ON WAVELETS RELATED TO THE WALSH SERIES

YA. A. FARKOV

Russian State Geological Prospecting University, Moscow, Russia

1. Introduction

Let us recall that the Rademacher functions on [0, 1] are defined by

rl (x) = r0 (2 l x), l ∈ Z+ , x ∈ [0, 1],

where (
1, x ∈ [0, 1/2),
r0 (x) = r0 (x + 1) = r0 (x), x ∈ R.
−1, x ∈ [1/2, 1),
The Rademacher functions form an orthonormal (but not complete) system in L2 [0, 1].
The Walsh functions w0 , w1 , . . . are defined as the following:
k
Y
w0 (x) ≡ 1, w1 (x) = r0 (x), wl (x) = (r0 (2j x))µj , l ≥ 2, x ∈ [0, 1], (1.1)
j=0

where k and µj are deduced from the dyadic expansion

k
X
l= µj 2j , µj ∈ {0, 1}, µk = 1, k = k(l). (1.2)
j=0

The Walsh system {wl | l ∈ Z+ } is an orthonormal basis for L2 [0, 1]. The Rademacher and
Walsh functions can be extended 1-periodically to R. These functions are often considered
on the positive half-line R+ = [0, ∞) as well. Using the Walsh functions we shall explain
what is an analog of the Daubechies wavelets in Dyadic Analysis. We begin by the following
definition:
A multiresolution analysis in L2 (R) is a sequence of closed subspaces Vj ⊂ L2 (R) with
j ∈ Z such that the following hold:
(i) Vj ⊂ Vj+1 for all j ∈ Z.
(ii) The union Vj is dense in L2 (R), and Vj = {0}.
S T

(iii) f (·) ∈ Vj ⇐⇒ f (2 ·) ∈ Vj+1 for all j ∈ Z.

1
 (iv) There is a function ϕ ∈ L2 (R) such that {ϕ(· − k) | k ∈ Z} is an orthonormal
basis of V0 .
The function ϕ is called a scaling function in L2 (R).
√
By conditions (iii) and (iv) the functions 2 ϕ(2x−k), k ∈ Z, constitude an orthonormal
basis in V1 . Since V0 ⊂ V1 , the scaling function ϕ belongs to V1 and has the expansion
X X
ϕ(x) = 2 ak ϕ(2x − k), |ak |2 < +∞.
k k

A function ψ given by the formula

X
ψ(x) = 2 (−1)k a1−k ϕ(2x − k), x ∈ R,
k

is a wavelet in L2 (R); that is, the system of functions

ψj,k (x) = 2j/2 ψ(2j x − k), j, k ∈ Z,

is an orthonormal bases in L2 (R).

It is well known that the Daubechies scaling function of order N is a solution of the
functional equation
−1
√ 2N
X
ϕN (x) = 2 hk ϕN (2x − k), x ∈ R, (1.3)
k=0

and possesses the following properties:

1) supp ϕN = [0, 2N − 1],
2) ϕN is a scaling function in L2 (R).
The corresponding wavelet is given by
√ X
ψ(x) = 2 (−1)k h1−k ϕN (2x − k), x ∈ R.
k

For N = 1, the Daubechies construction yields the Haar function: ϕ1 = 1[0,1) (in this
√
case, h0 = h1 = 1/ 2 and ψ is the Haar wavelet). For 2 ≤ N ≤ 10, the coefficients of
Eq. (1.3) are given in Section 6.4 of Daubechies’ book "Ten Lectures on Wavelets". For
N = 2, the solution of Eq. (1.3) is continuous on R and satisfies the Lipschitz condition

| ϕ2 (t) − ϕ2 (x)| ≤ C | t − x|α , t, x ∈ R,

2
with exponent α ≈ 0, 5500. The exact value of α (and the corresponding quantities for
N = 3 and N = 4) were obtained by the matrix method in the paper
I. Daubechies, J. C. Lagarias, Two-scale difference equations II. Local regularity, infinite
products of matrices and fractals , SIAM J. Math. Anal., 23, 1031-1078 (1992).
Notice that for the Daubechies scaling functions of order N ≥ 5 the exact values of the
exponents of smoothness are not known. For the recent results in this area see:
V. Yu. Protasov, Fractal curves and wavelets , Russian Acad. Sci. Izv. Math. 70 (5),
975-1013 (2006).

2. Orthogonal compactly supported wavelets on R+

We shall denote the integer and the fractional parts of a number x by [x] and {x},
respectively. For each x ∈ R+ it is possible to take xj , x−j ∈ {0, 1} such that
∞
X ∞
X
x = [x] + {x} = x−j 2 j−1 + xj 2 −j
j=1 j=1

(for a dyadic rational x we choose an expansion with finitely many nonzero terms ). It is
easy to see that

x−j = [2 1−j x](mod 2) and xj = [2 j x](mod 2) for j ∈ N.

The binary addition on R+ is defined by the formula

∞
X ∞
X
x ⊕ y := | x−j − y−j |2 j−1
+ | xj − yj |2−j , x, y ∈ R+ ,
j=1 j=1

and plays a key role in the theory of Walsh – Fourier series. It is well known that, for all
x ∈ R+ , wm (x)wn (x) = wm⊕n (x), and, if x ⊕ y is a dyadic irrational, then

wn (x ⊕ y) = wn (x)wn (y). (2.1)

Thus, for fixed y, equality (2.1) is valid for all x ∈ R+ except countably many of them.
For x, ω ∈ R+ we set
∞
X
σ(x, ω)
χ(x, ω) = (−1) , σ(x, ω) = xj ω−j + x−j ωj .
j=1

3
The Walsh-Fourier transform of a function f ∈ L1 (R+ ) ∩ L2 (R+ ) is defined by
Z
f (ω) =
b f (x)χ(x, ω) dx, ω ∈ R+ ,
R+

and admits a standard extension to the whole space L2 (R+ ). Denote by h· , ·i and k · k
the inner product and the norm in L2 (R+ ), respectively. By Plancherel’s theorem, if
f ∈ L2 (R+ ), then fb ∈ L2 (R+ ) and kfbk = kf k.

For any function f ∈ L2 (R+ ) we set

fj k (x) := 2j/2 f (2j x ⊕ k), j ∈ Z, k ∈ Z+ , x ∈ R+ .

The definition of a multiresolution analysis (or, simply, an MRA) in L2 (R+ ) is quite

similar to the the above given definition for the space L2 (R). Let us say that a function ϕ
generate an MRA in L2 (R+ ), if, first, the collection {ϕ(· ⊕ k) | k ∈ Z+ } is an orthonormal
system in L2 (R+ ) and, second, the subspaces

Vj = closL2 (R+ ) span {ϕj,k | k ∈ Z+ }, j ∈ Z,

satisfy the following:

[ \
Vj ⊂ Vj+1 , Vj = L2 (R+ ), Vj = {0}.

Denote by L2c (R+ ) the class of all compactly supported functions in L2 (R+ ). We will
discuss the following
Problem A. Given a natural number n, find all functions ϕ ∈ L2c (R+ ) which satisfy
a refinement equation of the form
n −1
2X
ϕ(x) = ck ϕ(2x ⊕ k), x ∈ R+ , (2.2)
k=0

and generate an MRA in L2 (R+ ).

By the Walsh-Fourier transform, (2.2) can be rewritten as

ϕ(ω)
b = m0 (ω/2)ϕ(ω/2),
b ω ∈ R+ , (2.3)

where n
2 −1
1X
m0 (ω) = ck wk (ω).
2 k=0

4
The Walsh polynomial m0 is called the mask of Eq. (2.2) (or the mask of its solution ϕ).

Theorem 2.1. Let ϕ ∈ L2c (R+ ) satisfy refinement equation (2.2). If ϕ

b (0) = 1, then
n −1
2X
ck = 1 and supp ϕ ⊂ [0, 21−n ).
k=0

This solution is unique, is given by the formula

∞
Y
ϕ(ω)
b = m0 (2−j ω),
j=1

and possesses the following properties :

1) ϕ(r)
b = 0 for all r ∈ N (the modified Strang-Fix condition);
P
2) k∈Z+ ϕ(x ⊕ k) = 1 for almost every x ∈ R+ (the partition of unity property).

This theorem was proved in [Protasov and F., Sbornik: Mathematics 197 (10), 1529-
1558 (2006)].
Proposition 2.2. Suppose ϕ ∈ L2c (R+ ) is a solution of Eq. (2.2) and satisfies ϕ
b (0) 6=
0. If the family {ϕ(· ⊕ k)| k ∈ Z+ } is an orthonormal system in L2 (R+ ), then

m0 (0) = 1 and |m0 (ω)|2 + |m0 (ω + 1/2)|2 = 1 for all ω ∈ R+ . (2.4)

(n)
An interval I ⊂ R+ is a dyadic interval of range n if I = Ik := [k2−n , (k + 1)2−n ) for
some k ∈ Z+ . It is easily seen that
n −1
2[
(n) (n) (n)
Ik ∩ Il = ∅ for k 6= l and Ik = [0, 1).
k=0

(n)
It is clear that m0 is constant on Il for each 0 ≤ l ≤ 2n − 1. Put bl = m0 (l2−n ).
According to (2.4) we have

b0 = 1, |bl |2 + |bl+2n−1 |2 = 1, 0 ≤ l ≤ 2n−1 − 1. (2.5)

Moreover, the coefficients of Eq. (2.2) are related to the values bl by means of the discrete
Walsh transform: n −1
2X
1
ck = bl wl (k2−n ), 0 ≤ k ≤ 2n − 1. (2.6)
2n−1 l=0

5
We also see that n
2 −1
1X
bl = ck wk (l2−n ), 0 ≤ l ≤ 2n − 1.
2 k=0

A function ψ is called an orthogonal wavelet for L2 (R+ ), if the family {ψj,k | j ∈

Z, k ∈ Z+ } is an orthonormal basis of L2 (R+ ). If ϕ is a solution of Problem A, then the
corresponding orthogonal wavelet ψ in L2 (R+ ) can be defined by
n −1
2X
ψ(x) = (−1)k c̄k⊕1 ϕ(2x ⊕ k), x ∈ R+ . (2.7)
k=0

Example 2.1. If n = 1 and c0 = c1 = 1, then a solution of Eq. (2.2) is the Haar

function ϕ = 1[0,1) and (2.7) becomes the Haar wavelet

 1,
 x ∈ [0, 1/2),
ψ(x) = −1, x ∈ [1/2, 1),

0, x ∈ R+ \ [0, 1).


Notice that ϕ
b = ϕ for ϕ = 1[0,1) . Hence, although the Haar and Shannon wavelets are
naturally antipodal in L2 (R), their analogues for L2 (R+ ) are equivalent. A similar fact for
wavelets on local fields is observed in [J. J. Benedetto and R. L. Benedetto, J. Geometric
Analysis 14 (3), 423-456 (2004)].
Example 2.2. The scaling function ϕ, which was introduced by W.C. Lang (1996), is
a solution of Eq. (2.2) with n = 2 and
1+a+b 1+a−b 1−a−b 1−a+b
c0 = , c1 = , c2 = , c3 = , (2.8)
2 2 2 2
p
where 0 < |a| < 1, |b| = 1 − |a|2 . This function generates an MRA in L2 (R+ ), possesses
the self-similarity property:
(
(1 + a − b)/2 + bϕ(2x), 0 ≤ x < 1,
ϕ(x) =
(1 − a + b)/2 − bϕ(2x − 2), 1≤x≤2
and it is represented by a lacunary Walsh series:
∞
X
ϕ(x) = (1/2)1[0,1) (x/2)(1 + a bj w2j+1 −1 (x/2)), x ∈ R+ . (2.9)
j=0

Furthermore, for |b| < 1/2 the corresponding wavelets system {ψjk } is an unconditional
basis in all the spaces Lp (R+ ), 1 < p < ∞. For a = 1 and a = −1 the Haar function:

6
ϕ(x) = 1[0,1) (x) and the displaced Haar function: ϕ(x) = 1[0,1) (x ⊕ 1) are obtained
respectively. In the case a = 0 we have ϕ(x) = (1/2)1[0,1) (x/2) and, since ϕ(x) = ϕ(x ⊕ 1),
the family {ϕ(· ⊕ k) | k ∈ Z+ } is a linear dependence system.
p
Problem 1. Let ϕ be defined by (2.9) with some 0 < |a| < 1, |b| = 1 − |a|2 . Is ϕ a
function of bounded variation?
Note that similar problems are discussed in the recent paper
I. A. Sheipak, On the construction and some properties of self-similar functions in the
spaces Lp [0, 1] , Mathematical Notes 81 (6), 827–839 (2007).

Suppose that M ⊂ [0, 1) either is the union of some of the intervals of range n − 1 or
coincides with one of these intervals. Then we define

S(M ) := {ω/2 : ω ∈ M } ∪ {(ω + 1)/2 : ω ∈ M }.

A set M is said to be blocking for a mask m0 if it satisfies the condition

S(M ) ⊂ M ∪ {ω ∈ [0, 1) | m0 (ω) = 0}

(that is, m0 vanishes at each point of the set S(M ) \ M ). Observe that each mask can
have only a finite number of blocking sets. A mask m0 has no blocking sets, if m0 (ω) 6= 0
for all ω ∈ [0, 1/2). For small n, we present a complete list of collections values of the
bl = m(l2−n ) for which the mask m0 has blocking sets and, for each of these collections,
we indicate one blocking set. If n = 2 and b1 = 0, then M=[1/2,1) is a blocking set (see
Example 2.2 for a = 0). For n = 3, we have two variants : 1) b1 = 0, M = [1/4, 1), 2)
b3 = 0, M = [3/4, 1). The following collections are also obtained :

For n = 4 :

1) b1 = 0, M = [1/8, 1),
2) b2 = b3 = 0, M = [1/4, 1/2) ∪ [5/8, 1),
3) b2 = b13 = 0, M = [1/4, 3/8) ∪ [5/8, 3/4),
4) b3 = b5 = 0, M = [3/8, 1/2) ∪ [5/8, 1),
5) b6 = 0, M = [7/8, 1).

For n = 5 :

1) b1 = 0, M = [1/16, 1),

7
 2) b2 = b3 = 0, M = [1/8, 1/2) ∪ [9/16, 1),
3) b2 = b6 = b7 = 0, M = [1/8, 1/2) ∪ [7/16, 1),
4) b2 = b7 = b12 = b13 = 0, M = [1/8, 3/16) ∪ [1/4, 3/8) ∪ [7/16, 1/2) ∪ [9/16, 1),
5) b2 = b7 = b13 = b25 = 0, M = [1/8, 3/16) ∪ [1/4, 5/16) ∪ [3/8, 1/2) ∪ [9/16, 11/16) ∪
[3/4, 1),
6) b2 = b7 = b12 = b26 = b27 = 0, M = [1/8, 3/16) ∪ [1/4, 3/8) ∪ [7/16, 1/2) ∪
[9/16, 13/16) ∪ [7/8, 1),
7) b2 = b7 = b12 = b20 = b21 = b27 = 0, M = [1/8, 3/16) ∪ [1/4, 3/8) ∪ [7/16, 1/2) ∪
[9/16, 5/8) ∪ [11/16, 13/16) ∪ [7/8, 1),
8) b2 = b6 = b28 = b29 = 0, M = [1/8, 3/16) ∪ [1/4, 7/16) ∪ [9/16, 7/8),
9) b2 = b7 = b9 = b12 = b21 = b27 = 0, M = [1/8, 3/16) ∪ [5/16, 3/8) ∪ [7/16, 1/2) ∪
[9/16, 5/8) ∪ [11/16, 13/16) ∪ [7/8, 1),
10) b2 = b6 = b25 = b29 = 0, M = [1/8, 3/16) ∪ [1/4, 7/16) ∪ [9/16, 3/4) ∪ [13/16, 7/8),
11) b2 = b6 = b26 = b27 = b28 = 0, M = [1/8, 3/16) ∪ [1/4, 7/16) ∪ [9/16, 13/16),
12) b2 = b6 = b20 = b21 = b27 = b28 = 0, M = [1/8, 3/16) ∪ [1/4, 7/16) ∪ [9/16, 5/8) ∪
[11/16, 13/16),
13) b2 = b6 = b9 = b21 = b27 = b28 = 0, M = [1/8, 3/16) ∪ [5/16, 7/16) ∪ [9/16, 5/8) ∪
[11/16, 13/16),
14) b2 = b25 = b26 = 0, M = [1/8, 3/16) ∪ [1/4, 3/8) ∪ [7/16, 1/2) ∪ [9/16, 11/16),
15) b2 = b20 = b25 = 0, M = [1/8, 3/16) ∪ [1/4, 5/16) ∪ [9/16, 5/8),
16) b3 = b4 = b5 = 0, M = [3/16, 1/2) ∪ [9/16, 1),
17) b3 = b5 = b9 = 0, M = [3/16, 1/4) ∪ [5/16, 1/2) ∪ [9/16, 1),
18) b3 = b4 = b10 = b11 = 0, M = [3/16, 5/16) ∪ [3/8, 1/2) ∪ [9/16, 1),
19) b3 = b4 = b10 = b22 = b23 = 0, M = [3/16, 5/16)∪[3/8, 1/2)∪[9/16, 11/16)∪[3/4, 1),
20) b3 = b9 = b11 = 0, M = [3/16, 1/4) ∪ [3/8, 1/2) ∪ [9/16, 5/8) ∪ [11/16, 1),
21) b3 = b4 = b10 = b12 = b13 = b23 = 0, M = [3/16, 5/16)∪[7/16, 1/2)∪[9/16, 11/16)∪
[3/4, 1),
22) b3 = b4 = b10 = b13 = b23 = b25 = 0, M = [3/16, 5/16)∪[7/16, 1/2)∪[9/16, 11/16)∪
[13/16, 1),

8
 23) b3 = b9 = b22 = b23 = 0, M = [3/16, 1/4) ∪ [3/8, 1/2) ∪ [9/16, 5/8) ∪ [3/4, 13/16) ∪
[7/8, 1),
24) b3 = b4 = b10 = b22 = b28 = b29 = 0, M = [3/16, 5/16)∪[3/8, 7/16)∪[9/16, 11/16)∪
[3/4, 7/8),
25) b3 = b9 = b12 = b23 = 0, M = [3/16, 1/4) ∪ [7/16, 1/2) ∪ [9/16, 5/8) ∪ [3/4, 13/16) ∪
[7/8, 1),
26) b3 = b4 = b10 = b22 = b25 = b29 = 0, M = [3/16, 5/16)∪[3/8, 7/16)∪[9/16, 11/16)∪
[13/16, 7/8),
27) b3 = b9 = b22 = b28 = 0, M = [3/16, 1/4) ∪ [3/8, 7/16) ∪ [9/16, 5/8) ∪ [3/4, 13/16),
28) b5 = b6 = b7 = 0, M = [5/16, 1/2) ∪ [5/8, 3/4) ∪ [13/16, 1),
29) b5 = b7 = b13 = 0, M = [5/16, 3/8) ∪ [7/16, 1/2) ∪ [5/8, 3/4) ∪ [13/16, 1),
30) b5 = b6 = b29 = 0, M = [5/16, 7/16) ∪ [5/8, 3/4) ∪ [13/16, 7/8),
31) b5 = b26 = 0, M = [5/16, 3/8) ∪ [5/8, 11/16),
32) b6 = b7 = b11 = 0, M = [3/8, 1/2) ∪ [11/16, 3/4) ∪ [13/16, 1),
33) b6 = b11 = b29 = 0, M = [3/8, 7/16) ∪ [11/16, 3/4) ∪ [13/16, 7/8),
34) b7 = b11 = b13 = 0, M = [7/16, 1/2) ∪ [11/16, 3/4) ∪ [13/16, 1),
35) b15 = 0, M = [15/16, 1).
Problem 2. Find an algorithm for computing blocking sets in the case n > 5.
We are now ready to state the following
Theorem 2.3. Let ϕ ∈ L2c (R+ ) be a solution of equation (2.2) with mask m0 . Suppose
that m0 satisfies condition (2.4) and ϕ(0)
b = 1. Then
(a) ϕ generate an MRA in L2 (R+ ) if and only if m0 has no blocking sets ;
(b) ϕ can be expanded in the lacunary Walsh series :
X
ϕ(x) = (1/2n−1 )1[0,1) (x/2n−1 )(1 + al wl (x/2n−1 )), x ∈ R+ , (2.10)
l∈N(n)

converges uniformly on [0, 2n−1 ) .

The set N(n) and the coefficients al are defined as follows. Let us represent each l ∈ N
in the binary expansion
k
X
l= µj 2j , µj ∈ {0, 1}, µk = 1, k = k(l),
j=0

9
and denote by N0 (n) the set of all positive integers l ≥ 2n−1 for which the ordered sets
(µj , µj+1 , . . . , µj+n−1 ) do not contain (0, 0, . . . , 0, 1). Then N(n) = N0 (n)∪{1, 2, . . . , 2n−1 −
1}. Further, let

γ(i1 , i2 , . . . , in ) = bs , s = i1 20 + i2 21 + . . . + in 2n−1 , ij ∈ {0, 1},

where, as before, bs = m0 (s/2n ). Then

al = γ(µ0 , 0, 0, . . . , 0, 0), if k(l) = 0;

al = γ(µ1 , 0, 0, . . . , 0, 0)γ(µ0 , µ1 , 0, . . . , 0, 0), if k(l) = 1;

....................................................................

al = γ(µk , 0, 0, . . . , 0, 0)γ(µk−1 , µk , 0, . . . , 0, 0) . . . γ(µ0 , µ1 , µ2 , . . . , µn−2 , µn−1 ),

if k = k(l) ≥ n − 1. Note that, in the last product, the subscripts of each factor starting
with the second are obtained by shifting those of the preceding factor by one position
to the right and placing, to the liberated first position, one new digit from the binary
expansion of the number l.
We see that in the case n = 2 the decomposition (2.10) coincides with (2.9). In
[W.C.Lang, Houston J.Math., 1998] was noted that even for n = 3 "no simple patterns
appear in the coefficients" in the Walsh expansion of ϕ. In [F., Proc. Intern. Conf.
"Wavelets and splines"(July 3-8, 2003, St. Petersburg), 2005] to obtain (2.10) we expand
Q∞ −j
the function ϕ(ω)
b = j=1 m0 (2 ω) in the Walsh series and then apply the inverse
Walsh-Fourier transform.
Example 2.3. Let n = 3 and

b0 = 1, b1 = a, b2 = b, b3 = c, b4 = 0, b5 = α, b6 = β, b7 = γ,

where |a|2 + |α|2 = |b|2 + |β|2 = |c|2 + |γ|2 = 1. Putting y = x/4 in (2.10), we obtain

ϕ(x) = (1/4)1[0,1) (y)(1 + a w1 (y) + ab w2 (y) + ac w3 (y) + abα w5 (y)

+ acβ w6 (y) + acγ w7 (y) + ab2 α w10 (y) + abcα w11 (y) + acαβ w13 (y)
+ acβγ w14 (y) + acγ 2 w15 (y) + ab2 α2 w21 (y) + abcαβ w22 (y) + abαβγ w23 (y)

10
 + abcαβ w26 (y) + ac2 αβ w27 (y) + acαβγ w29 (y) + acβγ 2 w30 (y) + . . . ). (2.11)
This function satisfies
7
X
ϕ(x) = ck ϕ(2x ⊕ k), x ∈ R+ ,
k=0
where, by (2.6),
1 1
c0 = (1 + a + b + c + α + β + γ), c1 = (1 + a + b + c − α − β − γ),
4 4
1 1
c2 = (1 + a − b − c + α − β − γ), c3 = (1 + a − b − c − α + β + γ),
4 4
1 1
c4 = (1 − a + b − c − α + β − γ), c5 = (1 − a + b − c + α − β + γ),
4 4
1 1
c6 = (1 − a − b + c − α − β + γ), c7 = (1 − a − b + c + α + β − γ).
4 4
The blocking sets are: [1/4, 1) for a = 0 and [3/4, 1) for c = 0. Hence, if a = 0 or c = 0,
then the family {ϕ(· h) | h ∈ H} is a linearly dependent system. If a and c are both
non-zero, then ϕ generates an MRA in L2 (R+ ). In particular, if a = c = 1, then ϕ is given
by
ϕ(x) = (1/4)1[0,1) (y)(1 + w1 (y) + bw2 (y) + w3 (y) + βw6 (y)), y = x/4,
and generates an MRA in L2 (R+ ).

An algorithm for constructing orthogonal wavelets in L2 (R+ )

1. Choose complex numbers b0 , b1 , . . . , b2n−1 such that

b0 = 1, |bl |2 + |bl+2n−1 |2 = 1, 0 ≤ l ≤ 2n−1 − 1.

2. Using the discrete Walsh transform compute

n −1
2X
1
ck = bl wl (k2−n ), 0 ≤ k ≤ 2n − 1,
2n−1 l=0

and verify that the corresponding mask m0 has no blocking sets.

3. Define ϕ by formula (2.10).
4. Define ψ by letting
n −1
2X
ψ(x) = (−1)k c̄k⊕1 ϕ(2x ⊕ k), x ∈ R+ . (2.12)
k=0

11
 Problem 3. Construct a nonseparable wavelet bases for L2 (R+ × R+ ).
Remark 1. Let us denote by p the operation of subtraction modulo p on R+ . In [F.,
Isvestia: Mathematics, 2005], for any integers p, n ≥ 2 we have found the ck , 0 ≤ k ≤
pn − 1, for which a solution ϕ of refinement equation

pn −1
X
ϕ(x) = ck ϕ(p x p k), x ∈ R+ , (2.13)
k=0
satisfies the following:
1) ϕ is the sum of a lacunary series by generalized Walsh function;
2) { ϕ(· p k) | k ∈ Z+ } is orthonormal system in L2 (R+ );
3) supp ϕ ⊂ [0, pn−1 ];
4) ϕ generates a p-MRA in L2 (R+ ).
For a precise calculation of the ck in (2.13) one chooses pn − p complex parameters
satisfying a certain "orthogonality condition" , complements them by p − 1 zeros, and
applies the discrete Vilenkin-Chrestenson transform. Theorem 2.3 was proved in [Protasov
and F., Sbornik: Mathematics, 2006] and its generalization for any p, n ≥ 2 with an
algorithm for constructing the corresponding wavelets was published in [F., J. Approx. Theory,
2009].
Remark 2. Suppose that ϕ ∈ L2c (R+ ) is a solution of Eq.(2.2), ϕ is continuous at 0
and ϕ
b (0) 6= 0. As above, assume that m0 satisfies

|m0 (ω)|2 + |m0 (ω + 1/2)|2 = 1 for all ω ∈ [0, 1/2),

and that ψ is defined by (2.12). Then {ψjk } is a tight frame for L2 (R+ ) with frame bound
|ϕ
b (0)|2 , that is
X
|hf, ψj,k i|2 = | ϕ(0)|
b 2 kf k2 for all f ∈ L2 (R+ ).
j,k

Therefore, if the hypotheses of Theorem 2.3 are satisfied and the mask m0 has a blocking
set, then {ψjk } is a tight frame which is not a basis in L2 (R+ ) (cf. [Bownik, J. Fourier
Anal. Appl., 1997]).
Remark 3. Biorthogonal wavelets related to generalized Walsh functions was
introduced in [F., Proceeding of the Steklov Institute of Mathematics 265 (2009)]. The
results of numerical experiments in image processing comparing the dyadic biorthogonal

12
wavelets with the Haar, Daubechies, and biorthogonal 9/7 wavelets are given in
[F., Maksimov, and Stroganov, Intern. J. Wavelets, Multiresolution and Information
Processing, in press].

Remark 4. It is well known that the construction of discrete wavelets (including the
Haar, Meyer and Daubechies wavelets in the spaces of discrete 2n -periodic signals) based
on the discrete Fourier transform. For the theory and applications of these wavelets, we
refer to the books:
Frazier M.W. An introduction to wavelets through linear algebra. New York: Springer-
Verlag, 1999.
Broughton S. A., Bryan K.M., Discrete Fourier analysis and wavelets. Applications to
signal and image processing. Hoboken, NJ: John Wiley & Sons, 2009.
Using the Vilenkin-Chrestenson transform the discrete analogs of the above considered
orthogonal wavelets is introduced in [F., submitted to Mathematical Notes]. It is noted
in this paper that a similar construction produces discrete biorthogonal wavelets in the
spaces `2 (Z+ ) and `2 (ZN ) with N = pn (cf. Remarks 1 and 3).

3. On the smoothness of dyadic orthogonal wavelets

The dyadic modulus of continuity of the function ϕ ∈ L2c (R+ ) satisfies equation (2.2)
is defined by the equality:

ω(ϕ, δ) := sup{| ϕ(x ⊕ y) − ϕ(x)| : x, y ∈ [0, 2n−1 ), 0 ≤ y < δ}, δ > 0.

It is known that if ϕ satisfies

ω(ϕ, 2−j ) ≤ C2−αj , j ∈ N,

for some α > 0, then there exists a constant C(ϕ, α) such that

ω(ϕ, δ) ≤ C(ϕ, α) δ α . (3.1)

Denote by αϕ the supremum for the set of all values of α > 0 for which inequality (3.1)
holds. For n = 2, it was proved in [F., 2005] that αϕ = log2 (1/| b |), where b is given in
Example 2.2. We see that supp ϕ ⊂ [0, 2] and αϕ → +∞ as b → 0. It is interesting to
compare this result with the well known properties of the Daubechies scaling functions

13
ϕN of increasing support width and increasing regularity: supp ϕN ⊂ [0, 2N − 1] and, for
large N , ϕN ∈ C α with α ≈ 0.2 N .
The exact values of αϕ for the cases n = 3 and n = 4 were recently calculated in
[F. and Rodionov , Mathematical Notes, 2009]. In the proofs of lower bounds, formula
(2.10) for expansions of dyadic scaling functions in Walsh series was essentially used, while
the upper bounds was obtained by the methods from [Daubechies and Lagarias, SIAM
J. Math. Anal., 1992] and [Protasov, Isvestia: Mathematics, 2006] related with the joint
spectral radius of some matrices generated by the coefficients of equation (2.2). Also note
that the smoothness of the dyadic orthogonal wavelet ψ in L2 (R+ ), corresponding to the
scaling function ϕ coincides with αϕ .
Let us recall that the joint spectral radius of two complex matrices A0 and A1 of
dimensions N × N is defined by the formula
ρb(A0 , A1 ) := lim max{kAd1 Ad2 . . . Adk k1/k : dj ∈ {0, 1}, 1 ≤ j ≤ k},
k→∞

where k · k is an arbitrary norm on CN ×N . Obviously, if A0 = A1 , then the quantity

ρb(A0 , A1 ) coincides with the spectral radius ρ(A0 ).
For N = 2n−1 let us define (N × N )-matrices T0 , T1 by the formulas
(T0 )ij = c2(i−1)⊕(j−1) , (T1 )ij = c(2i−1)⊕(j−1) , 1 ≤ i, j ≤ N, (3.2)
where ck is the coefficients of Eq. (2.2).
Proposition 3.1. Suppose that a compactly supported solution ϕ of Eq. (2.2) generates
an MRA in L2 (R+ ), and suppose that ρb = ρb(L0 , L1 ) is the joint spectral radius of the linear
operators L0 , L1 given on RN by the matrices T0 , T1 and restricted to the subspace
E1 := {u = (u1 , . . . , uN )t : u1 + . . . + uN = 0}.
Then αϕ = − log2 ρb.
Note that, for n = 3, the basis of the subspace E1 is constituted by the vectors
e1 = (1, −1, 1, −1)t , e2 = (1, −1, −1, 1)t , e3 = (1, 1, −1, −1)t (3.3)
and the matrices (3.2) are of the form
   
c0 c1 c2 c3 c1 c0 c3 c2
   
 c2 c3 c0 c1 
 , T 1 =  c3 c2 c1 c0  .
 
T0 =  c (3.4)
 4 c5 c6 c7 

 c5 c4 c7 c6 
 
c6 c7 c4 c5 c7 c6 c5 c4

14
 For an arbitrary (N × N )-matrix T , we set

kT |E1 k := sup{||T u||/||u|| : u ∈ E1 , u 6= 0},

where kuk is the Euclidean norm of u and E1 is the subspace from Proposition 3.1.

Proposition 3.2. Let the compactly supported solution ϕ of Eq. (2.2) generates an
MRA in L2 (R+ ) and, for all m ∈ N,

max{kTd1 Td2 . . . Tdm |E1 k : dj ∈ {0, 1}, 1 ≤ j ≤ m} ≤ Cmp q m ,

where 0 < q < 1, p > 0 and C > 0. Then ρb(L0 , L1 ) ≤ q.

Estimates of αϕ for n = 3.

As in Example 2.3, we define the coefficients of Eq. (2.2) with help of parameters

b0 = 1, b1 = a, b2 = b, b3 = c, b4 = 0, b5 = α, b6 = β, b7 = γ,

where |a|2 + |α|2 = |b|2 + |β|2 = |c|2 + |γ|2 = 1. Then the matrices of linear operators L0
and L1 defined on R4 by the matrices (3.4) and restricted to E1 with basis (3.4) are the
following:    
0 β b 0 −β b
A0 =  0 γ c  , A1 =  0 −γ c  . (3.5)
   

α 0 0 −α 0 0
It is easily seen that ρb(L0 , L1 ) = ρb(A0 , A1 ). Using the Matlab 7.0 system we obtained the
following results.
A. The equality ρb(A0 , A1 ) = ρ(A0 ) holds in the cases:
1) 0 ≤ b ≤ 1, 0 < c ≤ 1, 0 ≤ α < 1, 0 ≤ βγ < 1;
2) −1 ≤ b ≤ 0, −1 ≤ c < 0, −1 < α ≤ 0, 0 ≤ βγ < 1;
3) 0 ≤ b ≤ 1, −1 ≤ c < 0, 0 ≤ α < 1, −1 < βγ ≤ 0;
4) −1 ≤ b ≤ 0, 0 < c ≤ 1, −1 < α ≤ 0, −1 < βγ ≤ 0.
B. The equality ρb(A0 , A1 ) = ρ(A1 ) holds in the cases:
1) 0 ≤ b ≤ 1, 0 < c ≤ 1, −1 < α ≤ 0, 0 ≤ βγ < 1;
2) −1 ≤ b ≤ 0, −1 ≤ c < 0, 0 ≤ α < 1, 0 ≤ βγ < 1;
3) 0 ≤ b ≤ 1, −1 ≤ c < 0, −1 < α ≤ 0, −1 < βγ ≤ 0;

15
 4) −1 ≤ b ≤ 0, 0 < c ≤ 1, 0 ≤ α < 1, −1 < βγ ≤ 0.

Under a special choice of the parameters, the spectral radiuses of matrices (3.5) can
be calculated in quite a simple way. Thus, for example, if βc = γb, then

ρ(A0 ) = max{| λ| : λ2 − γλ − αb = 0}, ρ(A1 ) = max{| λ| : λ2 + γλ + αb = 0}.

Moreover, the following theorem is valid.

Theorem 3.3. Suppose that ρb is the joint spectral radius of the matrices (3.5). Then
 p


3
| α|, if b = 0, | c| = 1, 0 ≤ | α| < 1,
p
ρb = max{ | α|, | γ|}, if | b| = 1, 0 ≤ | α| < 1, 0 ≤ | γ| < 1,

| γ|, if | a| = 1, 0 ≤ | γ| < 1


and αϕ = − log2 ρb.

Recall that a function f : R+ → R is said to be dyadic entire function of order n if

it is constant on dyadic intervals of rank n. Any compactly supported scaling function
in L2 (R+ ) is either dyadic entire or of finite smoothness (see [Protasov and F., 2006]).
Combining this with Theorem 3.3, we see that, in the case α = γ = 0, the solution of Eq.
(2.2) is a dyadic entire function (cf. Example 2.3). As mentioned before, the exact values
of αϕ for the case n = 4 are obtained in [F. and Rodionov , 2009] where the corresponding
dyadic entire scaling functions are also point out.

16