In
mathematics, and in particular
functional analysis
Functional analysis is a branch of mathematical analysis, the core of which is formed by the study of vector spaces endowed with some kind of limit-related structure (e.g. inner product, norm, topology, etc.) and the linear functions defined ...
, the shift operator also known as translation operator is an operator that takes a function
to its translation . In
time series analysis
In mathematics, a time series is a series of data points indexed (or listed or graphed) in time order. Most commonly, a time series is a sequence taken at successive equally spaced points in time. Thus it is a sequence of discrete-time data. ...
, the shift operator is called the
lag operator
In time series analysis, the lag operator (L) or backshift operator (B) operates on an element of a time series to produce the previous element. For example, given some time series
:X= \
then
: L X_t = X_ for all t > 1
or similarly in term ...
.
Shift operators are examples of
linear operator
In mathematics, and more specifically in linear algebra, a linear map (also called a linear mapping, linear transformation, vector space homomorphism, or in some contexts linear function) is a Map (mathematics), mapping V \to W between two vect ...
s, important for their simplicity and natural occurrence. The shift operator action on functions of a real variable plays an important role in
harmonic analysis
Harmonic analysis is a branch of mathematics concerned with the representation of functions or signals as the superposition of basic waves, and the study of and generalization of the notions of Fourier series and Fourier transforms (i.e. an e ...
, for example, it appears in the definitions of
almost periodic functions,
positive-definite function
In mathematics, a positive-definite function is, depending on the context, either of two types of function.
Most common usage
A ''positive-definite function'' of a real variable ''x'' is a complex-valued function f: \mathbb \to \mathbb suc ...
s,
derivative
In mathematics, the derivative of a function of a real variable measures the sensitivity to change of the function value (output value) with respect to a change in its argument (input value). Derivatives are a fundamental tool of calculus. ...
s, and
convolution
In mathematics (in particular, functional analysis), convolution is a mathematical operation on two functions ( and ) that produces a third function (f*g) that expresses how the shape of one is modified by the other. The term ''convolution' ...
.
Shifts of sequences (functions of an integer variable) appear in diverse areas such as
Hardy space
In complex analysis, the Hardy spaces (or Hardy classes) ''Hp'' are certain spaces of holomorphic functions on the unit disk or upper half plane. They were introduced by Frigyes Riesz , who named them after G. H. Hardy, because of the paper . In ...
s, the theory of
abelian varieties
In mathematics, particularly in algebraic geometry, complex analysis and algebraic number theory, an abelian variety is a projective algebraic variety that is also an algebraic group, i.e., has a group law that can be defined by regular func ...
, and the theory of
symbolic dynamics In mathematics, symbolic dynamics is the practice of modeling a topological or smooth dynamical system by a discrete space consisting of infinite sequences of abstract symbols, each of which corresponds to a state of the system, with the dynamics ( ...
, for which the
baker's map
In dynamical systems theory, the baker's map is a chaotic map from the unit square into itself. It is named after a kneading operation that bakers apply to dough: the dough is cut in half, and the two halves are stacked on one another, and compr ...
is an explicit representation.
Definition
Functions of a real variable
The shift operator (where ) takes a function on R to its translation ,
:
A practical
operational calculus Operational calculus, also known as operational analysis, is a technique by which problems in analysis, in particular differential equations, are transformed into algebraic problems, usually the problem of solving a polynomial equation.
History
T ...
representation of the linear operator in terms of the plain derivative was introduced by
Lagrange
Joseph-Louis Lagrange (born Giuseppe Luigi Lagrangia[Taylor expansion
In mathematics, the Taylor series or Taylor expansion of a function is an infinite sum of terms that are expressed in terms of the function's derivatives at a single point. For most common functions, the function and the sum of its Taylor se ...](_blank)
in ; and whose action on the monomial is evident by the
binomial theorem
In elementary algebra, the binomial theorem (or binomial expansion) describes the algebraic expansion of powers of a binomial. According to the theorem, it is possible to expand the polynomial into a sum involving terms of the form , where the ...
, and hence on ''all series in'' , and so all functions as above. This, then, is a formal encoding of the Taylor expansion in Heaviside's calculus.
The operator thus provides the prototype
for Lie's celebrated
advective flow for Abelian groups,
:
where the canonical coordinates (
Abel functions) are defined such that
:
For example, it easily follows that
yields scaling,
:
hence
(parity); likewise,
yields
:
yields
:
yields
:
etc.
The initial condition of the flow and the group property completely determine the entire Lie flow, providing a solution to the translation functional equation
[Aczel, J (2006), ''Lectures on Functional
Equations and Their Applications'' (Dover Books on Mathematics, 2006), Ch. 6, .]
:
Sequences
The left shift operator acts on one-sided
infinite sequence
In mathematics, a sequence is an enumerated collection of objects in which repetitions are allowed and order matters. Like a set, it contains members (also called ''elements'', or ''terms''). The number of elements (possibly infinite) is calle ...
of numbers by
:
and on two-sided infinite sequences by
:
The right shift operator acts on one-sided
infinite sequence
In mathematics, a sequence is an enumerated collection of objects in which repetitions are allowed and order matters. Like a set, it contains members (also called ''elements'', or ''terms''). The number of elements (possibly infinite) is calle ...
of numbers by
:
and on two-sided infinite sequences by
:
The right and left shift operators acting on two-sided infinite sequences are called ''bilateral'' shifts.
Abelian groups
In general, as illustrated above, if is a function on an
abelian group
In mathematics, an abelian group, also called a commutative group, is a group in which the result of applying the group operation to two group elements does not depend on the order in which they are written. That is, the group operation is com ...
, and is an element of , the shift operator maps to
[
:
]
Properties of the shift operator
The shift operator acting on real- or complex-valued functions or sequences is a linear operator which preserves most of the standard norms which appear in functional analysis. Therefore, it is usually a continuous operator
In functional analysis and operator theory, a bounded linear operator is a linear transformation L : X \to Y between topological vector spaces (TVSs) X and Y that maps bounded subsets of X to bounded subsets of Y.
If X and Y are normed vect ...
with norm one.
Action on Hilbert spaces
The shift operator acting on two-sided sequences is a unitary operator
In functional analysis, a unitary operator is a surjective bounded operator on a Hilbert space that preserves the inner product. Unitary operators are usually taken as operating ''on'' a Hilbert space, but the same notion serves to define the c ...
on . The shift operator acting on functions of a real variable is a unitary operator on .
In both cases, the (left) shift operator satisfies the following commutation relation with the Fourier transform:
where is the multiplication operator by . Therefore, the spectrum of is the unit circle.
The one-sided shift acting on is a proper isometry
In mathematics, an isometry (or congruence, or congruent transformation) is a distance-preserving transformation between metric spaces, usually assumed to be bijective. The word isometry is derived from the Ancient Greek: ἴσος ''isos'' mea ...
with range equal to all vectors which vanish in the first coordinate
In geometry, a coordinate system is a system that uses one or more numbers, or coordinates, to uniquely determine the position of the points or other geometric elements on a manifold such as Euclidean space. The order of the coordinates is si ...
. The operator ''S'' is a compression of , in the sense that
where is the vector in with for and for . This observation is at the heart of the construction of many unitary dilations of isometries.
The spectrum of ''S'' is the unit disk. The shift ''S'' is one example of a Fredholm operator
In mathematics, Fredholm operators are certain Operator (mathematics), operators that arise in the Fredholm theory of integral equations. They are named in honour of Erik Ivar Fredholm. By definition, a Fredholm operator is a bounded linear operat ...
; it has Fredholm index −1.
Generalization
Jean Delsarte
Jean Frédéric Auguste Delsarte (19 October 1903, Fourmies – 28 November 1968, Nancy) was a French mathematician known for his work in mathematical analysis, in particular, for introducing mean-periodic functions and generalised shift ...
introduced the notion of generalized shift operator (also called generalized displacement operator); it was further developed by Boris Levitan
Boris Levitan (7 June 1914 – 4 April 2004) was a mathematician known in particular for his work on almost periodic functions, and Sturm–Liouville operators, especially, on inverse scattering.
Life
Boris Levitan was born in Berdyansk ...
.
A family of operators acting on a space of functions from a set to is called a family of generalized shift operators if the following properties hold:
# Associativity: let . Then .
# There exists in such that is the identity operator.
In this case, the set is called a hypergroup.
See also
*Arithmetic shift
In computer programming, an arithmetic shift is a shift operator, sometimes termed a signed shift (though it is not restricted to signed operands). The two basic types are the arithmetic left shift and the arithmetic right shift. For binary ...
*Logical shift
In computer science, a logical shift is a bitwise operation that shifts all the bits of its operand. The two base variants are the logical left shift and the logical right shift. This is further modulated by the number of bit positions a giv ...
*Finite difference
A finite difference is a mathematical expression of the form . If a finite difference is divided by , one gets a difference quotient. The approximation of derivatives by finite differences plays a central role in finite difference methods for t ...
* Translation operator (quantum mechanics) In quantum mechanics, a translation operator is defined as an operator which shifts particles and fields by a certain amount in a certain direction.
More specifically, for any displacement vector \mathbf x, there is a corresponding translation ope ...
Notes
Bibliography
*
* Marvin Rosenblum and James Rovnyak, ''Hardy Classes and Operator Theory'', (1985) Oxford University Press.
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Unitary operators