Mathematical operation
In mathematics , the Mellin transform is an integral transform that may be regarded as the multiplicative version of the two-sided Laplace transform . This integral transform is closely connected to the theory of Dirichlet series , and is often used in number theory , mathematical statistics , and the theory of asymptotic expansions ; it is essentially the same as the Laplace transform and closely related to the Fourier transform , and the theory of the gamma function and allied special functions .
The Mellin transform of a complex-valued function f defined on
R
+
×
=
(
0
,
∞
)
{\displaystyle \mathbf {R} _{+}^{\times }=(0,\infty )}
is the function
M
f
{\displaystyle {\mathcal {M}}f}
of complex variable
s
{\displaystyle s}
given (where it exists, see § Fundamental strip below) by
M
{
f
}
(
s
)
=
φ
(
s
)
=
∫
0
∞
x
s
−
1
f
(
x
)
d
x
=
∫
R
+
×
f
(
x
)
x
s
d
x
x
.
{\displaystyle {\mathcal {M}}\left\{f\right\}(s)=\varphi (s)=\int _{0}^{\infty }x^{s-1}f(x)\,dx=\int _{\mathbf {R} _{+}^{\times }}f(x)x^{s}{\frac {dx}{x}}.}
Notice that
d
x
/
x
{\displaystyle dx/x}
is a Haar measure on the multiplicative group
R
+
×
{\displaystyle \mathbf {R} _{+}^{\times }}
and
x
↦
x
s
{\displaystyle x\mapsto x^{s}}
is a (in general non-unitary) multiplicative character . The inverse transform is
M
−
1
{
φ
}
(
x
)
=
f
(
x
)
=
1
2
π
i
∫
c
−
i
∞
c
+
i
∞
x
−
s
φ
(
s
)
d
s
.
{\displaystyle {\mathcal {M}}^{-1}\left\{\varphi \right\}(x)=f(x)={\frac {1}{2\pi i}}\int _{c-i\infty }^{c+i\infty }x^{-s}\varphi (s)\,ds.}
The notation implies this is a line integral taken over a vertical line in the complex plane , whose real part c need only satisfy a mild lower bound. Conditions under which this inversion is valid are given in the Mellin inversion theorem .
The transform was introduced in 1859 by Bernhard Riemann . The transform is named after the Finnish mathematician Hjalmar Mellin , who developed the first rigorous account in paper published 1897 in Acta Societatis Scientiarum Fennicae. [ 2]
Polynomial functions [ edit ]
Since
∫
0
∞
x
a
d
x
{\textstyle \int _{0}^{\infty }x^{a}dx}
is not convergent for any value of
a
∈
R
{\displaystyle a\in \mathbb {R} }
, the Mellin transform is not defined for polynomial functions defined on the whole positive real axis. However, by defining it to be zero on different sections of the real axis, it is possible to take the Mellin transform. For example, if
f
(
x
)
=
{
x
a
x
<
1
,
0
x
>
1
,
{\displaystyle f(x)={\begin{cases}x^{a}&x<1,\\0&x>1,\end{cases}}}
then
M
f
(
s
)
=
∫
0
1
x
s
−
1
x
a
d
x
=
∫
0
1
x
s
+
a
−
1
d
x
=
1
s
+
a
.
{\displaystyle {\mathcal {M}}f(s)=\int _{0}^{1}x^{s-1}x^{a}dx=\int _{0}^{1}x^{s+a-1}dx={\frac {1}{s+a}}.}
Thus
M
f
(
s
)
{\displaystyle {\mathcal {M}}f(s)}
has a simple pole at
s
=
−
a
{\displaystyle s=-a}
and is thus defined for
ℜ
(
s
)
>
−
a
{\displaystyle \Re (s)>-a}
. Similarly, if
f
(
x
)
=
{
0
x
<
1
,
x
b
x
>
1
,
{\displaystyle f(x)={\begin{cases}0&x<1,\\x^{b}&x>1,\end{cases}}}
then
M
f
(
s
)
=
∫
1
∞
x
s
−
1
x
b
d
x
=
∫
1
∞
x
s
+
b
−
1
d
x
=
−
1
s
+
b
.
{\displaystyle {\mathcal {M}}f(s)=\int _{1}^{\infty }x^{s-1}x^{b}dx=\int _{1}^{\infty }x^{s+b-1}dx=-{\frac {1}{s+b}}.}
Thus
M
f
(
s
)
{\displaystyle {\mathcal {M}}f(s)}
has a simple pole at
s
=
−
b
{\displaystyle s=-b}
and is thus defined for
ℜ
(
s
)
<
−
b
{\displaystyle \Re (s)<-b}
.
Power series and Dirichlet series [ edit ]
Generally, assuming the necessary convergence, we can connect Dirichlet series and power series
F
(
s
)
=
∑
n
=
1
∞
a
n
n
s
,
f
(
z
)
=
∑
n
=
1
∞
a
n
z
n
{\displaystyle F(s)=\sum \limits _{n=1}^{\infty }{\frac {a_{n}}{n^{s}}},\quad f(z)=\sum \limits _{n=1}^{\infty }a_{n}z^{n}}
by this formal identity involving the Mellin transform:[ 5]
Γ
(
s
)
F
(
s
)
=
∫
0
∞
x
s
−
1
f
(
e
−
x
)
d
x
{\displaystyle \Gamma (s)F(s)=\int _{0}^{\infty }x^{s-1}f(e^{-x})dx}
For
α
,
β
∈
R
{\displaystyle \alpha ,\beta \in \mathbb {R} }
, let the open strip
⟨
α
,
β
⟩
{\displaystyle \langle \alpha ,\beta \rangle }
be defined to be all
s
∈
C
{\displaystyle s\in \mathbb {C} }
such that
s
=
σ
+
i
t
{\displaystyle s=\sigma +it}
with
α
<
σ
<
β
{\displaystyle \alpha <\sigma <\beta }
. The fundamental strip of
M
f
(
s
)
{\displaystyle {\mathcal {M}}f(s)}
is defined to be the largest open strip on which it is defined. For example, for
a
>
b
{\displaystyle a>b}
the fundamental strip of
f
(
x
)
=
{
x
a
x
<
1
,
x
b
x
>
1
,
{\displaystyle f(x)={\begin{cases}x^{a}&x<1,\\x^{b}&x>1,\end{cases}}}
is
⟨
−
a
,
−
b
⟩
{\displaystyle \langle -a,-b\rangle }
. As seen by this example, the asymptotics of the function as
x
→
0
+
{\displaystyle x\to 0^{+}}
define the left endpoint of its fundamental strip, and the asymptotics of the function as
x
→
+
∞
{\displaystyle x\to +\infty }
define its right endpoint. To summarize using Big O notation , if
f
{\displaystyle f}
is
O
(
x
a
)
{\displaystyle O(x^{a})}
as
x
→
0
+
{\displaystyle x\to 0^{+}}
and
O
(
x
b
)
{\displaystyle O(x^{b})}
as
x
→
+
∞
{\displaystyle x\to +\infty }
, then
M
f
(
s
)
{\displaystyle {\mathcal {M}}f(s)}
is defined in the strip
⟨
−
a
,
−
b
⟩
{\displaystyle \langle -a,-b\rangle }
.
An application of this can be seen in the gamma function,
Γ
(
s
)
{\displaystyle \Gamma (s)}
. Since
f
(
x
)
=
e
−
x
{\displaystyle f(x)=e^{-x}}
is
O
(
x
0
)
{\displaystyle O(x^{0})}
as
x
→
0
+
{\displaystyle x\to 0^{+}}
and
O
(
x
k
)
{\displaystyle O(x^{k})}
for all
k
{\displaystyle k}
, then
Γ
(
s
)
=
M
f
(
s
)
{\displaystyle \Gamma (s)={\mathcal {M}}f(s)}
should be defined in the strip
⟨
0
,
+
∞
⟩
{\displaystyle \langle 0,+\infty \rangle }
, which confirms that
Γ
(
s
)
{\displaystyle \Gamma (s)}
is analytic for
ℜ
(
s
)
>
0
{\displaystyle \Re (s)>0}
.
The properties in this table may be found in Bracewell (2000) and Erdélyi (1954) .
Properties of the Mellin transform
Function Mellin transform Fundamental strip Comments
f
(
x
)
{\displaystyle f(x)}
f
~
(
s
)
=
{
M
f
}
(
s
)
=
∫
0
∞
f
(
x
)
x
s
d
x
x
{\displaystyle {\tilde {f}}(s)=\{{\mathcal {M}}f\}(s)=\int _{0}^{\infty }f(x)x^{s}{\frac {dx}{x}}}
α
<
ℜ
s
<
β
{\displaystyle \alpha <\Re s<\beta }
Definition
x
ν
f
(
x
)
{\displaystyle x^{\nu }\,f(x)}
f
~
(
s
+
ν
)
{\displaystyle {\tilde {f}}(s+\nu )}
α
−
ℜ
ν
<
ℜ
s
<
β
−
ℜ
ν
{\displaystyle \alpha -\Re \nu <\Re s<\beta -\Re \nu }
f
(
x
ν
)
{\displaystyle f(x^{\nu })}
1
|
ν
|
f
~
(
s
ν
)
{\displaystyle {\frac {1}{|\nu |}}\,{\tilde {f}}\left({\frac {s}{\nu }}\right)}
α
<
ν
−
1
ℜ
s
<
β
{\displaystyle \alpha <\nu ^{-1}\,\Re s<\beta }
ν
∈
R
,
ν
≠
0
{\displaystyle \nu \in \mathbb {R} ,\;\nu \neq 0}
f
(
x
−
1
)
{\displaystyle f(x^{-1})}
f
~
(
−
s
)
{\displaystyle {\tilde {f}}(-s)}
−
β
<
ℜ
s
<
−
α
{\displaystyle -\beta <\Re s<-\alpha }
x
−
1
f
(
x
−
1
)
{\displaystyle x^{-1}\,f(x^{-1})}
f
~
(
1
−
s
)
{\displaystyle {\tilde {f}}(1-s)}
1
−
β
<
ℜ
s
<
1
−
α
{\displaystyle 1-\beta <\Re s<1-\alpha }
Involution
f
(
x
)
¯
{\displaystyle {\overline {f(x)}}}
f
~
(
s
¯
)
¯
{\displaystyle {\overline {{\tilde {f}}({\overline {s}})}}}
α
<
ℜ
s
<
β
{\displaystyle \alpha <\Re s<\beta }
Here
z
¯
{\displaystyle {\overline {z}}}
denotes the complex conjugate of
z
{\displaystyle z}
.
f
(
ν
x
)
{\displaystyle f(\nu x)}
ν
−
s
f
~
(
s
)
{\displaystyle \nu ^{-s}{\tilde {f}}(s)}
α
<
ℜ
s
<
β
{\displaystyle \alpha <\Re s<\beta }
ν
>
0
{\displaystyle \nu >0}
, Scaling
f
(
x
)
ln
x
{\displaystyle f(x)\,\ln x}
f
~
′
(
s
)
{\displaystyle {\tilde {f}}'(s)}
α
<
ℜ
s
<
β
{\displaystyle \alpha <\Re s<\beta }
f
′
(
x
)
{\displaystyle f'(x)}
−
(
s
−
1
)
f
~
(
s
−
1
)
{\displaystyle -(s-1)\,{\tilde {f}}(s-1)}
α
+
1
<
ℜ
s
<
β
+
1
{\displaystyle \alpha +1<\Re s<\beta +1}
The domain shift is conditional and requires evaluation against specific convergence behavior.
(
d
d
x
)
n
f
(
x
)
{\displaystyle \left({\frac {d}{dx}}\right)^{n}\,f(x)}
(
−
1
)
n
Γ
(
s
)
Γ
(
s
−
n
)
f
~
(
s
−
n
)
{\displaystyle (-1)^{n}\,{\frac {\Gamma (s)}{\Gamma (s-n)}}{\tilde {f}}(s-n)}
α
+
n
<
ℜ
s
<
β
+
n
{\displaystyle \alpha +n<\Re s<\beta +n}
x
f
′
(
x
)
{\displaystyle x\,f'(x)}
−
s
f
~
(
s
)
{\displaystyle -s\,{\tilde {f}}(s)}
α
<
ℜ
s
<
β
{\displaystyle \alpha <\Re s<\beta }
(
x
d
d
x
)
n
f
(
x
)
{\displaystyle \left(x\,{\frac {d}{dx}}\right)^{n}\,f(x)}
(
−
s
)
n
f
~
(
s
)
{\displaystyle (-s)^{n}{\tilde {f}}(s)}
α
<
ℜ
s
<
β
{\displaystyle \alpha <\Re s<\beta }
(
d
d
x
x
)
n
f
(
x
)
{\displaystyle \left({\frac {d}{dx}}\,x\right)^{n}\,f(x)}
(
1
−
s
)
n
f
~
(
s
)
{\displaystyle (1-s)^{n}{\tilde {f}}(s)}
α
<
ℜ
s
<
β
{\displaystyle \alpha <\Re s<\beta }
∫
0
x
f
(
y
)
d
y
{\displaystyle \int _{0}^{x}f(y)\,dy}
−
s
−
1
f
~
(
s
+
1
)
{\displaystyle -s^{-1}\,{\tilde {f}}(s+1)}
α
−
1
<
ℜ
s
<
min
(
β
−
1
,
0
)
{\displaystyle \alpha -1<\Re s<\min(\beta -1,0)}
Valid only if the integral exists.
∫
x
∞
f
(
y
)
d
y
{\displaystyle \int _{x}^{\infty }f(y)\,dy}
s
−
1
f
~
(
s
+
1
)
{\displaystyle s^{-1}\,{\tilde {f}}(s+1)}
max
(
α
−
1
,
0
)
<
ℜ
s
<
β
−
1
{\displaystyle \max(\alpha -1,0)<\Re s<\beta -1}
Valid only if the integral exists.
∫
0
∞
f
1
(
x
y
)
f
2
(
y
)
d
y
y
{\displaystyle \int _{0}^{\infty }f_{1}\left({\frac {x}{y}}\right)\,f_{2}(y)\,{\frac {dy}{y}}}
f
~
1
(
s
)
f
~
2
(
s
)
{\displaystyle {\tilde {f}}_{1}(s)\,{\tilde {f}}_{2}(s)}
max
(
α
1
,
α
2
)
<
ℜ
s
<
min
(
β
1
,
β
2
)
{\displaystyle \max(\alpha _{1},\alpha _{2})<\Re s<\min(\beta _{1},\beta _{2})}
Multiplicative convolution
x
μ
∫
0
∞
y
ν
f
1
(
x
y
)
f
2
(
y
)
d
y
{\displaystyle x^{\mu }\int _{0}^{\infty }y^{\nu }\,f_{1}\left({\frac {x}{y}}\right)\,f_{2}(y)\,dy}
f
~
1
(
s
+
μ
)
f
~
2
(
s
+
μ
+
ν
+
1
)
{\displaystyle {\tilde {f}}_{1}(s+\mu )\,{\tilde {f}}_{2}(s+\mu +\nu +1)}
Multiplicative convolution (generalized)
x
μ
∫
0
∞
y
ν
f
1
(
x
y
)
f
2
(
y
)
d
y
{\displaystyle x^{\mu }\int _{0}^{\infty }y^{\nu }\,f_{1}(x\,y)\,f_{2}(y)\,dy}
f
~
1
(
s
+
μ
)
f
~
2
(
1
−
s
−
μ
+
ν
)
{\displaystyle {\tilde {f}}_{1}(s+\mu )\,{\tilde {f}}_{2}(1-s-\mu +\nu )}
Multiplicative convolution (generalized)
f
1
(
x
)
f
2
(
x
)
{\displaystyle f_{1}(x)\,f_{2}(x)}
1
2
π
i
∫
c
−
i
∞
c
+
i
∞
f
~
1
(
r
)
f
~
2
(
s
−
r
)
d
r
{\displaystyle {\frac {1}{2\pi i}}\int _{c-i\infty }^{c+i\infty }{\tilde {f}}_{1}(r)\,{\tilde {f}}_{2}(s-r)\,dr}
α
2
+
c
<
ℜ
s
<
β
2
+
c
α
1
<
c
<
β
1
{\displaystyle {\begin{aligned}\alpha _{2}+c&<\Re s<\beta _{2}+c\\\alpha _{1}&<c<\beta _{1}\end{aligned}}}
Multiplication. Only valid if integral exists. See Parseval's theorem below for conditions which ensure the existence of the integral.
Parseval's theorem and Plancherel's theorem[ edit ]
Let
f
1
(
x
)
{\displaystyle f_{1}(x)}
and
f
2
(
x
)
{\displaystyle f_{2}(x)}
be functions with well-defined Mellin transforms
f
~
1
,
2
(
s
)
=
M
{
f
1
,
2
}
(
s
)
{\displaystyle {\tilde {f}}_{1,2}(s)={\mathcal {M}}\{f_{1,2}\}(s)}
in the fundamental strips
α
1
,
2
<
ℜ
s
<
β
1
,
2
{\displaystyle \alpha _{1,2}<\Re s<\beta _{1,2}}
.
Let
c
∈
R
{\displaystyle c\in \mathbb {R} }
with
max
(
α
1
,
1
−
β
2
)
<
c
<
min
(
β
1
,
1
−
α
2
)
{\displaystyle \max(\alpha _{1},1-\beta _{2})<c<\min(\beta _{1},1-\alpha _{2})}
.
If the functions
x
c
−
1
/
2
f
1
(
x
)
{\displaystyle x^{c-1/2}\,f_{1}(x)}
and
x
1
/
2
−
c
f
2
(
x
)
{\displaystyle x^{1/2-c}\,f_{2}(x)}
are also square-integrable over the interval
(
0
,
∞
)
{\displaystyle (0,\infty )}
, then Parseval's formula holds:
[ 7]
∫
0
∞
f
1
(
x
)
f
2
(
x
)
d
x
=
1
2
π
i
∫
c
−
i
∞
c
+
i
∞
f
1
~
(
s
)
f
2
~
(
1
−
s
)
d
s
{\displaystyle \int _{0}^{\infty }f_{1}(x)\,f_{2}(x)\,dx={\frac {1}{2\pi i}}\int _{c-i\infty }^{c+i\infty }{\tilde {f_{1}}}(s)\,{\tilde {f_{2}}}(1-s)\,ds}
The integration on the right hand side is done along the vertical line
ℜ
r
=
c
{\displaystyle \Re r=c}
that
lies entirely within the overlap of the (suitable transformed) fundamental strips.
We can replace
f
2
(
x
)
{\displaystyle f_{2}(x)}
by
f
2
(
x
)
x
s
0
−
1
{\displaystyle f_{2}(x)\,x^{s_{0}-1}}
. This gives following alternative form of the theorem:
Let
f
1
(
x
)
{\displaystyle f_{1}(x)}
and
f
2
(
x
)
{\displaystyle f_{2}(x)}
be functions with well-defined Mellin transforms
f
~
1
,
2
(
s
)
=
M
{
f
1
,
2
}
(
s
)
{\displaystyle {\tilde {f}}_{1,2}(s)={\mathcal {M}}\{f_{1,2}\}(s)}
in the fundamental strips
α
1
,
2
<
ℜ
s
<
β
1
,
2
{\displaystyle \alpha _{1,2}<\Re s<\beta _{1,2}}
.
Let
c
∈
R
{\displaystyle c\in \mathbb {R} }
with
α
1
<
c
<
β
1
{\displaystyle \alpha _{1}<c<\beta _{1}}
and choose
s
0
∈
C
{\displaystyle s_{0}\in \mathbb {C} }
with
α
2
<
ℜ
s
0
−
c
<
β
2
{\displaystyle \alpha _{2}<\Re s_{0}-c<\beta _{2}}
. If the functions
x
c
−
1
/
2
f
1
(
x
)
{\displaystyle x^{c-1/2}\,f_{1}(x)}
and
x
s
0
−
c
−
1
/
2
f
2
(
x
)
{\displaystyle x^{s_{0}-c-1/2}\,f_{2}(x)}
are also square-integrable over the interval
(
0
,
∞
)
{\displaystyle (0,\infty )}
, then we have[ 7]
∫
0
∞
f
1
(
x
)
f
2
(
x
)
x
s
0
−
1
d
x
=
1
2
π
i
∫
c
−
i
∞
c
+
i
∞
f
1
~
(
s
)
f
2
~
(
s
0
−
s
)
d
s
{\displaystyle \int _{0}^{\infty }f_{1}(x)\,f_{2}(x)\,x^{s_{0}-1}\,dx={\frac {1}{2\pi i}}\int _{c-i\infty }^{c+i\infty }{\tilde {f_{1}}}(s)\,{\tilde {f_{2}}}(s_{0}-s)\,ds}
We can replace
f
2
(
x
)
{\displaystyle f_{2}(x)}
by
f
1
(
x
)
¯
{\displaystyle {\overline {f_{1}(x)}}}
.
This gives following theorem:
Let
f
(
x
)
{\displaystyle f(x)}
be a function with well-defined Mellin transform
f
~
(
s
)
=
M
{
f
}
(
s
)
{\displaystyle {\tilde {f}}(s)={\mathcal {M}}\{f\}(s)}
in the fundamental strip
α
<
ℜ
s
<
β
{\displaystyle \alpha <\Re s<\beta }
.
Let
c
∈
R
{\displaystyle c\in \mathbb {R} }
with
α
<
c
<
β
{\displaystyle \alpha <c<\beta }
.
If the function
x
c
−
1
/
2
f
(
x
)
{\displaystyle x^{c-1/2}\,f(x)}
is also square-integrable over the interval
(
0
,
∞
)
{\displaystyle (0,\infty )}
, then Plancherel's theorem holds:[ 8]
∫
0
∞
|
f
(
x
)
|
2
x
2
c
−
1
d
x
=
1
2
π
∫
−
∞
∞
|
f
~
(
c
+
i
t
)
|
2
d
t
{\displaystyle \int _{0}^{\infty }|f(x)|^{2}\,x^{2c-1}dx={\frac {1}{2\pi }}\int _{-\infty }^{\infty }|{\tilde {f}}(c+it)|^{2}\,dt}
As an isometry on L 2 spaces [ edit ]
In the study of Hilbert spaces , the Mellin transform is often posed in a slightly different way. For functions in
L
2
(
0
,
∞
)
{\displaystyle L^{2}(0,\infty )}
(see L p space ) the fundamental strip always includes
1
2
+
i
R
{\displaystyle {\tfrac {1}{2}}+i\mathbb {R} }
, so we may define a linear operator
M
~
{\displaystyle {\tilde {\mathcal {M}}}}
as
M
~
:
L
2
(
0
,
∞
)
→
L
2
(
−
∞
,
∞
)
,
{\displaystyle {\tilde {\mathcal {M}}}\colon L^{2}(0,\infty )\to L^{2}(-\infty ,\infty ),}
{
M
~
f
}
(
s
)
:=
1
2
π
∫
0
∞
x
−
1
2
+
i
s
f
(
x
)
d
x
.
{\displaystyle \{{\tilde {\mathcal {M}}}f\}(s):={\frac {1}{\sqrt {2\pi }}}\int _{0}^{\infty }x^{-{\frac {1}{2}}+is}f(x)\,dx.}
In other words, we have set
{
M
~
f
}
(
s
)
:=
1
2
π
{
M
f
}
(
1
2
+
i
s
)
.
{\displaystyle \{{\tilde {\mathcal {M}}}f\}(s):={\tfrac {1}{\sqrt {2\pi }}}\{{\mathcal {M}}f\}({\tfrac {1}{2}}+is).}
This operator is usually denoted by just plain
M
{\displaystyle {\mathcal {M}}}
and called the "Mellin transform", but
M
~
{\displaystyle {\tilde {\mathcal {M}}}}
is used here to distinguish from the definition used elsewhere in this article. The Mellin inversion theorem then shows that
M
~
{\displaystyle {\tilde {\mathcal {M}}}}
is invertible with inverse
M
~
−
1
:
L
2
(
−
∞
,
∞
)
→
L
2
(
0
,
∞
)
,
{\displaystyle {\tilde {\mathcal {M}}}^{-1}\colon L^{2}(-\infty ,\infty )\to L^{2}(0,\infty ),}
{
M
~
−
1
φ
}
(
x
)
=
1
2
π
∫
−
∞
∞
x
−
1
2
−
i
s
φ
(
s
)
d
s
.
{\displaystyle \{{\tilde {\mathcal {M}}}^{-1}\varphi \}(x)={\frac {1}{\sqrt {2\pi }}}\int _{-\infty }^{\infty }x^{-{\frac {1}{2}}-is}\varphi (s)\,ds.}
Furthermore, this operator is an isometry , that is to say
‖
M
~
f
‖
L
2
(
−
∞
,
∞
)
=
‖
f
‖
L
2
(
0
,
∞
)
{\displaystyle \|{\tilde {\mathcal {M}}}f\|_{L^{2}(-\infty ,\infty )}=\|f\|_{L^{2}(0,\infty )}}
for all
f
∈
L
2
(
0
,
∞
)
{\displaystyle f\in L^{2}(0,\infty )}
(this explains why the factor of
1
/
2
π
{\displaystyle 1/{\sqrt {2\pi }}}
was used).
In probability theory [ edit ]
In probability theory , the Mellin transform is an essential tool in studying the distributions of products of random variables.[ 9] If
X
{\displaystyle X}
is a random variable , and
X
+
=
max
{
X
,
0
}
{\displaystyle X^{+}=\max\{X,0\}}
denotes its positive part, while
X
−
=
max
{
−
X
,
0
}
{\displaystyle X^{-}=\max\{-X,0\}}
is its negative part, then the Mellin transform of
X
{\displaystyle X}
is defined as[ 10]
M
X
(
s
)
=
∫
0
∞
x
s
d
F
X
+
(
x
)
+
γ
∫
0
∞
x
s
d
F
X
−
(
x
)
,
{\displaystyle {\mathcal {M}}_{X}(s)=\int _{0}^{\infty }x^{s}dF_{X^{+}}(x)+\gamma \int _{0}^{\infty }x^{s}dF_{X^{-}}(x),}
where
γ
{\displaystyle \gamma }
is a formal indeterminate with
γ
2
=
1
{\displaystyle \gamma ^{2}=1}
. This transform exists for all
s
{\displaystyle s}
in some complex strip
D
=
{
s
:
a
≤
ℜ
(
s
)
≤
b
}
{\displaystyle D=\{s:a\leq \Re (s)\leq b\}}
, where
a
≤
0
≤
b
{\displaystyle a\leq 0\leq b}
.[ 10]
The Mellin transform
M
X
(
i
t
)
{\displaystyle {\mathcal {M}}_{X}(it)}
of a random variable
X
{\displaystyle X}
uniquely determines its distribution function
F
X
{\displaystyle F_{X}}
.[ 10] The importance of the Mellin transform in probability theory lies in the fact that if
X
{\displaystyle X}
and
Y
{\displaystyle Y}
are two independent random variables, then the Mellin transform of their product is equal to the product of the Mellin transforms of
X
{\displaystyle X}
and
Y
{\displaystyle Y}
:[ 11]
M
X
Y
(
s
)
=
M
X
(
s
)
M
Y
(
s
)
{\displaystyle {\mathcal {M}}_{XY}(s)={\mathcal {M}}_{X}(s){\mathcal {M}}_{Y}(s)}
Problems with Laplacian in cylindrical coordinate system [ edit ]
In the Laplacian in cylindrical coordinates in a generic dimension (orthogonal coordinates with one angle and one radius, and the remaining lengths) there is always a term:
1
r
∂
∂
r
(
r
∂
f
∂
r
)
=
f
r
r
+
f
r
r
{\displaystyle {\frac {1}{r}}{\frac {\partial }{\partial r}}\left(r{\frac {\partial f}{\partial r}}\right)=f_{rr}+{\frac {f_{r}}{r}}}
For example, in 2-D polar coordinates the Laplacian is:
∇
2
f
=
1
r
∂
∂
r
(
r
∂
f
∂
r
)
+
1
r
2
∂
2
f
∂
θ
2
{\displaystyle \nabla ^{2}f={\frac {1}{r}}{\frac {\partial }{\partial r}}\left(r{\frac {\partial f}{\partial r}}\right)+{\frac {1}{r^{2}}}{\frac {\partial ^{2}f}{\partial \theta ^{2}}}}
and in 3-D cylindrical coordinates the Laplacian is,
∇
2
f
=
1
r
∂
∂
r
(
r
∂
f
∂
r
)
+
1
r
2
∂
2
f
∂
φ
2
+
∂
2
f
∂
z
2
.
{\displaystyle \nabla ^{2}f={\frac {1}{r}}{\frac {\partial }{\partial r}}\left(r{\frac {\partial f}{\partial r}}\right)+{\frac {1}{r^{2}}}{\frac {\partial ^{2}f}{\partial \varphi ^{2}}}+{\frac {\partial ^{2}f}{\partial z^{2}}}.}
This term can be treated with the Mellin transform,[ 12] since:
M
(
r
2
f
r
r
+
r
f
r
,
r
→
s
)
=
s
2
M
(
f
,
r
→
s
)
=
s
2
F
{\displaystyle {\mathcal {M}}\left(r^{2}f_{rr}+rf_{r},r\to s\right)=s^{2}{\mathcal {M}}\left(f,r\to s\right)=s^{2}F}
For example, the 2-D Laplace equation in polar coordinates is the PDE in two variables:
r
2
f
r
r
+
r
f
r
+
f
θ
θ
=
0
{\displaystyle r^{2}f_{rr}+rf_{r}+f_{\theta \theta }=0}
and by multiplication:
1
r
∂
∂
r
(
r
∂
f
∂
r
)
+
1
r
2
∂
2
f
∂
θ
2
=
0
{\displaystyle {\frac {1}{r}}{\frac {\partial }{\partial r}}\left(r{\frac {\partial f}{\partial r}}\right)+{\frac {1}{r^{2}}}{\frac {\partial ^{2}f}{\partial \theta ^{2}}}=0}
with a Mellin transform on radius becomes the simple harmonic oscillator :
F
θ
θ
+
s
2
F
=
0
{\displaystyle F_{\theta \theta }+s^{2}F=0}
with general solution:
F
(
s
,
θ
)
=
C
1
(
s
)
cos
(
s
θ
)
+
C
2
(
s
)
sin
(
s
θ
)
{\displaystyle F(s,\theta )=C_{1}(s)\cos(s\theta )+C_{2}(s)\sin(s\theta )}
Now let's impose for example some simple wedge boundary conditions to the original Laplace equation:
f
(
r
,
−
θ
0
)
=
a
(
r
)
,
f
(
r
,
θ
0
)
=
b
(
r
)
{\displaystyle f(r,-\theta _{0})=a(r),\quad f(r,\theta _{0})=b(r)}
these are particularly simple for Mellin transform, becoming:
F
(
s
,
−
θ
0
)
=
A
(
s
)
,
F
(
s
,
θ
0
)
=
B
(
s
)
{\displaystyle F(s,-\theta _{0})=A(s),\quad F(s,\theta _{0})=B(s)}
These conditions imposed to the solution particularize it to:
F
(
s
,
θ
)
=
A
(
s
)
sin
(
s
(
θ
0
−
θ
)
)
sin
(
2
θ
0
s
)
+
B
(
s
)
sin
(
s
(
θ
0
+
θ
)
)
sin
(
2
θ
0
s
)
{\displaystyle F(s,\theta )=A(s){\frac {\sin(s(\theta _{0}-\theta ))}{\sin(2\theta _{0}s)}}+B(s){\frac {\sin(s(\theta _{0}+\theta ))}{\sin(2\theta _{0}s)}}}
Now by the convolution theorem for Mellin transform, the solution in the Mellin domain can be inverted:
f
(
r
,
θ
)
=
r
m
cos
(
m
θ
)
2
θ
0
∫
0
∞
(
a
(
x
)
x
2
m
+
2
r
m
x
m
sin
(
m
θ
)
+
r
2
m
+
b
(
x
)
x
2
m
−
2
r
m
x
m
sin
(
m
θ
)
+
r
2
m
)
x
m
−
1
d
x
{\displaystyle f(r,\theta )={\frac {r^{m}\cos(m\theta )}{2\theta _{0}}}\int _{0}^{\infty }\left({\frac {a(x)}{x^{2m}+2r^{m}x^{m}\sin(m\theta )+r^{2m}}}+{\frac {b(x)}{x^{2m}-2r^{m}x^{m}\sin(m\theta )+r^{2m}}}\right)x^{m-1}\,dx}
where the following inverse transform relation was employed:
M
−
1
(
sin
(
s
φ
)
sin
(
2
θ
0
s
)
;
s
→
r
)
=
1
2
θ
0
r
m
sin
(
m
φ
)
1
+
2
r
m
cos
(
m
φ
)
+
r
2
m
{\displaystyle {\mathcal {M}}^{-1}\left({\frac {\sin(s\varphi )}{\sin(2\theta _{0}s)}};s\to r\right)={\frac {1}{2\theta _{0}}}{\frac {r^{m}\sin(m\varphi )}{1+2r^{m}\cos(m\varphi )+r^{2m}}}}
where
m
=
π
2
θ
0
{\displaystyle m={\frac {\pi }{2\theta _{0}}}}
.
Below is a list of interesting examples for the Mellin transform:
Selected Mellin transforms
Function
f
(
x
)
{\displaystyle f(x)}
Mellin transform
f
~
(
s
)
=
M
{
f
}
(
s
)
{\displaystyle {\tilde {f}}(s)={\mathcal {M}}\{f\}(s)}
Region of convergence
Comment
e
−
x
{\displaystyle e^{-x}}
Γ
(
s
)
{\displaystyle \Gamma (s)}
0
<
ℜ
s
<
∞
{\displaystyle 0<\Re s<\infty }
e
−
x
−
1
{\displaystyle e^{-x}-1}
Γ
(
s
)
{\displaystyle \Gamma (s)}
−
1
<
ℜ
s
<
0
{\displaystyle -1<\Re s<0}
e
−
x
−
1
+
x
{\displaystyle e^{-x}-1+x}
Γ
(
s
)
{\displaystyle \Gamma (s)}
−
2
<
ℜ
s
<
−
1
{\displaystyle -2<\Re s<-1}
Generally
Γ
(
s
)
{\displaystyle \Gamma (s)}
is the Mellin transform of[ 18]
e
−
x
−
∑
n
=
0
N
−
1
(
−
1
)
n
n
!
x
n
{\displaystyle \textstyle e^{-x}-\sum _{n=0}^{N-1}{\frac {(-1)^{n}}{n!}}x^{n}}
, for
−
N
<
ℜ
s
<
−
N
+
1
{\displaystyle -N<\Re s<-N+1}
e
−
x
2
{\displaystyle e^{-x^{2}}}
1
2
Γ
(
1
2
s
)
{\displaystyle {\tfrac {1}{2}}\Gamma ({\tfrac {1}{2}}s)}
0
<
ℜ
s
<
∞
{\displaystyle 0<\Re s<\infty }
e
r
f
c
(
x
)
{\displaystyle \mathrm {erfc} (x)}
Γ
(
1
2
(
1
+
s
)
)
π
s
{\displaystyle {\frac {\Gamma ({\tfrac {1}{2}}(1+s))}{{\sqrt {\pi }}\;s}}}
0
<
ℜ
s
<
∞
{\displaystyle 0<\Re s<\infty }
e
−
(
ln
x
)
2
{\displaystyle e^{-(\ln x)^{2}}}
π
e
1
4
s
2
{\displaystyle {\sqrt {\pi }}\,e^{{\tfrac {1}{4}}s^{2}}}
−
∞
<
ℜ
s
<
∞
{\displaystyle -\infty <\Re s<\infty }
δ
(
x
−
a
)
{\displaystyle \delta (x-a)}
a
s
−
1
{\displaystyle a^{s-1}}
−
∞
<
ℜ
s
<
∞
{\displaystyle -\infty <\Re s<\infty }
a
>
0
,
δ
(
x
)
{\displaystyle a>0,\;\delta (x)}
is the Dirac delta function
u
(
1
−
x
)
=
{
1
if
0
<
x
<
1
0
if
1
<
x
<
∞
{\displaystyle u(1-x)=\left\{{\begin{aligned}&1&&\;{\text{if}}\;0<x<1&\\&0&&\;{\text{if}}\;1<x<\infty &\end{aligned}}\right.}
1
s
{\displaystyle {\frac {1}{s}}}
0
<
ℜ
s
<
∞
{\displaystyle 0<\Re s<\infty }
u
(
x
)
{\displaystyle u(x)}
is the Heaviside step function
−
u
(
x
−
1
)
=
{
0
if
0
<
x
<
1
−
1
if
1
<
x
<
∞
{\displaystyle -u(x-1)=\left\{{\begin{aligned}&0&&\;{\text{if}}\;0<x<1&\\&-1&&\;{\text{if}}\;1<x<\infty &\end{aligned}}\right.}
1
s
{\displaystyle {\frac {1}{s}}}
−
∞
<
ℜ
s
<
0
{\displaystyle -\infty <\Re s<0}
u
(
1
−
x
)
x
a
=
{
x
a
if
0
<
x
<
1
0
if
1
<
x
<
∞
{\displaystyle u(1-x)\,x^{a}=\left\{{\begin{aligned}&x^{a}&&\;{\text{if}}\;0<x<1&\\&0&&\;{\text{if}}\;1<x<\infty &\end{aligned}}\right.}
1
s
+
a
{\displaystyle {\frac {1}{s+a}}}
−
ℜ
a
<
ℜ
s
<
∞
{\displaystyle -\Re a<\Re s<\infty }
−
u
(
x
−
1
)
x
a
=
{
0
if
0
<
x
<
1
−
x
a
if
1
<
x
<
∞
{\displaystyle -u(x-1)\,x^{a}=\left\{{\begin{aligned}&0&&\;{\text{if}}\;0<x<1&\\&-x^{a}&&\;{\text{if}}\;1<x<\infty &\end{aligned}}\right.}
1
s
+
a
{\displaystyle {\frac {1}{s+a}}}
−
∞
<
ℜ
s
<
−
ℜ
a
{\displaystyle -\infty <\Re s<-\Re a}
u
(
1
−
x
)
x
a
ln
x
=
{
x
a
ln
x
if
0
<
x
<
1
0
if
1
<
x
<
∞
{\displaystyle u(1-x)\,x^{a}\ln x=\left\{{\begin{aligned}&x^{a}\ln x&&\;{\text{if}}\;0<x<1&\\&0&&\;{\text{if}}\;1<x<\infty &\end{aligned}}\right.}
1
(
s
+
a
)
2
{\displaystyle {\frac {1}{(s+a)^{2}}}}
−
ℜ
a
<
ℜ
s
<
∞
{\displaystyle -\Re a<\Re s<\infty }
−
u
(
x
−
1
)
x
a
ln
x
=
{
0
if
0
<
x
<
1
−
x
a
ln
x
if
1
<
x
<
∞
{\displaystyle -u(x-1)\,x^{a}\ln x=\left\{{\begin{aligned}&0&&\;{\text{if}}\;0<x<1&\\&-x^{a}\ln x&&\;{\text{if}}\;1<x<\infty &\end{aligned}}\right.}
1
(
s
+
a
)
2
{\displaystyle {\frac {1}{(s+a)^{2}}}}
−
∞
<
ℜ
s
<
−
ℜ
a
{\displaystyle -\infty <\Re s<-\Re a}
1
1
+
x
{\displaystyle {\frac {1}{1+x}}}
π
sin
(
π
s
)
{\displaystyle {\frac {\pi }{\sin(\pi s)}}}
0
<
ℜ
s
<
1
{\displaystyle 0<\Re s<1}
1
1
−
x
{\displaystyle {\frac {1}{1-x}}}
π
tan
(
π
s
)
{\displaystyle {\frac {\pi }{\tan(\pi s)}}}
0
<
ℜ
s
<
1
{\displaystyle 0<\Re s<1}
The integral uses the Cauchy principal value .
1
1
+
x
2
{\displaystyle {\frac {1}{1+x^{2}}}}
π
2
sin
(
1
2
π
s
)
{\displaystyle {\frac {\pi }{2\sin({\tfrac {1}{2}}\pi s)}}}
0
<
ℜ
s
<
2
{\displaystyle 0<\Re s<2}
1
(
1
+
x
)
a
{\displaystyle {\frac {1}{(1+x)^{a}}}}
Γ
(
s
)
Γ
(
a
−
s
)
Γ
(
a
)
{\displaystyle {\frac {\Gamma (s)\,\Gamma (a-s)}{\Gamma (a)}}}
0
<
ℜ
s
<
ℜ
a
{\displaystyle 0<\Re s<\Re a}
Binomial series
u
(
1
−
x
)
(
1
−
x
)
a
−
1
{\displaystyle u(1-x)\;(1-x)^{a-1}}
Γ
(
s
)
Γ
(
a
)
Γ
(
s
+
a
)
{\displaystyle {\frac {\Gamma (s)\,\Gamma (a)}{\Gamma (s+a)}}}
0
<
ℜ
s
<
∞
{\displaystyle 0<\Re s<\infty }
ℜ
a
>
0
{\displaystyle \Re a>0}
u
(
x
−
1
)
(
1
−
x
)
−
a
{\displaystyle u(x-1)\;(1-x)^{-a}}
Γ
(
a
−
s
)
Γ
(
1
−
a
)
Γ
(
1
−
s
)
{\displaystyle {\frac {\Gamma (a-s)\,\Gamma (1-a)}{\Gamma (1-s)}}}
−
∞
<
ℜ
s
<
ℜ
a
{\displaystyle -\infty <\Re s<\Re a}
ℜ
a
<
1
{\displaystyle \Re a<1}
ln
(
1
+
x
)
{\displaystyle \ln(1+x)}
π
s
sin
(
π
s
)
{\displaystyle {\frac {\pi }{s\,\sin(\pi s)}}}
−
1
<
ℜ
s
<
0
{\displaystyle -1<\Re s<0}
ln
|
1
−
x
|
{\displaystyle \ln \vert 1-x\vert }
π
s
cot
(
π
s
)
{\displaystyle {\frac {\pi }{s}}\,\cot(\pi s)}
−
1
<
ℜ
s
<
0
{\displaystyle -1<\Re s<0}
acot
x
=
π
2
−
atan
x
{\displaystyle \operatorname {acot} x={\frac {\pi }{2}}-\operatorname {atan} x}
π
2
s
cos
(
π
s
/
2
)
{\displaystyle {\frac {\pi }{2s\,\cos(\pi s/2)}}}
0
<
ℜ
s
<
1
{\displaystyle 0<\Re s<1}
sin
(
x
)
{\displaystyle \sin(x)}
sin
(
1
2
π
s
)
Γ
(
s
)
{\displaystyle \sin({\tfrac {1}{2}}\pi s)\,\Gamma (s)}
−
1
<
ℜ
s
<
1
{\displaystyle -1<\Re s<1}
cos
(
x
)
{\displaystyle \cos(x)}
cos
(
1
2
π
s
)
Γ
(
s
)
{\displaystyle \cos({\tfrac {1}{2}}\pi s)\,\Gamma (s)}
0
<
ℜ
s
<
1
{\displaystyle 0<\Re s<1}
e
i
x
{\displaystyle e^{ix}}
e
i
π
s
/
2
Γ
(
s
)
{\displaystyle e^{i\pi s/2}\,\Gamma (s)}
0
<
ℜ
s
<
1
{\displaystyle 0<\Re s<1}
J
0
(
x
)
{\displaystyle J_{0}(x)}
2
s
−
1
π
sin
(
π
s
/
2
)
[
Γ
(
s
/
2
)
]
2
{\displaystyle {\frac {2^{s-1}}{\pi }}\,\sin(\pi s/2)\,\left[\Gamma (s/2)\right]^{2}}
0
<
ℜ
s
<
3
2
{\displaystyle 0<\Re s<{\tfrac {3}{2}}}
J
0
(
x
)
{\displaystyle J_{0}(x)}
is the Bessel function of the first kind.
Y
0
(
x
)
{\displaystyle Y_{0}(x)}
−
2
s
−
1
π
cos
(
π
s
/
2
)
[
Γ
(
s
/
2
)
]
2
{\displaystyle -{\frac {2^{s-1}}{\pi }}\,\cos(\pi s/2)\,\left[\Gamma (s/2)\right]^{2}}
0
<
ℜ
s
<
3
2
{\displaystyle 0<\Re s<{\tfrac {3}{2}}}
Y
0
(
x
)
{\displaystyle Y_{0}(x)}
is the Bessel function of the second kind
K
0
(
x
)
{\displaystyle K_{0}(x)}
2
s
−
2
[
Γ
(
s
/
2
)
]
2
{\displaystyle 2^{s-2}\,\left[\Gamma (s/2)\right]^{2}}
0
<
ℜ
s
<
∞
{\displaystyle 0<\Re s<\infty }
K
0
(
x
)
{\displaystyle K_{0}(x)}
is the modified Bessel function of the second kind
↑ Mellin, Hj. "Zur Theorie zweier allgemeinen Klassen bestimmter Integrale". Acta Societatis Scientiarum Fennicae . XXII (2): 1– 75.
↑ Whittaker, E.T. ; Watson, G.N. (1996). A Course of Modern Analysis . Cambridge University Press.
↑ Hardy, G. H. ; Littlewood, J. E. (1916). "Contributions to the Theory of the Riemann Zeta-Function and the Theory of the Distribution of Primes" . Acta Mathematica . 41 (1): 119– 196. doi :10.1007/BF02422942 . (See notes therein for further references to Cahen's and Mellin's work, including Cahen's thesis. )
↑ Wintner, Aurel (1947). "On Riemann's Reduction of Dirichlet Series to Power Series" . American Journal of Mathematics . 69 (4): 769– 789. doi :10.2307/2371798 . JSTOR 2371798 .
1 2 Titchmarsh (1948 , p. 95) .
↑ Titchmarsh (1948 , p. 94) .
↑ Galambos & Simonelli (2004 , p. 15)
1 2 3 Galambos & Simonelli (2004 , p. 16)
↑ Galambos & Simonelli (2004 , p. 23)
↑ Bhimsen, Shivamoggi, Chapter 6: The Mellin Transform, par. 4.3: Distribution of a Potential in a Wedge, pp. 267–268
↑ Philippe Flajolet and Robert Sedgewick. The Average Case Analysis of Algorithms: Mellin Transform Asymptotics. Research Report 2956. 93 pages. Institut National de Recherche en Informatique et en Automatique (INRIA), 1996.
↑ A. Liam Fitzpatrick, Jared Kaplan, Joao Penedones, Suvrat Raju, Balt C. van Rees. "A Natural Language for AdS/CFT Correlators" .
↑ A. Liam Fitzpatrick, Jared Kaplan. "Unitarity and the Holographic S-Matrix"
↑ A. Liam Fitzpatrick. "AdS/CFT and the Holographic S-Matrix" , video lecture.
↑ Bertrand, Jacqueline; Bertrand, Pierre; Ovarlez, Jean-Philippe (1995). The Mellin Transform: The Transforms and Applications Handbook . Taylor & Francis. ISBN 978-1420066524 .
Bracewell, Ronald N. (2000). The Fourier Transform and Its Applications (3rd ed.).
Debnath, Lokenath; Bhatta, Dambaru (19 April 2016). Integral Transforms and Their Applications . CRC Press. ISBN 978-1-4200-1091-6 .
Epstein, Benjamin. "Some Applications of the Mellin Transform in Statistics" . Carnegie Mellon Institute of Technology.
Erdélyi, Arthur (1954). Tables of Integral Transforms . Vol. 1. McGraw-Hill.
Flajolet, P.; Gourdon, X.; Dumas, P. (1995). "Mellin transforms and asymptotics: Harmonic sums" (PDF) . Theoretical Computer Science . 144 (1– 2): 3– 58. doi :10.1016/0304-3975(95)00002-e .
Galambos, Janos; Simonelli, Italo (2004). Products of random variables: applications to problems of physics and to arithmetical functions . Marcel Dekker. ISBN 0-8247-5402-6 .
Paris, R. B.; Kaminski, D. (2001). Asymptotics and Mellin-Barnes Integrals . Cambridge University Press. ISBN 9780521790017 .
Polyanin, A. D.; Manzhirov, A. V. (1998). Handbook of Integral Equations . Boca Raton, Florida: CRC Press. ISBN 0-8493-2876-4 .
Titchmarsh, E. C. (1948). Introduction to the Theory of Fourier Integrals (2nd ed.).
Polyanin, Andrei D. "Tables of Integral Transforms" . EqWorld: The World of Mathematical Equations .
"Mellin transform" , Encyclopedia of Mathematics , EMS Press, 2001 [1994]
Weisstein, Eric W. "Mellin Transform" . MathWorld .
Philippe Flajolet, Xavier Gourdon, Philippe Dumas, Mellin Transforms and Asymptotics: Harmonic sums
Antonio Gonzáles, Marko Riedel Celebrando un clásico , newsgroup es.ciencia.matematicas
Juan Sacerdoti, Funciones Eulerianas (in Spanish).
Mellin Transform Methods , Digital Library of Mathematical Functions , 2011-08-29, National Institute of Standards and Technology
Antonio De Sena and Davide Rocchesso, A Fast Mellin Transform with Applications in DAFX