A vanishing moment is a cancellation condition: positive and negative parts of an analyzing function balance when weighted by a monomial. Having vanishing moments means that the first such balances hold, starting with the unweighted integral:Consequently a wavelet ignores local polynomial trends of degree of a polynomial less than . A smooth feature is close to its Taylor polynomial, so only the small Taylor remainder contributes to its detail coefficient. A jump discontinuity cannot be approximated this way across its edge; its jump response of a localized analyzing function can remain large relative to details from a smooth region.[ref]
Wavelet Bases. Wavelet Bases, §7.2.1, printed p. 206, equation (7.69) and the paragraph explaining cancellation of Taylor polynomials
These are ordinary absolutely convergent integrals, not a prescription for assigning values to divergent expressions. A sufficient assumption isIt makes and all for integrable functions. Being square-integrable alone does not ensure these weighted integrals exist. For a square-integrable function with compact support, the Cauchy-Schwarz inequality guarantees every such weighted integral is finite. Saying exactly vanishing moments additionally requires an existing, nonzero next integral ; the usual phrase “has ” allows more cancellation.
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