A Sharp Fourier Inequality and the Epanechnikov Kernel
Abstract
We consider functions and kernels normalized by , making the convolution a "smoother" local average of . We identify which choice of most effectively smooths the second derivative in the following sense. For each , basic Fourier analysis implies there is a constant so for all . By compactness, there is some that minimizes and in this paper, we find explicit expressions for both this minimal and the minimizing kernel for every . The minimizing kernel is remarkably close to the Epanechnikov kernel in Statistics. This solves a problem of Kravitz-Steinerberger and an extremal problem for polynomials is solved as a byproduct.
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