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Explicit periodized Gaussian spread-tail bound

Statement

Let d≥1, τr>0, and integers Mr,wr≥1 satisfy Mr≥2wr+1. Define ar=π/(τrMr2) and Sr=21−exp⁡(−ar),Tr=2exp⁡(−arwr2)(1+12arwr). For x=(xr)r=1d∈[0,1)d, let Wr(xr)={ℓ∈{0,…,Mr−1}:min⁡n∈Z∣ℓ/Mr−xr−n∣≤wr/Mr},W(x)=∏r=1dWr(xr). With Φτ(z)=∏r=1dϕτr(zr), the omitted spreading mass obeys ∑ℓ∈∏r{0,…,Mr−1}∖W(x)Φτ(ℓ1/M1−x1,…,ℓd/Md−xd)≤Td,Td:=∑r=1dTr∏s≠rSs. Also ∑ℓr=0Mr−1ϕτr(ℓr/Mr−xr)≤Sr for every coordinate and point.

Facts & Assumptions

Given: The stated finite dimension, positive τr, integers Mr,wr, and point x.

[F1]

Local uniform convergence of the periodized Gaussian: each periodized Gaussian is nonnegative, one-periodic, and its defining integer series converges absolutely and locally uniformly.

[F2]

For ∣r∣<1, ∑k≥0rk=1/(1−r), and for ∣r∣≥1 the series diverges: for 0<q<1, the geometric series converges and its finite tails have the usual explicit sum.

[F3]

Continuity and derivative on a real interval, The exponential function is smooth and (exp⁡)′=exp⁡, and Sum, product, quotient, and chain rules from difference quotients: the power and product rules give (t2)′=2t, and the constant function has zero derivative by its difference quotient; hence (t↦−at2)′=−2at. Combining this with (exp⁡)′=exp⁡ and the scalar chain rule shows that fa(t)=exp⁡(−at2) is differentiable with derivative fa′(t)=−2atexp⁡(−at2) for a>0.

[F4]

The second fundamental theorem: if G is differentiable on [a,b] with G′=f and f is integrable, then ∫abf=G(b)−G(a): if G′=g on a compact interval and g is integrable, then ∫uvg=G(v)−G(u).

[F6]

Real elementary functions and their domains, The exponential function is strictly increasing, and The exponential is positive and satisfies exp⁡(−x)=1/exp⁡(x): π=4∫01(1+t2)−1 dt≥2>0, exp⁡(0)=1, and the exponential is positive and strictly increasing; hence ar>0 and 0<exp⁡(−ar)<1.

Proof

1.1F1F2F6constructalgebra

Fix one coordinate, write M=Mr, τ=τr, w=wr, a=π/(τM2)>0 by [F6], and y=Mxr. Reindexing the finite grid index and period index by m=ℓ+nM gives ∑ℓ=0M−1ϕτ(ℓ/M−xr)=∑m∈Zexp⁡(−a(m−y)2). For every integer s≥0, at most two integers satisfy s≤∣m−y∣<s+1. Their terms are at most exp⁡(−as2); for s≥1, s2≥s. Thus the sum is at most 2∑s=0∞exp⁡(−as)=2/(1−exp⁡(−a))=Sr by [F2].

1.2F1F3F4F5algebra

If ℓ∉Wr(xr), then every m=ℓ+nM satisfies ∣m−y∣>w. On either side of y, the lattice distances form a unit-spaced sequence d+n with d>w. The first term is at most exp⁡(−aw2). For each later term, monotonicity of fa gives fa(d+n)≤∫d+n−1d+nfa(t) dt. For R>w, [F3]–[F4] give ∫wRfa(t) dt≤1w∫wRtfa(t) dt=exp⁡(−aw2)−exp⁡(−aR2)2aw≤exp⁡(−aw2)2aw. By [F5], the last subtracted term tends to zero as R→∞. Taking limits of the finite tail sums, which converge by [F1], bounds each side by exp⁡(−aw2)(1+1/(2aw)). Both sides together yield ∑ℓ∉Wr(xr)ϕτ(ℓ/M−xr)≤Tr.

2.1step 1.1step 1.2algebra∎

The complement of the product set W(x) is the union of the d sets where at least one coordinate index is outside its Wr(xr). Since all kernel terms are nonnegative, the total omitted product mass is at most the sum of the d 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 Tr∏s≠rSs. Summing over r gives Td.

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