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Shift operator

From Wikipedia, the free encyclopedia
Linear mathematical operator which translates a function
This article is about shift operators in mathematics. For operators in computer programming languages, seeBit shift. For the shift operator of group schemes, seeVerschiebung operator.

Inmathematics, and in particularfunctional analysis, theshift operator, also known as thetranslation operator, is anoperator that takes afunctionxf(x)to itstranslationxf(x +a).[1] Intime series analysis, the shift operator is called thelag operator.

Shift operators are examples oflinear operators, important for their simplicity and natural occurrence. The shift operator action onfunctions of a real variable plays an important role inharmonic analysis, for example, it appears in the definitions ofalmost periodic functions,positive-definite functions,derivatives, andconvolution.[2] Shifts of sequences (functions of aninteger variable) appear in diverse areas such asHardy spaces, the theory ofabelian varieties, and the theory ofsymbolic dynamics, for which thebaker's map is an explicit representation. The notion oftriangulated category is a categorified analogue of the shift operator.

Definition

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Functions of a real variable

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The shift operatorT t (wheretR{\displaystyle t\in \mathbb {R} }) takes a functionf onR{\displaystyle \mathbb {R} } to its translationft,

Ttf(x)=ft(x)=f(x+t) .{\displaystyle T^{t}f(x)=f_{t}(x)=f(x+t)~.}

A practicaloperational calculus representation of the linear operatorT t in terms of the plain derivativeddx{\displaystyle {\tfrac {d}{dx}}} was introduced byLagrange,

Tt=etddx ,{\displaystyle T^{t}=e^{t{\frac {d}{dx}}}~,}

which may be interpreted operationally through its formalTaylor expansion int; and whose action on the monomialxn is evident by thebinomial theorem, and hence onall series inx, and so all functionsf(x) as above.[3] This, then, is a formal encoding of the Taylor expansion in Heaviside's calculus.

The operator thus provides the prototype[4] for Lie's celebratedadvective flow for Abelian groups,

exp(tβ(x)ddx)f(x)=exp(tddh)F(h)=F(h+t)=f(h1(h(x)+t)),{\displaystyle \exp \left(t\beta (x){\frac {d}{dx}}\right)f(x)=\exp \left(t{\frac {d}{dh}}\right)F(h)=F(h+t)=f\left(h^{-1}(h(x)+t)\right),}

where the canonical coordinatesh (Abel functions) are defined such that

h(x)1β(x) ,f(x)F(h(x)).{\displaystyle h'(x)\equiv {\frac {1}{\beta (x)}}~,\qquad f(x)\equiv F(h(x)).}

For example, it easily follows thatβ(x)=x{\displaystyle \beta (x)=x} yields scaling,

exp(txddx)f(x)=f(etx),{\displaystyle \exp \left(tx{\frac {d}{dx}}\right)f(x)=f(e^{t}x),}

henceexp(iπxddx)f(x)=f(x){\displaystyle \exp \left(i\pi x{\tfrac {d}{dx}}\right)f(x)=f(-x)} (parity); likewise,β(x)=x2{\displaystyle \beta (x)=x^{2}} yields[5]

exp(tx2ddx)f(x)=f(x1tx),{\displaystyle \exp \left(tx^{2}{\frac {d}{dx}}\right)f(x)=f\left({\frac {x}{1-tx}}\right),}

β(x)=1x{\displaystyle \beta (x)={\tfrac {1}{x}}} yields

exp(txddx)f(x)=f(x2+2t),{\displaystyle \exp \left({\frac {t}{x}}{\frac {d}{dx}}\right)f(x)=f\left({\sqrt {x^{2}+2t}}\right),}

β(x)=ex{\displaystyle \beta (x)=e^{x}} yields

exp(texddx)f(x)=f(ln(1ext)),{\displaystyle \exp \left(te^{x}{\frac {d}{dx}}\right)f(x)=f\left(\ln \left({\frac {1}{e^{-x}-t}}\right)\right),}

etc.

Theinitial condition of the flow and the group property completely determine the entire Lie flow, providing a solution to the translation functional equation[6]

ft(fτ(x))=ft+τ(x).{\displaystyle f_{t}(f_{\tau }(x))=f_{t+\tau }(x).}

Sequences

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Main article:Unilateral shift operator

Theleft shift operator acts on one-sidedinfinite sequence of numbers by

S:(a1,a2,a3,)(a2,a3,a4,){\displaystyle S^{*}:(a_{1},a_{2},a_{3},\ldots )\mapsto (a_{2},a_{3},a_{4},\ldots )}

and on two-sided infinite sequences by

T:(ak)k=(ak+1)k=.{\displaystyle T:(a_{k})_{k\,=\,-\infty }^{\infty }\mapsto (a_{k+1})_{k\,=\,-\infty }^{\infty }.}

Theright shift operator acts on one-sidedinfinite sequence of numbers by

S:(a1,a2,a3,)(0,a1,a2,){\displaystyle S:(a_{1},a_{2},a_{3},\ldots )\mapsto (0,a_{1},a_{2},\ldots )}

and on two-sided infinite sequences by

T1:(ak)k=(ak1)k=.{\displaystyle T^{-1}:(a_{k})_{k\,=\,-\infty }^{\infty }\mapsto (a_{k-1})_{k\,=\,-\infty }^{\infty }.}

The right and left shift operators acting on two-sided infinite sequences are calledbilateral shifts.

Abelian groups

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In general, as illustrated above, ifF is a function on anabelian groupG, andh is an element ofG, the shift operatorT g mapsF to[6][7]

Fg(h)=F(h+g).{\displaystyle F_{g}(h)=F(h+g).}

Properties of the shift operator

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The shift operator acting on real- or complex-valued functions or sequences is a linear operator which preserves most of the standardnorms which appear in functional analysis. Therefore, it is usually acontinuous operator with norm one.

Action on Hilbert spaces

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The shift operator acting on two-sided sequences is aunitary operator on2(Z).{\displaystyle \ell _{2}(\mathbb {Z} ).} The shift operator acting on functions of a real variable is a unitary operator onL2(R).{\displaystyle L_{2}(\mathbb {R} ).}

In both cases, the (left) shift operator satisfies the following commutation relation with the Fourier transform:FTt=MtF,{\displaystyle {\mathcal {F}}T^{t}=M^{t}{\mathcal {F}},}whereM t is themultiplication operator byexp(itx). Therefore, the spectrum ofT t is theunit circle.

The one-sided shiftS acting on2(N){\displaystyle \ell _{2}(\mathbb {N} )} is a properisometry withrange equal to allvectors which vanish in the firstcoordinate. The operatorS is acompression ofT−1, in the sense thatT1y=Sx for each x2(N),{\displaystyle T^{-1}y=Sx{\text{ for each }}x\in \ell ^{2}(\mathbb {N} ),}wherey is the vector in2(Z){\displaystyle \ell _{2}(\mathbb {Z} )} withyi =xi fori ≥ 0 andyi = 0 fori < 0. This observation is at the heart of the construction of manyunitary dilations of isometries.

Thespectrum ofS is theunit disk. The shiftS is one example of aFredholm operator; it has Fredholm index −1.

Generalization

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Jean Delsarte introduced the notion ofgeneralized shift operator (also calledgeneralized displacement operator); it was further developed byBoris Levitan.[2][8][9]

A family of operators{Lx}xX{\displaystyle \{L^{x}\}_{x\in X}} acting on a spaceΦ of functions from a setX toC{\displaystyle \mathbb {C} } is called a family of generalized shift operators if the following properties hold:

  1. Associativity: let(Ryf)(x)=(Lxf)(y).{\displaystyle (R^{y}f)(x)=(L^{x}f)(y).} ThenLxRy=RyLx.{\displaystyle L^{x}R^{y}=R^{y}L^{x}.}
  2. There existse inX such thatLe is theidentity operator.

In this case, the setX is called ahypergroup.

See also

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Notes

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  1. ^Weisstein, Eric W."Shift Operator".MathWorld.
  2. ^abMarchenko, V. A. (2006). "The generalized shift, transformation operators, and inverse problems".Mathematical events of the twentieth century. Berlin: Springer. pp. 145–162.doi:10.1007/3-540-29462-7_8.ISBN 978-3-540-23235-3.MR 2182783.
  3. ^Jordan, Charles, (1939/1965).Calculus of Finite Differences, (AMS Chelsea Publishing),ISBN 978-0828400336 .
  4. ^M Hamermesh (1989),Group Theory and Its Application to Physical Problems (Dover Books on Physics), Hamermesh ISBM 978-0486661810, Ch 8-6, pp 294-5,online.
  5. ^p 75 of Georg Scheffers (1891):Sophus Lie, Vorlesungen Ueber Differentialgleichungen Mit Bekannten Infinitesimalen Transformationen, Teubner, Leipzig, 1891.ISBN 978-3743343078online
  6. ^abAczel, J (2006),Lectures on Functional Equations and Their Applications (Dover Books on Mathematics, 2006), Ch. 6,ISBN 978-0486445236 .
  7. ^"A one-parameter continuous group is equivalent to a group of translations". M Hamermesh,ibid.
  8. ^Levitan, B.M.; Litvinov, G.L. (2001) [1994],"Generalized displacement operators",Encyclopedia of Mathematics,EMS Press
  9. ^Bredikhina, E.A. (2001) [1994],"Almost-periodic function",Encyclopedia of Mathematics,EMS Press

Bibliography

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  • Partington, Jonathan R. (March 15, 2004).Linear Operators and Linear Systems. Cambridge University Press.doi:10.1017/cbo9780511616693.ISBN 978-0-521-83734-7.
  • Marvin Rosenblum and James Rovnyak,Hardy Classes and Operator Theory, (1985) Oxford University Press.
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