Haar function

Definition (Haar function)

Define Ψ0,0(x)={1if 0≤x≤10 else\Psi_{0,0}(x)=\begin{cases} 1 & \text{if }0\le x\le 1\\0 & \text{ else}\end{cases}and for n∈Z+,k∈{0,1,2,…,2n−1}n\in \mathbb{Z}_{+},k\in \{ 0,1,2,\dots,2^{n}-1 \} Φn,k(x)={2n2if k2−n≤x<k+122−n−2n2if k+122−n≤x<(k+1)2−n0else\Phi_{n,k}(x)=\begin{cases} 2^{\frac{n}{2}} & \text{if }k2^{-n}\le x< \frac{k+1}{2}2^{-n} \\ -2^{\frac{n}{2}} & \text{if } \frac{k+1}{2}2^{-n}\le x<(k+1)2^{-n} \\ 0 & \text{else} \end{cases}

Theorem (2.3.13)

The Haar set of vectors {Ψ0,0,Φn,k:n∈Z+,k∈{0,1,2,…,2n−1}}\{ \Psi_{0,0}, \Phi_{n,k}:n\in \mathbb{Z}_{+},k\in \{ 0,1,2,\dots,2^{n}-1 \}\}is a complete orthonormal sequence in L2L^{2}([0,1];R)([0,1];\mathbb{R}).