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Mellin inversion theorem

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In mathematics, the Mellin inversion formula (named after Hjalmar Mellin) tells us conditions under which the inverse Mellin transform, or equivalently the inverse two-sided Laplace transform, are defined and recover the transformed function.

Contents

Method

If φ ( s ) is analytic in the strip a < ( s ) < b , and if it tends to zero uniformly as ( s ) ± for any real value c between a and b, with its integral along such a line converging absolutely, then if

f ( x ) = { M 1 φ } = 1 2 π i c i c + i x s φ ( s ) d s

we have that

φ ( s ) = { M f } = 0 x s f ( x ) d x x .

Conversely, suppose f(x) is piecewise continuous on the positive real numbers, taking a value halfway between the limit values at any jump discontinuities, and suppose the integral

φ ( s ) = 0 x s f ( x ) d x x

is absolutely convergent when a < ( s ) < b . Then f is recoverable via the inverse Mellin transform from its Mellin transform φ .

Boundedness condition

We may strengthen the boundedness condition on φ ( s ) if f(x) is continuous. If φ ( s ) is analytic in the strip a < ( s ) < b , and if | φ ( s ) | < K | s | 2 , where K is a positive constant, then f(x) as defined by the inversion integral exists and is continuous; moreover the Mellin transform of f is φ for at least a < ( s ) < b .

On the other hand, if we are willing to accept an original f which is a generalized function, we may relax the boundedness condition on φ to simply make it of polynomial growth in any closed strip contained in the open strip a < ( s ) < b .

We may also define a Banach space version of this theorem. If we call by L ν , p ( R + ) the weighted Lp space of complex valued functions f on the positive reals such that

f = ( 0 | x ν f ( x ) | p d x x ) 1 / p <

where ν and p are fixed real numbers with p>1, then if f(x) is in L ν , p ( R + ) with 1 < p 2 , then φ ( s ) belongs to L ν , q ( R + ) with q = p / ( p 1 ) and

f ( x ) = 1 2 π i ν i ν + i x s φ ( s ) d s .

Here functions, identical everywhere except on a set of measure zero, are identified.

Since the two-sided Laplace transform can be defined as

{ B f } ( s ) = { M f ( ln x ) } ( s )

these theorems can be immediately applied to it also.

References

Mellin inversion theorem Wikipedia