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A Sharp Fourier Inequality and the Epanechnikov Kernel

Abstract

We consider functions f:ZRf: \mathbb{Z} \to \mathbb{R} and kernels u:{n,,n}Ru: \{-n, \cdots, n\} \to \mathbb{R} normalized by =nnu()=1\sum_{\ell = -n}^{n} u(\ell) = 1, making the convolution ufu \ast f a "smoother" local average of ff. We identify which choice of uu most effectively smooths the second derivative in the following sense. For each uu, basic Fourier analysis implies there is a constant C(u)C(u) so Δ(uf)2(Z)C(u)f2(Z)\|\Delta(u \ast f)\|_{\ell^2(\mathbb{Z})} \leq C(u)\|f\|_{\ell^2(\mathbb{Z})} for all f:ZRf: \mathbb{Z} \to \mathbb{R}. By compactness, there is some uu that minimizes C(u)C(u) and in this paper, we find explicit expressions for both this minimal C(u)C(u) and the minimizing kernel uu for every nn. 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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