Proving that $f(z;sigma)=sum_kinBbb Zfrac1sqrt2pi, sigmarm e^-frac(z-k)^22sigma^2$ converges to $1$ as $sigmatoinfty$

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I have an application where I get following function as a result:
$$f(z;sigma) = sum_k in mathbbZ frac1sqrt2 pi , sigma textrme^-frac(z - k)^22 sigma^2$$



It appears that
$$lim_sigma rightarrow infty f(z;sigma) = 1$$
but I can't currently find a way to prove this.



Is this property of the sum true, and if it is, why? Any references would be greatly appreciated.



Sum of Gaussian functions










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  • I think this is an (almost) immediate consequence of Poisson Summation Formula. en.wikipedia.org/wiki/Poisson_summation_formula
    – Kavi Rama Murthy
    Dec 13 at 6:22
















7














I have an application where I get following function as a result:
$$f(z;sigma) = sum_k in mathbbZ frac1sqrt2 pi , sigma textrme^-frac(z - k)^22 sigma^2$$



It appears that
$$lim_sigma rightarrow infty f(z;sigma) = 1$$
but I can't currently find a way to prove this.



Is this property of the sum true, and if it is, why? Any references would be greatly appreciated.



Sum of Gaussian functions










share|cite|improve this question























  • I think this is an (almost) immediate consequence of Poisson Summation Formula. en.wikipedia.org/wiki/Poisson_summation_formula
    – Kavi Rama Murthy
    Dec 13 at 6:22














7












7








7


0





I have an application where I get following function as a result:
$$f(z;sigma) = sum_k in mathbbZ frac1sqrt2 pi , sigma textrme^-frac(z - k)^22 sigma^2$$



It appears that
$$lim_sigma rightarrow infty f(z;sigma) = 1$$
but I can't currently find a way to prove this.



Is this property of the sum true, and if it is, why? Any references would be greatly appreciated.



Sum of Gaussian functions










share|cite|improve this question















I have an application where I get following function as a result:
$$f(z;sigma) = sum_k in mathbbZ frac1sqrt2 pi , sigma textrme^-frac(z - k)^22 sigma^2$$



It appears that
$$lim_sigma rightarrow infty f(z;sigma) = 1$$
but I can't currently find a way to prove this.



Is this property of the sum true, and if it is, why? Any references would be greatly appreciated.



Sum of Gaussian functions







sequences-and-series exponential-function






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edited Dec 13 at 10:34









Asaf Karagila

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asked Dec 13 at 6:09









Arnfinn

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  • I think this is an (almost) immediate consequence of Poisson Summation Formula. en.wikipedia.org/wiki/Poisson_summation_formula
    – Kavi Rama Murthy
    Dec 13 at 6:22

















  • I think this is an (almost) immediate consequence of Poisson Summation Formula. en.wikipedia.org/wiki/Poisson_summation_formula
    – Kavi Rama Murthy
    Dec 13 at 6:22
















I think this is an (almost) immediate consequence of Poisson Summation Formula. en.wikipedia.org/wiki/Poisson_summation_formula
– Kavi Rama Murthy
Dec 13 at 6:22





I think this is an (almost) immediate consequence of Poisson Summation Formula. en.wikipedia.org/wiki/Poisson_summation_formula
– Kavi Rama Murthy
Dec 13 at 6:22











3 Answers
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4














While other people gave you mathematically rigorous solution, here is a more intuitive one:



Let's go in the other limit, $sigmato 0$. Then what you have is a sum of delta functions at each integer. Let's calculate the area between half integers: $$int_-0.5^0.5f(z,0)dz=1$$
When you increase $sigma$, similar to melting peaks, some of the area will "flow out" from the central delta function into the adjacent intervals. But an equal area will "flow in". The area in each interval is conserved. So in the limit $sigmatoinfty$ each Gaussian becomes flat, so the sum is a constant. But in each interval $$int_-0.5^0.5f(z,infty)dz=int_-0.5^0.5Cdz=C=1$$






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    4














    Hint. Consider the gaussian function $g(w)=frace^-fracw^22 sigma^2sqrt2 pi , sigma $.
    Then
    $$sum_k in mathbbZ frace^-frac(z - k)^22 sigma^2sqrt2 pi , sigma -frace^-fracz^22 sigma^2sqrt2 pi , sigma =sum_k in mathbbZsetminus 0 g(z-k)leq int_-infty^inftyg(w),dw=1$$
    where the sum on the left is the sum of the areas of rectangles with bases $[z-k-1,z-k]$ and $k in mathbbZ$ under the graph of $g$.



    In a similar way we have that
    $$sum_k in mathbbZ frace^-frac(z - k)^22 sigma^2sqrt2 pi , sigma +frace^-fracz^22 sigma^2sqrt2 pi , sigma =2g(0)+sum_k in mathbbZsetminus 0 g(z-k)\geq int_-infty^inftyg(w),dw=1$$
    where this time the union of the rectangles contains the area under the graph of $g$.






    share|cite|improve this answer






























      2














      As @Kavi Rama Murthy commented, this is an immediate consequence of the Poisson summation formula which is saying that
      $$
      sum_kin mathbbZ f(x+k) = sum_jinmathbbZ hatf(j)e^2pi ijx,quad forall xin mathbbR
      $$
      for all Schwartz function $f$. Here, $hatf$ is the Fourier transform of $f$ on $mathbbR$. In this case, let $$f_sigma(x) = frac1sqrt2pisigmae^-fracx^22sigma^2= D^1_sigma f_1(x)$$ where $D^s_alpha g(x) = frac1alpha^frac1sg(fracxalpha)$ is a dilation operator. Then, it holds that
      $$
      widehatf_sigma(xi) =widehatD^1_sigma f_1(xi) = D^infty_1/sigmawidehatf_1(xi)=e^-2pi^2sigma^2xi^2,quadforall xiinmathbbR.
      $$
      Hence the given sum is
      $$
      sum_kin mathbbZ f_sigma(x+k) = sum_jinmathbbZ widehatf_sigma(j)e^2pi ijx=sum_jinmathbbZ e^-2pi^2sigma^2j^2e^2pi ijx = 1+sum_jneq 0 e^-2pi^2sigma^2j^2e^2pi ijx.
      $$
      For $sigma>1$, we have
      $$
      |e^-2pi^2sigma^2j^2e^2pi ijx|leq e^-2pi^2j^2 in l^1(mathbbZ).
      $$
      Thus, by Lebesgue's dominated convergence theorem, as $sigma toinfty$, we get
      $$
      sum_jneq 0 e^-2pi^2sigma^2j^2e^2pi ijx to 0,
      $$
      and as a result
      $$
      lim_sigmatoinftysum_kin mathbbZ f_sigma(x+k) = 1,quad forall xin mathbbR.
      $$






      share|cite|improve this answer




















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        3 Answers
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        3 Answers
        3






        active

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        active

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        4














        While other people gave you mathematically rigorous solution, here is a more intuitive one:



        Let's go in the other limit, $sigmato 0$. Then what you have is a sum of delta functions at each integer. Let's calculate the area between half integers: $$int_-0.5^0.5f(z,0)dz=1$$
        When you increase $sigma$, similar to melting peaks, some of the area will "flow out" from the central delta function into the adjacent intervals. But an equal area will "flow in". The area in each interval is conserved. So in the limit $sigmatoinfty$ each Gaussian becomes flat, so the sum is a constant. But in each interval $$int_-0.5^0.5f(z,infty)dz=int_-0.5^0.5Cdz=C=1$$






        share|cite|improve this answer

























          4














          While other people gave you mathematically rigorous solution, here is a more intuitive one:



          Let's go in the other limit, $sigmato 0$. Then what you have is a sum of delta functions at each integer. Let's calculate the area between half integers: $$int_-0.5^0.5f(z,0)dz=1$$
          When you increase $sigma$, similar to melting peaks, some of the area will "flow out" from the central delta function into the adjacent intervals. But an equal area will "flow in". The area in each interval is conserved. So in the limit $sigmatoinfty$ each Gaussian becomes flat, so the sum is a constant. But in each interval $$int_-0.5^0.5f(z,infty)dz=int_-0.5^0.5Cdz=C=1$$






          share|cite|improve this answer























            4












            4








            4






            While other people gave you mathematically rigorous solution, here is a more intuitive one:



            Let's go in the other limit, $sigmato 0$. Then what you have is a sum of delta functions at each integer. Let's calculate the area between half integers: $$int_-0.5^0.5f(z,0)dz=1$$
            When you increase $sigma$, similar to melting peaks, some of the area will "flow out" from the central delta function into the adjacent intervals. But an equal area will "flow in". The area in each interval is conserved. So in the limit $sigmatoinfty$ each Gaussian becomes flat, so the sum is a constant. But in each interval $$int_-0.5^0.5f(z,infty)dz=int_-0.5^0.5Cdz=C=1$$






            share|cite|improve this answer












            While other people gave you mathematically rigorous solution, here is a more intuitive one:



            Let's go in the other limit, $sigmato 0$. Then what you have is a sum of delta functions at each integer. Let's calculate the area between half integers: $$int_-0.5^0.5f(z,0)dz=1$$
            When you increase $sigma$, similar to melting peaks, some of the area will "flow out" from the central delta function into the adjacent intervals. But an equal area will "flow in". The area in each interval is conserved. So in the limit $sigmatoinfty$ each Gaussian becomes flat, so the sum is a constant. But in each interval $$int_-0.5^0.5f(z,infty)dz=int_-0.5^0.5Cdz=C=1$$







            share|cite|improve this answer












            share|cite|improve this answer



            share|cite|improve this answer










            answered Dec 13 at 7:01









            Andrei

            10.9k21025




            10.9k21025





















                4














                Hint. Consider the gaussian function $g(w)=frace^-fracw^22 sigma^2sqrt2 pi , sigma $.
                Then
                $$sum_k in mathbbZ frace^-frac(z - k)^22 sigma^2sqrt2 pi , sigma -frace^-fracz^22 sigma^2sqrt2 pi , sigma =sum_k in mathbbZsetminus 0 g(z-k)leq int_-infty^inftyg(w),dw=1$$
                where the sum on the left is the sum of the areas of rectangles with bases $[z-k-1,z-k]$ and $k in mathbbZ$ under the graph of $g$.



                In a similar way we have that
                $$sum_k in mathbbZ frace^-frac(z - k)^22 sigma^2sqrt2 pi , sigma +frace^-fracz^22 sigma^2sqrt2 pi , sigma =2g(0)+sum_k in mathbbZsetminus 0 g(z-k)\geq int_-infty^inftyg(w),dw=1$$
                where this time the union of the rectangles contains the area under the graph of $g$.






                share|cite|improve this answer



























                  4














                  Hint. Consider the gaussian function $g(w)=frace^-fracw^22 sigma^2sqrt2 pi , sigma $.
                  Then
                  $$sum_k in mathbbZ frace^-frac(z - k)^22 sigma^2sqrt2 pi , sigma -frace^-fracz^22 sigma^2sqrt2 pi , sigma =sum_k in mathbbZsetminus 0 g(z-k)leq int_-infty^inftyg(w),dw=1$$
                  where the sum on the left is the sum of the areas of rectangles with bases $[z-k-1,z-k]$ and $k in mathbbZ$ under the graph of $g$.



                  In a similar way we have that
                  $$sum_k in mathbbZ frace^-frac(z - k)^22 sigma^2sqrt2 pi , sigma +frace^-fracz^22 sigma^2sqrt2 pi , sigma =2g(0)+sum_k in mathbbZsetminus 0 g(z-k)\geq int_-infty^inftyg(w),dw=1$$
                  where this time the union of the rectangles contains the area under the graph of $g$.






                  share|cite|improve this answer

























                    4












                    4








                    4






                    Hint. Consider the gaussian function $g(w)=frace^-fracw^22 sigma^2sqrt2 pi , sigma $.
                    Then
                    $$sum_k in mathbbZ frace^-frac(z - k)^22 sigma^2sqrt2 pi , sigma -frace^-fracz^22 sigma^2sqrt2 pi , sigma =sum_k in mathbbZsetminus 0 g(z-k)leq int_-infty^inftyg(w),dw=1$$
                    where the sum on the left is the sum of the areas of rectangles with bases $[z-k-1,z-k]$ and $k in mathbbZ$ under the graph of $g$.



                    In a similar way we have that
                    $$sum_k in mathbbZ frace^-frac(z - k)^22 sigma^2sqrt2 pi , sigma +frace^-fracz^22 sigma^2sqrt2 pi , sigma =2g(0)+sum_k in mathbbZsetminus 0 g(z-k)\geq int_-infty^inftyg(w),dw=1$$
                    where this time the union of the rectangles contains the area under the graph of $g$.






                    share|cite|improve this answer














                    Hint. Consider the gaussian function $g(w)=frace^-fracw^22 sigma^2sqrt2 pi , sigma $.
                    Then
                    $$sum_k in mathbbZ frace^-frac(z - k)^22 sigma^2sqrt2 pi , sigma -frace^-fracz^22 sigma^2sqrt2 pi , sigma =sum_k in mathbbZsetminus 0 g(z-k)leq int_-infty^inftyg(w),dw=1$$
                    where the sum on the left is the sum of the areas of rectangles with bases $[z-k-1,z-k]$ and $k in mathbbZ$ under the graph of $g$.



                    In a similar way we have that
                    $$sum_k in mathbbZ frace^-frac(z - k)^22 sigma^2sqrt2 pi , sigma +frace^-fracz^22 sigma^2sqrt2 pi , sigma =2g(0)+sum_k in mathbbZsetminus 0 g(z-k)\geq int_-infty^inftyg(w),dw=1$$
                    where this time the union of the rectangles contains the area under the graph of $g$.







                    share|cite|improve this answer














                    share|cite|improve this answer



                    share|cite|improve this answer








                    edited Dec 13 at 7:39

























                    answered Dec 13 at 6:44









                    Robert Z

                    93.1k1060131




                    93.1k1060131





















                        2














                        As @Kavi Rama Murthy commented, this is an immediate consequence of the Poisson summation formula which is saying that
                        $$
                        sum_kin mathbbZ f(x+k) = sum_jinmathbbZ hatf(j)e^2pi ijx,quad forall xin mathbbR
                        $$
                        for all Schwartz function $f$. Here, $hatf$ is the Fourier transform of $f$ on $mathbbR$. In this case, let $$f_sigma(x) = frac1sqrt2pisigmae^-fracx^22sigma^2= D^1_sigma f_1(x)$$ where $D^s_alpha g(x) = frac1alpha^frac1sg(fracxalpha)$ is a dilation operator. Then, it holds that
                        $$
                        widehatf_sigma(xi) =widehatD^1_sigma f_1(xi) = D^infty_1/sigmawidehatf_1(xi)=e^-2pi^2sigma^2xi^2,quadforall xiinmathbbR.
                        $$
                        Hence the given sum is
                        $$
                        sum_kin mathbbZ f_sigma(x+k) = sum_jinmathbbZ widehatf_sigma(j)e^2pi ijx=sum_jinmathbbZ e^-2pi^2sigma^2j^2e^2pi ijx = 1+sum_jneq 0 e^-2pi^2sigma^2j^2e^2pi ijx.
                        $$
                        For $sigma>1$, we have
                        $$
                        |e^-2pi^2sigma^2j^2e^2pi ijx|leq e^-2pi^2j^2 in l^1(mathbbZ).
                        $$
                        Thus, by Lebesgue's dominated convergence theorem, as $sigma toinfty$, we get
                        $$
                        sum_jneq 0 e^-2pi^2sigma^2j^2e^2pi ijx to 0,
                        $$
                        and as a result
                        $$
                        lim_sigmatoinftysum_kin mathbbZ f_sigma(x+k) = 1,quad forall xin mathbbR.
                        $$






                        share|cite|improve this answer

























                          2














                          As @Kavi Rama Murthy commented, this is an immediate consequence of the Poisson summation formula which is saying that
                          $$
                          sum_kin mathbbZ f(x+k) = sum_jinmathbbZ hatf(j)e^2pi ijx,quad forall xin mathbbR
                          $$
                          for all Schwartz function $f$. Here, $hatf$ is the Fourier transform of $f$ on $mathbbR$. In this case, let $$f_sigma(x) = frac1sqrt2pisigmae^-fracx^22sigma^2= D^1_sigma f_1(x)$$ where $D^s_alpha g(x) = frac1alpha^frac1sg(fracxalpha)$ is a dilation operator. Then, it holds that
                          $$
                          widehatf_sigma(xi) =widehatD^1_sigma f_1(xi) = D^infty_1/sigmawidehatf_1(xi)=e^-2pi^2sigma^2xi^2,quadforall xiinmathbbR.
                          $$
                          Hence the given sum is
                          $$
                          sum_kin mathbbZ f_sigma(x+k) = sum_jinmathbbZ widehatf_sigma(j)e^2pi ijx=sum_jinmathbbZ e^-2pi^2sigma^2j^2e^2pi ijx = 1+sum_jneq 0 e^-2pi^2sigma^2j^2e^2pi ijx.
                          $$
                          For $sigma>1$, we have
                          $$
                          |e^-2pi^2sigma^2j^2e^2pi ijx|leq e^-2pi^2j^2 in l^1(mathbbZ).
                          $$
                          Thus, by Lebesgue's dominated convergence theorem, as $sigma toinfty$, we get
                          $$
                          sum_jneq 0 e^-2pi^2sigma^2j^2e^2pi ijx to 0,
                          $$
                          and as a result
                          $$
                          lim_sigmatoinftysum_kin mathbbZ f_sigma(x+k) = 1,quad forall xin mathbbR.
                          $$






                          share|cite|improve this answer























                            2












                            2








                            2






                            As @Kavi Rama Murthy commented, this is an immediate consequence of the Poisson summation formula which is saying that
                            $$
                            sum_kin mathbbZ f(x+k) = sum_jinmathbbZ hatf(j)e^2pi ijx,quad forall xin mathbbR
                            $$
                            for all Schwartz function $f$. Here, $hatf$ is the Fourier transform of $f$ on $mathbbR$. In this case, let $$f_sigma(x) = frac1sqrt2pisigmae^-fracx^22sigma^2= D^1_sigma f_1(x)$$ where $D^s_alpha g(x) = frac1alpha^frac1sg(fracxalpha)$ is a dilation operator. Then, it holds that
                            $$
                            widehatf_sigma(xi) =widehatD^1_sigma f_1(xi) = D^infty_1/sigmawidehatf_1(xi)=e^-2pi^2sigma^2xi^2,quadforall xiinmathbbR.
                            $$
                            Hence the given sum is
                            $$
                            sum_kin mathbbZ f_sigma(x+k) = sum_jinmathbbZ widehatf_sigma(j)e^2pi ijx=sum_jinmathbbZ e^-2pi^2sigma^2j^2e^2pi ijx = 1+sum_jneq 0 e^-2pi^2sigma^2j^2e^2pi ijx.
                            $$
                            For $sigma>1$, we have
                            $$
                            |e^-2pi^2sigma^2j^2e^2pi ijx|leq e^-2pi^2j^2 in l^1(mathbbZ).
                            $$
                            Thus, by Lebesgue's dominated convergence theorem, as $sigma toinfty$, we get
                            $$
                            sum_jneq 0 e^-2pi^2sigma^2j^2e^2pi ijx to 0,
                            $$
                            and as a result
                            $$
                            lim_sigmatoinftysum_kin mathbbZ f_sigma(x+k) = 1,quad forall xin mathbbR.
                            $$






                            share|cite|improve this answer












                            As @Kavi Rama Murthy commented, this is an immediate consequence of the Poisson summation formula which is saying that
                            $$
                            sum_kin mathbbZ f(x+k) = sum_jinmathbbZ hatf(j)e^2pi ijx,quad forall xin mathbbR
                            $$
                            for all Schwartz function $f$. Here, $hatf$ is the Fourier transform of $f$ on $mathbbR$. In this case, let $$f_sigma(x) = frac1sqrt2pisigmae^-fracx^22sigma^2= D^1_sigma f_1(x)$$ where $D^s_alpha g(x) = frac1alpha^frac1sg(fracxalpha)$ is a dilation operator. Then, it holds that
                            $$
                            widehatf_sigma(xi) =widehatD^1_sigma f_1(xi) = D^infty_1/sigmawidehatf_1(xi)=e^-2pi^2sigma^2xi^2,quadforall xiinmathbbR.
                            $$
                            Hence the given sum is
                            $$
                            sum_kin mathbbZ f_sigma(x+k) = sum_jinmathbbZ widehatf_sigma(j)e^2pi ijx=sum_jinmathbbZ e^-2pi^2sigma^2j^2e^2pi ijx = 1+sum_jneq 0 e^-2pi^2sigma^2j^2e^2pi ijx.
                            $$
                            For $sigma>1$, we have
                            $$
                            |e^-2pi^2sigma^2j^2e^2pi ijx|leq e^-2pi^2j^2 in l^1(mathbbZ).
                            $$
                            Thus, by Lebesgue's dominated convergence theorem, as $sigma toinfty$, we get
                            $$
                            sum_jneq 0 e^-2pi^2sigma^2j^2e^2pi ijx to 0,
                            $$
                            and as a result
                            $$
                            lim_sigmatoinftysum_kin mathbbZ f_sigma(x+k) = 1,quad forall xin mathbbR.
                            $$







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                            answered Dec 13 at 6:44









                            Song

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