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Shannon sampling for band-limited L2 functions

Statement

Assume Countable Choice (The Axiom of Countable Choice (ACω)). Let h>0 and let f∈L2(R;C) have L2 Fourier transform vanishing almost everywhere off the band [−1/(2h),1/(2h)]; write f also for its continuous representative. Then f(x)=∑k∈Zf(hk)sinc⁡(x/h−k)with convergence in L2(R). If in addition ∑k∈Z∣f(hk)∣<∞, then the series converges absolutely and uniformly on every compact subset of R, its sum is continuous, and the identity holds for every x∈R. In the L2-only case no pointwise convergence and no evaluation at a non-Lebesgue representative value is claimed.

Facts & Assumptions

Given: Countable Choice, h>0, a band-limited class f∈L2(R;C) with continuous representative f and L2 transform f^=F2f vanishing almost everywhere off B=[−1/(2h),1/(2h)], the rescaled circular function Gh∈L2(T) of Band-limited samples are the Fourier coefficients of the rescaled spectrum, and the normalised sinc of The normalised sinc function.

[F1]

Band-limited samples lemma: Gh^(k)=h1/2f(hk), Gh∈L2(T;C) and ∑k∣f(hk)∣2=h−1∥f∥L22 (Band-limited samples are the Fourier coefficients of the rescaled spectrum); the characters ek and coefficients on T are those of Fourier coefficients and trigonometric polynomials on the torus.

[F2]

Riesz–Fischer: every square-summable family is the Fourier coefficient family of a unique L2(T) class, namely the L2 limit of the partial sums ∑∣k∣≤Nakek (Riesz–Fischer: the Fourier coefficient map is onto the space of square-summable families).

[F3]

Plancherel: F2 is a surjective complex-linear isometry of L2(R;C) (Plancherel theorem); F22=R and F2−1=RF2 (L2 Fourier inversion); on L1∩L2 the bounded continuous integral transform represents the L2 transform almost everywhere (Agreement of the integral and L2 transforms).

[F4]

Change of variables: a C1 diffeomorphism T:U→V of open subsets of R satisfies ∫VF dλ1=∫UF∘T ∣T′∣ dλ1 for nonnegative Lebesgue measurable F (A C^1 diffeomorphism satisfies the change-of-variables formula for nonnegative Lebesgue measurable functions).

[F5]

The complex exponential is entire with derivative itself (The complex exponential is entire and its complex derivative is itself), and the chain rule for complex derivatives gives ddξecξ=cecξ for complex c (The chain rule for complex derivatives); consequently the complex FTC gives the exponential primitive ∫abecξdξ=(ecb−eca)/c for c≠0 and a<b (Complex integration by parts on intervals and decaying lines). The normalised sinc is even, satisfies ∣sinc⁡∣≤1, sinc⁡(t)=sin⁡(πt)/(πt) for t≠0, and sinc⁡(⋅/h−k) is continuous (The normalised sinc function, with Parity and the Pythagorean identity for sine and cosine for the oddness of sine).

Proof

technique · direct
1.1F1F2F4givenalgebra

By [F1], Gh(θ)=h−1/2f^(−θ/h) on the fundamental interval and Gh^(k)=h1/2f(hk); the expansion clause of [F2] gives Gh=∑kGh^(k)ek as the L2(T) limit of the partial sums ∑∣k∣≤Nh1/2f(hk)ek. Substituting θ=−hξ, which maps [−1/2,1/2] diffeomorphically onto B with ∣dθ/dξ∣=h and converts the torus integral into h∫B by [F4], turns this into convergence in L2(B) of ∑∣k∣≤Nh f(hk)e−2πihkξ to f^(ξ); since f^ vanishes off B, this is an identity f^=∑kckφk in L2(R) with ck:=hf(hk) and φk(ξ):=e−2πihkξ1B(ξ).

2.1step 1.1F3F4F5algebra

Each φk lies in L1∩L2 and its integral transform is computed from the primitive [F5]: with u:=x+hk, ∫Be−2πiuξ dξ=(e−πiu/h−eπiu/h)/(−2πiu)=sin⁡(πu/h)/(πu)=h−1sinc⁡(u/h) for u≠0 (using oddness of sine from [F5]), while for u=0 the integral is h−1=h−1sinc⁡(0). Hence Fφk(x)=h−1sinc⁡((x+hk)/h); by the agreement clause of [F3] this bounded continuous function represents F2φk, so the inverse transform F2−1φk=RF2φk is represented by x↦h−1sinc⁡(−x/h+k)=h−1sinc⁡(x/h−k), where evenness of sinc⁡ was used [F3, F5].

3.1step 1.1step 2.1F3algebra

Since F2−1 is continuous complex-linear [F3], it may be applied termwise to the L2-convergent series of step 1.1: f=F2−1f^=∑kckF2−1φk=∑kf(hk)sinc⁡(⋅/h−k) in L2(R), which is the asserted L2 identity.

4.1step 3.1F5F6givenalgebra

Assume now ∑k∣f(hk)∣<∞, and consider the series of step 3.1. For every x, ∣f(hk)sinc⁡(x/h−k)∣≤∣f(hk)∣ by ∣sinc⁡∣≤1 [F5], so the series S(x):=∑kf(hk)sinc⁡(x/h−k) converges absolutely and uniformly on all of R by the Weierstrass majorant ∑k∣f(hk)∣; each term is continuous [F5], so the real and imaginary parts of S are continuous by [F6], and S is continuous.

5.1step 3.1step 4.1F6F7given∎

The partial sums converge pointwise everywhere to S by step 4.1 and in L2(R) to the class f by step 3.1; by [F7] a subsequence converges to f almost everywhere, so S=f almost everywhere. Both S and the continuous representative f are continuous [F6], and a continuous function vanishing almost everywhere vanishes identically: if (S−f)(x0)≠0, continuity would make S−f nonzero on a ball about x0, which contains a nondegenerate box of positive measure [F7] on which S−f is nonzero, contradicting almost-everywhere equality. Hence f(x)=S(x) for every x, which is the pointwise identity under the extra hypothesis. Without that hypothesis only step 3.1, an L2 statement, is asserted. Countable Choice enters only through the integration, Fourier and Riesz–Fischer suppliers quoted above.

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