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Lecture 4 Covariant Transform

A general group-theoretical construction [279, 95, 173, 5, 106, 63, 220] of wavelets (or coherent state) starts from an irreducible square integrable representation—in the proper sense or modulo a subgroup. Then a mother wavelet is chosen to be admissible. This leads to a wavelet transform which is an isometry to L2 space with respect to the Haar measure on the group or (quasi)invariant measure on a homogeneous space.

The importance of the above situation shall not be diminished, however an exclusive restriction to such a setup is not necessary, in fact. Here is a classical example from complex analysis: the Hardy space H2(T) on the unit circle and Bergman spaces B2n(ⅅ), n≥ 2 in the unit disk produce wavelets associated with representations ρ1 and ρn of the group SL2(ℝ) respectively [170]. While representations ρn, n≥ 2 are from square integrable discrete series, the mock discrete series representation ρ1 is not square integrable [240]*§ VI.5 [321]*§ 8.4. However it would be natural to treat the Hardy space in the same framework as Bergman ones. Some more examples will be presented below.

4.1 Extending Wavelet Transform

To make a sharp but still natural generalisation of wavelets we give the following definition.

Definition 1[192] Let be a representation of a group G in a space V and F be an operator from V to a space U. We define a covariant transform W from V to the space L(G,U) of U-valued functions on G by the formula:
W: v↦ v(g) = F((g−1) v),    v∈ V, g∈ G. (1)
Operator F will be called fiducial operator in this context.

We borrow the name for operator F from fiducial vectors of Klauder and Skagerstam [220].

Remark 2 We do not require that fiducial operator F shall be linear. Sometimes the positive homogeneity, i.e. F(t v)=tF(v) for t>0, alone can be already sufficient, see Example 15.
Remark 3 Usefulness of the covariant transform is in the reverse proportion to the dimensionality of the space U. The covariant transform encodes properties of v in a function Wv on G. For a low dimensional U this function can be ultimately investigated by means of harmonic analysis. Thus dimU=1 (scalar-valued functions) is the ideal case, however, it is unattainable sometimes, see Example 12 below. We may have to use a higher dimensions of U if the given group G is not rich enough.

Moreover, the relation between the dimensionality of U and usefulness of the covariant transform shall not be taking dogmatically. Paper [201] gives an important example of covariant transform which provides a simplification even in the case of dimU =dimV.

As we will see below covariant transform is a close relative of wavelet transform. The name is chosen due to the following common property of both transformations.

Theorem 4 The covariant transform (1) intertwines and the left regular representation Λ on L(G,U):
    W (g) = Λ(g) W.
Here Λ is defined as usual by:
Λ(g): f(h) ↦ f(g−1h). (2)

Proof. We have a calculation similar to wavelet transform [173]*Prop. 2.6. Take u=(g) v and calculate its covariant transform:

[W( (g) v)] (h)=[W((g) v)] (h)=F((h−1) (g) v ) 
 =F(((g−1h)−1) v) 
 =[Wv] (g−1h)
 =Λ(g) [Wv] (h).


The next result follows immediately:

Corollary 5 The image space W(V) is invariant under the left shifts on G.
Remark 6 A further generalisation of the covariant transform can be obtained if we relax the group structure. Consider, for example, a cancellative semigroup+ of non-negative integers. It has a linear presentation on the space of polynomials in a variable t defined by the action m: tntm+n on the monomials. Application of a linear functional l, e.g. defined by an integration over a measure on the real line, produces umbral calculus l(tn)=cn, which has a magic efficiency in many areas, notably in combinatorics [238, 174]. In this direction we also find fruitful to expand the notion of an intertwining operator to a token [178].

4.2 Examples of Covariant Transform

In this Subsection we will provide several examples of covariant transforms. Some of them will be expanded in subsequent sections, however a detailed study of all aspects will not fit into the present work. We start from the classical example of the group-theoretical wavelet transform:

Example 7  [279, 95, 173, 5, 220, 95] Let V be a Hilbert space with an inner product ⟨ ·,· ⟩ and be a unitary representation of a group G in the space V. Let F: V → ℂ be the functional v↦ ⟨ v,v0 defined by a vector v0V. The vector v0 is often called the mother wavelet in areas related to signal processing, the vacuum state in the quantum framework, etc.

In this set-up, the transformation (1) is the well-known expression for a wavelet transform [5]*(7.48) (or representation coefficients):

W: v↦ v(g) = ⟨ (g−1)v,v0  ⟩  = ⟨  v,(g)v0  ⟩,    v∈ V, g∈ G. (3)

The family of vectors vg=(g)v0 is called wavelets or coherent states. In this case we obtain scalar valued functions on G, cf. Rem. 3.

This scheme is typically carried out for a square integrable representation with v0 being an admissible vector [279, 95, 5, 106, 63, 87]. In this case the wavelet (covariant) transform is a map into the square integrable functions [87] with respect to the left Haar measure on G. The map becomes an isometry if v0 is properly scaled. Moreover, we are able to recover the input v from its wavelet transform through the reconstruction formula, which requires an admissible vector as well, see Example 28 below. The most popularised case of the above scheme is as follows.

Example 8 An isometric representation of the ax+b group on V=Lp(ℝ) is given by the formula:
[p(a,b)  f](x)= a
1
p
 
f


xb
a



. (4)
The representation (7) is square integrable for p=2. Any function v0, such that its Fourier transform v(ξ) satisfy to
0

v0(ξ) 
2
ξ
dξ < ∞, (5)
is admissible [5]*§ 12.2. The continuous wavelet transform is generated by the representation (7) acting on an admissible vector v0 in the expression (3). The image of a function from L2(ℝ) is a function on the upper half-plane square integrable with respect to the measure a−2dadb. For sufficiently regular v0 the admissibility (5) of v0 follows from a weaker condition
 


  v0(x) dx=0. (6)

However, square integrable representations and admissible vectors do not cover all interesting cases.

Example 9 For the above G=Aff and the representation (7), we consider the operators F±:Lp(ℝ) → ℂ defined by:
F±(f)=
1
2π i
 


f(t) dt
x∓ i
. (7)
Then the covariant transform (1) is the Cauchy integral from Lp(ℝ) to the space of functions f(a,b) such that a−1/pf(a,b) is in the Hardy space in the upper/lower half-plane Hp(ℝ±2). Although the representation (7) is square integrable for p=2, the function 1/x± i used in (7) is not an admissible vacuum vector. Thus the complex analysis become decoupled from the traditional wavelet theory. As a result the application of wavelet theory shall relay on an extraneous mother wavelets [146].

Many important objects in complex analysis are generated by inadmissible mother wavelets like (7). For example, if F:L2(ℝ) → ℂ is defined by F: fF+ fFf then the covariant transform (1) reduces to the Poisson integral. If F:L2(ℝ) → ℂ2 is defined by F: f ↦( F+ f, Ff) then the covariant transform (1) represents a function f on the real line as a jump:

f(z)=f+(z)−f(z),   f±(z)∈ Hp(ℝ±2) (8)

between functions analytic in the upper and the lower half-planes. This makes a decomposition of L2(ℝ) into irreducible components of the representation (7). Another interesting but non-admissible vector is the Gaussian ex2.

Example 10 For the group G=SL2(ℝ) [240] let us consider the unitary representation  (9) on the space of square integrable function L2(ℝ+2) on the upper half-plane through the Möbius transformations (1):
(g): f(z) ↦ 
1
(cz + d)2
f


az+ b
cz +d



,    g−1=      


       ab
cd


. (9)
This is a representation from the discrete series and L2(ⅅ) and irreducible invariant subspaces are parametrised by integers. Let Fk be the functional L2(ℝ+2)→ ℂ of pairing with the lowest/highest k-weight vector in the corresponding irreducible component (Bergman space) Bk(ℝ±2), k≥ 2 of the discrete series [240]*Ch. VI. Then we can build an operator F from various Fk similarly to the previous Example. In particular, the jump representation (8) on the real line generalises to the representation of a square integrable function f on the upper half-plane as a sum
     f(z)=
 
k
akfk(z),    fkBn(ℝ±2)
for prescribed coefficients ak and analytic functions fk in question from different irreducible subspaces.

Covariant transform is also meaningful for principal and complementary series of representations of the group SL2(ℝ), which are not square integrable [170].

Example 11 Let G=SU(2)× Aff be the Cartesian product of the groups SU(2) of unitary rotations of 2 and the ax+b group Aff. This group has a unitary linear representation on the space L2(ℝ,ℂ2) of square-integrable (vector) 2-valued functions by the formula:
    (g)


      f1(t)
f2(t)


=    


      α f1(at+b)+ β f2(at+b)
γ f1(at+b)+δ f2(at+b)


, 
where g= (
    αβ 
γδ 
)× (a,b)∈SU(2)× Aff. It is obvious that the vector Hardy space, that is functions with both components being analytic, is invariant under such action of G.

As a fiducial operator F: L2(ℝ,ℂ2) → ℂ we can take, cf. (7):

F


      f1(t)
f2(t)


=
1
2π i
 


f1(t) dt
x− i
. (10)

Thus the image of the associated covariant transform is a subspace of scalar valued bounded functions on G. In this way we can transform (without a loss of information) vector-valued problems, e.g. matrix Wiener–Hopf factorisation [47], to scalar question of harmonic analysis on the group G.

Example 12 A straightforward generalisation of Ex. 7 is obtained if V is a Banach space and F: V → ℂ is an element of V*. Then the covariant transform coincides with the construction of wavelets in Banach spaces [173].
Example 13 The next stage of generalisation is achieved if V is a Banach space and F: V → ℂn is a linear operator. Then the corresponding covariant transform is a map W: VL(G,ℂn). This is closely related to M.G. Krein’s works on directing functionals [236], see also multiresolution wavelet analysis [51], Clifford-valued Fock–Segal–Bargmann spaces [66] and [5]*Thm. 7.3.1.
Example 14 Let F be a projector Lp(ℝ)→ Lp(ℝ) defined by the relation (Ff) (λ )=χ(λ)f(λ), where the hat denotes the Fourier transform and χ(λ) is the characteristic function of the set [−2,−1]∪[1,2]. Then the covariant transform Lp(ℝ)→ C(Aff, Lp(ℝ)) generated by the representation (7) of the affine group from F contains all information provided by the Littlewood–Paley operator [114]*§ 5.1.1.
Example 15 A step in a different direction is a consideration of non-linear operators. Take again the “ax+b” group and its representation (7). We define F to be a homogeneous but non-linear functional V→ ℝ+:
Fm (f) = 
1
2
1
−1

f(x) 
dx. (11)
The covariant transform (1) becomes:
[Wpf](a,b) =  F(p(a,b) f)  = 
1
2
1
−1


a
1
p
 
f
ax+b


dx = a
1
p
 
1
2a
b+a
ba

f
x

dx. (12)
We will see its connections with the Hardy–Littlewood maximal functions in Example 41.

Since linearity has clear advantages, we may prefer to reformulate the last example through linear covariant transforms. The idea is similar to the representation of a convex function as an envelope of linear ones, cf. [108]*Ch. I, Lem. 6.1. To this end, we take a collection F of linear fiducial functionals and, for a given function f, consider the set of all covariant transforms WF f, FF.

Example 16 Let us return to the setup of the previous Example for G=Aff and its representation (7). Consider the unit ball B in L[−1,1]. Then, any ω∈ B defines a bounded linear functional Fω on L1(ℝ):
    Fω(f)= 
1
2
1
−1
f(x)  ω(x) dx =  
1
2
 


f(x)  ω(x) dx.
Of course, supω∈ B Fω(f)= Fm(f) with Fm from (11) and for all fL1(ℝ). Then, for the non-linear covariant transform (12) we have the following expression in terms of the linear covariant transforms generated by Fω:
[W1mf](a,b) = 
 
sup
ω∈ B
    [W1ω f](a,b). (13)
The presence of suprimum is the price to pay for such a “linearisation”.
Remark 17 The above construction is not much different to the grand maximal function [314]*§ III.1.2. Although, it may look like a generalisation of covariant transform, grand maximal function can be realised as a particular case of Defn. 8. Indeed, let M(V) be a subgroup of the group of all invertible isometries of a metric space V. If represents a group G by isometries of V then we can consider the group G generated by all finite products of M(V) and (g), gG with the straightforward action [2] on V. The grand maximal functions is produced by the covariant transform for the representation [2] of G.
Example 18 Let V=Lc(ℝ2) be the space of compactly supported bounded functions on the plane. We take F be the linear operator V→ ℂ of integration over the real line:
    F: f(x,y)↦ F(f)=
 


f(x,0) dx.
Let G be the group of Euclidean motions of the plane represented by on V by a change of variables. Then the wavelet transform F((g)f) is the Radon transform [127].

4.3 Symbolic Calculi

There is a very important class of the covariant transforms which maps operators to functions. Among numerous sources we wish to single out works of Berezin [34, 35]. We start from the Berezin covariant symbol.

Example 19 Let a representation of a group G act on a space X. Then there is an associated representation B of G on a space V=B(X,Y) of linear operators XY defined by the identity [35, 173]:
(B(g) A)x=A((g−1)x),    x∈ X, g∈ G, A ∈ B(X,Y).  (14)
Following the Remark 3 we take F to be a functional V→ℂ, for example F can be defined from a pair xX, lY* by the expression F: A↦ ⟨ Ax,l. Then the covariant transform is:
    W: A ↦ Â(g)=F(B(g) A).
This is an example of covariant calculus [173, 34].

There are several variants of the last Example which are of a separate interest.

Example 20 A modification of the previous construction is obtained if we have two groups G1 and G2 represented by 1 and 2 on X and Y* respectively. Then we have a covariant transform B(X,Y)→ L(G1× G2, ℂ) defined by the formula:
    W: A ↦ Â(g1,g2)=⟨ A1(g1)x,2(g2)l  ⟩.
This generalises the above Berezin covariant calculi [173].
Example 21 Let us restrict the previous example to the case when X=Y is a Hilbert space, 1=2= and x=l with ||x||=1. Than the range of the covariant transform:
    W: A ↦ Â(g)=⟨ A(g)x,(g)x  ⟩
is a subset of the numerical range of the operator A. As a function on a group Â(g) provides a better description of A than the set of its values—numerical range.
Example 22 The group SU(1,1)≃ SL2(ℝ) consists of 2× 2 matrices of the form (
    αβ
βα
) with the unit determinant [240]*§ IX.1. Let T be an operator with the spectral radius less than 1. Then the associated Möbius transformation
g: T ↦ g· T =  
α TI
βT+αI
,    where   g=


      αβ
βα


∈ SL2(ℝ),  (15)
produces a well-defined operator with the spectral radius less than 1 as well. Thus we have a representation of SU(1,1).

Let us introduce the defect operators DT=(IT*T)1/2 and DT*=(ITT*)1/2. For the fiducial operator F=DT* the covariant transform is, cf. [318]*§ VI.1, (1.2):

[WT](g)=F(g· T)=−eiφ ΘT(z)  DT,    for   g=     


      eiφ/20
0eiφ/2




      1z
z1


,

where the characteristic function ΘT(z) [318]*§ VI.1, (1.1) is:

    ΘT(z) = −T+DT* (IzT*)−1zDT.

Thus we approached the functional model of operators from the covariant transform. In accordance with Remark 3 the model is most fruitful for the case of operator F=DT* being one-dimensional.

The intertwining property in the previous examples was obtained as a consequence of the general Prop. 6 about the covariant transform. However it may be worth to select it as a separate definition:

Definition 23 A covariant calculus, also known as symbolic calculus, is a map from operators to functions, which intertwines two representations of the same group in the respective spaces.

There is a dual class of covariant transforms acting in the opposite direction: from functions to operators. The prominent examples are the Berezin contravariant symbol [34, 173] and symbols of a pseudodifferential operators (PDO) [139, 173].

Example 24 The classical Riesz–Dunford functional calculus [88]*§ VII.3 [266]*§ IV.2 maps analytical functions on the unit disk to the linear operators, it is defined through the Cauchy-type formula with the resolvent. The calculus is an intertwining operator [182] between the Möbius transformations of the unit disk, cf. (23), and the actions (15) on operators from the Example 22. This topic will be developed in Subsection 1.2.

In line with the Defn. 23 we can directly define the corresponding calculus through the intertwining property [168, 182]:

Definition 25 A contravariant calculus, also know as functional calculus, is a map from functions to operators, which intertwines two representations of the same group in the respective spaces.

The duality between co- and contravariant calculi is the particular case of the duality between covariant transform and the contravariant transform defined in the next Subsection. In many cases a proper choice of spaces makes covariant and/or contravariant calculus a bijection between functions and operators. Subsequently only one form of calculus, either co- or contravariant, is defined explicitly, although both of them are there in fact.

4.4 Contravariant Transform

An object invariant under the left action Λ (2) is called left invariant. For example, let L and L′ be two left invariant spaces of functions on G. We say that a pairing ⟨ ·,· ⟩: L× L′ → ℂ is left invariant if

⟨ Λ(g)f,Λ(g) f′  ⟩= ⟨ f,f′  ⟩,    for all   f∈ L,  f′∈ L′. (16)
Remark 26
  1. We do not require the pairing to be linear in general.
  2. If the pairing is invariant on space L× L it is not necessarily invariant (or even defined) on the whole C(GC(G).
  3. In a more general setting we shall study an invariant pairing on a homogeneous spaces instead of the group. However due to length constraints we cannot consider it here beyond the Example 29.
  4. An invariant pairing on G can be obtained from an invariant functional l by the formula f1,f2 ⟩=l(f1f2).

For a representation of G in V and w0V, we construct a function w(g)=(g)w0. We assume that the pairing can be extended in its second component to this V-valued functions. For example, such an extension can be defined in the weak sense.

Definition 27 Let ⟨ ·,· ⟩ be a left invariant pairing on L× L as above, let be a representation of G in a space V, we define the function w(g)=(g)v0 for v0V. The contravariant transform M is a map LV defined by the pairing:
Mw0: f ↦ ⟨ f,w  ⟩,     where  f∈ L.  (17)

We can drop out sup/subscripts in Mw0 as we are doing for WF.

Example 28 (Haar paring) The most well-known example of an invariant pairing on L2(G,dµ)× L2(G,dµ) is integration over the Haar measure:
⟨ f1,f2  ⟩=
 


G
f1(g) f2(g) dg. (18)
If is a unitary square integrable representation of G and w0 is an admissible vector, see Example 7, then this pairing can be extended to w(g)=(g) w0. The contravariant transform is known in this setup as the reconstruction formula, cf. [5]*(8.19):
Mw0f =
 


G
f(g)  w(g) dg,    where  w(g)=(g) w0. (19)
It is possible to use different admissible vectors v0 and w0 for the wavelet transform (3) and the reconstruction formula (19), respectively, cf. Example 40.
Example 29 Let ρ be a square integrable representation of G modulo a subgroup HG and let X=G/H be the corresponding homogeneous space with a quasi-invariant measure dx. Then integration over dx with an appropriate weight produces an invariant pairing. The contravariant transform is a more general version [5]*(7.52) of the reconstruction formula mentioned in the previous example.

If the invariant pairing is defined by integration over the Haar measure, cf. Example 28, then we can show an intertwining property for the contravariant transform as well.

Proposition 30 ([173]*Prop. 2.9) The inverse wavelet transform Mw0 (19) intertwines the left regular representation Λ  (2) on L2(G) and :
Mw0 Λ(g) = (g) Mw0. (20)
Corollary 31 The image Mw0(L(G))⊂ V of a left invariant space L(G) under the inverse wavelet transform Mw0 is invariant under the representation .
Remark 32 It is an important observation, that the above intertwining property is also true for some contravariant transforms which are not based on pairing (18). For example, in the case of the affine group all pairings (21), (27) and (non-linear!) (23) satisfy to (20) for the respective representation p (7).

Let

A suitable invariant pairing in this case is not associated with integration over the Haar measure on G. In this case we speak about a Hardy pairing. The following example explains the name.

Example 33 (Hardy pairing) Let G be the “ax+b” group and its representation  (7) from Ex. 8. An invariant pairing on G, which is not generated by the Haar measure a−2dadb, is:
⟨ f1,f2  ⟩H=
 
lim
a→ 0
−∞
f1(a,b) f2(a,b) 
db
a
. (21)
For this pairing we can consider functions 1/2π i (x+i) or ex2, which are not admissible vectors in the sense of square integrable representations. Then the contravariant transform provides an integral resolutions of the identity. For example, for v0=1/2π i (x+i) we obtain:
    [Mf](x)=
 
lim
a→ 0
−∞
f(a,b)  
a
1
p
 
2π i (x+iab)
  db =  −
 
lim
a→ 0
a
1
p
 
2π i
−∞
f(a,b) db
b−(x+ia)
 .
In other words, it expresses the boundary values at a=0 of the Cauchy integral −[Cf])(a,x+ai).

Similar pairings can be defined for other semi-direct products of two groups. We can also extend a Hardy pairing to a group, which has a subgroup with such a pairing.

Example 34 Let G be the group SL2(ℝ) from the Ex. 10. Then the “ax+b” group is a subgroup of SL2(ℝ), moreover we can parametrise SL2(ℝ) by triples (a,b,θ), θ∈(−π,π] with the respective Haar measure [240]*III.1(3). Then the Hardy pairing
⟨ f1,f2  ⟩= 
 
lim
a→ 0
−∞
f1(a,b,θ) f2(a,b,θ) dbdθ. (22)
is invariant on SL2(ℝ) as well. The corresponding contravariant transform provides even a finer resolution of the identity which is invariant under conformal mappings of the Lobachevsky half-plane.

Here is an important example of non-linear pairing.

Example 35 Let G=Aff, an invariant homogeneous functional on G is given by the L version of the Haar functional (18):
⟨ f1,f2  ⟩=
 
sup
g∈ G

f1(g)f2(g) 
. (23)
Define the following two functions on :
v0+(t)=

        1, if  t=0;
        0, if  t≠ 0,
   and   v0*(t)=



        1,
if  
t
≤ 1;
        0,
if  
t
> 1 .
(24)
The respective contravariant transforms are generated by the representation  (7) are:
     
     [ Mv0+f](t)=
f+(t)=⟨ f(a,b),∞(a,b) v0+(t)  ⟩=
 
sup
a

f(a,t) 
,
(25)
  [ Mv0*f](t)=
f*(t)=⟨ f(a,b),∞(a,b) v0*(t)  ⟩=
 
sup
a>
bt

f(a,b) 
.
(26)
The transforms (25) and (26) are the vertical and non-tangential maximal functions [231]*§ VIII.C.2, respectively.
Example 36 Consider again G=Aff equipped now with an invariant linear functional, which is a Hardy-type modification (cf. (21)) of L-functional (23):
⟨ f1,f2  ⟩
 
H
 
=
 
lim
a→ 0
 
sup
b∈ℝ
(f1(a,b) f2(a,b)), (27)
where lim is the limit superior. Then, the covariant transform MH for this pairing from functions v+ and v* (24) becomes:
     
     [ Mv0+Hf](t)=
⟨ f(a,b),∞(a,b) v0+(t)  ⟩
 
H
 
=
 
lim
a→ 0
f(a,t),
(28)
     [ Mv0*Hf](t)=
⟨ f(a,b),∞(a,b) v0*(t)  ⟩
 
H
 
=
 
lim
a→ 0
        
bt
<a
f(a,b).
(29)
They are the normal and non-tangential limits superior from the upper-half plane to the real line, respectively.

There is the obvious inequality ⟨ f1,f2 ≥ ⟨ f1,f2H between pairings (23) and (27), which produces the corresponding relation between respective contravariant transforms.

There is an explicit duality between the covariant transform and the contravariant transform. Discussion of the grand maximal function in the Rem. 17 shows usefulness of the covariant transform over the a family of fiducial functional. Thus, we shall not be surprised by the contravariant transform over a family of reconstructing vectors as well.

Definition 37 Let w: AffL1(ℝ) be a function. We define a new function 1w on Aff with values in L1(ℝ) through the point-wise action [1 w](g)=1(g) w(g) of  (7). If supg||w(g)||1< ∞, then, for fL1(Aff), we define the extended contravariant transform by:
[Mwf](x)=
 


Aff
f(g)  [1 w](g) dg. (30)

Note, that (30) reduces to the contravariant transform (19) if we start from the constant function w(g)=w0.

Definition 38 We call a function r on a nucleus if:
  1. r is supported in [−1,1],
  2. | r |<1/2 almost everywhere, and
  3. r(x) dx=0, cf. (6).

Clearly, for a nucleus r, the function s=1(a,b) r has properties:

  1. s is supported in a ball centred at b and radius a,
  2. | s |<1/2a almost everywhere, and
  3. s(x) dx=0.

In other words, s=1(a,b) r is an atom, cf. [314]*§ III.2.2 and any atom may be obtained in this way from some nucleus and certain (a,b)∈Aff.

Example 39 Let f(g)=∑j λj δgj(g) with j | λj |<∞ be a countable sum of point masses on Aff. If all values of w(gj) are nucleuses, then (30) becomes:
[Mwf](x)=
 


Aff
f(g)  [1 w](g) dg =
 
j
 λjsj, (31)
where sj=1(gj) w(gj) are atoms. The right-hand side of (31) is known as an atomic decomposition of a function h(x)=[Mw f](x), see [314]*§ III.2.2.

4.5 Composing the Co- and Contravariant Transforms

In the case of classical wavelets, the relation between the wavelet transform (3) and the inverse wavelet transform (19) is suggested by their names.

Example 40 For a square integrable representation and admissible vectors v0 and w0, there is the relation [5]*(8.52):
    Mw0Wv0=kI,
where the constant k depends on v0, w0 and the Duflo–Moore operator [87] [5]*§ 8.2.

It is of interest, that two different vectors can be used as analysing vector in (3) and for the reconstructing formula (19). Even a greater variety can be achieved if we use additional fiducial operators and invariant pairings.

Example 41 The composition of the contravariant transform Mv0* (26) with the covariant transform W (12) is:
     
      [Mv0*Wf](t)=
 
sup
a>
bt




1
2a
b+a
ba

f
x

dx



(32)
 =
 
sup
b1<t<b2




1
b2b1
b2
b1

f
x

dx



.  
 
Thus, Mv0* Wf coincides with the Hardy–Littlewood maximal function fM [231]*§ VIII.B.1, which contains important information on the original function f. Combining Props. 6 and 30 (through Rem. 32), we deduce that the operator M: ffM intertwines p with itself: pM=M p (yet, M is non-linear).
Example 42 Let the mother wavelet v0(x)=δ(x) be the Dirac delta function, then the wavelet transform Wδ generated by  (7) on C(ℝ) is [Wδf](a,b)=f(b). Take the reconstruction vector w0(x)=(1−χ[−1,1](x))/x and consider the respective inverse wavelet transform Mw0 produced by the Hardy pairing (21). Then, the composition of both maps is:
    [Mw0∘ Wδf](t)=
        
 
lim
a→ 0
−∞
f(b) ∞(a,b)w0(t) 
db
a
 =
 
lim
a→ 0
−∞
f(b)  
1−χ[−a,a](tb)
tb
  db
 =
 
lim
a→ 0
 

b
>a
f(b)
tb
  db.
The last expression is a singular integral operator (SIO) [314]*§ I.5 [257]*§ 2.6 defined through the principal value (in the sense of Cauchy).
Example 43 Let W be a covariant transfrom generated either by the functional F± (7) (i.e. the Cauchy integral) or (F+F) (i.e. the Poisson integral) from the Example 9. Then, for the contravariant transform Mv0+H (25) the composition Mv0+H W becomes the normal boundary value of the Cauchy/Poisson integral, respectively. The similar composition Mv0*H W for the reconstructing vector v0* (24) turns to be the non-tangential limit of the Cauchy/Poisson integrals.

It is the classical question of harmonic analysis to identify a class of functions on the real line such that Mv0*H W becomes the identity operator on it. Combining intertwining properties of the covariant and contravariant transforms (Props. 6, 30 and Rem. 32) we conclude that Mv0*H W will intertwine the representation with itself. If we restrict our attention to -irreducible subspace, then a sort of Schur’s lemma suggests that such an operator is a (possible zero) multiple of the identity operator. This motivates the following template definition, cf. [203]*§ 1.

Definition 44 For a representation of a group G in a space V, a generalised Hardy space H is an -irreducible subspace of V.
Example 45 Let G=Aff and the representation p is defined in V=Lp(ℝ) by (7). Then the classical Hardy spaces Hp(ℝ) are p-irreducible, thus are provided by the above definition.

We illustrate the group-theoretical technique by the following statement.

Proposition 46 Let B be the spaces of bounded uniformly continuous functions on the real line. Let F: B→ ℝ be a fiducial functional such that:
 
lim
a→ 0
F( ∞(1/a,0) f )= 0,    for all  fB such that  f(0)=0  (33)
and F(∞(1,b) f) is a continuous function of b∈ℝ for a given fB.

Then, Mv0*HWF is a constant times the identity operator on B.

Proof. First of all we note that Mv0+H WF is a bounded operator on B. Let v(a,b)*=∞(a,b) v*. Obviously, v(a,b)*(0)=v*(−b/a) is an eigenfunction for operators Λ(a′,0), a′∈ℝ+ of the left regular representation of Aff:

Λ(a′,0) v(a,b)*(0)= v(a,b)*(0). (34)

This and the left invariance of the pairing (30) imply Mv0*H∘ Λ (1/a,0)=Mv0*H for any (a,0)∈Aff. Then, applying the intertwining properties (44) we obtain:

    [Mv0*H ∘ WFf](0)=[Mv0*H∘  Λ (1/a,0)∘ WFf](0)
 =[Mv0*H∘  WF ∘ ∞(1/a,0)f](0)

Using the limit a→ 0 (33) and the continuity of F∘ ∞(1,b) we conclude that the linear functional l:f↦ [Mv0*HWF f](0) vanishes for any f∈B such that f(0)=0. Take a function f1B such that f1(0)=1 and define c=l(f1). From linearity of l, for any fB we have:

    l(f)=l(ff(0)f1+f(0)f1)=l(ff(0)f1)+f(0)l(f1)=cf(0).

Furthermore, using the intertwining properties (44) and (20):

    [Mv0*H∘ WF f](t)=[∞(1,−t) ∘ Mv0*H ∘ WF f](0)
 =[Mv0*H ∘ WF ∘ ∞(1,−t)   f](0)
 =l ( ∞(1,−t)   f)
 =c[ ∞(1,−t)   f](0)
 =cf(t).

This finishes the proof.


To get the classical statement we need the following lemma.

Lemma 47 For w(t)∈L1(ℝ), define the fiducial functional on B:
F(f)=
 


f(t) w(t)  dt. (35)
Then F satisfies to the condition (and thus conclusions) of Prop. 46.

Proof. Let f be a continuous bounded function such that f(0)=0. For ε>0 chose

Then, for a<δ/M, we have the estimation:

    
F(∞(1/a,0) f ) 
=
    




 


f
at
w(t)  dt




 





 



t
<M
f
at
w(t)  dt




+    




 



t
>M
f
at
w(t)  dt




 
ε (⎪⎪
⎪⎪
w⎪⎪
⎪⎪
1    +   ⎪⎪
⎪⎪
f⎪⎪
⎪⎪
) .

Finally, for a uniformly continuous function g: for ε>0 there is δ>0 such that | g(t+b)−g(t) |<ε for all b<δ and t∈ℝ. Then:

    
F(∞(1,b) g )−F(g) 
=




 


(g(t+b)−g(t)) w(t)  dt




≤ ε ⎪⎪
⎪⎪
w⎪⎪
⎪⎪
1.

That demonstrates the continuity of F(∞(1,b) g ) at b=0 and, by the group property, at any other point as well.


Remark 48 A direct evaluation shows, that the constant c=l(f1) from the proof of Prop. 46 for the fiducial functional (35) is equal to c=∫ w(t) dt. Of course, for non-trivial boundary values we need c≠ 0. On the other hand, the admissibility condition (6) requires c=0. In this sense, the classical harmonic analysis and the traditional wavelet construction are two orthogonal parts of the same covariant transform theory.

The table integral ∫ dx/x2+1=π tells that the “wavelet” p(t)=1/π1/1+t2 is in L1(ℝ) with c=1, the corresponding wavelet transform is the Poisson integral. Its boundary behaviour from Prop. 46 is the classical result, cf. [108]*Ch. I, Cor. 3.2.

The comparison between our demonstrations and the traditional proofs, e.g. in [108], does not reveal any significant distinctions. We simply made an explicit usage of the relevant group structure, which is implicitly employed in traditional texts anyway.

4.5.1 Real and Complex Technique in Harmonic Analysis

There are two main approaches in harmonic analysis on the real line. The real variables technique uses various maximal functions, dyadic cubes and, occasionally, the Poisson integral [314]. The complex variable technique is based on the Cauchy integral and fine properties of analytic functions [264, 265].

Both methods seem to have clear advantages. The real variable technique:

  1. does not require an introduction of the imaginary unit for a study of real-valued harmonic functions of a real variable (Occam’s Razor);
  2. allows a straightforward generalisation to several dimensions.

By contrast, access to the beauty and power of analytic functions (e.g., Möbius transformations, factorisation of zeroes, etc. [231]) is the main reason to use the complex variable technique. A posteriori, a multidimensional analytic version was also discovered [252], it is based on the monogenic Clifford-valued functions [49].

Therefore, propensity for either techniques becomes a personal choice of a researcher. Some of them prefer the real variable method, explicitly cleaning out any reference to analytic or harmonic functions [314]*Ch. III, p. 88. Others, e.g. [233], happily combine the both techniques. However, the reasons for switching beetween two methds at particular places may look mysterious.

We demonstrated above that both—real and complex—techniques in harmonic analysis have the same group-theoretical origin. Moreover, they are complemented by the wavelet construction. Therefore, there is no any confrontation between these approaches. In other words, the binary opposition of the real and complex methods resolves into Kant’s triad thesis-antithesis-synthesis: complex-real-covariant.

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Last modified: October 28, 2024.
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