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Uniqueness of a multivariate exponential transform

Statement

Assume AC and let k≥0. Let ν be a finite complex Borel measure on Rk. Suppose there is δ>0 such that ∫eδ∥x∥1 ∣ν∣(dx)<∞. If the Laplace transform L(z)=∫ez⋅x ν(dx) is zero for every real z in an open neighborhood of 0, then ν=0.

Facts & Assumptions

Given: AC and a finite complex Borel measure with the stated exponential moment and vanishing Laplace transform.

[A1]

The Axiom of Choice: the cited Fourier uniqueness theorem uses the library's stated choice assumptions; no parameter-dependent selections are made here.

[F2]

Integration against a signed or complex measure, and the class L^1(nu) = L^1(|nu|) and Integrals against signed or complex measures are bounded by total variation: complex integration is defined for L1(∣ν∣) functions and satisfies ∣∫f dν∣≤∫∣f∣ d∣ν∣.

[F3]

Dominated convergence: dominated convergence for complex-valued functions holds with respect to the positive measure ∣ν∣.

[F4]

Identity theorem for holomorphic functions: a holomorphic function on a connected open strip that vanishes on a set with an interior accumulation point vanishes throughout that strip.

[F5]

Uniqueness of finite Borel measures from their Fourier transforms: for dimension at least one, a finite complex Borel measure whose Fourier transform vanishes everywhere is zero.

Proof

1.1F1F2F3givenalgebra

If k=0, then R0 is a singleton and the open neighborhood in the hypothesis contains its only point; L(0)=ν(R0)=0, so ν=0. If k≥1, set D={z∈Ck:∣Re⁡zj∣<δ/2 for all j}. Fix z∈D and a coordinate j. Choose a neighborhood of z on which every real coordinate has absolute value at most 3δ/4. The moment assumption makes eδ∥x∥1 integrable with respect to the positive measure [F1], and all integrands below belong to L1(∣ν∣) by [F2]. On this neighborhood, ∣ez⋅x∣≤e(3δ/4)∥x∥1, while for small complex h the jth difference quotient is bounded by ∣xj∣e(3δ/4)∥x∥1≤Ceδ∥x∥1. For every sequence h→0, [F3] gives convergence of the difference quotients in L1(∣ν∣) to xjez⋅x; the bound in [F2] transfers this convergence to their integrals against ν. Thus L is complex differentiable in coordinate j at z, and, since z and j were arbitrary, L is holomorphic in each coordinate on D.

2.1F4step 1.1giveninduction

Assume k≥1. The real neighborhood contains a product of real intervals around zero. Fix real values of coordinates 2,…,k in those intervals. As a function of z1, L is holomorphic on the connected strip and vanishes on a real interval; [F4] makes it zero for every z1 in that strip. Now fix such a complex z1 and real coordinates 3,…,k in their intervals and apply [F4] to coordinate z2. Repeating this finite process for coordinates 1 through k proves L(z)=0 for every z∈D.

3.1A1F5step 2.1given∎

For k≥1 and each ξ∈Rk, the library Fourier transform is ν^(ξ)=∫e−2πiξ⋅xν(dx)=L(−2πiξ)=0, since −2πiξ∈D. The Fourier uniqueness result [F5] then gives ν=0.

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Sources