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Han de Bruijn  
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 More options Dec 13 2004, 4:49 pm
Newsgroups: comp.dsp, alt.engineering.electrical, sci.math, uk.radio.amateur
From: Han de Bruijn <Han.deBru...@DTO.TUDelft.NL>
Date: Mon, 13 Dec 2004 16:49:01 +0100
Local: Mon, Dec 13 2004 4:49 pm
Subject: Re: Disappointed

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.

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

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.
No more details needed. Thanx!

Han de Bruijn


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