Proving that $f(z;sigma)=sum_{kinBbb Z}frac{1}{sqrt{2pi}, sigma}{rm e}^{-frac{(z-k)^2}{2sigma^2}}$ converges...
I have an application where I get following function as a result:
$$f(z;sigma) = sum_{k in mathbb{Z}} frac{1}{sqrt{2 pi} , sigma} textrm{e}^{-frac{(z - k)^2}{2 {sigma}^{2}}}$$
It appears that
$$lim_{sigma rightarrow infty} f(z;sigma) = 1$$
but I can't currently find a way to prove this.
Is this property of the sum true, and if it is, why? Any references would be greatly appreciated.

sequences-and-series exponential-function
add a comment |
I have an application where I get following function as a result:
$$f(z;sigma) = sum_{k in mathbb{Z}} frac{1}{sqrt{2 pi} , sigma} textrm{e}^{-frac{(z - k)^2}{2 {sigma}^{2}}}$$
It appears that
$$lim_{sigma rightarrow infty} f(z;sigma) = 1$$
but I can't currently find a way to prove this.
Is this property of the sum true, and if it is, why? Any references would be greatly appreciated.

sequences-and-series exponential-function
I think this is an (almost) immediate consequence of Poisson Summation Formula. en.wikipedia.org/wiki/Poisson_summation_formula
– Kavi Rama Murthy
Dec 13 at 6:22
add a comment |
I have an application where I get following function as a result:
$$f(z;sigma) = sum_{k in mathbb{Z}} frac{1}{sqrt{2 pi} , sigma} textrm{e}^{-frac{(z - k)^2}{2 {sigma}^{2}}}$$
It appears that
$$lim_{sigma rightarrow infty} f(z;sigma) = 1$$
but I can't currently find a way to prove this.
Is this property of the sum true, and if it is, why? Any references would be greatly appreciated.

sequences-and-series exponential-function
I have an application where I get following function as a result:
$$f(z;sigma) = sum_{k in mathbb{Z}} frac{1}{sqrt{2 pi} , sigma} textrm{e}^{-frac{(z - k)^2}{2 {sigma}^{2}}}$$
It appears that
$$lim_{sigma rightarrow infty} f(z;sigma) = 1$$
but I can't currently find a way to prove this.
Is this property of the sum true, and if it is, why? Any references would be greatly appreciated.

sequences-and-series exponential-function
sequences-and-series exponential-function
edited Dec 13 at 10:34
Asaf Karagila♦
301k32423755
301k32423755
asked Dec 13 at 6:09
Arnfinn
1364
1364
I think this is an (almost) immediate consequence of Poisson Summation Formula. en.wikipedia.org/wiki/Poisson_summation_formula
– Kavi Rama Murthy
Dec 13 at 6:22
add a comment |
I think this is an (almost) immediate consequence of Poisson Summation Formula. en.wikipedia.org/wiki/Poisson_summation_formula
– Kavi Rama Murthy
Dec 13 at 6:22
I think this is an (almost) immediate consequence of Poisson Summation Formula. en.wikipedia.org/wiki/Poisson_summation_formula
– Kavi Rama Murthy
Dec 13 at 6:22
I think this is an (almost) immediate consequence of Poisson Summation Formula. en.wikipedia.org/wiki/Poisson_summation_formula
– Kavi Rama Murthy
Dec 13 at 6:22
add a comment |
3 Answers
3
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While other people gave you mathematically rigorous solution, here is a more intuitive one:
Let's go in the other limit, $sigmato 0$. Then what you have is a sum of delta functions at each integer. Let's calculate the area between half integers: $$int_{-0.5}^{0.5}f(z,0)dz=1$$
When you increase $sigma$, similar to melting peaks, some of the area will "flow out" from the central delta function into the adjacent intervals. But an equal area will "flow in". The area in each interval is conserved. So in the limit $sigmatoinfty$ each Gaussian becomes flat, so the sum is a constant. But in each interval $$int_{-0.5}^{0.5}f(z,infty)dz=int_{-0.5}^{0.5}Cdz=C=1$$
add a comment |
Hint. Consider the gaussian function $g(w)=frac{e^{-frac{w^2}{2 {sigma}^{2}}}}{sqrt{2 pi} , sigma} $.
Then
$$sum_{k in mathbb{Z}} frac{e^{-frac{(z - k)^2}{2 {sigma}^{2}}}}{sqrt{2 pi} , sigma} -frac{e^{-frac{z^2}{2 {sigma}^{2}}}}{sqrt{2 pi} , sigma} =sum_{k in mathbb{Z}setminus {0}} g(z-k)leq int_{-infty}^{infty}g(w),dw=1$$
where the sum on the left is the sum of the areas of rectangles with bases $[z-k-1,z-k]$ and $k in mathbb{Z}$ under the graph of $g$.
In a similar way we have that
$$sum_{k in mathbb{Z}} frac{e^{-frac{(z - k)^2}{2 {sigma}^{2}}}}{sqrt{2 pi} , sigma} +frac{e^{-frac{z^2}{2 {sigma}^{2}}}}{sqrt{2 pi} , sigma} =2g(0)+sum_{k in mathbb{Z}setminus {0}} g(z-k)\geq int_{-infty}^{infty}g(w),dw=1$$
where this time the union of the rectangles contains the area under the graph of $g$.
add a comment |
As @Kavi Rama Murthy commented, this is an immediate consequence of the Poisson summation formula which is saying that
$$
sum_{kin mathbb{Z}} f(x+k) = sum_{jinmathbb{Z}} hat{f}(j)e^{2pi ijx},quad forall xin mathbb{R}
$$ for all Schwartz function $f$. Here, $hat{f}$ is the Fourier transform of $f$ on $mathbb{R}$. In this case, let $$f_sigma(x) = frac{1}{sqrt{2pi}sigma}e^{-frac{x^2}{2sigma^2}}= D^1_sigma f_1(x)$$ where $D^s_alpha g(x) = frac{1}{alpha^{frac{1}{s}}}g(frac{x}{alpha})$ is a dilation operator. Then, it holds that
$$
widehat{f_sigma}(xi) =widehat{D^1_sigma f_1}(xi) = D^infty_{1/sigma}widehat{f_1}(xi)=e^{-2pi^2sigma^2xi^2},quadforall xiinmathbb{R}.
$$ Hence the given sum is
$$
sum_{kin mathbb{Z}} f_sigma(x+k) = sum_{jinmathbb{Z}} widehat{f_sigma}(j)e^{2pi ijx}=sum_{jinmathbb{Z}} e^{-2pi^2sigma^2j^2}e^{2pi ijx} = 1+sum_{jneq 0} e^{-2pi^2sigma^2j^2}e^{2pi ijx}.
$$For $sigma>1$, we have
$$
|e^{-2pi^2sigma^2j^2}e^{2pi ijx}|leq e^{-2pi^2j^2} in l^1(mathbb{Z}).
$$ Thus, by Lebesgue's dominated convergence theorem, as $sigma toinfty$, we get
$$
sum_{jneq 0} e^{-2pi^2sigma^2j^2}e^{2pi ijx} to 0,
$$ and as a result
$$
lim_{sigmatoinfty}sum_{kin mathbb{Z}} f_sigma(x+k) = 1,quad forall xin mathbb{R}.
$$
add a comment |
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While other people gave you mathematically rigorous solution, here is a more intuitive one:
Let's go in the other limit, $sigmato 0$. Then what you have is a sum of delta functions at each integer. Let's calculate the area between half integers: $$int_{-0.5}^{0.5}f(z,0)dz=1$$
When you increase $sigma$, similar to melting peaks, some of the area will "flow out" from the central delta function into the adjacent intervals. But an equal area will "flow in". The area in each interval is conserved. So in the limit $sigmatoinfty$ each Gaussian becomes flat, so the sum is a constant. But in each interval $$int_{-0.5}^{0.5}f(z,infty)dz=int_{-0.5}^{0.5}Cdz=C=1$$
add a comment |
While other people gave you mathematically rigorous solution, here is a more intuitive one:
Let's go in the other limit, $sigmato 0$. Then what you have is a sum of delta functions at each integer. Let's calculate the area between half integers: $$int_{-0.5}^{0.5}f(z,0)dz=1$$
When you increase $sigma$, similar to melting peaks, some of the area will "flow out" from the central delta function into the adjacent intervals. But an equal area will "flow in". The area in each interval is conserved. So in the limit $sigmatoinfty$ each Gaussian becomes flat, so the sum is a constant. But in each interval $$int_{-0.5}^{0.5}f(z,infty)dz=int_{-0.5}^{0.5}Cdz=C=1$$
add a comment |
While other people gave you mathematically rigorous solution, here is a more intuitive one:
Let's go in the other limit, $sigmato 0$. Then what you have is a sum of delta functions at each integer. Let's calculate the area between half integers: $$int_{-0.5}^{0.5}f(z,0)dz=1$$
When you increase $sigma$, similar to melting peaks, some of the area will "flow out" from the central delta function into the adjacent intervals. But an equal area will "flow in". The area in each interval is conserved. So in the limit $sigmatoinfty$ each Gaussian becomes flat, so the sum is a constant. But in each interval $$int_{-0.5}^{0.5}f(z,infty)dz=int_{-0.5}^{0.5}Cdz=C=1$$
While other people gave you mathematically rigorous solution, here is a more intuitive one:
Let's go in the other limit, $sigmato 0$. Then what you have is a sum of delta functions at each integer. Let's calculate the area between half integers: $$int_{-0.5}^{0.5}f(z,0)dz=1$$
When you increase $sigma$, similar to melting peaks, some of the area will "flow out" from the central delta function into the adjacent intervals. But an equal area will "flow in". The area in each interval is conserved. So in the limit $sigmatoinfty$ each Gaussian becomes flat, so the sum is a constant. But in each interval $$int_{-0.5}^{0.5}f(z,infty)dz=int_{-0.5}^{0.5}Cdz=C=1$$
answered Dec 13 at 7:01
Andrei
10.9k21025
10.9k21025
add a comment |
add a comment |
Hint. Consider the gaussian function $g(w)=frac{e^{-frac{w^2}{2 {sigma}^{2}}}}{sqrt{2 pi} , sigma} $.
Then
$$sum_{k in mathbb{Z}} frac{e^{-frac{(z - k)^2}{2 {sigma}^{2}}}}{sqrt{2 pi} , sigma} -frac{e^{-frac{z^2}{2 {sigma}^{2}}}}{sqrt{2 pi} , sigma} =sum_{k in mathbb{Z}setminus {0}} g(z-k)leq int_{-infty}^{infty}g(w),dw=1$$
where the sum on the left is the sum of the areas of rectangles with bases $[z-k-1,z-k]$ and $k in mathbb{Z}$ under the graph of $g$.
In a similar way we have that
$$sum_{k in mathbb{Z}} frac{e^{-frac{(z - k)^2}{2 {sigma}^{2}}}}{sqrt{2 pi} , sigma} +frac{e^{-frac{z^2}{2 {sigma}^{2}}}}{sqrt{2 pi} , sigma} =2g(0)+sum_{k in mathbb{Z}setminus {0}} g(z-k)\geq int_{-infty}^{infty}g(w),dw=1$$
where this time the union of the rectangles contains the area under the graph of $g$.
add a comment |
Hint. Consider the gaussian function $g(w)=frac{e^{-frac{w^2}{2 {sigma}^{2}}}}{sqrt{2 pi} , sigma} $.
Then
$$sum_{k in mathbb{Z}} frac{e^{-frac{(z - k)^2}{2 {sigma}^{2}}}}{sqrt{2 pi} , sigma} -frac{e^{-frac{z^2}{2 {sigma}^{2}}}}{sqrt{2 pi} , sigma} =sum_{k in mathbb{Z}setminus {0}} g(z-k)leq int_{-infty}^{infty}g(w),dw=1$$
where the sum on the left is the sum of the areas of rectangles with bases $[z-k-1,z-k]$ and $k in mathbb{Z}$ under the graph of $g$.
In a similar way we have that
$$sum_{k in mathbb{Z}} frac{e^{-frac{(z - k)^2}{2 {sigma}^{2}}}}{sqrt{2 pi} , sigma} +frac{e^{-frac{z^2}{2 {sigma}^{2}}}}{sqrt{2 pi} , sigma} =2g(0)+sum_{k in mathbb{Z}setminus {0}} g(z-k)\geq int_{-infty}^{infty}g(w),dw=1$$
where this time the union of the rectangles contains the area under the graph of $g$.
add a comment |
Hint. Consider the gaussian function $g(w)=frac{e^{-frac{w^2}{2 {sigma}^{2}}}}{sqrt{2 pi} , sigma} $.
Then
$$sum_{k in mathbb{Z}} frac{e^{-frac{(z - k)^2}{2 {sigma}^{2}}}}{sqrt{2 pi} , sigma} -frac{e^{-frac{z^2}{2 {sigma}^{2}}}}{sqrt{2 pi} , sigma} =sum_{k in mathbb{Z}setminus {0}} g(z-k)leq int_{-infty}^{infty}g(w),dw=1$$
where the sum on the left is the sum of the areas of rectangles with bases $[z-k-1,z-k]$ and $k in mathbb{Z}$ under the graph of $g$.
In a similar way we have that
$$sum_{k in mathbb{Z}} frac{e^{-frac{(z - k)^2}{2 {sigma}^{2}}}}{sqrt{2 pi} , sigma} +frac{e^{-frac{z^2}{2 {sigma}^{2}}}}{sqrt{2 pi} , sigma} =2g(0)+sum_{k in mathbb{Z}setminus {0}} g(z-k)\geq int_{-infty}^{infty}g(w),dw=1$$
where this time the union of the rectangles contains the area under the graph of $g$.
Hint. Consider the gaussian function $g(w)=frac{e^{-frac{w^2}{2 {sigma}^{2}}}}{sqrt{2 pi} , sigma} $.
Then
$$sum_{k in mathbb{Z}} frac{e^{-frac{(z - k)^2}{2 {sigma}^{2}}}}{sqrt{2 pi} , sigma} -frac{e^{-frac{z^2}{2 {sigma}^{2}}}}{sqrt{2 pi} , sigma} =sum_{k in mathbb{Z}setminus {0}} g(z-k)leq int_{-infty}^{infty}g(w),dw=1$$
where the sum on the left is the sum of the areas of rectangles with bases $[z-k-1,z-k]$ and $k in mathbb{Z}$ under the graph of $g$.
In a similar way we have that
$$sum_{k in mathbb{Z}} frac{e^{-frac{(z - k)^2}{2 {sigma}^{2}}}}{sqrt{2 pi} , sigma} +frac{e^{-frac{z^2}{2 {sigma}^{2}}}}{sqrt{2 pi} , sigma} =2g(0)+sum_{k in mathbb{Z}setminus {0}} g(z-k)\geq int_{-infty}^{infty}g(w),dw=1$$
where this time the union of the rectangles contains the area under the graph of $g$.
edited Dec 13 at 7:39
answered Dec 13 at 6:44
Robert Z
93.1k1061131
93.1k1061131
add a comment |
add a comment |
As @Kavi Rama Murthy commented, this is an immediate consequence of the Poisson summation formula which is saying that
$$
sum_{kin mathbb{Z}} f(x+k) = sum_{jinmathbb{Z}} hat{f}(j)e^{2pi ijx},quad forall xin mathbb{R}
$$ for all Schwartz function $f$. Here, $hat{f}$ is the Fourier transform of $f$ on $mathbb{R}$. In this case, let $$f_sigma(x) = frac{1}{sqrt{2pi}sigma}e^{-frac{x^2}{2sigma^2}}= D^1_sigma f_1(x)$$ where $D^s_alpha g(x) = frac{1}{alpha^{frac{1}{s}}}g(frac{x}{alpha})$ is a dilation operator. Then, it holds that
$$
widehat{f_sigma}(xi) =widehat{D^1_sigma f_1}(xi) = D^infty_{1/sigma}widehat{f_1}(xi)=e^{-2pi^2sigma^2xi^2},quadforall xiinmathbb{R}.
$$ Hence the given sum is
$$
sum_{kin mathbb{Z}} f_sigma(x+k) = sum_{jinmathbb{Z}} widehat{f_sigma}(j)e^{2pi ijx}=sum_{jinmathbb{Z}} e^{-2pi^2sigma^2j^2}e^{2pi ijx} = 1+sum_{jneq 0} e^{-2pi^2sigma^2j^2}e^{2pi ijx}.
$$For $sigma>1$, we have
$$
|e^{-2pi^2sigma^2j^2}e^{2pi ijx}|leq e^{-2pi^2j^2} in l^1(mathbb{Z}).
$$ Thus, by Lebesgue's dominated convergence theorem, as $sigma toinfty$, we get
$$
sum_{jneq 0} e^{-2pi^2sigma^2j^2}e^{2pi ijx} to 0,
$$ and as a result
$$
lim_{sigmatoinfty}sum_{kin mathbb{Z}} f_sigma(x+k) = 1,quad forall xin mathbb{R}.
$$
add a comment |
As @Kavi Rama Murthy commented, this is an immediate consequence of the Poisson summation formula which is saying that
$$
sum_{kin mathbb{Z}} f(x+k) = sum_{jinmathbb{Z}} hat{f}(j)e^{2pi ijx},quad forall xin mathbb{R}
$$ for all Schwartz function $f$. Here, $hat{f}$ is the Fourier transform of $f$ on $mathbb{R}$. In this case, let $$f_sigma(x) = frac{1}{sqrt{2pi}sigma}e^{-frac{x^2}{2sigma^2}}= D^1_sigma f_1(x)$$ where $D^s_alpha g(x) = frac{1}{alpha^{frac{1}{s}}}g(frac{x}{alpha})$ is a dilation operator. Then, it holds that
$$
widehat{f_sigma}(xi) =widehat{D^1_sigma f_1}(xi) = D^infty_{1/sigma}widehat{f_1}(xi)=e^{-2pi^2sigma^2xi^2},quadforall xiinmathbb{R}.
$$ Hence the given sum is
$$
sum_{kin mathbb{Z}} f_sigma(x+k) = sum_{jinmathbb{Z}} widehat{f_sigma}(j)e^{2pi ijx}=sum_{jinmathbb{Z}} e^{-2pi^2sigma^2j^2}e^{2pi ijx} = 1+sum_{jneq 0} e^{-2pi^2sigma^2j^2}e^{2pi ijx}.
$$For $sigma>1$, we have
$$
|e^{-2pi^2sigma^2j^2}e^{2pi ijx}|leq e^{-2pi^2j^2} in l^1(mathbb{Z}).
$$ Thus, by Lebesgue's dominated convergence theorem, as $sigma toinfty$, we get
$$
sum_{jneq 0} e^{-2pi^2sigma^2j^2}e^{2pi ijx} to 0,
$$ and as a result
$$
lim_{sigmatoinfty}sum_{kin mathbb{Z}} f_sigma(x+k) = 1,quad forall xin mathbb{R}.
$$
add a comment |
As @Kavi Rama Murthy commented, this is an immediate consequence of the Poisson summation formula which is saying that
$$
sum_{kin mathbb{Z}} f(x+k) = sum_{jinmathbb{Z}} hat{f}(j)e^{2pi ijx},quad forall xin mathbb{R}
$$ for all Schwartz function $f$. Here, $hat{f}$ is the Fourier transform of $f$ on $mathbb{R}$. In this case, let $$f_sigma(x) = frac{1}{sqrt{2pi}sigma}e^{-frac{x^2}{2sigma^2}}= D^1_sigma f_1(x)$$ where $D^s_alpha g(x) = frac{1}{alpha^{frac{1}{s}}}g(frac{x}{alpha})$ is a dilation operator. Then, it holds that
$$
widehat{f_sigma}(xi) =widehat{D^1_sigma f_1}(xi) = D^infty_{1/sigma}widehat{f_1}(xi)=e^{-2pi^2sigma^2xi^2},quadforall xiinmathbb{R}.
$$ Hence the given sum is
$$
sum_{kin mathbb{Z}} f_sigma(x+k) = sum_{jinmathbb{Z}} widehat{f_sigma}(j)e^{2pi ijx}=sum_{jinmathbb{Z}} e^{-2pi^2sigma^2j^2}e^{2pi ijx} = 1+sum_{jneq 0} e^{-2pi^2sigma^2j^2}e^{2pi ijx}.
$$For $sigma>1$, we have
$$
|e^{-2pi^2sigma^2j^2}e^{2pi ijx}|leq e^{-2pi^2j^2} in l^1(mathbb{Z}).
$$ Thus, by Lebesgue's dominated convergence theorem, as $sigma toinfty$, we get
$$
sum_{jneq 0} e^{-2pi^2sigma^2j^2}e^{2pi ijx} to 0,
$$ and as a result
$$
lim_{sigmatoinfty}sum_{kin mathbb{Z}} f_sigma(x+k) = 1,quad forall xin mathbb{R}.
$$
As @Kavi Rama Murthy commented, this is an immediate consequence of the Poisson summation formula which is saying that
$$
sum_{kin mathbb{Z}} f(x+k) = sum_{jinmathbb{Z}} hat{f}(j)e^{2pi ijx},quad forall xin mathbb{R}
$$ for all Schwartz function $f$. Here, $hat{f}$ is the Fourier transform of $f$ on $mathbb{R}$. In this case, let $$f_sigma(x) = frac{1}{sqrt{2pi}sigma}e^{-frac{x^2}{2sigma^2}}= D^1_sigma f_1(x)$$ where $D^s_alpha g(x) = frac{1}{alpha^{frac{1}{s}}}g(frac{x}{alpha})$ is a dilation operator. Then, it holds that
$$
widehat{f_sigma}(xi) =widehat{D^1_sigma f_1}(xi) = D^infty_{1/sigma}widehat{f_1}(xi)=e^{-2pi^2sigma^2xi^2},quadforall xiinmathbb{R}.
$$ Hence the given sum is
$$
sum_{kin mathbb{Z}} f_sigma(x+k) = sum_{jinmathbb{Z}} widehat{f_sigma}(j)e^{2pi ijx}=sum_{jinmathbb{Z}} e^{-2pi^2sigma^2j^2}e^{2pi ijx} = 1+sum_{jneq 0} e^{-2pi^2sigma^2j^2}e^{2pi ijx}.
$$For $sigma>1$, we have
$$
|e^{-2pi^2sigma^2j^2}e^{2pi ijx}|leq e^{-2pi^2j^2} in l^1(mathbb{Z}).
$$ Thus, by Lebesgue's dominated convergence theorem, as $sigma toinfty$, we get
$$
sum_{jneq 0} e^{-2pi^2sigma^2j^2}e^{2pi ijx} to 0,
$$ and as a result
$$
lim_{sigmatoinfty}sum_{kin mathbb{Z}} f_sigma(x+k) = 1,quad forall xin mathbb{R}.
$$
answered Dec 13 at 6:44
Song
4,135316
4,135316
add a comment |
add a comment |
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I think this is an (almost) immediate consequence of Poisson Summation Formula. en.wikipedia.org/wiki/Poisson_summation_formula
– Kavi Rama Murthy
Dec 13 at 6:22