Kronecker delta

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In mathematics, the Kronecker delta (named after Leopold Kronecker) is a function of two variables, usually just non-negative integers. The function is 1 if the variables are equal, and 0 otherwise: δij={0if ij,1if i=j. or with use of Iverson brackets: δij=[i=j] For example, δ12=0 because 12, whereas δ33=1 because 3=3.

The Kronecker delta appears naturally in many areas of mathematics, physics, engineering and computer science, as a means of compactly expressing its definition above. Generalized versions of the Kronecker delta have found applications in differential geometry and modern tensor calculus, particularly in formulations of gauge theory and topological field models. [1]

In linear algebra, the n×n identity matrix 𝐈 has entries equal to the Kronecker delta: Iij=δij where i and j take the values 1,2,,n, and the inner product of vectors can be written as 𝐚𝐛=i,j=1naiδijbj=i=1naibi. Here the Euclidean vectors are defined as Template:Mvar-tuples: 𝐚=(a1,a2,,an) and 𝐛=(b1,b2,...,bn) and the last step is obtained by using the values of the Kronecker delta to reduce the summation over j.

It is common for Template:Mvar and Template:Mvar to be restricted to a set of the form Template:Math or Template:Math, but the Kronecker delta can be defined on an arbitrary set.

Properties

The following equations are satisfied: jδijaj=ai,iaiδij=aj,kδikδkj=δij. Therefore, the matrix Template:Math can be considered as an identity matrix.

Another useful representation is the following form: δnm=limN1Nk=1Ne2πikN(nm) This can be derived using the formula for the geometric series.

Alternative notation

Using the Iverson bracket: δij=[i=j].

Often, a single-argument notation δi is used, which is equivalent to setting j=0: δi=δi0={0,if i01,if i=0

In linear algebra, it can be thought of as a tensor, and is written δji. Sometimes the Kronecker delta is called the substitution tensor.[2]

Digital signal processing

File:Unit impulse.gif
Unit sample function

In the study of digital signal processing (DSP), the Kronecker delta function sometimes means the unit sample function δ[n] , which represents a special case of the 2-dimensional Kronecker delta function δij where the Kronecker indices include the number zero, and where one of the indices is zero: δ[n]δn0δ0nwhere<n<

Or more generally where: δ[nk]δ[kn]δnkδknwhere<n<,<k<

For discrete-time signals, it is conventional to place a single integer index in square braces; in contrast the Kronecker delta, δij, can have any number of indexes. In LTI system theory, the discrete unit sample function is typically used as an input to a discrete-time system for determining the impulse response function of the system which characterizes the system for any general imput. In contrast, the typical purpose of the Kronecker delta function is for filtering terms from an Einstein summation convention.

The discrete unit sample function is more simply defined as: δ[n]={1n=00n is another integer

In comparison, in continuous-time systems the Dirac delta function is often confused for both the Kronecker delta function and the unit sample function. The Dirac delta is defined as: {ε+εδ(t)dt=1ε>0δ(t)=0t0

Unlike the Kronecker delta function δij and the unit sample function δ[n], the Dirac delta function δ(t) does not have an integer index, it has a single continuous non-integer value Template:Mvar.

In continuous-time systems, the term "unit impulse function" is used to refer to the Dirac delta function δ(t) or, in discrete-time systems, the Kronecker delta function δ[n].

Notable properties

The Kronecker delta has the so-called sifting property that for j: i=aiδij=aj. and if the integers are viewed as a measure space, endowed with the counting measure, then this property coincides with the defining property of the Dirac delta function δ(xy)f(x)dx=f(y), and in fact Dirac's delta was named after the Kronecker delta because of this analogous property.[3] In signal processing it is usually the context (discrete or continuous time) that distinguishes the Kronecker and Dirac "functions". And by convention, δ(t) generally indicates continuous time (Dirac), whereas arguments like i, j, k, l, m, and n are usually reserved for discrete time (Kronecker). Another common practice is to represent discrete sequences with square brackets; thus: δ[n]. The Kronecker delta is not the result of directly sampling the Dirac delta function.

The Kronecker delta forms the multiplicative identity element of an incidence algebra.[4]

Relationship to the Dirac delta function

In probability theory and statistics, the Kronecker delta and Dirac delta function can both be used to represent a discrete distribution. If the support of a distribution consists of points 𝐱={x1,,xn}, with corresponding probabilities p1,,pn, then the probability mass function p(x) of the distribution over 𝐱 can be written, using the Kronecker delta, as p(x)=i=1npiδxxi.

Equivalently, the probability density function f(x) of the distribution can be written using the Dirac delta function as f(x)=i=1npiδ(xxi).

Under certain conditions, the Kronecker delta can arise from sampling a Dirac delta function. For example, if a Dirac delta impulse occurs exactly at a sampling point and is ideally lowpass-filtered (with cutoff at the critical frequency) per the Nyquist–Shannon sampling theorem, the resulting discrete-time signal will be a Kronecker delta function.

Generalizations

If it is considered as a type (1,1) tensor, the Kronecker tensor can be written δji with a covariant index j and contravariant index i: δji={0(ij),1(i=j).

This tensor represents:

The Template:Visible anchor or multi-index Kronecker delta of order 2p is a type (p,p) tensor that is completely antisymmetric in its p upper indices, and also in its p lower indices.

Two definitions that differ by a factor of p! are in use. Below, the version is presented has nonzero components scaled to be ±1. The second version has nonzero components that are ±1/p!, with consequent changes scaling factors in formulae, such as the scaling factors of 1/p! in Template:Section link below disappearing.[5]

Definitions of the generalized Kronecker delta

In terms of the indices, the generalized Kronecker delta is defined as:[6][7] δν1νpμ1μp={1if ν1νp are distinct integers and are an even permutation of μ1μp1if ν1νp are distinct integers and are an odd permutation of μ1μp0in all other cases.

Let Sp be the symmetric group of degree p, then: δν1νpμ1μp=σSpsgn(σ)δνσ(1)μ1δνσ(p)μp=σSpsgn(σ)δν1μσ(1)δνpμσ(p).

Using anti-symmetrization: δν1νpμ1μp=p!δ[ν1μ1δνp]μp=p!δν1[μ1δνpμp].

In terms of a p×p determinant:[8] δν1νpμ1μp=|δν1μ1δνpμ1δν1μpδνpμp|.

Using the Laplace expansion (Laplace's formula) of determinant, it may be defined recursively:[9] δν1νpμ1μp=k=1p(1)p+kδνkμpδν1νˇkνpμ1μkμˇp=δνpμpδν1νp1μ1μp1k=1p1δνkμpδν1νk1νpνk+1νp1μ1μk1μkμk+1μp1, where the caron, ˇ, indicates an index that is omitted from the sequence.

When p=n (the dimension of the vector space), in terms of the Levi-Civita symbol: δν1νnμ1μn=εμ1μnεν1νn. More generally, for m=np, using the Einstein summation convention: δν1νpμ1μp=1m!εκ1κmμ1μpεκ1κmν1νp.

Contractions of the generalized Kronecker delta

Kronecker Delta contractions depend on the dimension of the space. For example, δμ1ν1δν1ν2μ1μ2=(d1)δν2μ2, where Template:Mvar is the dimension of the space. From this relation the full contracted delta is obtained as δμ1μ2ν1ν2δν1ν2μ1μ2=2d(d1). The generalization of the preceding formulas isScript error: No such module "Unsubst". δμ1μnν1νnδν1νpμ1μp=n!(dp+n)!(dp)!δνn+1νpμn+1μp.

Properties of the generalized Kronecker delta

The generalized Kronecker delta may be used for anti-symmetrization: 1p!δν1νpμ1μpaν1νp=a[μ1μp],1p!δν1νpμ1μpaμ1μp=a[ν1νp].

From the above equations and the properties of anti-symmetric tensors, we can derive the properties of the generalized Kronecker delta: 1p!δν1νpμ1μpa[ν1νp]=a[μ1μp],1p!δν1νpμ1μpa[μ1μp]=a[ν1νp],1p!δν1νpμ1μpδκ1κpν1νp=δκ1κpμ1μp, which are the generalized version of formulae written in Template:Section link. The last formula is equivalent to the Cauchy–Binet formula.

Reducing the order via summation of the indices may be expressed by the identity[10] δν1νsμs+1μpμ1μsμs+1μp=(ns)!(np)!δν1νsμ1μs.

Using both the summation rule for the case p=n and the relation with the Levi-Civita symbol, the summation rule of the Levi-Civita symbol is derived: δν1νpμ1μp=1(np)!εμ1μpκp+1κnεν1νpκp+1κn. The 4D version of the last relation appears in Penrose's spinor approach to general relativity[11] that he later generalized, while he was developing Aitken's diagrams,[12] to become part of the technique of Penrose graphical notation.[13] Also, this relation is extensively used in S-duality theories, especially when written in the language of differential forms and Hodge duals.

Integral representations

For any integers j and k, the Kronecker delta can be written as a complex contour integral using a standard residue calculation. The integral is taken over the unit circle in the complex plane, oriented counterclockwise. An equivalent representation of the integral arises by parameterizing the contour by an angle around the origin. δjk=12πi|z|=1zjk1dz=12π02πei(jk)φdφ

The Kronecker comb

The Kronecker comb function with period N is defined (using DSP notation) as: ΔN[n]=k=δ[nkN], where N0, k and n are integers. The Kronecker comb thus consists of an infinite series of unit impulses that are Template:Mvar units apart, aligned so one of the impulses occurs at zero. It may be considered to be the discrete analog of the Dirac comb.

See also

References

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  9. A recursive definition requires a first case, which may be taken as Template:Math for Template:Math, or alternatively Template:Math for Template:Math (generalized delta in terms of standard delta).
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  13. Roger Penrose, "Applications of negative dimensional tensors," in Combinatorial Mathematics and its Applications, Academic Press (1971).

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