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ULE kernel adjoint symmetry and rate identities

Statement

Use the spectral density J and kernel g of Stationary correlation spectra and ULE kernel regularity. Put h(ω)=g(ω) and h(t)=g(t). Then h(ω)=J(ω)/(2π) and h(t)=∫h(ω)e−iωt dω. Write G=∫∥h(t)∥2,1dt and H=∫∣t∣∥h(t)∥2,1dt. For γ>0, set Γ=4γG2 and τ=H/G. These quantities are finite, G>0, and Γτ=4γGH. Also h(−t)=h(t)†.

Facts & Assumptions

[F1]

The kernel contract defines g(ω)2=J(ω)/(2π), entrywise integrals and the mixed norm, and imposes finite zeroth and first time moments. Each g(ω) is Hermitian, and each frequency entry is integrable. Stationary correlation spectra and ULE kernel regularity

[F2]

For a real integrable function v, the integral is ∫v=∫v+−∫v−, with both terms finite. For a complex integrable function f=u+iv, the integral is ∫f=∫u+i∫v. Integrable real and complex functions, and their integrals

[F3]

Real scalar multiples of measurable real-valued functions are measurable. Closure properties of measurable functions used by the integral

[F4]

A finite-valued complex function f=u+iv on a measure space is measurable exactly when its real and imaginary parts u,v are measurable. For such functions, integrability of ∣f∣ is equivalent to integrability of both components. Complex Lp classes and Euclidean test-function conventions

Proof

Given: The kernel contract and γ>0. Goal: Establish the kernel and moment identities.

1.1F1

The positive square root and Fourier integral defining h=g are those supplied by the kernel contract. Its hypotheses give G>0 and finite G,H. Thus τ=H/G and Γ=4γG2 are well-defined and finite; direct cancellation gives Γτ=4γGH.

1.2F2F3F4algebra

Let f=u+iv be any complex integrable scalar function. By [F4], its real and imaginary parts u,v are measurable and integrable. The function −v is measurable by [F3], and (−v)+=v− and (−v)−=v+. Thus the real-integral definition gives ∫(−v)=∫v−−∫v+=−∫v. Applying the complex measurability criterion in [F4] to u and −v shows that f‾=u−iv is measurable. It has the same modulus as f, so it is integrable. The complex-integral definition now gives ∫f‾=∫u+i∫(−v)=∫u−i∫v=∫f‾. This proves the conjugation rule from the integral definitions and the declared measurability criterion.

2.1F1step 1.2step 1.1∎

Fix real t and indices a,b. The scalar Fourier integrand f(ω)=hba(ω)e−iωt is integrable: its modulus is ∣hba(ω)∣, which is integrable by [F1]. Here A† means the conjugate transpose, so (A†)ab=Aba‾. Apply step 1.2 to this integrand. Since h(ω) is Hermitian, hba(ω)‾=hab(ω), and hence (h(t)†)ab=∫hba(ω)e−iωt dω‾=∫hab(ω)eiωt dω=hab(−t). This holds for every entry, proving h(−t)=h(t)†; the rate identities were proved in step 1.1.

Depends on

Used by · 6

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