Uncertainty principle, mathematical
The following meta-theorem:
It is not possible for a non-trivial function and its
Fourier transform
to be simultaneously sharply localized/concentrated.
Depending on the definition of the term
"concentration" ,
one gets various concrete
manifestations of this principle, one of them (see the Heisenberg
uncertainty
inequality below), correctly interpreted, is in fact the celebrated
Heisenberg uncertainty principle of quantum of mechanics in disguise
([a13]).
A comprehensive discussion of various (mathematical) uncertainty
principles
can be found in
[a10].
Heisenberg uncertainty inequality.Defining concentration in terms
of
standard deviation
leads to the Heisenberg uncertainty inequality. If
and
,
the quantity
is a measure of the
concentration
of
around
.
Roughly speaking, the more concentrated
is around
,
the smaller will this quantity be. If one normalizes
such that
,
then by the
Plancherel theorem
.
Here,
is the
Fourier transform
of
,
defined by
the convergence of the integral being interpreted suitably. Then, for

one has the
Heisenberg inequality
Thus, the above says that if

is concentrated around
 ,
then no matter what

is chosen,

cannot be concentrated around
 .
Equality is attained in the above if and only if

is,
modulo translation and multiplication by a phase factor, a
Gaussian function
(i.e. of the form
 ).
Benedicks' theorem.Concentration can also be measured in terms of the
"size"
of the set on which
is supported (cf. also
Support of a function).
If one takes
"size"
to mean
Lebesgue measure,
then
M. Benedicks
([a4],
[a1])
has proved the following result: If
is
a non-zero function, then it is impossible for
both
and
to have finite Lebesgue measure. (This is a significant
generalization of the fact, well known to communication engineers,
that a function cannot be both
time limited
and
band limited.)
For various other uncertainty principles of this kind, see
[a11].
Hardy's uncertainty principle.Another natural way of measuring
concentration is to consider the
rate of decay
of the function at
infinity. A result of
G.H. Hardy
[a12]
states that
both
and
cannot be simultaneously
"very rapidly decreasing" .
More precisely: If
,
for some positive constants
,
,
,
and for all
,
and if
,
then
.
(If
,
then there are infinitely many linearly independent functions
satisfying the inequalities, and if
,
then
must be necessarily a Gaussian function.)
Actually, the first part of Hardy's result can be
deduced from the following more general result of
A. Beurling
[a14]:
If
is such that
then
 .
There are various refinements of Hardy's theorem
(see
[a6]
for one such refinement).
Other directions.Apart from the three instances of the mathematical uncertainty principle
described above, there are a host of uncertainty principles
associated with different ways of measuring concentration
(see, e.g.,
[a2],
[a3],
[a5],
[a7],
[a8],
[a9],
[a15],
[a16],
[a18],
[a19]).
If
is a locally compact group
(including the case
),
then it is possible to develop a Fourier transform theory for
functions defined on
(cf. also
Harmonic analysis, abstract).
There is a considerable body of literature devoted to
deriving various uncertainty principles in this context also. (See the
bibliography in
[a10].)
The Fourier inversion formula can be thought of as an eigenfunction
expansion with respect to the standard Laplacian (cf. also
Laplace operator;
Eigen function).
So it is natural to seek
uncertainty
principles associated with other eigenfunction expansions. Although
this
has not been as systematically developed as in the case of standard
Fourier transform theory, there are several results in this direction
as well (see
[a17]
and the bibliography in
[a10]).
References| [a1] |
W.O. Amrein,
A.M. Berthier,
"On support properties of
functions and their Fourier transforms"
J. Funct. Anal.
, 24
(1977)
pp. 258–267 | | [a2] |
W. Beckner,
"Pitt's inequality and the uncertainty principle"
Proc. Amer. Math. Soc.
, 123
(1995)
pp. 1897–1905 | | [a3] |
J.J. Benedetto,
"Uncertainty principle inequalities and spectrum estimation"
J.S. Byrnes (ed.)
J.L. Byrnes (ed.)
, Recent Advances in Fourier Analysis and Its Applications
, Kluwer Acad. Publ.
(1990) | | [a4] |
M. Benedicks,
"On Fourier transforms of functions supported on sets of finite Lebesgue measure"
J. Math. Anal. Appl.
, 106
(1985)
pp. 180–183 | | [a5] |
I. Bialynicki–Birula,
"Entropic uncertainty relations in quantum mechanics"
L. Accardi (ed.)
W. von Waldenfels (ed.)
, Quantum Probability and Applications III
, Lecture Notes in Mathematics
, 1136
, Springer
(1985)
pp. 90–103 | | [a6] |
M.G. Cowling,
J.F. Price,
"Generalisations of Heisenberg's inequality"
G. Mauceri (ed.)
F. Ricci (ed.)
G. Weiss (ed.)
, Harmonic Analysis
, Lecture Notes in Mathematics
, 992
, Springer
(1983)
pp. 443–449 | | [a7] |
N.G. de Bruijn,
"Uncertainty principles in Fourier analysis"
O. Shisha (ed.)
, Inequalities
, Acad. Press
(1967)
pp. 55–71 | | [a8] |
D.L. Donoho,
P.B. Stark,
"Uncertainty principles and signal recovery"
SIAM J. Appl. Math.
, 49
(1989)
pp. 906–931 | | [a9] |
W.G. Faris,
"Inequalities and uncertainty principles."
J. Math. Phys.
, 19
(1978)
pp. 461–466 | | [a10] |
G.B. Folland,
A. Sitaram,
"The uncertainty principle: a mathematical survey."
J. Fourier Anal. Appl.
, 3
(1997)
pp. 207–233 | | [a11] |
V. Havin,
B. Jöricke,
"The Uncertainty Principle in Harmonic Analysis"
, Springer
(1994) | | [a12] |
G.H. Hardy,
"A theorem concerning Fourier transforms."
J. London Math. Soc.
, 8
(1933)
pp. 227–231 | | [a13] |
W. Heisenberg,
"Über den anschaulichen Inhalt der quantentheoretischen Kinematic und Mechanik"
Z. Physik
, 43
(1927)
pp. 172–198 | | [a14] |
L. Hörmander,
"A uniqueness theorem of Beurling for Fourier transform pairs"
Ark. Mat.
, 29
(1991)
pp. 237–240 | | [a15] |
H.J. Landau,
H.O. Pollak,
"Prolate spheroidal wave functions, Fourier analysis and uncertainty II"
Bell Syst. Techn. J.
, 40
(1961)
pp. 65–84 | | [a16] |
H.J. Landau,
H.O. Pollak,
"Prolate spheroidal wave functions, Fourier analysis and uncertainty III: the dimension of the space of essentially time-and band-limited signals"
Bell Syst. Techn. J.
, 41
(1962)
pp. 1295–1336 | | [a17] |
V. Pati,
A. Sitaram,
M. Sundari,
S. Thangavelu,
"An uncertainty principle for eigenfunction expansions"
J. Fourier Anal. Appl.
, 2
(1996)
pp. 427–433 | | [a18] |
J.F. Price,
"Inequalities and local uncertainty principles"
J. Math. Phys.
, 24
(1983)
pp. 1711–1714 | | [a19] |
D. Slepain,
H.O. Pollak,
"Prolate spheroidal wave functions, Fourier analysis and uncertainty I"
Bell Syst. Techn. J.
, 40
(1961)
pp. 43–63 |
A. Sitaram
This text originally appeared in Encyclopaedia of Mathematics
- ISBN 1402006098
|