Mellin transform ($\mathcal{M}$)

The Mellin transform is an integral transform suited to changes of scale: replacing $f(x)$ by $f(ax)$ multiplies its transform by $a^{-s}$ for $a>0$. For a locally integrable function $f:(0,\infty )\to \mathbb{C}$, definewhere the improper integral converges. The complex number $x^{s-1}=\exp ((s-1)\log x)$ uses the real natural logarithm because $x>0$. Its absolute value is $x^{\sigma -1}$, so absolute convergence depends on the real part $\sigma$ rather than the imaginary part $\tau$. The Mellin fundamental strip records the open range of such real parts.^[ref]

A familiar example is the exponential function $f(x)=e^{-x}$:This is exactly the Gamma integral. Near zero $e^{-x}$ tends to one, so absolute convergence requires $\sigma >0$; at infinity $x^r{e}^{-x}\to 0$ for every real $r$, so there is no upper boundary. The Gamma function has a meromorphic continuation with simple poles at $0,-1,-2,\dots$, but a finite continued value elsewhere in $\sigma \le 0$ does not make the defining improper integral converge.^[ref]

The Mellin transform of an interval indicator gives an elementary example with absolute convergence for every complex number $s$. The Mellin transform in logarithmic coordinates explains why changes of scale become translations, connecting the scaling property of the Mellin transform to the Fourier transform.

For $0<b<c<\infty$, the indicator function $f(x)=1_{[b,c]}(x)$ has Mellin transformThe interval stays away from both zero and infinity, so the integral is absolutely convergent for every complex number $s$. Its Mellin fundamental strip is the whole complex plane. Evaluating the antiderivative $x^s/s$ proves the formula for $s\ne 0$; at $s=0$, integrating $1/x$ gives the real natural logarithm $\log (c/b)$. The apparent division by zero is a removable singularity, since $c^s-b^s=s(\log c-\log b)+O(s^2)$ by the Taylor series of the exponential function. The transform is an entire function.

For example, $1_{[1,4]}$ gives $(4^s-1)/s$ with value $\log 4$ at zero. On $s=i\tau$, the Mellin transform sums oscillations over the width $\log 4$ of the interval in natural logarithm coordinates; this is the same cancellation mechanism as in the Fourier transform of an interval indicator.

The fundamental strip of a Mellin transform is the interior of the set of real parts $\sigma$ for whichViewed in the complex plane, it is a vertical strip $\alpha <\mathrm{Re}s<\beta$; either bound may be infinite, and the interior may be empty. Both endpoints of the improper integral must be checked. Convergence on a boundary line, whether absolute convergence or conditional convergence, requires a separate test. The Mellin transform is holomorphic throughout a nonempty fundamental strip.^[ref]

A practical sufficient test uses Big O notation: if $f(x)=O(x^p)$ near zero and $f(x)=O(x^{-q})$ near infinity, with real $p,q$, then comparison with elementary improper integrals givesThus $-p<\sigma <q$ guarantees absolute convergence. These upper bounds on $|f|$ need not locate the maximal Mellin fundamental strip; faster actual decay can widen it. The strip property itself follows by bounding the weight at any intermediate $\sigma$ by the sum of two weights already known to be integrable. On a closed narrower strip, neighboring integrable weights also dominate the natural logarithm factors introduced by differentiation under the integral sign, making the transform a holomorphic function.

An exact two-endpoint example isHere both bounds are sharp: at $\sigma =-2$ the zero-end absolute convergence test contains ${\int }_0^{1}dx/x$, and at $\sigma =3$ the infinity-end test contains ${\int }_1^{\infty }dx/x$. The displayed rational function continues meromorphically outside the Mellin fundamental strip and has simple poles at $-2$ and $3$. Its other finite continued values outside the strip are values of a meromorphic continuation, not of a convergent defining integral. More general endpoint information leads to meromorphic continuation of a Mellin transform from an asymptotic expansion.

For $a>0$, let $g(x)=f(ax)$. Whenever the Mellin transform of $f$ is absolutely convergent,The Mellin fundamental strip is unchanged: the corresponding integrals of absolute values differ by the finite positive factor $a^{-\sigma }$. The change of variables $y=ax$ gives $x^{s-1}dx=a^{-s}{y}^{s-1}dy$, proving the rule. For $s=\sigma +i\tau$, the transform's absolute value changes by $a^{-\sigma }$, while the factor $e^{-i\tau \log a}$ changes its phase. On the line $\sigma =0$, wherever absolute convergence holds, the transform's absolute value is preserved.

For the Mellin transform of an interval indicator, replacing $1_{[1,4]}(x)$ by $1_{[1,4]}(2x)=1_{[1/2,2]}(x)$ givesAt the removable singularity $s=0$, both sides have value $\log 4$. Scaling leaves the width measured by the natural logarithm unchanged. Likewise, the exponential function $e^{-ax}$ has Mellin transform $a^{-s}\Gamma (s)$ on $\mathrm{Re}s>0$.

The change of variables $x=e^u$, using the exponential function, turns the Mellin transform intoThe factor $dx=e^{u}du$ changes $x^{s-1}$ to $e^{su}$; missing this factor would shift every exponent by one. With $h_{\sigma }(u)=e^{\sigma u}f(e^u)$ and the Fourier transform convention $\hat{h}(\omega )={\int }_{\mathbb{R}}h(u)e^{-i\omega u}du$, the identity isChoosing $\sigma$ inside the Mellin fundamental strip makes $h_{\sigma }$ a Lebesgue integrable function. The minus sign in the Fourier transform argument follows from the stated convention. For the Mellin transform of an interval indicator with $[b,c]=[1,4]$ and $\sigma =0$, $h_0=1_{[0,\log 4]}$: the Fourier transform of an interval indicator is literally the same computation in a different coordinate.

Splitting the real line at $u=0$ also connects the Mellin transform to two unilateral Laplace transforms. If $k_{+}(v)=f(e^v)$ and $k_{-}(v)=f(e^{-v})$ for $v\ge 0$, thenwhere both integrals converge absolutely. Their Laplace convergence regions impose opposite endpoint conditions, explaining the two sides of the Mellin fundamental strip. Finally, $f(a{e}^u)=f(e^{u+\log a})$ shows that a change of scale is a translation in $u$. Weighted Fourier transforms of this translation give exactly the factor $a^{-s}$ in the scaling property of the Mellin transform. For a smooth function with compact support inside $(0,\infty )$, the Mellin inversion theorem follows from Fourier inversion; the existing formula states the corresponding hypotheses.

At exponent zero the complex integral ${\int }_0{x}^{-1}{e}^{-tx}/(ia+\log x)dx$ fails absolute and ordinary convergence through its real part, proportional to $dx/(x\log x)$. The imaginary-part kernel displayed above instead decays as $dx/(x{\log }^{2}x)$ and is integrable. Thus a positive-exponent family can have a well-defined imaginary-part boundary limit even when its full complex limit is invalid. Endpoint expansion coefficients need not be uniform in that limiting exponent: a sine zero can cancel a gamma-function pole and introduce a new nonzero constant term.

For $C(k)=\mathbb{E}(e^{\xi }-e^k{)}^{+}$ and $\mathrm{Re}z>1$ in the exponential moment domain, the moment-generating function satisfies $\mathbb{E}{e}^{z\xi }={\int }_{\mathbb{R}}C(k)z(z-1)e^{(z-1)k}dk$.

Suppose $f$ decays faster than every power at infinity and, near zero, $f(y)={\sum }_{j=1}^r{c}_j{y}^{{\sigma }_j}+O(y^{{\sigma }_{r+1}})$ for every $r$, with ${\sigma }_j$ strictly increasing and tending to infinity. Subtracting finitely many terms in the integral over $(0,1)$ givesThe last integral is holomorphic on $\mathrm{Re}s>-{\sigma }_{r+1}$. These expressions continue the Mellin transform meromorphically to the whole plane, with simple poles precisely at $-{\sigma }_j$ for nonzero $c_j$.

Strict increase alone does not suffice in the preceding theorem. Let ${\sigma }_j=1-1/j$, $c_j=2^{-j}$ and $f(y)=\eta (y){\sum }_{j\ge 1}{2}^{-j}{y}^{1-1/j}$, where $\eta$ is continuous, equals one on $(0,1]$ and vanishes on $[2,\infty )$. After division by the next power, every finite remainder extends continuously to zero. Nevertheless the Mellin transform has genuine poles at $-{\sigma }_j$ accumulating at $-1$, so it cannot be a meromorphic function on the whole plane.

Under standard decay and regularity hypotheses,If $f$ is smooth and compactly supported in $(0,\infty )$, its Mellin transform is entire, decays faster than every power on vertical lines, and the formula holds for every real $\sigma$ and every $x>0$.