---
title: Thresholded Weak Convergence in L1 Spaces
url: https://www.emergentmind.com/topics/thresholded-weak-convergence
type: topic
---

# Thresholded Weak Convergence in L1 Spaces

Thresholded weak convergence is a concept arising from the study of greedy approximation algorithms for the multivariate Haar basis in $L_{1}([0,1]^d)$, specifically in the context where the underlying basis is not quasi-greedy. The thresholded weak greedy algorithm introduces two real parameters, $0 < t < s < 1$, governing the weakness (threshold) and a secondary chain-length threshold. The central result is that, for this algorithm, the sequence of greedy approximants converges uniformly and is bounded for all $f \in L_{1}([0,1]^d)$, in contrast to the failure of classical thresholding greedy algorithms in this setting [1209.1378].

## 1. Multivariate Haar Basis and Haar Coefficients

Let $d \ge 1$. The setting is the Banach space $X = L_{1}([0,1]^d)$, with the normalized multivariate Haar system $\{h_{I}^{(i)} : I \in \mathcal D^d,\, 1 \le i < 2^d\}$, augmented by the constant $h_{[0,1]^d}^{(0)} = 1$. The set $\mathcal D^d = \bigcup_{n \ge 0} \{I_1 \times \cdots \times I_d: I_j \subset [0,1)$ dyadic of length $2^{-n}$\}$ indexes dyadic cubes of all scales. For $f \in L_{1}([0,1]^d)$, the Haar coefficient on cube $I$ and direction $i$ is defined by
\[
c_{I}^{(i)}(f) = \int_{[0,1]^d} f(x) h_{I}^{(i)}(x)\,dx.
\]
A fixed total order $<$ is imposed on the collection of multi-indexed Haar functions.

## 2. Weak Thresholding Greedy Algorithm: Construction

The weak thresholding greedy algorithm (WTGA) is parameterized by two real numbers $0 < t < s < 1$. The approximation to $f$ is constructed inductively via
\[
G_m = G_{s, t}^{(m)}(f), \qquad R_m = f - G_m, \qquad (m \ge 0)
\]
with $G_0 = 0$ and $R_0 = f$. The iteration at $m \mapsto m+1$ proceeds via three substeps:

- **(A) Branch Selection:** Find the minimal $(I_m, j_m)$ for which $|c_{I_m}^{(j_m)}(R_{m-1})| = \max_{(I, i)} |c_{I}^{(i)}(R_{m-1})|$.
- **(B) Weak Thresholding on Dyadic Chain:** Define $A_m$ as the maximal dyadic ancestor of $I_m$ such that all cubes $I$ in the dyadic chain $\mathcal C(I_m, J)$ from $I_m$ to $J$ admit some Haar direction $i$ with $|c_{I}^{(i)}(R_{m-1})| \ge s\,|c_{I_m}^{(j_m)}(R_{m-1})|$.
- **(C) Threshold-$t$ Selection in $A_m$:** Among directions $1 \le i < 2^d$ in $A_m$, select the smallest index $i_m$ such that
\[
|c_{A_m}^{(i_m)}(R_{m-1})| \ge t \max_{1 \le j < 2^d} |c_{A_m}^{(j)}(R_{m-1})|.
\]
Set $G_m = G_{m-1} + c_{A_m}^{(i_m)}(f) h_{A_m}^{(i_m)}$, $R_m = f - G_m$. This selection rule is branch-greedy, focused on $t$-admissible large coefficients, and is independent of minor variants of the selection order [1209.1378].

## 3. Main Results: Convergence and Uniform Boundedness

The primary theorem establishes:

*For $0 < t < s < 1$, for every $f \in L_{1}([0,1]^d)$:*
- **Convergence:** $\lim_{m \to \infty} G_{s, t}^{(m)}(f) = f$ in $L_{1}$.
- **Uniform Boundedness:** There exists $C(d, s, t) < \infty$ such that for all $m$,
\[
\|G_{s, t}^{(m)}(f)\|_{1} \le C(d, s, t)\|f\|_{1}.
\]
An explicit bound,
\[
C(d, s, t) \le \left(\frac{5}{t} + 12\right) \left(1 + (2^d - 1)\,\min\{s(1-s), s-t\}/24\right),
\]
is provided. If either $s \to t$ or $s \to 1$, the algorithm fails to remain bounded and diverges on suitable examples. Thus, the multivariate Haar basis is not quasi-greedy in $L_1$ [1209.1378].

## 4. Proof Structure and Technical Lemmas

The proof of boundedness and convergence follows three stages:

**I. Norm-vs-Coefficient Estimates:**
- Lemma 3.1: For $J \subset I$, $|c_I(f)| \le \frac{|I|}{|J|}\|f\|_{1, J}$.
- Lemma 3.2: If $|c_I(f)| \le 1$ for all $I$, then $\|P_I f\|_1 \le 1$, with $P_I$ as the Haar-projection.
- Lemma 3.3: For $J \subset I$, $|J| = \frac{1}{2}|I|$,
\[
\|P_I f\|_1 - \|P_J f\|_1 \ge \frac{1}{2}|c_I(f)| - |c_J(f)|.
\]

**II. Combinatorial Decomposition of Active Cubes:**
- The minimal generalized chain representation (MGCR) provides a partition into dyadic chains whose tips correspond to cubes where ancestors drop below threshold.
- Lemma 4.6: For $p, q$ with disjoint active coefficient sets and opposite $s$-weakness/$t$-smallness, $\|p+q\|_1 \ge C(s, t)|\text{union of minimal tips}|$.

**III. Symmetrization and Final Patching:**
- Symmetrization via $L_{i}$ ensures all active cubes of a function lie in fixed dyadic siblings, facilitating lower bounds on norms.
- Iteration leads to $\|G_m(f)\|_1 \le C(t)\,\|G_m(f) + \text{next increment}\|_1 \le C(t)\,\|f\|_1$, with $C(t) = 5/t + 12$.
- Once uniform boundedness is established, convergence is achieved by the standard “basis-projection” (gliding hump) argument (Wojtaszczyk [11]).

## 5. Algorithmic Quantities and Threshold Parameter Effects

No nontrivial asymptotic rate for $\|f - G_m(f)\|_1 \to 0$ as $m \to \infty$ is provided, but explicit uniform bounds hold at each step:
\[
\|G_{s, t}^{(m)}(f)\|_1 \le C(d, s, t)\|f\|_1,
\]
and consequently, $\|R_m\|_1 \le (1 + C(d, s, t))\|f\|_1$. The algorithm thus avoids blow-up. If parameter $s$ is chosen too close to $t$ or to $1$, divergence results, demonstrating the criticality of a gap between the two thresholds for the algorithm's stability in $L_1([0,1]^d)$ [1209.1378].

## 6. Comparison with Classical Greedy Approximations

The thresholded weak greedy algorithm contrasts with two classical paradigms in Banach space approximation:

- **Thresholding Greedy Algorithm (TGA):** Selects at each step the largest coefficient. The TGA fails to converge in $L_1([0,1]^d)$ for the Haar basis due to lack of quasi-greediness.
- **Weak Greedy Algorithm:** At each step, selects coefficients within a factor $t < 1$ of the current maximum; this converges in $L_p$ for $p > 1$ when the basis is quasi-greedy but fails in $L_1$ without additional control.
- **Thresholded Weak Algorithm (as in this context):** Introduces two parameters $t < s < 1$. The branch-greedy step, governed by a secondary threshold $s$, limits the climb in the dyadic tree and ensures selection of coefficients of sufficient size. Convergence in $L_1$ is attained without the Haar basis being quasi-greedy [1209.1378].

In Banach space terminology, this demarcates a new regime: even for bases lacking quasi-greediness, convergence of a greedy algorithm can be restored by suitably “throttling” the selection mechanism via dual thresholds.

## 7. Significance and Extensions

Thresholded weak convergence demonstrates that controlled weakening of the greedy step, combined with dyadic chain-length moderation via auxiliary threshold $s$, suffices for uniform approximation in $L_1$ by members of the Haar basis. This is structurally distinct from classical greedy and weakly greedy algorithms, underpinning further studies in approximation theory for bases failing standard (quasi-)greedy conditions. The framework suggests avenues for developing analogous strategies for other non-quasi-greedy systems in $L_p$ spaces and more general Banach spaces [1209.1378].

Source: https://www.emergentmind.com/topics/thresholded-weak-convergence