Matrix valued discrete-continuous functions with the prolate spheroidal property and bispectrality

Abstract: Classical prolate spheroidal functions play an important role in the study of time-band limiting, scaling limits of random matrices, and the distribution of the zeros of the Riemann zeta function. We establish an intrinsic relationship between discrete-continuous bispectral functions and the prolate spheroidal phenomenon. The former functions form a vast class, parametrized by an infinite dimensional manifold, and are constructed by Darboux transformations from classical bispectral functions associated to orthogonal polynomials. Special cases include spherical functions. We prove that all such Darboux transformations which are self-adjoint in a certain sense give rise to integral operators possessing commuting differential operators and to discrete integral operators possessing commuting shift operators. One particularly striking implication of this is the correspondence between discrete and continuous pairs of commuting operators. Moreover, all results are proved in the setting of matrix valued functions, which provides further advantages for applications. Our methods rely on the use of noncommutative matrix valued Fourier algebras associated to discrete-continuous bispectral functions. We produce the commuting differential and shift operators in a constructive way with explicit upper bounds on their orders and bandwidths, which is illustrated with many concrete examples.