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A wavelet with $p$ vanishing moments satisfies $x^k\psi \in L^1$ and $\int x^k\psi (x)dx=0$ for $0\le k<p$. The moment differentiation of the Fourier transform theorem states that these weighted integrability hypotheses make $\hat{\psi }\in C^{p-1}$, with ${\hat{\psi }}^{(k)}(\xi )=\int (-ix{)}^k\psi (x)e^{-ix\xi }dx$. Hence ${\hat{\psi }}^{(k)}(0)=0$. The MRA projection Fourier identity, together with density of the approximation spaces and continuity of $\hat{\phi }$ at zero, gives $|\hat{\phi }(0)|=1$. These are the two analytic theorems needed in addition to the quadrature mirror filter construction.

For the ordinary derivative conclusion, assume also that the MRA low-pass filter is $C^{p-1}$ near $\pi$ and $\hat{\phi }$ is $C^{p-1}$ near zero. These hypotheses hold, for example, for a compactly supported scaling function with a finite refinement filter. The wavelet identity givesThe denominator is nonzero near zero. Its reciprocal and the exponential are $C^{p-1}$, so the product rule and the zero Taylor polynomial of $\hat{\psi }$ give the smooth-mask vanishing-moment criterion

The printed integrability hypothesis alone does not guarantee ordinary higher derivatives. It gives only a continuous $\hat{\phi }$. Without added smoothness, Taylor theorem for $\hat{\psi }$ still gives $m(\pi +t)=o(|t{|}^{p-1})$ for the representative defined by the quotient: a Peano zero. This establishes the value at $\pi$, and for $p\ge 2$ the first derivative there, but it does not automatically establish iterated derivatives.

Here is a lacunary scaling-phase regularity counterexample for $p\ge 3$. Start with a compactly supported Daubechies wavelet having $p$ vanishing moments, with scaling function ${\phi }_0$ and finite MRA low-pass filter $m_0$. Define the periodic phaseThe Fourier coefficients of $\theta$ are absolutely summable. The Wiener algebra is closed under multiplication and the exponential series, so $a$ and $a^{-1}$ have absolutely summable Fourier coefficients. Thus $\phi$ is an absolutely summable combination of integer function translations of ${\phi }_0$, belongs to $L^1\cap L^2$, and generates the same $V_0$. Unimodularity preserves orthogonality and unit norm of its integer function translations; the inverse phase preserves their complete span. The same approximation spaces therefore give a multiresolution analysis.

The identity $\theta (2t)=\theta (t)+\theta (t+\pi )$ gives $a(2t)=a(t)a(t+\pi )$, so the periodic phase change of a scaling function produces $m(t)=a(t+\pi )m_0(t)$. In the high-pass formula the phases cancel:The associated wavelet is therefore exactly the original one, with unchanged vanishing moments.

At any dyadic point $t_0=2\pi k/2^j$, the difference quotient of the terms with $j\le n\le {\log }_2(1/|h|)$ is $1+O((2^{n}h{)}^2)$ per term. The sum of these errors and the remaining tail divided by $h$ are bounded; the finitely many earlier terms have finite limits. Hence $(\theta (t_0+h)-\theta (t_0))/h={\log }_2(1/|h|)+O(1)$, which has no finite limit. The exponential has the same failure of differentiability. Dyadic points are dense, and $m_0(\pi +t)$ is nonzero for sufficiently small $t\ne 0$. Thus $m$ is not differentiable on any neighborhood of $\pi$, so an ordinary second derivative at $\pi$, understood as the derivative of a locally defined first derivative, need not exist. The Peano zero remains valid. This separates the intended smooth-mask theorem from what the literal assumptions establish.

The density axiom and continuity of the Fourier transform at zero imply $|\hat{\phi }(0)|=1$. Here is a proof that avoids assuming a normalization of the integral. Choose a nonzero $f$ whose Fourier transform has bounded support. The MRA projection Fourier identity, with no aliasing once $j$ is sufficiently large, isSince $\phi \in L^1$, its Fourier transform is continuous and bounded, so this tends to $|\hat{\phi }(0){|}^2\Vert f{\Vert }_2^2$. Density and nesting give $P_{j}f\to f$ in $L^2$. Thus $|\hat{\phi }(0)|=1$, in particular it is nonzero. Evaluating the scaling refinement equation in frequency at zero now giveswhich is stronger than the requested absolute-value equality. Multiplying the scaling function by a constant of modulus one normalizes its integral to one without changing $m$.

At zero, the partial products are $m(0{)}^n$. Their assumed convergence and $|m(0)|=1$ force $m(0)=1$ and $\Theta (0)=1$. Uniform convergence on compact sets makes $\Theta$ continuous. The identity with $k=0$ gives $\Theta \in L^2$ with squared norm $2\pi$. Define $\phi$ by the inverse Fourier transform in $L^2$. The Plancherel theorem and the other given integral identities giveDefine $V_j$ as the closed span of ${\phi }_{j,k}(x)=2^{j/2}\phi (2^{j}x-k)$. These functions form an orthonormal basis of $V_j$, and dyadic dilation gives the scale axiom. Shifting the infinite product givesso the finite Fourier series of $m$ gives a scaling refinement equation and $V_j\subset V_{j+1}$. The coarse-scale projection argument of part 1(b) proves the trivial-intersection axiom.

For density, take a function $f$ with bounded Fourier support. The MRA projection Fourier identity gives, for large $j$,Uniform convergence of $\Theta (2^{-j}\xi )$ to one on that support proves the limit. Since $P_j$ is an orthogonal projection, $\Vert f-P_{j}f{\Vert }_2^2=\Vert f{\Vert }_2^2-\Vert P_{j}f{\Vert }_2^2\to 0$. Such functions are dense in $L^2$, givingThus all the multiresolution analysis axioms hold. Under the strong convergence and orthogonality assumptions supplied here, the additional nonvanishing condition is not needed in this last verification; it is useful when establishing those assumptions from a filter.

A scaling function generates the approximation space $V_0$ of a multiresolution analysis by its integer translates. In an orthonormal construction those translates form an orthonormal basis, and ${\phi }_{j,k}(x)=2^{j/2}\phi (2^{j}x-k)$ generate $V_j$. Integrable orthonormal scaling functions have $|\hat{\phi }(0)|=1$, as follows from density and the MRA projection Fourier identity.