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Can someone explain why the admissability of wavelets allows us to conclude the limit of the Fourier transform of a wavelet approaches 0 when $\omega $ approaches 0. Then if the Fourier transform of the wavelet is continuous it equals 0 when $\omega$ is 0. This then concludes the integral of the wavelet over the reals is 0?

Thanks

dylan7
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    It may be on page 4 of https://www.ee.iitb.ac.in/uma/~pawar/Wavelet%20Applications/Chapters_review/ch08_Gr8_Gr7.pdf (#2 on Google for ' admissability of wavelets' ;-) Still a good question though, esp if you can summarise that. – Philip Oakley Dec 06 '14 at 20:44

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So, to repeat the definition, a function $f \in L^2(\Bbb{R})$ is called admissible if

$$ \int |\widehat{f}|^2/x \, dx <\infty. $$

This alone does not imply $\hat{f}(\xi) \to 0$ as $\xi \to 0$.

To see this, let (e.g.)

$$ \hat{f} := \sum_{n=1}^\infty \chi_{(2^{-n}, 2^{-n}+4^{-n})}. $$

Then $2^{-n}+4^{-n} \leq 2^{-n}+ 2^{-n}=2^{-(n-1)}$, which implies that the intervals above are pairwise disjoint. Hence, $$ \int |f|^2/\xi \, d\xi = \sum_n \int_{2^{-n}}^{2^{-n}+4^{-n}} 1/\xi \, d\xi \leq \sum_n \int_{2^{-n}}^{2^{-n}+4^{-n}} 2^n \, d\xi = \sum 2^n / 4^n <\infty. $$

Also, $\hat{f}$ is clearly $L^2$, so by Plancherel is the Fourier transform of some $f \in L^2$.

But $f\notin L^1$, because otherwise $\hat{f}$ would be continuous.

So let us now assume that $\hat{f}$ is continuous. This implies $\hat{f}(0)=0$, because otherwise $|\hat{f}(\xi)|\geq \epsilon$ on $(-\delta, \delta)$ for suitable $\epsilon, \delta >0$. But using $\int_0^1 1/x \, dx =\infty$, this yields that $f$ cannot be admissible.

Now, let us finally assume $f \in L^1$. It is well known that this implies continuity of $\hat{f}$ and hence (by the above)

$$ 0=\hat{f}(0) = \int f(x) \cdot e^{-2 \pi i x \cdot 0} \, dx =\int f\, dx, $$ If $f$ is admissible.

PhoemueX
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  • Thank you. Let me just see if I have this correct. The integral at the top implies the square-integrability of the Fourier transform of $f $. Which by the Plancherel implies there is a corresponding $f /in L^2$. Then if $f /in L $ the Fourier transform of $f $ is continous and the inequality with $/delta , /epsilon $ shows that at 0, since the Fourier of $f $ is continuous it has a value at 0, it is 0. And if it is not continuous it approaches 0. – dylan7 Dec 07 '14 at 20:18
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    Everything apart from the last part is correct. If the Fourier transform is not continuous (then it can be any $L^2$ function), the first part of my answer gives an example of a function which is admissible, but for which $\widehat{f}(\xi) \not \to 0$ as $\xi \to 0$. – PhoemueX Dec 07 '14 at 20:23
  • Thank you very much for your help. A pdf I was reading didn't explain that last part very well. – dylan7 Dec 07 '14 at 21:14