A Sharp Fourier Inequality and the Epanechnikov Kernel
Classical Analysis and ODEs
2023-10-17 v1 Statistics Theory
Statistics Theory
Abstract
We consider functions and kernels normalized by , making the convolution a "smoother" local average of . We identify which choice of most effectively smooths the second derivative in the following sense. For each , basic Fourier analysis implies there is a constant so for all . By compactness, there is some that minimizes and in this paper, we find explicit expressions for both this minimal and the minimizing kernel for every . The minimizing kernel is remarkably close to the Epanechnikov kernel in Statistics. This solves a problem of Kravitz-Steinerberger and an extremal problem for polynomials is solved as a byproduct.
Keywords
Cite
@article{arxiv.2310.09713,
title = {A Sharp Fourier Inequality and the Epanechnikov Kernel},
author = {Sean Richardson},
journal= {arXiv preprint arXiv:2310.09713},
year = {2023}
}
Comments
16 pages, 4 figures