Return to Article Details Nonuniform low-pass filters on non Archimedean local fields

Nonuniform low-pass filters on non Archimedean local fields

Owais Ahmad1, Abid H. Wani1, Abid Ayub Hazari2 Neyaz A. Sheikh3

August 30, 2021; accepted: September 16, 2021; published online: November 8, 2021.

In real life application all signals are not obtained from uniform shifts; so there is a natural question regarding analysis and decompositions of this types of signals by a stable mathematical tool. Gabardo and Nashed
(J. Funct. Anal. 158:209-241, 1998) filled this gap by the concept of nonuniform multiresolution analysis. In this setting, the associated translation set Λ={0,r/N}+2Z is no longer a discrete subgroup of R but a spectrum associated with a certain one-dimensional spectral pair and the associated dilation is an even positive integer related to the given spectral pair. The main aim of this article is to provide the characterization of nonuniform low-pass filters on non-Archimedean local fields.

MSC. 42C40; 42C15; 43A70; 11S85

Keywords. Low pass filter, Nonuniform MRA, Fourier transform, Local field.

1Department of Mathematics, National Institute of Technology, Hazratbal, Srinagar -190006, Jammu and Kashmir, India, e-mail: siawoahmad@gmail.com.

2Department of Computer Science, University of Kashmir, South Campus, Anantnag -192101, Jammu and Kashmir, India, e-mail: abid.wani@uok.edu.in. 3Department of Mathematics, University of Kashmir, Hazratbal, Srinagar -190006, Jammu and Kashmir, India, e-mail: abidayub93@gmail.com.

4Department of Mathematics, National Institute of Technology, Hazratbal, Srinagar -190006, Jammu and Kashmir, India, e-mail: neyaznit@yahoo.co.in.

1 Introduction

Multiresolution analysis is an important mathematical tool since it provides a natural framework for understanding and constructing discrete wavelet systems. The concept of MRA has been extended in various ways in recent years. These concepts are generalized to L2(Rd), to lattices different from Zd, allowing the subspaces of MRA to be generated by Riesz basis instead of orthonormal basis, admitting a finite number of scaling functions, replacing the dilation factor 2 by an integer M2 or by an expansive matrix AGLd(R) as long as AAZd. All these concepts are developed on regular lattices, that is the translation set is always a group. Recently, Gabardo and Nashed [ 25 ] considered a generalization of Mallat’s [ 42 ] celebrated theory of MRA based on spectral pairs, in which the translation set acting on the scaling function associated with the MRA to generate the subspace V0 is no longer a group, but is the union of Z and a translate of Z. Based on one-dimensional spectral pairs, Gabardo and Yu [ 26 ] considered sets of nonuniform wavelets in L2(R). In real life application all signals are not obtained from uniform shifts; so there is a natural question regarding analysis and decompositions of this types of signals by a stable mathematical tool. Gabardo and Nashed [ 25 ] and Gabardo and Yu [ 26 ] filled this gap by the concept of nonuniform multiresolution analysis.

During the last two decades, there is a substantial body of work that has been concerned with the construction of wavelets on local fields. Even though the structures and metrics of local fields of zero and positive characteristics are similar, their wavelet and MRA (multiresolution analysis) theory are quite different. For example, R. L. Benedetto and J. J. Benedetto [ 18 ] developed a wavelet theory for local fields and related groups. They did not develop the multiresolution analysis (MRA) approach, their method is based on the theory of wavelet sets and only allows the construction of wavelet functions whose Fourier transforms are characteristic functions of some sets. Khrennikov, Shelkovich and Skopina [ 31 ] constructed a number of scaling functions generating an MRA of L2(Qp). But later on in [ 15 ] , Albeverio, Evdokimov and Skopina proved that all these scaling functions lead to the same Haar MRA and that there exist no other orthogonal test scaling functions generating an MRA except those described in [ 31 ] . Some wavelet bases for L2(Qp) different from the Haar system were constructed in [ . These wavelet bases were obtained by relaxing the basis condition in the definition of an MRA and form Riesz bases without any dual wavelet systems. For some related works on wavelets and frames on Qp, we refer to [ . On the other hand, Lang [ constructed several examples of compactly supported wavelets for the Cantor dyadic group. Farkov [ has constructed many examples of wavelets for the Vilenkin p-groups. Jiang et al. [ 29 ] pointed out a method for constructing orthogonal wavelets on local field K with a constant generating sequence and derived necessary and sufficient conditions for a solution of the refinement equation to generate a multiresolution analysis of L2(K). During the last two decades, p-adics has been extensively applied to a variety of problems in theoretical physics (string theory, cosmology, quantum theory, and disordered systems,) and biology (in modeling the thinking process and in genetics) [ .

Recently, Shah and Abdullah [ 50 ] have generalized the concept of multiresolution analysis on Euclidean spaces Rn to nonuniform multiresolution analysis on local fields of positive characteristic, in which the translation set acting on the scaling function associated with the multiresolution analysis to generate the subspace V0 is no longer a group, but is the union of Z and a translate of Z, where Z={u(n):nN0} is a complete list of (distinct) coset representation of the unit disc D in the locally compact Abelian group K+. More precisely, this set is of the form Λ={0,r/N}+Z, where N1 is an integer and r is an odd integer such that r and N are relatively prime. They call this a nonuniform multiresolution analysis on local fields of positive characteristic.The notion of nonuniform wavelet frames on non-Archimedean local fields was introduced by Ahmad and Sheikh [ 12 ] and established a complete characterization of tight nonuniform wavelet frames on non-Archimedean local fields. More results in this direction can also be found in [ and the references therein.

W. Lawton [ 40 ] gave the necessary and sufficient conditions for a trigonometric polynomial to be a low-pass filter of an MRA on L2(R). Later, Hernandez and Weiss [ 28 ] gave a characterization of low-pass filters by using Cohen’s approach. They considered certain smooth classes of low-pass filters. Then Papadakis, Sikic, and Weiss [ 44 ] gave a complete characterization by assuming only the Holder condition at the origin instead of smoothness condition. Furthermore, San Antolin [ 46 ] generalized it to a general dilation matrix. R. F. Gundy [ 27 ] gave necessary and sufficient conditions for an arbitrary periodic function to be a low-pass filter. His technique is also useful if we consider that the translates of scaling function form a Riesz basis instead of an orthonormal basis for V0. E. Curry [ 20 ] extended this result for multivariable wavelets.

The article is organized as follows. Section 2 contains a brief introduction to local fields and Fourier analysis on such a field. In Section 3, we give some definitions and state the main theorem of this article, which gives necessary and sufficient conditions for a function to be a low-pass filter on local fields of positive characteristic. In the last section, we continue the proof of our main result via probability and martingale methods.

2 Preliminaries on Non-Archimedean Local Fields

2.1 Non-Archimedean Local Fields

A non-Archimedean local field K is a locally compact, non-discrete and totally disconnected field. If it is of characteristic zero, then it is a field of p-adic numbers Qp or its finite extension. If K is of positive characteristic, then K is a field of formal Laurent series over a finite field GF(pc). If c=1, it is a p-series field, while for c1, it is an algebraic extension of degree c of a p-series field. Let K be a fixed non-Archimedean local field with the ring of integers D={xK:|x|1}. Since K+ is a locally compact Abelian group, we choose a Haar measure dx for K+. The field K is locally compact, non-trivial, totally disconnected and complete topological field endowed with non–Archimedean norm ||:KR+ satisfying

(a) |x|=0 if and only if x=0;

(b) |xy|=|x||y| for all x,yK;

(c) |x+y|max{|x|,|y|} for all x,yK.

Property (c) is called the ultrametric inequality. Let B={xK:|x|<1} be the prime ideal of the ring of integers D in K. Then, the residue space D/B is isomorphic to a finite field GF(q), where q=pc for some prime p and cN. Since K is totally disconnected and B is both prime and principal ideal, so there exist a prime element p of K such that B=p=pD. Let D=DB={xK:|x|=1}. Clearly, D is a group of units in K and if x0, then can write x=pny,yD. Moreover, if U={am:m=0,1,,q1} denotes the fixed full set of coset representatives of B in D, then every element xK can be expressed uniquely as x==kcp with cU. Recall that B is compact and open, so each fractional ideal Bk=pkD={xK:|x|<qk} is also compact and open and is a subgroup of K+. We use the notation in Taibleson’s book [ 51 ] . In the rest of this paper, we use the symbols N,N0 and Z to denote the sets of natural, non-negative integers and integers, respectively.

Let χ be a fixed character on K+ that is trivial on D but non-trivial on B1. Therefore, χ is constant on cosets of D so if yBk, then χy(x)=χ(y,x),xK. Suppose that χu is any character on K+, then the restriction χu|D is a character on D. Moreover, as characters on D,χu=χv if and only if uvD. Hence, if {u(n):nN0} is a complete list of distinct coset representative of D in K+, then, as it was proved in [ 51 ] , the set {χu(n):nN0} of distinct characters on D is a complete orthonormal system on D.

We now impose a natural order on the sequence {u(n)}n=0. We have D/BGF(q) where GF(q) is a c-dimensional vector space over the field GF(p). We choose a set {1=ζ0,ζ1,ζ2,,ζc1}D such that span{ζj}j=0c1GF(q). For nN0 satisfying

0n<q,  n=a0+a1p++ac1pc1,  0ak<p,  and k=0,1,,c1,

we define

(n)=(a0+a1ζ1++ac1ζc1)p1.

Also, for n=b0+b1q+b2q2++bsqs, nN0, 0bk<q,k=0,1,2,,s, we set

u(n)=u(b0)+u(b1)p1++u(bs)ps.

This defines u(n) for all nN0. In general, it is not true that u(m+n)=u(m)+u(n). But, if r,kN0and0s<qk, then u(rqk+s)=u(r)pk+u(s). Further, it is also easy to verify that u(n)=0 if and only if n=0 and {u()+u(k):kN0}={u(k):kN0} for a fixed N0. Hereafter we use the notation χn=χu(n),n0.

Let the local field K be of characteristic p>0 and ζ0,ζ1,ζ2,,ζc1 be as above. We define a character χ on K as follows:

χ(ζμpj)={exp(2πi/p),μ=0andj=1,1,μ=1,,c1orj1.

2.2 Fourier Transforms on Non-Archimedean Local Fields

The Fourier transform of fL1(K) is denoted by f^(ξ) and defined by

F{f(x)}=f^(ξ)=Kf(x)χξ(x)dx.

It is noted that

f^(ξ)=Kf(x)χξ(x)dx=Kf(x)χ(ξx)dx.

The properties of Fourier transforms on non-Archimedean local field K are much similar to those of on the classical field R. In fact, the Fourier transform on non-Archimedean local fields of positive characteristic have the following properties:

  • The map ff^ is a bounded linear transformation of L1(K) into L(K), and f^f1.

  • If fL1(K), then f^ is uniformly continuous.

  • If fL1(K)L2(K), then f^2=f2.

The Fourier transform of a function fL2(K) is defined by

f^(ξ)=limkf^k(ξ)=limk|x|qkf(x)χξ(x)dx,

where fk=fΦk and Φk is the characteristic function of Bk. Furthermore, if fL2(D), then we define the Fourier coefficients of f as

f^(u(n))=Df(x)χu(n)(x)dx.

The series nN0f^(u(n))χu(n)(x) is called the Fourier series of f. From the standard L2-theory for compact Abelian groups, we conclude that the Fourier series of f converges to f in L2(D) and Parseval’s identity holds:

f22=D|f(x)|2dx=nN0|f^(u(n))|2.

2.3 Uniform MRA on Non-Archimedean Local Fields

In order to be able to define the concepts of uniform MRA and wavelets on non-Archimedean local fields, we need analogous notions of translation and dilation. Since jZpjD=K, we can regard p1 as the dilation and since {u(n):nN0} is a complete list of distinct coset representatives of D in K, the set Z={u(n):nN0} can be treated as the translation set. Note that Λ is a subgroup of K+ and unlike the standard wavelet theory on the real line, the translation set is not a group. Let us recall the definition of a uniform MRA on non-Archimedean local fields of positive characteristic introduced by Jiang et al. in [ 29 ] .

Definition 2.1

Let K be a non-Archimedean local field of positive characteristic p>0 and p be a prime element of K. An MRA of L2(K) is a sequence of closed subspaces {Vj:jZ} of L2(K) satisfying the following properties:

(a) VjVj+1for alljZ;

(b) jZVjis dense inL2(K);

(c) jZVj={0};

(d) f(x)Vjif and only iff(p1x)Vj+1for alljZ;

(e) There exists a function ϕV0, such that {ϕ(xu(k)):kN0} forms an orthonormal basis for V0.

According to the standard scheme for construction of MRA-based wavelets, for each j, we define a wavelet space Wj as the orthogonal complement of Vj in Vj+1, i.e., Vj+1=VjWj,jZ, where WjVj,jZ. It is not difficult to see that

f(x)Wjif and only iff(p1x)Wj+1,jZ.

Moreover, they are mutually orthogonal, and we have the following orthogonal decompositions:

L2(K)=jZWj=V0(j0Wj).

As in the case of Rn, we expect the existence of q1 number of functions ψ1,ψ2,,ψq1 to form a set of basic wavelets. In view of 2.7 and 2.8, it is clear that if {ψ1,ψ2,,ψq1} is a set of function such that the system {ψ(xu(k)):1q1,kN0} forms an orthonormal basis for W0, then {qj/2ψ(pjxu(k)):1q1,jZ,kN0} forms an orthonormal basis for L2(K).

3 Nonuniform Low-pass Filters on Non-Archimedean Fields

For an integer N1 and an odd integer r with 1rqN1 such that r and N are relatively prime, we define

Λ={0,u(r)N}+Z.

where Z={u(n):nN0}. It is easy to verify that Λ is not a group on non-Archimedean local field K, but is the union of Z and a translate of Z. Following is the definition of nonuniform multiresolution analysis (NUMRA) on non-Archimedean local fields of positive characteristic given by Shah and Abdullah [ 50 ] .

Definition 3.1

For an integer N1 and an odd integer r with 1rqN1 such that r and N are relatively prime, an associated NUMRA on non-Archimedean local field K of positive characteristic is a sequence of closed subspaces {Vj:jZ} of L2(K) such that the following properties hold:

(a) VjVj+1for alljZ;

(b) jZVjis dense inL2(K);

(c) jZVj={0};

(d) f()Vjif and only iff(p1N)Vj+1for alljZ;

(e) There exists a function φ in V0 such that {φ(λ):λΛ}, is a complete orthonormal basis for V0.

It is worth noticing that, when N=1, one recovers from the definition above the definition of an MRA on non-Archimedean local fields of positive characteristic p>0. When, N>1, the dilation is induced by p1N and |p1|=q ensures that qNΛZΛ.

For every jZ, define Wj to be the orthogonal complement of Vj in Vj+1. Then we have

Vj+1=VjWjandWWif .

It follows that for j>J,

Vj=VJ=0jJ1Wj,

where all these subspaces are orthogonal. By virtue of condition (b) in the definition 3.1, this implies

L2(K)=jZWj,

a decomposition of L2(K) into mutually orthogonal subspaces.

As in the standard scheme, one expects the existence of qN1 number of functions so that their translation by elements of Λ and dilations by the integral powers of p1N form an orthonormal basis for L2(K).

Let φ be a scaling function for a NUMRA {Vj:jZ} of L2(K). For fL2(K), we define fj,k(x)=(qN)j/2f((p1N)jxλ),jZ,λΛ. Since φV0V1, and {φ1,λ:λΛ} is an orthonormal basis in V1, we have

φ(x)=λΛhλ(qN)1/2φ(p1Nxλ),

where hλ=φ,φ1,λ and {hλ:λΛ}2(Λ). Taking Fourier transforms, we get

φ^(ξ)=(qN)1/2λΛhλχλ(pNξ)φ^(pNξ)=m(pNξ)φ^(pNξ),

where m(ξ)=(qN)1/2λΛhλχλ(ξ) is an integral-periodic function, called the nonuniform lowpass filter associated with the scaling function φ. For such a low-pass filter m we have the following relation.

=0qN1|m(ξ+pNu())|2=1  a.e.  ξK.

Consider two operators P and R respectively on L(D) and L1(K)L(K) defined by

Pf==0qN1|m(pN(+u()))|2f(pN(+u())),
Rf=|m(pN )|2f(pN ).

Corresponding to the scaling function φ, the associated low-pass filter is m therefore by virtue of (3.2) |φ^(ξ)|2 is a fixed point of the operator R. Define Jφ(ξ)=λΛ|φ^(ξ+λ)|2, therefore we have

Jφ(ξ)=λΛ|φ^(ξ+λ)|2==0qN1λΛ|φ^(ξ+u(+qNλ))|2==0qN1λΛ|φ^(ξ+u()+(p1N)1λ)|2==0qN1λΛ|φ^(pNξ+pNu(l+λ))|2|m(pNξ+pNu()+λ))|2==0qN1|m(pNξ+pNu())|2Jφ(pN(ξ+u(l)))     (since m is integral-periodic)=PJφ(ξ)

Therefore, Jφ(ξ) is a fixed point of the operator P.

Definition 3.2

Let gL1(K)L(K). A function f is almost everywhere g-continuous at the origin if

limjf((p1N)jξ)|g((p1N)jξ)|2

exists and is constant almost everywhere.

Definition 3.3

D(φ^) is a space of function h(ξ) satisfying

(i)  both h(ξ) and h1(ξ) belong to L(D).

(ii)  h(ξ) is almost everywhere φ^-continuous at the origin and h(0)|φ^(0)|2=1.

Note that if φ(x) is a scaling function then Jφ is almost everywhere φ^-continuous at the origin. In fact, Jφ(ξ)D(φ^). Using this weak form of continuity, Gundy [ 34 ] has given a characterization of low-pass filter for dyadic dilations. E. Curry [ 24 ] has generalized this characterization for the multivariable case.

Definition 3.4

We call a function φ a pre-scaling function associated with a NUMRA {Vj:jZ} of L2(K) if its translates {φ(λ):λΛ} form a Riesz basis for V0.

Let H be a closed subspace of L2(K). A system {fk:kN0} of functions in L2(K) is said to be a Riesz basis of H if for any fH, there exists a sequence {ak:kN0}2(N0) such that f=kN0akfk with convergence in L2(K) and

A1kN0|ak|2kN0akfk22A2kN0|ak|2

where the constants A1 and A2 are independent of f .

Remark 3.5

(i)  Note that if we take A1=A2=1, then the Riesz basis is an orthonormal basis for H.

(ii)  A function φL2(K) that satisfies the refinement equation 3.9 for some scalars {hk}kN0 but need not satisfy the Riesz basis property 3.12 is called a refinement function. So, every pre-scaling function is a refinement function. â–¡

We have the following lemma for integral-periodic unimodular functions on K. This lemma will be helpful for proving our main result.

Lemma 3.6

Let μ be an integral-periodic unimodular function on K. That is,

(i)  μ(ξ)=μ(ξ+λ) almost everywhere for every λΛ, and

(ii)  |μ(ξ)|=1 almost everywhere on K.

Then there is a unimodular function t on K such that

μ(ξ)=t(p1Nξ)t(ξ)   a.e. on  K.

Proof â–¼
Let Γj={xK:|x|=(qN)j}. Observe that K{0}=jZΓj. Let t be any measurable unimodular function defined on Γ0. For example, we can take t(ξ)=1 for all ξΓ0.

Consider ξΓ1; then |pNξ|=q1N|ξ|=1. This implies pNξΓ0. Hence, t(p1Nξ) is well defined for ξΓ1. Define

t(ξ)=t(p1Nξ)μ((p1N)ξ)

We now proceed inductively. Suppose that t is defined for Γ1,Γ2,...,Γn1 so that equation 3.13 satisfies for j=0n1Γj. Define t by 3.14 if ξΓn. Hence, the induction is complete.

Similarly, if ξΓ1, then p1NξΓ0. Hence, t(p1ξ) is defined. Using 3.14, we define

t(ξ)=t(p1Nξ)μ(ξ)

Again using induction we can define t by equation 3.15 for Γj, j1.

Therefore, we define t(ξ) for ξΓj, j0, by

t(ξ)={t(p1Nξ)μ(p1Nξ),for ξΓj, j1t(p1Nξ)μ(ξ),for ξΓj, j1,

Thus, 3.12 follows from 3.16 if we set t(0)=1.

We are now ready to present our main theorem, which gives necessary and sufficient conditions of a function to be a low-pass filter for a local field K of positive characteristic.

Theorem 3.7

Let m be a low-pass filter associated with a pre-scaling function φ.Then the following hold.

(i)  m is integral-periodic, mL2(D), and |m(ξ)|2 is almost everywhere φ-continuous at the origin with

limj|m((p1N)jξ)|=1     a.e.

(ii)  The operators P and R have nontrivial fixed points, Jφ(ξ)L(D) and |φ^|2L1(K)L(K), respectively

(iii)  The fixed point Jφ of operator P is the unique function in the class D(φ^).

Conversely, if a function m satisfies (i), (ii), and (iii), then m is a low-pass filter associated with a pre-scaling function φ for a NUMRA {Vj:jZ} of L2(K).

Proof â–¼
First we prove the converse part.

Suppose that the operator R has a fixed point |φ^(ξ)|2.The fixed point Jφ(ξ) of the operator P is the unique function in D(φ^). Then by [ 4 , Prop. 3.5 ] , the ratio |φ^|/Jφ1/2 is a scaling function for a NUMRA {Vj:jZ} of L2(K). The low-pass filter corresponding to this scaling function is

m0(ξ)=|m(ξ)|{Sφ(ξ)Sφ(p1Nξ)}1/2.

This leads us to define

m~0(ξ)=m(ξ){Sφ(ξ)Sφ(p1Nξ)}1/2.

Note that m~0(ξ)=sgnm(ξ)m0(ξ)

By lemma 3.6 we can write sgnm(ξ)=t(p1Nξ)t(ξ), where t is an unimodular function on K. Define

φ^(ξ):=t(ξ)|φ^(ξ)|=t(ξ)t(pNξ)t(pNξ)|m(pξ)φ^(pNξ)|=sgnm(pNξ)|m(pNξ)|φ^(pNξ)=m(pNξ)φ^(pNξ).

Since t(ξ) is a unimodular function and hence, φ(ξ) is a required pre-scaling function for NUMRA.

Now let m(ξ) be a low-pass filter associated with a pre-scaling function φ for a NUMRA {Vj:jZ} of L2(K). By definition, the operator R has a fixed point |φ^|2. And also from 3.11, Jφ is a fixed point of the operator P. Furthermore, Jφ1L2(D). This implies that the function γ(x), defined by

|γ^(ξ)|2=|φ^(ξ)|2Jφ(ξ)

is a scaling function for the same NUMRA and that

λΛ|γ^(ξ+λ)|2=1.

By the characterization of scaling function, we have

1=limj|γ^((p1N)jξ)|2=limj|φ^((p1N)jξ)|2Jφ((p1N)jξ)  a.e.

This shows that Jφ(ξ) is almost everywhere φ^-continuous at zero. It only remains to prove that Jφ is the unique function in the class D(φ^).

4 Proof of the Uniqueness

In this section, we want to prove that Jφ(ξ) is a unique function in D(φ^). Suppose h(ξ) is another such function. We claim that Jφ(ξ)=h(ξ) for almost every ξ. Since γ(ξ) is a scaling function of a NUMRA, it is obvious that the Fourier transform of γ at ξ=0 is 1. Also, we have λΛ|γ^(ξ+λ)|2=1 for almost every ξD and limj|γ^((p1N)jξ)|2=1 for almost every ξ on K. Therefore, we can interpret |γ^(ξ+λ)|2,λΛ, as a probability distribution on Λ for almost every ξD.

Let μ be the low-pass filter associated with the scaling function γ. Then

μ(ξ)=φ^(p1Nξ)Sφ(p1Nξ)Jφ(ξ)φ^(ξ)=m(ξ)Jφ(ξ)Jφ(p1ξ).

Let M(ξ)=|μ(ξ)|2. Notice that M(ξ) is an integral-periodic function and satisfies M(0)=1 and

=0qN1M(ξ+pNu())=1,  a.e.  ξD.

Every non-negative integer kN0 can be expressed uniquely as

k=j=1ωj(k)qj1,   0ωj(k)qN1

We identify k with the sequence (0,ω1(k),ω2(k),...) and define ω0(k)=0. The integer zero is identified with the sequence zero. Note that each such sequence has finitely many non zero terms.

Let D={1,2,...,qN1} and D0=D{0}. Let Ω=D0N be the set of sequences. We identify N0 with the subset of Ω consisting of finite sequences. Fix λΛ. For J1, let λJ={ω:ωi=ωi(λ),0iJ)}, be a finite cylinder in Ω.

For each ξD, we define probability ΓξJ on the set of all such cylinders as follows.

For 0λ(qN)J1, we set

ΓξJ(λ)=j=1NM((p1N)j(ξ+λ)).

Lemma 4.1

It holds

0k(qN)J1ΓξJ(k)=1.

Proof â–¼
We will prove this lemma by using induction on J. Define conditional probability by
M((p1N)j(ξ+λ))=Γξ(ωj(λ)||ωj1,...,ω1).

Equation 4.22 can also be written as ΓξJ(λJ)=1.

For J=1,

Γξ1(λ)=M((p1N)1(ξ+λ))=Γξ(ω1(λ))

Using equation 4.20, we can easily see that the result is true for J=1.

Γξ1(λ1)=ω1D0Γξ(ω1(λ))=λ=0qN1M((p1N)1(ξ+λ))=1  a.e  ξ.

Assume that it is true for J1, i.e., ΓξJ1(λJ1)=1. Now we want to prove it is true for J. We write

ΓξJ(λ)=(j=1J1M((p1N)j(ξ+λ)))×M((p1N)J(ξ+λ))=ΓξJ1(λ)×Γξ(ωJ(λ))ωJ1,...,ω1),ΓξJ(λJ)=ΓξJ1(λJ1)×Γξ(ωJ(λJ))ωJ1,...,ω1)

Where,

Γξ(ωJ(λJ))ωJ1,...,ω1)==ωJ=0qN1M((p1N)J(ξ+u(ω1)+p1Nu(ω2)++(p1N)J+1u(ωJ)))=ωJ=0qN1M((p1N)Jξ+(p1N)Ju(ω1)+(p1N)J1u(ω2)++p1Nu(ωJ)).

Note that the summation is only on ωJ as ω1,...,ωJ1 are given. Again using 4.20, we get

Γξ(ωJ(λJ))ωJ1,...,ω1)=1

Hence, the induction is complete.

Therefore, ΓξJ,J1, specifies a probability. By the basic Kolmogorov theorem, the family ΓξJ extends to a probability say Pξ on the Borel sets of Ω. If we assume that infinite product of 4.21 exists, then we have

1=λΛ|γ^(ξ+λ)|2=λΛlimJj=1JM((p1N)j(ξ+λ))=λΛlimJΓξJ(λ)   for a.e. ξ

Hence, ΓξJ is tight in the Prokorov sense on the set of finite sequence. Therefore, Pξ is concentrated on finite sequences. We say Pξ(Λ)=1 for almost every ξ.

Consider Xj(ω(λ))=ωj(λ), where ωj(λ)D0. Define ξ1(λ):=ξ and ξj+1(λ):=pN(ξj+u(ωj(λ))).

For 0λ(qN)J1, we write λ=j=1Jωj(λ)(qN)j1, 0ωj(λ)qN1. And

u(λ)=u(ω1)+pNu(ω2)++(p1N)J+1u(ωJ),using equation (2.2).

Also, we can write

(p1N)J(ξ+λ)==(p1N)J(ξ+u(ω1)+pNu(ω2)++(p1N)J+1u(ωJ))=pN((p1N)J1ξ+(p1N)J1u(ω1)  +(p1N)J2u(ω2)++pNu(ωJ1)+u(ωJ))=pN(ξJ+u(ωJ)).

Now we can define the conditional probability of Xj given Xj1,...,X1 as

M((p1N)1(ξj+u(ωj(λ))))

for each j1. Since Pξ is concentrated on finite sequences for almost every ξ, hence, the sequence {Xj}j1 converges to zero relative to Pξ.

Now

Pξ(ξj+1ξj,...,ξ1)=M(pN(ξj+u(ωj(λ)))).

By construction, Pξ(ξj+1ξj,...,ξ1)=Pξ(ξj+1ξj). Thus, {ξj}j1 is a Markov process.

Since Pξ is concentrated on a finite sequence, hence, sequence {ξj}j1 converges to zero.

Now we will come back to uniqueness question. Consider r(ξ)=h(ξ)Jφ(ξ). We want to show that r(ξ)=1 for almost every ξ. We know that h(ξ) and Jφ(ξ) are fixed points of the operator P and Jφ(ξ)=1 almost everywhere, hence, r(ξ) satisfies

r(ξ)==0qN1|m((p1N)1(ξ+u()))|2r((p1N)1(ξ+u())).

Therefore, the composition r(ξj) is a martingale, i.e.,

E(r(ξj+1)r(ξj),...,r(ξ1))=E(r(pN(ξj+u(ωj)))r(ξj),...,r(ξ1))=E(r(pN(ξj+u(ωj)))r(ξj))=ωjD0M(pN(ξj+u(ωj)))r(pN(ξj+u(ωj)))=r(ξj).

The martingale r(ξj) is strictly positive, bounded, and converges Pξ-almost surely to r(0)=1 for almost every ξ, since ξj0. By Lebesgue dominated converges theorem and for all j1, we get

r(0)=E(r(0)r(ξj))=E(limnr(ξn)r(ξj))=limnE(r(ξn)r(ξj))=r(ξj).

Thus,

r(0)=r(ξ)=h(ξ)Jφ(ξ)

for almost every ξ. This gives h(ξ)=Jφ(ξ) for almost every ξ, which proves the uniqueness assertion of the theorem.

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