac{2\pi}{\ve},\;\;j=1,\dotsc, N. \tag{5}\label{5}$$

For $\vec{t}\in\bT^N$ nondegenerate  we denote by $X(\vec{t})\subset H_\ve$ the vector space spanned by the characters $\chi_{t_j}$, $j=1,\dotsc, N$. $\newcommand{\bsD}{\boldsymbol{D}}$ Denote  by $\bsD_N\subset H_\ve$ the space spanned by $\delta_1,\dotsc, \delta_n$.   For $k=1,\dotsc, N$ we  set $\newcommand{\bde}{\check{\delta}}$

$$\bde_k=\bde_k^\ve :=\frac{\sqrt{2\pi}}{k\sqrt{w(\ve k)}}\delta_k.$$

By construction,  the collection $\bde_1,\dotsc,\bde_N$ is an $(-,-)_\ve$-orthonormal basis of $\bsD_N$.

The  $(-,-)_\ve$-orthogonal projection $P_\ve=P_\ve(\vec{t}): X(\vec{t})\to \bsD_n$ is given by

$$P_\ve \chi_{t_j} =\sum_{k=1}^n (\chi_{t_j},\bde_k)_\ve \bde_k = \sum_{k=1}^N e^{\ii kt_j} \delta_k.$$

With respect to the natural bases $\chi_{t_1},\dotsc,\chi_{t_N}$ of $X(\vec{t})$ and $\delta_1,\dotsc, \delta_N$ of $\bsD_N$ the    projection is therefore given by the  Vandermonde matrix

$$V= V(\vec{t}),\;\; V_{kj}= e^{\ii k t_j},\;\; V=\left[\begin{array}{cccc} e^{\ii t_1} & e^{\ii t_2} &\cdots & e^{\ii t_N}\\ e^{2\ii t_1} & e^{2\ii t_2} & \cdots & e^{2\ii t_N}\\ \vdots &\vdots &\vdots &\vdots\\ e^{N\ii t_1} & e^{N\ii t_2} &\cdots & e^{N\ii t_N} \end{array} \right].$$