Documentation

Mathlib.Analysis.MellinInversion

Mellin inversion formula #

We derive the Mellin inversion formula as a consequence of the Fourier inversion formula.

Main results #

theorem mellin_eq_fourierIntegral {E : Type u_1} [NormedAddCommGroup E] [NormedSpace E] (f : E) {s : } :
mellin f s = Real.fourierIntegral (fun (u : ) => Real.exp (-s.re * u) f (Real.exp (-u))) (s.im / (2 * Real.pi))
theorem mellinInv_eq_fourierIntegralInv {E : Type u_1} [NormedAddCommGroup E] [NormedSpace E] (σ : ) (f : E) {x : } (hx : 0 < x) :
mellinInv σ f x = x ^ (-σ) Real.fourierIntegralInv (fun (y : ) => f (σ + 2 * Real.pi * y * Complex.I)) (-Real.log x)
theorem mellin_inversion {E : Type u_1} [NormedAddCommGroup E] [NormedSpace E] [CompleteSpace E] (σ : ) (f : E) {x : } (hx : 0 < x) (hf : MellinConvergent f σ) (hFf : Complex.VerticalIntegrable (mellin f) σ MeasureTheory.volume) (hfx : ContinuousAt f x) :
mellinInv σ (mellin f) x = f x

The inverse Mellin transform of the Mellin transform applied to x > 0 is x.