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Hirschman Uncertainty Principle


The Hirschman uncertainty principle is a differential entropy inequality for a function and its Fourier transform. With the unitary Fourier transform convention

 f^^(k)=1/(sqrt(2pi))int_(-infty)^inftyf(x)e^(-ikx)dx,
(1)

let f be integrable with int_(-infty)^infty|f(x)|^2dx=1. Then rho(x)=|f(x)|^2 and rho^^(k)=|f^^(k)|^2 are probability density functions. Here rho^^ denotes the squared absolute value of f^^, not the Fourier transform of rho.

Define the differential entropy, in nats, by

 h(rho)=-int_(-infty)^inftyrho(x)lnrho(x)dx,
(2)

with 0ln0=0. When both differential entropies are finite, the sharp inequality is

 h(rho)+h(rho^^)>=1+lnpi.
(3)

Equality holds for the Gaussian function f(x)=pi^(-1/4)e^(-x^2/2), and for its translations, modulations, and nonzero dilations after normalization.

Hirschman (1957) proved the weaker lower bound ln(2pi) in this convention and conjectured the sharp lower bound. The sharp inequality was proved independently by Beckner (1975) and Białynicki-Birula and Mycielski (1975), and is also called the Hirschman-Beckner uncertainty principle. With the alternative Fourier transform convention intf(x)e^(-2piixix)dx, the sharp lower bound is 1-ln2 instead. Specifying the Fourier transform convention is therefore essential.


See also

Differential Entropy, Fourier Transform, Gaussian Function

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References

Beckner, W. "Inequalities in Fourier Analysis." Ann. Math. 102, 159-182, 1975. https://doi.org/10.2307/1970980.Białynicki-Birula, I. and Mycielski, J. "Uncertainty Relations for Information Entropy in Wave Mechanics." Commun. Math. Phys. 44, 129-132, 1975. https://doi.org/10.1007/BF01608825.Hirschman, I. I., Jr. "A Note on Entropy." Amer. J. Math. 79, 152-156, 1957. https://doi.org/10.2307/2372390.

Cite this as:

Weisstein, Eric W. "Hirschman Uncertainty Principle." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/HirschmanUncertaintyPrinciple.html

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