Questions on the (continuous or discrete) convolution of two functions. It can also be used for questions about convolution of distributions (in the Schartz's sense) or measures.

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1
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0answers
14 views

Shifting a function for convolution

We have $f(t)$, $h(t)$ and we want to compute the convolution of these two functions. So we will have a dummy variable τ for the product: f(τ)h(t-τ) as we know... Why we are not permitted to ...
0
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0answers
16 views

Graphical transformation : reflect and shift

I know that x[-n] will be reflection of x[n] along y-axis and x[n+k] will shift x[n] to left by k points. Now if I take x[n] 1. x'[n]=x[-n] should reflect along y axis 2. x'[n+k]=x[k-n] should shilf ...
3
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1answer
42 views

Convolution of two functions is a constant

I have the convolution of two functions $f(t)$ and $g(t)$ is a constant $K \in \mathbb{R}$, i.e., $(f*g)(t) = K$ for all $t \in \mathbb{R}$. Taking Fourier transform of the convolution yields $$ ...
2
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0answers
24 views

Laplace transform of inverse error function

I want to calculate the convolution of a function with the inverse error function. Therefore I chose to try to first find an integral transform of the inverse error function like the laplace ...
0
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0answers
49 views

Sum of two independent Continuous-Time Markov Chains [on hold]

This is the first time I have come across a question involving the sum of two independent continuous time Markov Chains.I know you can find the sum of two random variables Z = X + Y by finding the ...
1
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0answers
14 views

Convolution notations and some miscellanous convolution questions

Convolution between distributions over the real number line, as it is mentioned in the optics course in my uni and also in wolfram is defined as: $$f(t) * ...
0
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1answer
18 views

use laplace transform to solve the given integral equation

use Laplace transform to solve the given integral equation I don't know how start because it differences on other Laplace question I see before
1
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1answer
37 views

Convergence of $u * \eta_\epsilon$

Let $\eta \in C_c^\infty(B(0,1)), \eta \ge 0, \eta$ radially symmetric and $\int_{\mathbb{R}^n} \eta d\mathcal{L}^n = 1$. $\eta_r := r^{-n} \eta(\frac{x}{r}) \in C_c^\infty(B(0,r))$. Integral of ...
0
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0answers
37 views

Young's inequality for convolutions for functions of bounded support

If $$f\in L^P(\mathbb{R}^d), g\in L^q(\mathbb{R^d}), \; \frac{1}{p}+\frac{1}{q}=1+\frac{1}{r},$$ then Young's inequality for convolutions states $$\|f*g\|_{L^r}\leq\|f\|_{L^p} \|g\|_{L^q}.$$ In ...
0
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1answer
45 views

Branch points of functions defined as convolution integrals

I am studying sets of equations containing convolution integrals of the following type: $$ u\mapsto \int_D dz g(z) f(z-u), $$ where $g$ is analytic, but $f$ has a pole at the origin (so colloquially ...
1
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1answer
17 views

Fourier transform of a product of two rect functions

I am trying to evaluate the following expression $$\mathcal{F}\{\mathrm{rect}_{L_{x}}(x)\mathrm{rect}_{L_{y}}(y)\}$$ which denotes the 2-dimensional Fourier transform (reciprocal variables $k_x$, ...
1
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1answer
19 views

integral over domain $1_{(x+y≥100)}$

The problem is: Compute: $\frac {1}{40^2}\int_{40}^{80}\int_{40}^{80} (100-x)1_{(x+y≥100)}dxdy$ my attempt: $$=\frac {1}{40^2}\int_{40}^{80}\int_{100-x}^{80} (100-x) dydx = \frac ...
0
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0answers
15 views

Derivative of convoluted 2D image w.r.t. to its coefficients

I am creating an image with the following variables with the following dimensions: $A: (1,i)\\ X_a: (i,x,y)\\ B: (1,j)\\ X_b: (j,x,y)\\ Image=A\cdot X_a\odot B\cdot X_b $ Where $\odot$ stands for ...
1
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0answers
19 views

Multiple convolutions

Let $\phi(x)=1$ on [0,1] and 0 anywhere else. Is there a was to say what the support of the n-times convolution of phi with itself, that I wann to denote by $B_n$, is? In especially is it possible to ...
4
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1answer
107 views

A convolution involving binomials

Given $$f(i)\gt0,\:g(i)>0,\:i =0,1,2,3,...\:$$and$$\sum_{i=0}^{\infty}f(i) = 1,\sum_{i=0}^{\infty}g(i) = 1$$Prove that, if$$\frac{g(l-k)f(k)}{\sum_{i=0}^{l}f(i)g(l-i)}=\binom{l}{k}p^k(1-p)^{l-k}\: ...
0
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0answers
33 views

Fourier transform and recursion

Starting with the first derivative of a continuous general function $u(x)$, say $\frac {du}{dx}$ and I take the Fourier Transform of it, I know the solution is $i\cdot k\cdot U$, where $ U$ is the ...
0
votes
4answers
41 views

Laplace of $\int_0^t \frac{sinx}{x}dx$

What is the Laplace transform of $\int_0^t \frac{\sin x}{x}dx$ I'm thinking about approaching it as a convolution but I am not sure how. Could I define it as the convolution of $1$ and $\frac{\sin ...
1
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1answer
24 views

Conditional distribution of the sum of k, independent ordered draws

Suppose I make k independent draws from the same distribution (say uniform). The distribution of the sum of these order statistics should equal the distribution of the sum of k independent random ...
1
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1answer
20 views

Convolution, g(t)=sin(t)

I have two functions: $f(t)=(t+\pi)\theta(t+\pi)-2t\theta(t)+(t+\pi)\theta(t-\pi)$, (looks like $-|x|+1, -\pi < x < \pi$ ) and $g(t) = \sin{(t)}$ Could someone please point me in the right ...
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1answer
68 views

Fourier Analysis question on convolution [closed]

Let $f(x) = \operatorname{sinc}(x)^2$. Find $(f*f)(x)$? This is what I tried $f(x)=\mathrm{sinc}(x)^2$ $$ \begin{align} f\ast f(x) &=\int f(u)\cdot f(x-u)\,\mathrm{d}u\\ ...
1
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1answer
44 views

Convolution of Two Random Variables

I have been working a few hours on this particular problem. Please excuse my lack of formatting. This is the question: Let $X$ and $Y$ be random variables with density function $f(x) = 2x$ on $[0, ...
1
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1answer
14 views

Convolution of derivatives

When transforming nonlinear PDE to its Fourier space, I encounter the following problem: Consider the equation $u_t=(u^3-u)_{xx}$. Then, when transforming to Fourier space we get \begin{equation*} ...
1
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1answer
25 views

What is this Toeplitz like matrix called and how do I represent it as a convolution?

I have a matrix that is used to represent the Green's function in a popular class of fast E & M solvers (CG-FFT). The matrix represents distances, that are later filled in using the appropriate ...
0
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0answers
24 views

Convolution of two equations f*g(t)

I am trying to calculate the convolution of: $$ f*g(t) $$ where $f(t) = \delta''(t) -\delta(t) $ and $ g(t)=e^{-t^2}+e^{-t} \theta (t) $ Maybe someone can give me a solution or point me in the ...
0
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0answers
33 views

How to convert infinite intergral to sum

How to convert Wiener filter formulas from integral to sum? They are for images therefore it must be possible to convert them to sums. Any help will be appreciated: I could not find much info on ...
2
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1answer
17 views

Is convolution a coercive bilinear form in $L^2$ -space?

This is one of the problems in functional analysis course I'm having. Suppose $f,g \in L^2(0,10)$. Then define a bilinear form $$ B:(f,g)\mapsto \int_0^{10} f(x)g(10-x) dx. $$ Now I have to find out ...
5
votes
2answers
100 views

Proving the sum of two independent Cauchy Random Variables is Cauchy

Is there any method to show that the sum of two independent Cauchy random variables is Cauchy? I know that it can be derived using Characteristic Functions, but the point is, I have not yet learnt ...
1
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2answers
34 views

Sums of independent random variables (more than two) [closed]

I read that the convolution of two iid random variables is $$(f * g) (z) = \int f(z-y) g(y) dy$$ What is the general formula for more than two RVs? For example, for three RVs.
0
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1answer
10 views

Graphs of functions defined by convolution

A sequence of functions on the real line is defined as $$f_0=\chi_{[-1,1]},\qquad f_{n+1}=f_n*f_0, n=0,1,2,\dots $$ Here * means convolution. I tried to draw the graphs of the functions and see what ...
0
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1answer
38 views

Sum of two uniform independent random variables

I would like to find the cdf of $Z=X_1+X_2$, with $X_1\sim U(0,1) $, $X_2\sim U(0,2)$ I always prefer to find the cdf instead of the pdf with convolution, and this time I am having troubles with the ...
0
votes
1answer
28 views

Convolution of an integrable function an $L^\infty$ function [duplicate]

Let $f$ be an integrable function on $\mathbb{R}$, and $g$ be an $L^\infty$ function on $\mathbb{R}$. Then, the convolution $f*g$ is said to be continuous and bounded on R. I managed to show that it ...
0
votes
1answer
39 views

The maximum value (peak) of multiple self-convolution of rectangular function

In Multiple self-convolution of rectangular function - integral evaluation, formula for self-rectangular function of rectangular function seems to have been derived. How do we prove that this formula ...
0
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0answers
14 views

How to compute this convolution in matlab?

The equation is as above, where $f_x$ and $f_y$ refer to axises in frequency domain, $x$ and $y$ refer to axises in space domain and $F$ refers to Fourier transform. My main problems lie on 1) how ...
0
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0answers
9 views

Convolution in linear phase FIR filter

$G(z)$ is a linear phase FIR filter. is it possible to design another a realizable filter $H(z)$ such that it will undo the effect of the filter. That is $y(n)=g(n)*x(n)$ and the one going to be ...
0
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1answer
18 views

Discrete convolution equation

Let $x_1 = (x_1^k)_{k =-\infty}^{+\infty}$, $x_2 = (x_2^k)_{k=-\infty}^{+\infty}$, $x_3 = (x_3^k)_{k=-\infty}^{+\infty}$ be three sequences of real numbers such that $x_j^k = 0$ for $k < -m_j < ...
0
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0answers
19 views

Periodic convolution of functions

Define the periodic convolution of functions in L2([0; 1]). What theorem of convolution do I use to define this and how do I solve this?
3
votes
1answer
46 views

Given $f\in L^1(\mathbb{R})$ with $\|f\|_1<\infty$ and $g_n=\sqrt{n/2\pi}e^{-nx^2/2},f_n=g_n\ast f$, show that $\lim\|f_n-f\|_1=0$

Given $f$ a Lebesgue integrable function on $\mathbb{R}$ with finite $L^1$-norm, I am asked to show that $\lim_{n\to\infty} \|f_n - f\|_1 = 0$, where $f_n = f \ast g_n$ and $g_n = ...
1
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0answers
16 views

Finding A Convolution

Let $f(x)=e^{- \mid x \mid}, g(x)= e^{-x^2}$ What is $(f*g)(\xi)$? I have been trying to find it, but I am stuck on finding the integral of $e^{y^2+y+\xi}$ Thank you!
0
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0answers
18 views

How to represent a periodic function as the sum of sinc functions in fourier transform

Suppose function $f(t)$ is 1-periodic. This means that in fourier transform, $F(\omega)$ is sum of impulse signals (dirac delta function and its shifts) at the multiples of $1$. Now we can form $g(t)$ ...
3
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0answers
64 views

How do I apply this PDE as an image filter?

I'm trying to preprocess a height map image with a helmholtz-type equation as described in this paper. The equation is: $$ddx(h') + ddy(h') + y(h'-h) = 0$$ I solved for h and got: ...
1
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0answers
35 views

How much does convolution with a compact C^m kernel increase the order of continuity.

Let $f \in C^n$ and $g \in C^m$, with $g$ compactly supported and integrable. How much does the convolution $f\star g$ of $f$ with $g$ increase the order of continuity? Statement: I think that, under ...
0
votes
1answer
7 views

Filter output of a signal

So I have a filter $$H(z) = 0.5 + 0.5z^3 = (1/2, 0, 0, 1/2)$$ and need to find the output of it on a cyclical signal $$x = (..., 3, -1, 2, 1, 5, 2, 3,-1, 2, 1, 5, 2, 3,...) $$ Would the output be ...
1
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0answers
28 views

Prove that the variance of a discrete random variable increases with a parameter

I have an infinite number of known probability density functions $f_1(x),f_2(x),f_3(x),...$. The PDFs $f_k(x)=\sum_{j=1}^k v(A+j-1)e^{-v(A+j-1)x}\binom{k}{j-1}q^{j-1}(1-q)^{k-j-1}$. Let ...
-2
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1answer
32 views

A question related to convolution

Let $f\ge0$ such that $\int_{{R^n}} {f(x)dx} = A < 1$, and ${f_k} = f*...*f$ a convolution of $k$ times. My problem is how to prove $f_k$ is integrable and $f_k\rightarrow0$ in $L^1(R^n)$? ...
1
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1answer
46 views

Integral of $\int_{-\infty}^{+\infty}\left |{\frac{\sin{x}}{x(1+x^2)}}\right|^2\,dx $

So the first part of the questions asks us to find the Fourier Transform of $$ f(x) = \left\{ \begin{array}{ll} e^{y} & \quad {-\infty}<x < 0 \\ e^{-y} & ...
1
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0answers
25 views

Can we choose $g$ so that $\|(g\widehat{(f^{3})})^{\vee}\|_{L^{p}} \leq C \|g_{1}f\|_{L^{2}}^{r} \|(g_{2}\hat{f})^{\vee}\|_{L^{s}}$?

Let $f, f^{2}, f^{3}\in L^{q}(\mathbb R)\cap C_{0}(\mathbb R)$ where $ q\geq p, \ \text{and}$ and $C_{0}(\mathbb R)$ is the class of continuous functions vanishing at infinity. My Questions: ...
-1
votes
1answer
40 views

How to calculate convolution integral?

I know the formula for a convolution integral but how would you actually carry out one when you have two piece-wise defined functions? If you had $$ f(x) = \left\{ \begin{array}{ll} ...
1
vote
1answer
23 views

calculating probabilities about the sum of dependent discrete uniforms

Say I have the following information: $$ X_i \sim \text{Discrete Uniform}(1,13) $$ and I want to find $\mathbb P(X_1+X_2+X_3 \ge 25)$ for the cases where the $X_i$'s are dependent. What approximations ...
2
votes
2answers
79 views

Can we expect $g(f\ast h)= gf \ast gh$ for some $g\in C_{c}^{\infty}(\mathbb R)$?

Let $f,g:\mathbb R \to \mathbb C$ be nice functions so that their convolution make sense. My question: Is it possible to choose $0\neq g\in C_{c}^{\infty}(\mathbb R)$ (= the space of smooth ...
0
votes
0answers
20 views

existence of a function such that certain convolution hold

The question says: Let $f\in L^1(\mathbb{R},m)$ be defined by $f(x)=e^{-\vert x\vert}$. Find an integrable function $g$ solving $f\ast g=f$ or show that no such function exists. I missed the class ...