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Explicit periodized Gaussian spread-tail bound
Statement
Let , , and integers satisfy . Define and For , let With , the omitted spreading mass obeys Also for every coordinate and point.
Facts & Assumptions
Given: The stated finite dimension, positive , integers , and point .
Local uniform convergence of the periodized Gaussian: each periodized Gaussian is nonnegative, one-periodic, and its defining integer series converges absolutely and locally uniformly.
For , , and for the series diverges: for , the geometric series converges and its finite tails have the usual explicit sum.
Continuity and derivative on a real interval, The exponential function is smooth and , and Sum, product, quotient, and chain rules from difference quotients: the power and product rules give , and the constant function has zero derivative by its difference quotient; hence . Combining this with and the scalar chain rule shows that is differentiable with derivative for .
The second fundamental theorem: if is differentiable on with and is integrable, then : if on a compact interval and is integrable, then .
Real elementary functions and their domains, The exponential function is strictly increasing, and The exponential is positive and satisfies : , , and the exponential is positive and strictly increasing; hence and .
Proof
Fix one coordinate, write , , , by [F6], and . Reindexing the finite grid index and period index by gives For every integer , at most two integers satisfy . Their terms are at most ; for , . Thus the sum is at most by [F2].
If , then every satisfies . On either side of , the lattice distances form a unit-spaced sequence with . The first term is at most . For each later term, monotonicity of gives . For , [F3]–[F4] give By [F5], the last subtracted term tends to zero as . Taking limits of the finite tail sums, which converge by [F1], bounds each side by . Both sides together yield .
The complement of the product set is the union of the sets where at least one coordinate index is outside its . Since all kernel terms are nonnegative, the total omitted product mass is at most the sum of the coordinate-tail product sums. Each such finite product factors into the one-coordinate tail in step 1.2 and the full-coordinate masses in step 1.1; hence it is at most . Summing over gives .
Depends on
- Periodized Gaussian gridding kernel
- Local uniform convergence of the periodized Gaussian
- Real elementary functions and their domains
- Continuity and derivative on a real interval
- The exponential function is smooth and $(\exp)'=\exp$
- Sum, product, quotient, and chain rules from difference quotients
- The second fundamental theorem: if $G$ is differentiable on $[a,b]$ with $G' = f$ and $f$ is integrable, then $\int_a^b f = G(b)-G(a)$
- The exponential dominates every fixed nonnegative integer power at $+\infty$
- For $|r| < 1$, $\sum_{k \ge 0} r^k = 1/(1-r)$, and for $|r| \ge 1$ the series diverges
- The exponential function is strictly increasing
- The exponential is positive and satisfies $\exp(-x)=1/\exp(x)$
Used by
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Sources
- Jens Keiner, Stefan Kunis, and Antje Vollrath, The Nonequispaced FFT and its Applications, Part I, slides 48 and 54–58 (standard reference, not scraped)
- Leslie Greengard and June-Yub Lee, Accelerating the Nonuniform Fast Fourier Transform (standard reference, not scraped)