The Eigenvalue Distribution of Time-Frequency Localization Operators

Abstract: We estimate the distribution of the eigenvalues of a family of time-frequency localization operators whose eigenfunctions are the well-known Prolate Spheroidal Wave Functions from mathematical physics. These operators are fundamental to the theory of bandlimited functions and have applications in signal processing. Unlike previous approaches which rely on complicated formulas for the eigenvalues, our approach is simple: We build an orthonormal basis of modulated bump functions (known as wave packets in time-frequency analysis) which approximately diagonalizes the operator of interest.