English

A Remark on the Arcsine Distribution and the Hilbert Transform

Classical Analysis and ODEs 2019-10-16 v3 Probability

Abstract

It is known that if (pn)nN(p_n)_{n \in \mathbb{N}} is a sequence of orthogonal polynomials in L2([1,1],w(x)dx)L^2([-1,1], w(x)dx), then the roots are distributed according to an arcsine distribution π1(1x2)1dx\pi^{-1} (1-x^2)^{-1}dx for a wide variety of weights w(x)w(x). We connect this to a result of the Hilbert transform due to Tricomi: if f(x)(1x2)1/4L2(1,1)f(x)(1-x^2)^{1/4} \in L^2(-1,1) and its Hilbert transform HfHf vanishes on (1,1)(-1,1), then the function ff is a multiple of the arcsine distribution f(x)=c1x2χ(1,1)\mboxwhere c R. f(x) = \frac{c}{\sqrt{1-x^2}}\chi_{(-1,1)} \qquad \mbox{where}~c~\in \mathbb{R}. We also prove a localized Parseval-type identity that seems to be new: if f(x)(1x2)1/4L2(1,1)f(x)(1-x^2)^{1/4} \in L^2(-1,1) and f(x)1x2f(x) \sqrt{1-x^2} has mean value 0 on (1,1)(-1,1), then 11(Hf)(x)21x2dx=11f(x)21x2dx. \int_{-1}^{1}{ (Hf)(x)^2 \sqrt{1-x^2} dx} = \int_{-1}^{1}{ f(x)^2 \sqrt{1-x^2} dx}.

Keywords

Cite

@article{arxiv.1810.10128,
  title  = {A Remark on the Arcsine Distribution and the Hilbert Transform},
  author = {Ronald R. Coifman and Stefan Steinerberger},
  journal= {arXiv preprint arXiv:1810.10128},
  year   = {2019}
}

Comments

The Isometry property was derived previously by Ledoux & Popescu (The One Dimensional Free Poincare Inequality)