Kronecker delta

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Not to be confused with the Dirac delta function, nor with the Kronecker symbol.

In mathematics, the Kronecker delta or Kronecker's delta, named after Leopold Kronecker, is a function of two variables, usually integers. The function is 1 if the variables are equal, and 0 otherwise:

\delta_{ij} = \begin{cases}
0 &\text{if } i \neq j   \\
1 &\text{if } i=j,   \end{cases}

where the Kronecker delta δij is a piecewise function of variables i and j. For example, δ1 2 = 0, whereas δ3 3 = 1.

In linear algebra, the identity matrix can be written as

(\delta_{ij})_{i,j=1}^n\,

and the inner product of vectors can be written as

\textstyle
\boldsymbol{a}\cdot\boldsymbol{b} = \sum_{ij} a_{i}\delta_{ij}b_{j}.

The Kronecker delta is used in many areas of mathematics, physics and engineering, primarily as an expedient to convey in a single equation what might otherwise take several lines of text.

Properties[edit]

The following equations are satisfied:

\begin{align}
\sum_{j} \delta_{ij} a_j  &= a_i,\\
\sum_{i} a_i\delta_{ij}   &= a_j,\\
\sum_{k} \delta_{ik}\delta_{kj} &= \delta_{ij}.
\end{align}

Therefore, δij can be considered as an identity matrix.

Alternative notation[edit]

Using the Iverson bracket:

\delta_{ij} = [i=j ].\,

Often, the notation \delta_i is used.

\delta_{i} = \begin{cases}
0, & \mbox{if } i \ne 0  \\
1, & \mbox{if } i=0 \end{cases}

In linear algebra, it can be thought of as a tensor, and is written \delta^i_j. Sometimes the Kronecker delta is called the substitution tensor.[1]

Digital signal processing[edit]

An impulse function

Similarly, in digital signal processing, the same concept is represented as a function on \mathbb{Z} (the integers):


\delta[n] = \begin{cases} 0, & n \ne 0 \\ 1, & n = 0.\end{cases}

The function is referred to as an impulse, or unit impulse. And when it stimulates a signal processing element, the output is called the impulse response of the element.

Properties of the delta function[edit]

The Kronecker delta has the so-called sifting property that for j\in\mathbb Z:

\sum_{i=-\infty}^\infty a_i \delta_{ij} =a_j.

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

\int_{-\infty}^\infty \delta(x-y)f(x) dx=f(y),

and in fact Dirac's delta was named after the Kronecker delta because of this analogous property. In signal processing it is usually the context (discrete or continuous time) that distinguishes the Kronecker and Dirac "functions". And by convention, \delta(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:  \delta[n]\,. It is important to note that 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.[2]

Relationship to the Dirac delta function[edit]

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 \mathbf{x} = \{x_1,\dots,x_n\}, with corresponding probabilities p_1,\dots,p_n\,, then the probability mass function p(x)\, of the distribution over \mathbf{x} can be written, using the Kronecker delta, as

p(x) = \sum_{i=1}^n p_i \delta_{x x_i}.

Equivalently, the probability density function f(x)\, of the distribution can be written using the Dirac delta function as

f(x) = \sum_{i=1}^n p_i \delta(x-x_i).

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 of the Kronecker delta[edit]

If it is considered as a type (1,1) tensor, the Kronecker tensor, it can be written \delta^i_j with a covariant index j and contravariant index i:


\delta^{i}_{j} = 
\begin{cases}
  0 & (i \ne j),   \\
  1 & (i =   j).   
\end{cases}

This (1,1) tensor represents:

The generalized Kronecker delta of order 2p is a type (p,p) tensor that is a 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!, which results in the explicit scaling factors in § Properties of generalized Kronecker delta below disappearing.[3]

Definitions of generalized Kronecker delta[edit]

In terms of the indices:[4][5]


\delta^{\mu_1 \dots \mu_p }_{\nu_1 \dots \nu_p} =
\begin{cases}
+1 & \quad \text{if } \nu_1 \dots \nu_p \text{ are distinct integers and are an even permutation of } \mu_1 \dots \mu_p \\
-1 & \quad \text{if } \nu_1 \dots \nu_p \text{ are distinct integers and are an odd permutation of } \mu_1 \dots \mu_p \\
\;\;0 & \quad \text{in all other cases}.\end{cases}

Let \mathfrak{S}_p be the symmetric group of degree p, then:


\delta^{\mu_1 \dots \mu_p}_{\nu_1 \dots \nu_p} 
= \sum_{\sigma \in \mathfrak{S}_p} \sgn(\sigma)\, \delta^{\mu_1}_{\nu_{\sigma(1)}}\cdots\delta^{\mu_p}_{\nu_{\sigma(p)}}
= \sum_{\sigma \in \mathfrak{S}_p} \sgn(\sigma)\, \delta^{\mu_{\sigma(1)}}_{\nu_1}\cdots\delta^{\mu_{\sigma(p)}}_{\nu_p}.

Using anti-symmetrization:


\delta^{\mu_1 \dots \mu_p}_{\nu_1 \dots \nu_p} 
= p! \delta^{\mu_1}_{\lbrack \nu_1} \dots \delta^{\mu_p}_{\nu_p \rbrack}
= p! \delta^{\lbrack \mu_1}_{\nu_1} \dots \delta^{\mu_p \rbrack}_{\nu_p}.

In terms of an p × p determinant:[6]


\delta^{\mu_1 \dots \mu_p }_{\nu_1 \dots \nu_p} =
\begin{vmatrix}
\delta^{\mu_1}_{\nu_1} & \cdots & \delta^{\mu_1}_{\nu_p} \\
\vdots & \ddots & \vdots \\
\delta^{\mu_p}_{\nu_1} & \cdots & \delta^{\mu_p}_{\nu_p}
\end{vmatrix}.

Using the Laplace expansion (Laplace's formula) of determinant, it may be defined recursively:[7]

\begin{align} \delta^{\mu_1 \dots \mu_p}_{\nu_1 \dots \nu_p}
 & = \sum_{k=1}^p (-1)^{p+k} \delta^{\mu_p}_{\nu_k} \delta^{\mu_1 \dots \mu_{k} \dots \check\mu_p}_{\nu_1 \dots \check\nu_k \dots \nu_{p}} \\
 & = \delta^{\mu_p}_{\nu_p} \delta^{\mu_1 \dots \mu_{p-1}}_{\nu_1 \dots \nu_{p-1}} - \sum_{k=1}^{p-1} \delta^{\mu_p}_{\nu_k} \delta^{\mu_1 \dots \mu_{k-1} \; \mu_k \; \mu_{k+1} \dots \mu_{p-1}}_{\nu_1 \dots \;\nu_{k-1} \; \nu_p \; \nu_{k+1}\; \dots \nu_{p-1}},\end{align}

where \check{~} 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:


\delta^{\mu_1 \dots \mu_n}_{\nu_1 \dots \nu_n} = \varepsilon^{\mu_1 \dots \mu_n}\varepsilon_{\nu_1 \dots \nu_n}.

Properties of generalized Kronecker delta[edit]

The generalized Kronecker delta may be used for anti-symmetrization:

 \frac{1}{p!} \delta^{\mu_1 \dots \mu_p}_{\nu_1 \dots \nu_p} a^{\nu_1 \dots \nu_p} = a^{\lbrack \mu_1 \dots \mu_p \rbrack} ,
 \frac{1}{p!} \delta^{\mu_1 \dots \mu_p}_{\nu_1 \dots \nu_p} a_{\mu_1 \dots \mu_p} = a_{\lbrack \nu_1 \dots \nu_p \rbrack} .

From the above equations and the properties of anti-symmetric tensor, we can derive the properties of the generalized Kronecker delta:

 \frac{1}{p!} \delta^{\mu_1 \dots \mu_p}_{\nu_1 \dots \nu_p} a^{\lbrack \nu_1 \dots \nu_p \rbrack} = a^{\lbrack \mu_1 \dots \mu_p \rbrack} ,
 \frac{1}{p!} \delta^{\mu_1 \dots \mu_p}_{\nu_1 \dots \nu_p} a_{\lbrack \mu_1 \dots \mu_p \rbrack} = a_{\lbrack \nu_1 \dots \nu_p \rbrack} ,
 \frac{1}{p!} \delta^{\mu_1 \dots \mu_p}_{\nu_1 \dots \nu_p} \delta^{\nu_1 \dots \nu_p}_{\rho_1 \dots \rho_p} 
= \delta^{\mu_1 \dots \mu_p}_{\rho_1 \dots \rho_p} ,

which are the generalized version of formulae written in the section Properties. The last formula is equivalent to the Cauchy–Binet formula.

Reducing the order via summation of the indices may be expressed by the identity[8]

 \delta^{\mu_1 \dots \mu_s \, \mu_{s+1} \dots \mu_p}_{\nu_1 \dots \nu_s \, \mu_{s+1} \dots \mu_p} = \tfrac{(n-s)!}{(n-p)!} \delta^{\mu_1 \dots \mu_s}_{\nu_1 \dots \nu_s}.

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:


\delta^{\mu_1 \dots \mu_s}_{\nu_1 \dots \nu_s} = {1 \over (n-s)!}\,
\varepsilon^{\mu_1 \dots \mu_s \, \rho_{s+1} \dots \rho_n}\varepsilon_{\nu_1 \dots \nu_s \, \rho_{s+1} \dots \rho_n}.

Integral representations[edit]

For any integer n, using a standard residue calculation we can write an integral representation for the Kronecker delta as the integral below, where the contour of the integral goes counterclockwise around zero. This representation is also equivalent to a definite integral by a rotation in the complex plane.

  \delta_{x,n} = \frac1{2\pi i} \oint_{|z|=1} z^{x-n-1} dz=\frac1{2\pi} \int_0^{2\pi} e^{i(x-n)\varphi} d\varphi

The Kronecker comb[edit]

The Kronecker comb function with period N is defined (using DSP notation) as:

\Delta_N[n]=\sum_{k=-\infty}^\infty \delta[n-kN],

where N and n are integers. The Kronecker comb thus consists of an infinite series of unit impulses N units apart, and includes the unit impulse at zero. It may be considered to be the discrete analog of the Dirac comb.

Kronecker Integral[9][edit]

The Kronecker delta is also called degree of mapping of one surface into another. Suppose a mapping takes place from surface  S_{uvw} to  S_{xyz} that are boundaries of regions,  R_{uvw} and  R_{xyz} which is simply connected with one-to-one correspondence. In this framework, if s and t are parameters for  S_{uvw} , and  S_{uvw} to  S_{xyz} are each oriented by the outer normal n:

 u=u(s,t), v=v(s,t),w=w(s,t),

while the normal has the direction of:

(u_{s} i +v_{s} j + w_{s} k) \times (u_{t}i +v_{t}j +w_{t}k).

Let x=x(u,v,w),y=y(u,v,w),z=z(u,v,w) be defined and smooth in a domain containing S_{uvw}, and let these equations define the mapping of  S_{uvw} into S_{xyz}. Then the degree  \delta of mapping is 1/4\pi times the solid angle of the image S of S_{uvw} with respect to the interior point of  S_{xyz}, O. If O is the origin of the region, R_{xyz}, then the degree, \delta is given by the integral:

\delta=\frac{1}{4\pi}\iint_{R_{st}}\frac{\begin{vmatrix}x&y&z\\\dfrac{\partial x}{\partial s}&\dfrac{\partial y}{\partial s}&\dfrac{\partial z}{\partial s}\\\dfrac{\partial x}{\partial t}&\dfrac{\partial y}{\partial t}&\dfrac{\partial z}{\partial t}\end{vmatrix}}{(x^2+y^2+z^2)\sqrt{x^2+y^2+z^2}}dsdt.

See also[edit]

References[edit]

  1. ^ Trowbridge, 1998. Journal of Atmospheric and Oceanic Technology. V15, 1 p291
  2. ^ Spiegel, Eugene; O'Donnell, Christopher J. (1997), Incidence algebras, Pure and Applied Mathematics 206, Marcel Dekker, ISBN 0-8247-0036-8 .
  3. ^ http://people.physics.tamu.edu/pope/geom-group.pdf Christopher Pope (2008), Geometry and Group Theory
  4. ^ Theodore Frankel, The Geometry of Physics: An Introduction 3rd edition (2012), published by Cambridge University Press, ISBN 9781107602601
  5. ^ D. C. Agarwal, Tensor Calculus and Riemannian Geometry 22nd edition (2007), published by Krishna Prakashan Media
  6. ^ David Lovelock, Hanno Rund (1989). Tensors, Differential Forms, and Variational Principles. Courier Dover Publications. ISBN 0-486-65840-6. 
  7. ^ A recursive definition requires a first case, which may be taken as δ = 1 for p = 0, or alternatively δμ
    ν
    = δμ
    ν
    for p = 1 (generalized delta in terms of standard delta).
  8. ^ Sadri Hassani (2008). Mathematical Methods: For Students of Physics and Related Fields 2nd edition. Springer-Verlag. ISBN 978-0387095035. 
  9. ^ Kaplan, Wilfred (2003), Advanced Calculus, Pearson Education. Inc, p. 364, ISBN 0-201-79937-5