In mathematical analysis, Parseval's identity, named after Marc-Antoine Parseval, is a fundamental result on the summability of the Fourier series of a function. The identity asserts the equality of the energy of a periodic signal (given as the integral of the squared amplitude of the signal) and the energy of its frequency domain representation (given as the sum of squares of the amplitudes). Geometrically, it is a generalized Pythagorean theorem for inner-product spaces (which can have an uncountable infinity of basis vectors).
The identity asserts that the sum of squares of the Fourier coefficients of a function is equal to the integral of the square of the function, where the Fourier coefficients of are given by
The result holds as stated, provided is a square-integrable function or, more generally, in Lp space A similar result is the Plancherel theorem, which asserts that the integral of the square of the Fourier transform of a function is equal to the integral of the square of the function itself. In one-dimension, for
The identity is related to the Pythagorean theorem in the more general setting of a separable Hilbert space as follows. Suppose that is a Hilbert space with inner product Let be an orthonormal basis of ; i.e., the linear span of the is dense in and the are mutually orthonormal:
Then Parseval's identity asserts that for every
This is directly analogous to the Pythagorean theorem, which asserts that the sum of the squares of the components of a vector in an orthonormal basis is equal to the squared length of the vector. One can recover the Fourier series version of Parseval's identity by letting be the Hilbert space and setting for
More generally, Parseval's identity holds in any inner product space, not just separable Hilbert spaces. Thus suppose that is an inner-product space. Let be an orthonormal basis of ; that is, an orthonormal set which is total in the sense that the linear span of is dense in Then
The assumption that is total is necessary for the validity of the identity. If is not total, then the equality in Parseval's identity must be replaced by yielding Bessel's inequality. This general form of Parseval's identity can be proved using the Riesz–Fischer theorem.
The statement also holds for arbitrary Hilbert spaces, not necessarily separable. When the Hilbert space is not separable any orthonormal basis is uncountable and we need to generalize the concept of a series to an unconditional sum as follows: let an orthonormal basis of a Hilbert space (where have arbitrary cardinality), then we says that converges unconditionally if for every there exists a finite subset such that for any pair of finite subsets that contains (that is, such that ). Note that in this case we are using a net to define the unconditional sum.
In mathematics, an inner product space is a real vector space or a complex vector space with an operation called an inner product. The inner product of two vectors in the space is a scalar, often denoted with angle brackets such as in . Inner products allow formal definitions of intuitive geometric notions, such as lengths, angles, and orthogonality of vectors. Inner product spaces generalize Euclidean vector spaces, in which the inner product is the dot product or scalar product of Cartesian coordinates. Inner product spaces of infinite dimension are widely used in functional analysis. Inner product spaces over the field of complex numbers are sometimes referred to as unitary spaces. The first usage of the concept of a vector space with an inner product is due to Giuseppe Peano, in 1898.
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In mathematics, a self-adjoint operator on a complex vector space V with inner product is a linear map A that is its own adjoint. That is, for all ∊ V. If V is finite-dimensional with a given orthonormal basis, this is equivalent to the condition that the matrix of A is a Hermitian matrix, i.e., equal to its conjugate transpose A∗. By the finite-dimensional spectral theorem, V has an orthonormal basis such that the matrix of A relative to this basis is a diagonal matrix with entries in the real numbers. This article deals with applying generalizations of this concept to operators on Hilbert spaces of arbitrary dimension.
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In mathematics, particularly linear algebra, an orthonormal basis for an inner product space with finite dimension is a basis for whose vectors are orthonormal, that is, they are all unit vectors and orthogonal to each other. For example, the standard basis for a Euclidean space is an orthonormal basis, where the relevant inner product is the dot product of vectors. The image of the standard basis under a rotation or reflection is also orthonormal, and every orthonormal basis for arises in this fashion. An orthonormal basis can be derived from an orthogonal basis via normalization. The choice of an origin and an orthonormal basis forms a coordinate frame known as an orthonormal frame.
A generalized Fourier series is the expansion of a square integrable function into a sum of square integrable orthogonal basis functions. The standard Fourier series uses an orthonormal basis of trigonometric functions, and the series expansion is applied to periodic functions. In contrast, a generalized Fourier series uses any set of orthogonal basis functions and can apply to any square integrable function.
In mathematics, the Peter–Weyl theorem is a basic result in the theory of harmonic analysis, applying to topological groups that are compact, but are not necessarily abelian. It was initially proved by Hermann Weyl, with his student Fritz Peter, in the setting of a compact topological group G. The theorem is a collection of results generalizing the significant facts about the decomposition of the regular representation of any finite group, as discovered by Ferdinand Georg Frobenius and Issai Schur.
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In mathematics, Parseval's theorem usually refers to the result that the Fourier transform is unitary; loosely, that the sum of the square of a function is equal to the sum of the square of its transform. It originates from a 1799 theorem about series by Marc-Antoine Parseval, which was later applied to the Fourier series. It is also known as Rayleigh's energy theorem, or Rayleigh's identity, after John William Strutt, Lord Rayleigh.
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In mathematics, particularly in functional analysis, a projection-valued measure is a function defined on certain subsets of a fixed set and whose values are self-adjoint projections on a fixed Hilbert space. A projection-valued measure (PVM) is formally similar to a real-valued measure, except that its values are self-adjoint projections rather than real numbers. As in the case of ordinary measures, it is possible to integrate complex-valued functions with respect to a PVM; the result of such an integration is a linear operator on the given Hilbert space.
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In mathematics, the Riesz–Fischer theorem in real analysis is any of a number of closely related results concerning the properties of the space L2 of square integrable functions. The theorem was proven independently in 1907 by Frigyes Riesz and Ernst Sigismund Fischer.
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In mathematics, cylinder set measure is a kind of prototype for a measure on an infinite-dimensional vector space. An example is the Gaussian cylinder set measure on Hilbert space.
In mathematics, Hilbert spaces allow the methods of linear algebra and calculus to be generalized from (finite-dimensional) Euclidean vector spaces to spaces that may be infinite-dimensional. Hilbert spaces arise naturally and frequently in mathematics and physics, typically as function spaces. Formally, a Hilbert space is a vector space equipped with an inner product that induces a distance function for which the space is a complete metric space. A Hilbert space is a special case of a Banach space.
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This is a glossary for the terminology in a mathematical field of functional analysis.