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David C. Ullrich  
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 More options Dec 13 2004, 10:51 pm
Newsgroups: comp.dsp, alt.engineering.electrical, sci.math, uk.radio.amateur
From: David C. Ullrich <ullr...@math.okstate.edu>
Date: Mon, 13 Dec 2004 15:51:33 -0600
Local: Mon, Dec 13 2004 10:51 pm
Subject: Re: Disappointed
On Mon, 13 Dec 2004 16:49:01 +0100, Han de Bruijn

<Han.deBru...@DTO.TUDelft.NL> wrote:
>David C. Ullrich wrote:

>> Let's see. Of course we need some technical hypotheses
>> of f; let's assume that f is bounded and continuous.

>As is demonstrated further on, this assumption is essential.

_Some_ sort of growth condition is needed or none of
the integrals exist. One could replace boundedness
by exponential growth here.

>> Using the fact that the gaussian has integral 1 we need
>> to show that

>>   int(-oo,+oo) (f(t) - f(T)).g_sigma(t-T) dt -> 0.

>> Let's assume T = 0 just to save typing - we need to show
>> that

>>   int(-oo,+oo) (f(t) - f(0)).g_sigma(t) dt -> 0

>> as sigma -> 0. So it's more than enough to show that

>>   int(-oo,+oo) |f(t) - f(0)|.g_sigma(t) dt -> 0

>> Let epsilon > 0. Choose delta > 0 so that |f(t) - f(0)|
>> < epsilon whenever |t| < 0. Write the last integral
>> as the sum of two integrals, one where |t| < delta and
>> one where |t| > delta.

>I suppose you mean |t| < delta instead of |t| < 0 .

Yes. (Also decided later that "delta" was a bad choice
of variable name...)

>Mind your typo's! This is SCI.MATH!

Yes, sir.

>And I would rather say _three_ integrals instead of two,
>but, anyway, I understand what you mean.

>> The integral over |t| < delta is less than epsilon
>> for all sigma, by our choice of delta and the fact
>> that the gaussian has integral 1. On the other
>> hand the fact that f is bounded and property (iii)
>> above shows that the integral over |t| > delta is
>> < epsilon if sigma is small enough. QED. (more details
>> if you want.)

>This is correct, as far as I can see.

As I said, it's a very standard argument in some circles.

>No more details needed. Thanx!

>Han de Bruijn

************************

David C. Ullrich


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