|
| 1 | +/- |
| 2 | +Copyright (c) 2023 David Loeffler. All rights reserved. |
| 3 | +Released under Apache 2.0 license as described in the file LICENSE. |
| 4 | +Authors: David Loeffler |
| 5 | +-/ |
| 6 | + |
| 7 | +import analysis.special_functions.improper_integrals |
| 8 | +import analysis.calculus.parametric_integral |
| 9 | + |
| 10 | +/-! # The Mellin transform |
| 11 | +
|
| 12 | +We define the Mellin transform of a locally integrable function on `Ioi 0`, and show it is |
| 13 | +differentiable in a suitable vertical strip. |
| 14 | +
|
| 15 | +## Main statements |
| 16 | +
|
| 17 | +- `mellin` : the Mellin transform `∫ (t : ℝ) in Ioi 0, t ^ (s - 1) • f t`, |
| 18 | + where `s` is a complex number. |
| 19 | +- `mellin_differentiable_at_of_is_O_rpow` : if `f` is `O(x ^ (-a))` at infinity, and |
| 20 | + `O(x ^ (-b))` at 0, then `mellin f` is holomorphic on the domain `b < re s < a`. |
| 21 | +
|
| 22 | +-/ |
| 23 | + |
| 24 | +open measure_theory set filter asymptotics topological_space |
| 25 | + |
| 26 | +open_locale topology |
| 27 | + |
| 28 | +noncomputable theory |
| 29 | + |
| 30 | +section defs |
| 31 | + |
| 32 | +variables {E : Type*} [normed_add_comm_group E] |
| 33 | + |
| 34 | +/-- The Mellin transform of a function `f` (for a complex exponent `s`), defined as the integral of |
| 35 | +`t ^ (s - 1) • f` over `Ioi 0`. -/ |
| 36 | +def mellin [normed_space ℂ E] [complete_space E] (f : ℝ → E) (s : ℂ) : E := |
| 37 | +∫ t : ℝ in Ioi 0, (t : ℂ) ^ (s - 1) • f t |
| 38 | + |
| 39 | +end defs |
| 40 | + |
| 41 | +open real complex (hiding exp log abs_of_nonneg) |
| 42 | + |
| 43 | +variables {E : Type*} [normed_add_comm_group E] |
| 44 | + |
| 45 | +section mellin_convergent |
| 46 | +/-! ## Convergence of Mellin transform integrals -/ |
| 47 | + |
| 48 | +/-- Auxiliary lemma to reduce convergence statements from vector-valued functions to real |
| 49 | +scalar-valued functions. -/ |
| 50 | +lemma mellin_convergent_iff_norm [normed_space ℂ E] {f : ℝ → E} |
| 51 | + {T : set ℝ} (hT : T ⊆ Ioi 0) (hT' : measurable_set T) |
| 52 | + (hfc : ae_strongly_measurable f $ volume.restrict $ Ioi 0) {s : ℂ} : |
| 53 | + integrable_on (λ t : ℝ, (t : ℂ) ^ (s - 1) • f t) T |
| 54 | + ↔ integrable_on (λ t : ℝ, t ^ (s.re - 1) * ‖f t‖) T := |
| 55 | +begin |
| 56 | + have : ae_strongly_measurable (λ t : ℝ, (t : ℂ) ^ (s - 1) • f t) (volume.restrict T), |
| 57 | + { refine ((continuous_at.continuous_on _).ae_strongly_measurable hT').smul (hfc.mono_set hT), |
| 58 | + exact λ t ht, continuous_at_of_real_cpow_const _ _ (or.inr $ ne_of_gt (hT ht)) }, |
| 59 | + rw [integrable_on, ←integrable_norm_iff this, ←integrable_on], |
| 60 | + refine integrable_on_congr_fun (λ t ht, _) hT', |
| 61 | + simp_rw [norm_smul, complex.norm_eq_abs, abs_cpow_eq_rpow_re_of_pos (hT ht), sub_re, one_re], |
| 62 | +end |
| 63 | + |
| 64 | +/-- If `f` is a locally integrable real-valued function which is `O(x ^ (-a))` at `∞`, then for any |
| 65 | +`s < a`, its Mellin transform converges on some neighbourhood of `+∞`. -/ |
| 66 | +lemma mellin_convergent_top_of_is_O |
| 67 | + {f : ℝ → ℝ} (hfc : ae_strongly_measurable f $ volume.restrict (Ioi 0)) |
| 68 | + {a s : ℝ} (hf : is_O at_top f (λ t, t ^ (-a))) (hs : s < a) : |
| 69 | + ∃ (c : ℝ), 0 < c ∧ integrable_on (λ t : ℝ, t ^ (s - 1) * f t) (Ioi c) := |
| 70 | +begin |
| 71 | + obtain ⟨d, hd, hd'⟩ := hf.exists_pos, |
| 72 | + simp_rw [is_O_with, eventually_at_top] at hd', |
| 73 | + obtain ⟨e, he⟩ := hd', |
| 74 | + have he' : 0 < max e 1, from zero_lt_one.trans_le (le_max_right _ _), |
| 75 | + refine ⟨max e 1, he', _, _⟩, |
| 76 | + { refine ae_strongly_measurable.mul _ (hfc.mono_set (Ioi_subset_Ioi he'.le)), |
| 77 | + refine (continuous_at.continuous_on (λ t ht, _)).ae_strongly_measurable measurable_set_Ioi, |
| 78 | + exact continuous_at_rpow_const _ _ (or.inl $ (he'.trans ht).ne') }, |
| 79 | + { have : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi $ max e 1), |
| 80 | + ‖t ^ (s - 1) * f t‖ ≤ t ^ ((s - 1) + -a) * d, |
| 81 | + { refine (ae_restrict_iff' measurable_set_Ioi).mpr (ae_of_all _ (λ t ht, _)), |
| 82 | + have ht' : 0 < t, from he'.trans ht, |
| 83 | + rw [norm_mul, rpow_add ht', ←norm_of_nonneg (rpow_nonneg_of_nonneg ht'.le (-a)), |
| 84 | + mul_assoc, mul_comm _ d, norm_of_nonneg (rpow_nonneg_of_nonneg ht'.le _)], |
| 85 | + exact mul_le_mul_of_nonneg_left (he t ((le_max_left e 1).trans_lt ht).le) |
| 86 | + (rpow_pos_of_pos ht' _).le }, |
| 87 | + refine (has_finite_integral.mul_const _ _).mono' this, |
| 88 | + exact (integrable_on_Ioi_rpow_of_lt (by linarith) he').has_finite_integral } |
| 89 | +end |
| 90 | + |
| 91 | +/-- If `f` is a locally integrable real-valued function which is `O(x ^ (-b))` at `0`, then for any |
| 92 | +`b < s`, its Mellin transform converges on some right neighbourhood of `0`. -/ |
| 93 | +lemma mellin_convergent_zero_of_is_O |
| 94 | + {b : ℝ} {f : ℝ → ℝ} (hfc : ae_strongly_measurable f $ volume.restrict (Ioi 0)) |
| 95 | + (hf : is_O (𝓝[Ioi 0] 0) f (λ t, t ^ (-b))) {s : ℝ} (hs : b < s) : |
| 96 | + ∃ (c : ℝ), 0 < c ∧ integrable_on (λ t : ℝ, t ^ (s - 1) * f t) (Ioc 0 c) := |
| 97 | +begin |
| 98 | + obtain ⟨d, hd, hd'⟩ := hf.exists_pos, |
| 99 | + simp_rw [is_O_with, eventually_nhds_within_iff, metric.eventually_nhds_iff, gt_iff_lt] at hd', |
| 100 | + obtain ⟨ε, hε, hε'⟩ := hd', |
| 101 | + refine ⟨ε, hε, integrable_on_Ioc_iff_integrable_on_Ioo.mpr ⟨_, _⟩⟩, |
| 102 | + { refine ae_strongly_measurable.mul _ (hfc.mono_set Ioo_subset_Ioi_self), |
| 103 | + refine (continuous_at.continuous_on (λ t ht, _)).ae_strongly_measurable measurable_set_Ioo, |
| 104 | + exact continuous_at_rpow_const _ _ (or.inl ht.1.ne') }, |
| 105 | + { apply has_finite_integral.mono', |
| 106 | + { show has_finite_integral (λ t, d * t ^ (s - b - 1)) _, |
| 107 | + refine (integrable.has_finite_integral _).const_mul _, |
| 108 | + rw [←integrable_on, ←integrable_on_Ioc_iff_integrable_on_Ioo, |
| 109 | + ←interval_integrable_iff_integrable_Ioc_of_le hε.le], |
| 110 | + exact interval_integral.interval_integrable_rpow' (by linarith) }, |
| 111 | + { refine (ae_restrict_iff' measurable_set_Ioo).mpr (eventually_of_forall $ λ t ht, _), |
| 112 | + rw [mul_comm, norm_mul], |
| 113 | + specialize hε' _ ht.1, |
| 114 | + { rw [dist_eq_norm, sub_zero, norm_of_nonneg (le_of_lt ht.1)], |
| 115 | + exact ht.2 }, |
| 116 | + { refine (mul_le_mul_of_nonneg_right hε' (norm_nonneg _)).trans _, |
| 117 | + simp_rw [norm_of_nonneg (rpow_nonneg_of_nonneg (le_of_lt ht.1) _), mul_assoc], |
| 118 | + refine mul_le_mul_of_nonneg_left (le_of_eq _) hd.le, |
| 119 | + rw ←rpow_add ht.1, |
| 120 | + congr' 1, |
| 121 | + abel } } }, |
| 122 | +end |
| 123 | + |
| 124 | +/-- If `f` is a locally integrable real-valued function on `Ioi 0` which is `O(x ^ (-a))` at `∞` |
| 125 | +and `O(x ^ (-b))` at `0`, then its Mellin transform integral converges for `b < s < a`. -/ |
| 126 | +lemma mellin_convergent_of_is_O_scalar |
| 127 | + {a b : ℝ} {f : ℝ → ℝ} {s : ℝ} |
| 128 | + (hfc : locally_integrable_on f $ Ioi 0) |
| 129 | + (hf_top : is_O at_top f (λ t, t ^ (-a))) (hs_top : s < a) |
| 130 | + (hf_bot : is_O (𝓝[Ioi 0] 0) f (λ t, t ^ (-b))) (hs_bot : b < s) : |
| 131 | + integrable_on (λ t : ℝ, t ^ (s - 1) * f t) (Ioi 0) := |
| 132 | +begin |
| 133 | + obtain ⟨c1, hc1, hc1'⟩ := mellin_convergent_top_of_is_O hfc.ae_strongly_measurable hf_top hs_top, |
| 134 | + obtain ⟨c2, hc2, hc2'⟩ := mellin_convergent_zero_of_is_O hfc.ae_strongly_measurable hf_bot hs_bot, |
| 135 | + have : Ioi 0 = Ioc 0 c2 ∪ Ioc c2 c1 ∪ Ioi c1, |
| 136 | + { rw [union_assoc, Ioc_union_Ioi (le_max_right _ _), Ioc_union_Ioi |
| 137 | + ((min_le_left _ _).trans (le_max_right _ _)), min_eq_left (lt_min hc2 hc1).le] }, |
| 138 | + rw [this, integrable_on_union, integrable_on_union], |
| 139 | + refine ⟨⟨hc2', integrable_on_Icc_iff_integrable_on_Ioc.mp _⟩, hc1'⟩, |
| 140 | + refine (hfc.continuous_on_mul _ is_open_Ioi).integrable_on_compact_subset |
| 141 | + (λ t ht, (hc2.trans_le ht.1 : 0 < t)) is_compact_Icc, |
| 142 | + exact continuous_at.continuous_on (λ t ht, continuous_at_rpow_const _ _ $ or.inl $ ne_of_gt ht), |
| 143 | +end |
| 144 | + |
| 145 | +lemma mellin_convergent_of_is_O_rpow [normed_space ℂ E] |
| 146 | + {a b : ℝ} {f : ℝ → E} {s : ℂ} |
| 147 | + (hfc : locally_integrable_on f $ Ioi 0) |
| 148 | + (hf_top : is_O at_top f (λ t, t ^ (-a))) (hs_top : s.re < a) |
| 149 | + (hf_bot : is_O (𝓝[Ioi 0] 0) f (λ t, t ^ (-b))) (hs_bot : b < s.re) : |
| 150 | + integrable_on (λ t : ℝ, (t : ℂ) ^ (s - 1) • f t) (Ioi 0) := |
| 151 | +begin |
| 152 | + rw mellin_convergent_iff_norm (subset_refl _) measurable_set_Ioi |
| 153 | + hfc.ae_strongly_measurable, |
| 154 | + exact mellin_convergent_of_is_O_scalar |
| 155 | + hfc.norm hf_top.norm_left hs_top hf_bot.norm_left hs_bot, |
| 156 | +end |
| 157 | + |
| 158 | +end mellin_convergent |
| 159 | + |
| 160 | +section mellin_diff |
| 161 | + |
| 162 | +/-- If `f` is `O(x ^ (-a))` as `x → +∞`, then `log • f` is `O(x ^ (-b))` for every `b < a`. -/ |
| 163 | +lemma is_O_rpow_top_log_smul [normed_space ℝ E] {a b : ℝ} {f : ℝ → E} |
| 164 | + (hab : b < a) (hf : is_O at_top f (λ t, t ^ (-a))) : |
| 165 | + is_O at_top (λ t : ℝ, log t • f t) (λ t, t ^ (-b)) := |
| 166 | +begin |
| 167 | + refine ((is_o_log_rpow_at_top (sub_pos.mpr hab)).is_O.smul hf).congr' |
| 168 | + (eventually_of_forall (λ t, by refl)) |
| 169 | + ((eventually_gt_at_top 0).mp (eventually_of_forall (λ t ht, _))), |
| 170 | + rw [smul_eq_mul, ←rpow_add ht, ←sub_eq_add_neg, sub_eq_add_neg a, add_sub_cancel'], |
| 171 | +end |
| 172 | + |
| 173 | +/-- If `f` is `O(x ^ (-a))` as `x → 0`, then `log • f` is `O(x ^ (-b))` for every `a < b`. -/ |
| 174 | +lemma is_O_rpow_zero_log_smul [normed_space ℝ E] {a b : ℝ} {f : ℝ → E} |
| 175 | + (hab : a < b) (hf : is_O (𝓝[Ioi 0] 0) f (λ t, t ^ (-a))) : |
| 176 | + is_O (𝓝[Ioi 0] 0) (λ t : ℝ, log t • f t) (λ t, t ^ (-b)) := |
| 177 | +begin |
| 178 | + have : is_o (𝓝[Ioi 0] 0) log (λ t : ℝ, t ^ (a - b)), |
| 179 | + { refine ((is_o_log_rpow_at_top (sub_pos.mpr hab)).neg_left.comp_tendsto |
| 180 | + tendsto_inv_zero_at_top).congr' |
| 181 | + (eventually_nhds_within_iff.mpr $ eventually_of_forall (λ t ht, _)) |
| 182 | + (eventually_nhds_within_iff.mpr $ eventually_of_forall (λ t ht, _)), |
| 183 | + { simp_rw [function.comp_app, ←one_div, log_div one_ne_zero (ne_of_gt ht), real.log_one, |
| 184 | + zero_sub, neg_neg] }, |
| 185 | + { simp_rw [function.comp_app, inv_rpow (le_of_lt ht), ←rpow_neg (le_of_lt ht), neg_sub] } }, |
| 186 | + refine (this.is_O.smul hf).congr' |
| 187 | + (eventually_of_forall (λ t, by refl)) |
| 188 | + (eventually_nhds_within_iff.mpr (eventually_of_forall (λ t ht, _))), |
| 189 | + simp_rw [smul_eq_mul, ←rpow_add ht], |
| 190 | + congr' 1, |
| 191 | + abel, |
| 192 | +end |
| 193 | + |
| 194 | +/-- Suppose `f` is locally integrable on `(0, ∞)`, is `O(x ^ (-a))` as `x → ∞`, and is |
| 195 | +`O(x ^ (-b))` as `x → 0`. Then its Mellin transform is differentiable on the domain `b < re s < a`, |
| 196 | +with derivative equal to the Mellin transform of `log • f`. -/ |
| 197 | +theorem mellin_has_deriv_of_is_O_rpow [complete_space E] [normed_space ℂ E] |
| 198 | + {a b : ℝ} {f : ℝ → E} {s : ℂ} |
| 199 | + (hfc : locally_integrable_on f $ Ioi 0) |
| 200 | + (hf_top : is_O at_top f (λ t, t ^ (-a))) (hs_top : s.re < a) |
| 201 | + (hf_bot : is_O (𝓝[Ioi 0] 0) f (λ t, t ^ (-b))) (hs_bot : b < s.re) : |
| 202 | + has_deriv_at (mellin f) (mellin (λ t, (log t : ℂ) • f t) s) s := |
| 203 | +begin |
| 204 | + let F : ℂ → ℝ → E := λ z t, (t : ℂ) ^ (z - 1) • f t, |
| 205 | + let F' : ℂ → ℝ → E := λ z t, ((t : ℂ) ^ (z - 1) * log t) • f t, |
| 206 | + have hab : b < a := hs_bot.trans hs_top, |
| 207 | + -- A convenient radius of ball within which we can uniformly bound the derivative. |
| 208 | + obtain ⟨v, hv0, hv1, hv2⟩ : ∃ (v : ℝ), (0 < v) ∧ (v < s.re - b) ∧ (v < a - s.re), |
| 209 | + { obtain ⟨w, hw1, hw2⟩ := exists_between (sub_pos.mpr hs_top), |
| 210 | + obtain ⟨w', hw1', hw2'⟩ := exists_between (sub_pos.mpr hs_bot), |
| 211 | + exact ⟨min w w', lt_min hw1 hw1', |
| 212 | + (min_le_right _ _).trans_lt hw2', (min_le_left _ _).trans_lt hw2⟩ }, |
| 213 | + let bound : ℝ → ℝ := λ t : ℝ, (t ^ (s.re + v - 1) + t ^ (s.re - v - 1)) * |log t| * ‖f t‖, |
| 214 | + have h1 : ∀ᶠ (z : ℂ) in 𝓝 s, ae_strongly_measurable (F z) (volume.restrict $ Ioi 0), |
| 215 | + { refine eventually_of_forall (λ z, ae_strongly_measurable.smul _ hfc.ae_strongly_measurable), |
| 216 | + refine continuous_on.ae_strongly_measurable _ measurable_set_Ioi, |
| 217 | + refine continuous_at.continuous_on (λ t ht, _), |
| 218 | + exact (continuous_at_of_real_cpow_const _ _ (or.inr $ ne_of_gt ht)), }, |
| 219 | + have h2 : integrable_on (F s) (Ioi 0), |
| 220 | + { exact mellin_convergent_of_is_O_rpow hfc hf_top hs_top hf_bot hs_bot }, |
| 221 | + have h3 : ae_strongly_measurable (F' s) (volume.restrict $ Ioi 0), |
| 222 | + { apply locally_integrable_on.ae_strongly_measurable, |
| 223 | + refine hfc.continuous_on_smul is_open_Ioi ((continuous_at.continuous_on (λ t ht, _)).mul _), |
| 224 | + { exact continuous_at_of_real_cpow_const _ _ (or.inr $ ne_of_gt ht) }, |
| 225 | + { refine continuous_of_real.comp_continuous_on _, |
| 226 | + exact continuous_on_log.mono (subset_compl_singleton_iff.mpr not_mem_Ioi_self) } }, |
| 227 | + have h4 : (∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), ∀ (z : ℂ), |
| 228 | + z ∈ metric.ball s v → ‖F' z t‖ ≤ bound t), |
| 229 | + { refine (ae_restrict_iff' measurable_set_Ioi).mpr (ae_of_all _ $ λ t ht z hz, _), |
| 230 | + simp_rw [bound, F', norm_smul, norm_mul, complex.norm_eq_abs (log _), complex.abs_of_real, |
| 231 | + mul_assoc], |
| 232 | + refine mul_le_mul_of_nonneg_right _ (mul_nonneg (abs_nonneg _) (norm_nonneg _)), |
| 233 | + rw [complex.norm_eq_abs, abs_cpow_eq_rpow_re_of_pos ht], |
| 234 | + rcases le_or_lt 1 t, |
| 235 | + { refine le_add_of_le_of_nonneg (rpow_le_rpow_of_exponent_le h _) |
| 236 | + (rpow_nonneg_of_nonneg (zero_le_one.trans h) _), |
| 237 | + rw [sub_re, one_re, sub_le_sub_iff_right], |
| 238 | + rw [mem_ball_iff_norm, complex.norm_eq_abs] at hz, |
| 239 | + have hz' := (re_le_abs _).trans hz.le, |
| 240 | + rwa [sub_re, sub_le_iff_le_add'] at hz' }, |
| 241 | + { refine le_add_of_nonneg_of_le (rpow_pos_of_pos ht _).le |
| 242 | + (rpow_le_rpow_of_exponent_ge ht h.le _), |
| 243 | + rw [sub_re, one_re, sub_le_iff_le_add, sub_add_cancel], |
| 244 | + rw [mem_ball_iff_norm', complex.norm_eq_abs] at hz, |
| 245 | + have hz' := (re_le_abs _).trans hz.le, |
| 246 | + rwa [sub_re, sub_le_iff_le_add, ←sub_le_iff_le_add'] at hz', } }, |
| 247 | + have h5 : integrable_on bound (Ioi 0), |
| 248 | + { simp_rw [bound, add_mul, mul_assoc], |
| 249 | + suffices : ∀ {j : ℝ} (hj : b < j) (hj' : j < a), |
| 250 | + integrable_on (λ (t : ℝ), t ^ (j - 1) * (|log t| * ‖f t‖)) (Ioi 0) volume, |
| 251 | + { refine integrable.add (this _ _) (this _ _), |
| 252 | + all_goals { linarith } }, |
| 253 | + { intros j hj hj', |
| 254 | + obtain ⟨w, hw1, hw2⟩ := exists_between hj, |
| 255 | + obtain ⟨w', hw1', hw2'⟩ := exists_between hj', |
| 256 | + refine mellin_convergent_of_is_O_scalar _ _ hw1' _ hw2, |
| 257 | + { simp_rw mul_comm, |
| 258 | + refine hfc.norm.mul_continuous_on _ is_open_Ioi, |
| 259 | + refine continuous.comp_continuous_on continuous_abs (continuous_on_log.mono _), |
| 260 | + exact subset_compl_singleton_iff.mpr not_mem_Ioi_self }, |
| 261 | + { refine (is_O_rpow_top_log_smul hw2' hf_top).norm_left.congr' _ (eventually_eq.refl _ _), |
| 262 | + refine (eventually_gt_at_top 0).mp (eventually_of_forall (λ t ht, _)), |
| 263 | + simp only [norm_smul, real.norm_eq_abs] }, |
| 264 | + { refine (is_O_rpow_zero_log_smul hw1 hf_bot).norm_left.congr' _ (eventually_eq.refl _ _), |
| 265 | + refine eventually_nhds_within_iff.mpr (eventually_of_forall (λ t ht, _)), |
| 266 | + simp only [norm_smul, real.norm_eq_abs] } } }, |
| 267 | + have h6 : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), ∀ (y : ℂ), |
| 268 | + y ∈ metric.ball s v → has_deriv_at (λ (z : ℂ), F z t) (F' y t) y, |
| 269 | + { dsimp only [F, F'], |
| 270 | + refine (ae_restrict_iff' measurable_set_Ioi).mpr (ae_of_all _ $ λ t ht y hy, _), |
| 271 | + have ht' : (t : ℂ) ≠ 0 := of_real_ne_zero.mpr (ne_of_gt ht), |
| 272 | + have u1 : has_deriv_at (λ z : ℂ, (t : ℂ) ^ (z - 1)) (t ^ (y - 1) * log t) y, |
| 273 | + { convert ((has_deriv_at_id' y).sub_const 1).const_cpow (or.inl ht') using 1, |
| 274 | + rw of_real_log (le_of_lt ht), |
| 275 | + ring }, |
| 276 | + exact u1.smul_const (f t) }, |
| 277 | + simpa only [F', mellin, mul_smul] using |
| 278 | + (has_deriv_at_integral_of_dominated_loc_of_deriv_le hv0 h1 h2 h3 h4 h5 h6).2, |
| 279 | +end |
| 280 | + |
| 281 | +/-- Suppose `f` is locally integrable on `(0, ∞)`, is `O(x ^ (-a))` as `x → ∞`, and is |
| 282 | +`O(x ^ (-b))` as `x → 0`. Then its Mellin transform is differentiable on the domain `b < re s < a`. |
| 283 | +-/ |
| 284 | +lemma mellin_differentiable_at_of_is_O_rpow [complete_space E] [normed_space ℂ E] |
| 285 | + {a b : ℝ} {f : ℝ → E} {s : ℂ} |
| 286 | + (hfc : locally_integrable_on f $ Ioi 0) |
| 287 | + (hf_top : is_O at_top f (λ t, t ^ (-a))) (hs_top : s.re < a) |
| 288 | + (hf_bot : is_O (𝓝[Ioi 0] 0) f (λ t, t ^ (-b))) (hs_bot : b < s.re) : |
| 289 | + differentiable_at ℂ (mellin f) s := |
| 290 | +(mellin_has_deriv_of_is_O_rpow hfc hf_top hs_top hf_bot hs_bot).differentiable_at |
| 291 | + |
| 292 | +end mellin_diff |
| 293 | + |
| 294 | +section exp_decay |
| 295 | + |
| 296 | +/-- If `f` is locally integrable, decays exponentially at infinity, and is `O(x ^ (-b))` at 0, then |
| 297 | +its Mellin transform converges for `b < s.re`. -/ |
| 298 | +lemma mellin_convergent_of_is_O_rpow_exp [normed_space ℂ E] |
| 299 | + {a b : ℝ} (ha : 0 < a) {f : ℝ → E} {s : ℂ} |
| 300 | + (hfc : locally_integrable_on f $ Ioi 0) |
| 301 | + (hf_top : is_O at_top f (λ t, exp (-a * t))) |
| 302 | + (hf_bot : is_O (𝓝[Ioi 0] 0) f (λ t, t ^ (-b))) (hs_bot : b < s.re) : |
| 303 | + integrable_on (λ t : ℝ, (t : ℂ) ^ (s - 1) • f t) (Ioi 0) := |
| 304 | +mellin_convergent_of_is_O_rpow hfc (hf_top.trans (is_o_exp_neg_mul_rpow_at_top ha _).is_O) |
| 305 | + (lt_add_one _) hf_bot hs_bot |
| 306 | + |
| 307 | +/-- If `f` is locally integrable, decays exponentially at infinity, and is `O(x ^ (-b))` at 0, then |
| 308 | +its Mellin transform is holomorphic on `b < s.re`. -/ |
| 309 | +lemma mellin_differentiable_at_of_is_O_rpow_exp [complete_space E] [normed_space ℂ E] |
| 310 | + {a b : ℝ} (ha : 0 < a) {f : ℝ → E} {s : ℂ} |
| 311 | + (hfc : locally_integrable_on f $ Ioi 0) |
| 312 | + (hf_top : is_O at_top f (λ t, exp (-a * t))) |
| 313 | + (hf_bot : is_O (𝓝[Ioi 0] 0) f (λ t, t ^ (-b))) (hs_bot : b < s.re) : |
| 314 | + differentiable_at ℂ (mellin f) s := |
| 315 | +mellin_differentiable_at_of_is_O_rpow hfc (hf_top.trans (is_o_exp_neg_mul_rpow_at_top ha _).is_O) |
| 316 | + (lt_add_one _) hf_bot hs_bot |
| 317 | + |
| 318 | +end exp_decay |
0 commit comments