Constructing a smooth characteristic function

In summary, to construct a C^\infty generalization of a characteristic function that is 1 on (a,b) and 0 outside of (a-δ, b+δ), we can use the concept of a bump function. By utilizing the functions g_1, g_2, h_1, and h_2, we can construct a smooth function h that satisfies the desired properties.
  • #1
AxiomOfChoice
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Constructing a "smooth" characteristic function

Suppose I'd like to construct a [itex]C^\infty[/itex] generalization of a characteristic function, [itex]f(x): \mathbb R \to \mathbb R[/itex], as follows: I want [itex]f[/itex] to be 1 for, say, [itex]x\in (a,b)[/itex], zero for [itex]x < a-\delta[/itex] and [itex]b > x + \delta[/itex], and I want it to be [itex]C^\infty[/itex] on [itex]\mathbb R[/itex]. How do I know I can do this? Namely, how do I define the function on [itex][a-\delta,a][/itex] and [itex][b,b+\delta][/itex] to make sure this will happen?

This might be easy, but I'm not familiar enough with properties of [itex]C^\infty[/itex] functions to immediately see how to do this.
 
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  • #2


What you're looking for is called a bump function. The key ingredient in the construction of bump functions is the following function:

[tex]f(x) = \begin{cases}e^{-1/x} & \text{if } x>0 \\ 0 & \text{if } x \leq 0 \end{cases}[/tex]

It is easy to see that f is infinitely differentiable. Then consider the following functions:

[tex]g_1(x) = f(x-(a-\delta))f(a-x)[/tex]
[tex]g_2(x) = f(x-b)f((b+\delta)-x)[/tex]

g_1 is a smooth function which is positive on (a-δ, a) and 0 elsewhere, and g_2 is a smooth function which is positive on (b, b+δ) and 0 elsewhere. Then consider the following functions:

[tex]h_1(x) = \frac{\int_{a-\delta}^{x} g_1(t)\ dt}{\int_{a-\delta}^{a} g_1(t)\ dt}[/tex]
[tex]h_2(x) = \frac{\int_{b}^{x} g_2(t)\ dt}{\int_{b}^{b+\delta} g_2(t)\ dt}[/tex]

h_1 and h_2 are smooth functions from R into [0, 1], h_1 is 0 for x<a-δ and 1 for x>a, and h_2 is 0 for x<b and 1 for x>b+δ. Finally, the function h=h_1 - h_2 is the bump function you're looking for.
 

Related to Constructing a smooth characteristic function

1. What is a characteristic function?

A characteristic function is a mathematical function that describes the distribution of a random variable. It is defined as the Fourier transform of the probability density function of the random variable.

2. How is a characteristic function different from a probability density function?

A probability density function provides the probability distribution of a random variable, while a characteristic function describes the distribution through the use of complex numbers and the Fourier transform.

3. Why is it important to have a smooth characteristic function?

A smooth characteristic function allows for easier analysis and computation of the underlying probability distribution. It also ensures that the distribution has finite moments, which are important in many statistical applications.

4. How do you construct a smooth characteristic function?

To construct a smooth characteristic function, you can start with a simple function and then use smoothing techniques such as convolutions and Fourier transforms. Additionally, you can also use interpolation methods to ensure that the function is continuous and differentiable.

5. What are some common applications of smooth characteristic functions?

Smooth characteristic functions are commonly used in probability and statistics to model and analyze various distributions, such as the normal, exponential, and gamma distributions. They are also used in financial mathematics and signal processing for data analysis and prediction.

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