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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1answer
157 views

Convolution of Strictly Convex Function

Let $f:\mathbb{R}\rightarrow \mathbb{R}$ be a $C^2$, strictly convex function, and $\theta_\epsilon$ the standard approximation to identity ...
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77 views

Absolute continuity and convolution

Suppose that $\mu$ is a finite Borel measure on the real line, $f, g\in L^1(\mu)$. Define $\nu=\mu\ast\mu$. Do I understand correctly that the convolution $f\mu\ast g\mu$ is absolutely continuous wrt ...
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1answer
41 views

What is the generalization for a convolution in $\mathbb C$?

Since the integration range of "the" convolution is $\mathbb R$, what is a sensible generalization in complex numbers? Would one still integrate over $\mathbb R$, or some other path, or over the ...
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0answers
63 views

Proof commutativity of (differential) convolution operater

I tried to proof a claim and I'm not sure if I did it right. It would be great if someone could have a look at it! First I give a definiton: Let $h : [0, \infty ) \rightarrow \mathbb{R}$. We define ...
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1answer
34 views

Show separability of discrete convolution.

Given two functions $I, H$ we define the discrete convolution as $$ I' (u,v) = I(u,v) \ast H(u,v) = \sum_{i = -\infty}^\infty \sum_{j = -\infty}^\infty I(u-i, v-j) H(i,j)$$ Now, I need to show that ...
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1answer
70 views

Fourier transform of a Laplace transform

Is there an easy way to find the Fourier transform of a Laplace transform of function? $$ F[L[f(t)]_{s}] $$ Where my $f(t)$ is $\sqrt{t}$. However, Before finding the Fourier transform I do the ...
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1answer
89 views

Laplace transform of a product of two functions

I have read questions and answers about this topic and i am still confused, using this formula we can calculate the Laplace transform of a product of two functions: $$ L[a_{(t)} b_{(t)}]={{1}\over{2 ...
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1answer
159 views

Bound on the derivative of a cut-off function

Let $\rho$ be a smooth function in $\mathbb R^n$ such that $0 \leq \rho \leq 1$ and $\rho$ is supported in the unit disk and let $\rho_\epsilon(x) = \epsilon^{-n}\rho(\epsilon^{-1}\|x\|)$. If $f$ is ...
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1answer
83 views

Convolution operator positive definite?

Let $\mu$ be a compactly supported Borel probability measure on $\mathbb{R}^n$. Consider the convolution operator $T: L^2(\mathbb{R}^n) \rightarrow L^2(\mathbb{R}^n)$ defined by $$ Tf = f \ast \mu $$ ...
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2answers
75 views

Is the convolution operation some kind of group operation?

I'm just curious but will the convolution operation be any sort of group operation? A motivating example would be to see that the natural exponential family of distribution functions are closed under ...
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1answer
112 views

Probability of a single variable from a Moment Generating Function

This is from the A/S/M study guide, and the answer is listed, I just don't understand how he's arriving at the answer... I'm sure it's something simple I am missing! I have two identically ...
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2answers
528 views

Density of sum of two uniform random variables

I have two uniform random varibles. $X$ is uniform over $[\frac{1}{2},1]$ and $Y$ is uniform over $[0,1]$. I want to find the density funciton for $Z=X+Y$. There are many solutions to this on this ...
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0answers
65 views

Do asymptotically equivalent coefficients survive convolution at least in Θ?

This is a follow-up question to this one where I asked if asymptotic equivalence of coefficients carried over after convolution, resp. why this was not the case. Answerer Daniel Fischer proposed that ...
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0answers
77 views

What is $D\delta$ if $D$ is ordinary differential operator and $\delta$ is the Dirac distribution?

I'm reading some material about single-variable distribution theory. More specifically, I was checking some theorems of the convolution algebra $\mathcal{D}_+$, where $\mathcal{D}_+$ is the space of ...
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1answer
173 views

Why does convolution not maintain asymptotic equality of coefficients?

Assume I have four (generating) functions $f$, $f'$, $g$ and $g'$. If that is interesting, we can assume that they all share the same radius of convergence $\rho > 0$. In addition, we know that ...
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2answers
158 views

Intuition behind convolution identity for Laplace transforms

Convolutions, relatively speaking, are fairly straightforward for simple systems (from an applied perspective), but I cannot, at all, find the intuition behind the Laplace identity for convolutions. ...
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1answer
219 views

convolution of compactly supported continuous function with schwartz class function is again a Schwartz class function?

Suppose $f$ is continuous function on $\mathbb R$ with compact support; and $g\in \mathcal{S}(\mathbb R),$ (Schwartz space) My Question is: Can we expect $f\ast g \in \mathcal{S(\mathbb R)}$ ? ...
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1answer
63 views

Using Laplace transforms to solve a convolution of two functions

Hi I have this problem where I need to take the convolution of functions and I am not sure if I got the right answer or something close so any advice or help would be very appreciated. So here is the ...
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1answer
44 views

Apparent paradox commuting this convolution: where is the mistake?

Starting with some vector $x$, I am performing two operations: First, I convolve $x$ with another vector $g$ to compute $x*g$, where $~*~$ denotes convolution. Second, I pointwise multiply the result ...
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1answer
41 views

Another proof of the iniectivity of a linear operator

Let $g(x)= \chi_{[-\frac{1}{2}, \frac{1}{2}]}(x) $, and $ T \colon L^2(\mathbb{R}) \longrightarrow L^2 (\mathbb{R})$ , $Tf= g \star f$. I was asked to prove that $T$ is injective, and I succedeed ...
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1answer
69 views

Operations on Random Variables

It is known that the equivalent resistance of a parallel combination of two resistors is equal to \begin{align*} R = \frac{R_1R_2}{R_1+R_2} \end{align*} which could be also written as ...
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2answers
110 views

Easy way to compute $Pr[\sum_{i=1}^t X_i \geq z]$

We have a set of $t$ independent random variables $X_i \sim \mathrm{Bin}(n_i, p_i)$. We know that $$\mathrm{Pr}[X_i \geq z] = \sum_{j=z}^{\infty} { n_i \choose j } p_i^j (1-p_i)^{n_i -j}.$$ But is ...
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0answers
83 views

Partial derivative in frequency domain when only time domain function is known

I want to calculate $$ \frac{\partial F_p(X(\omega))}{\partial X(\omega)} $$ So $F_p$ operates in some way on $X(\omega)$ but I know the analytical form only in time domain, represented by $f_p$. ...
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1answer
80 views

Question about transformations and sums on uniformly distributed random variables.

I'm looking into a few problems as a hobby of mine, and found myself with the following problem: let $X$ be a random variable uniformly distributed on $[0,1]$. What is the probability that after $N$ ...
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1answer
60 views

Convolution module

I am trying to apply GCC-PHAT algorithm here to process audio files and find delay between them. Im coding using Android and Java with the help of this library, and comparing the results with Matlab. ...
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1answer
225 views

$L^1$ norm of convolution

Let $f_{\lambda} = \frac{\lambda}{2}e^{-\lambda |x|}$. Prove that $||f_{\lambda} \ast g - g || \to 0$, when $\lambda \to \infty$, where $g \in L^1$
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198 views

Expectation and convolution question.

I am learning in an image processing course, and the professor did the following: As part of a derivation, has this: What I do not understand, is how he was able to remove $r(i,j)$ to the ...
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1answer
38 views

Holder continuity of $\frac{x}{|x|^3} \ast f$ with $f \in C^1_0$ in $\mathbb{R}^3$

Ok, so I need to show that for $f \in C^1_0(\mathbb{R}^3)$ the convolution with $k(x) := \frac{x}{|x|^3}$ is Holder continuous. The exponent doesn't matter much as long as I can bound it using ...
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1answer
68 views

Prove or disprove: $e^{-nG(x)}$, normalized, is an approximation to the identity for $G(x)$ strictly convex

We are given the sequence of functions $$ \phi_{n} = \frac{e^{-nG(x)}}{\int_{\mathbb{R}}e^{-nG(x)}dx}$$ for a nonnegative, strictly convex function $G$ (that is, $G'' \geq c$ for some $c>0$) that ...
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59 views

Laplace transform $y''''+37y''+36y=g(t)$

Hey this problem is making me insane so have at it and let me know what I keep screwing up. Express the solution of the initial value problem in terms of a convolution integral: ...
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1answer
27 views

if $f$ is in weak $L^p$ and $\phi$ is $C_0^{1}$ then $f \ast \phi$ is in weak $L^p$

Okay, so I'd like to know if what I wrote in the title is true. Suppose that $f \in L^{p,\infty}(\mathbb{R}^n)$ (weak $L^p$ space) and $\phi \in C_0^1(\mathbb{R}^n)$ [or even $C_0^{\infty}$ if it ...
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1answer
27 views

Using convolution to impose differentiablilty.

If I had a function $g$ that was not differentiable at a known point, is it possible to convolute it with say a $C^{\infty}$ function $f$, resulting in a differentiable function? Thanks in advance!
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165 views

convolution of three functions of two variables

Give three functions of two variables $a(x,y),b(x,y),c(x,y)$ one can construct the following convolution like integral: $y(x,y) = \int dx' dy' a(x',y')b(x-x',y') c(x-x',y-y')$ which I have a hard ...
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1answer
91 views

Proof of a corollary about associativity of (differential) convolution operater

I m working on the proof the following corollary for ages... I would appreciate any help!! Cor: Let $h : [0, \infty ) \rightarrow \mathbb{R}$. We define the convolution operator $*$ for the ...
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0answers
43 views

Deconvolution vs convolution.

This is now a second time I am attempting to ask this very important but simple question here. What I want to know is can you do deconvolution by convolving a signal. It is often stated that, for ...
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1answer
650 views

convolution of function with itself 4 times

I have to compute the convolution of $ f(t) = \frac{1}{\pi}\frac{1}{t^2 + 1} $ with itself 4 times, i.e. $$ f \star f \star f \star f $$ I slightly doubt that doing it in steps, i.e. taking $f \star ...
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1answer
95 views

What is the pdf of $Z=X/\max(X,Y)$ with $X,Y$ exponentials of lambda parameter?

Given $X,Y$ 2 independent r.v.'s both distributed as $\exp(λ)$, what is the pdf of $Z=X/\max(X,Y)$?
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2answers
45 views

estimating $L^p$ norm of $\frac{x}{|x|^3} \ast (-\text{div}_x \ldots)$

I've been having problems with following an argument in a paper I'm reading, I hope someone can help me understand the point. Suppose $f(t,\cdot,\cdot)$ is a $C_0^1 (\mathbb{R}^6)$ function for all ...
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1answer
113 views

Convolution of ring Delta function

Assume $f(r)=\delta(r-R)$ where $\delta(\cdot)$ is a ring delta function. In other word, $f$ is a circular delta function on a circle with radius $R$. I want to do the convolution of $f$ with itself ...
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2answers
109 views

Derivative of a convolution

I need to find the derivative of the following equation, which I do think is a convolution: Could anybody give me a hint on how to find the derivative of V(x)? Many thanks in advance!
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2answers
116 views

Pdf of $Z=(XY)^{1/2}$. with X,Y independent r.v. with the same distribution (iid) [closed]

Let be $X,Y$ two independent random variables having the same distribution (the following is the density of this distribution) $$f(t)= \frac{1}{t^2} \,\,\, \text{for $t>1$}$$ Calculate the ...
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2answers
299 views

What's the density of $Z=\max(X,Y)-\min(X,Y)$ with $X,Y$ exponentials of parameter $\lambda$?

Let be $X,Y$ two independent exponential random variables with parameter $\lambda$. What is the pdf of $Z=\max(X,Y)-\min(X,Y)$? Thanks for your help.
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1answer
115 views

Decay of a Convolution

Let $f, g \in L^1\cap L^\infty(\mathbb{R}^d)$ be probability distributions on $\mathbb{R}^d$, and suppose at large $|x|$, $f$ decays like $|x|^{-\alpha}$ while $g$ decays like $|x|^{-\beta}$, with ...
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3answers
108 views

Convolution of maximum and minimum of uniform random variables

Let $X_1,\ldots, X_n$ be $n$ independent random variables uniformly distributed on $[0,1]$. Let be $Y=\min(X_i)$ and $Z=\max(X_i) $. Calculate the cdf of $(Y,Z)$ and verify $(Y,Z)$ has independent ...
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1answer
177 views

Power spectral density of convolution of stochastic processes

I was wondering what it is the result of convolving two WSS processes in terms of power spectral densities. I know that, the output $Y(t)$ of a generic linear time invariant system with impulse ...
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1answer
659 views

Probability Density of Convolution of Two Random Processes or Variables

Suppose that we have two stationary random processes $x(t)$ and $y(t)$ with probability density functions $f_{x}(x)$ and $f_{y}(y)$ respectively. Now suppose we form: $z(t) = x(t) \ast y(t)$ What is ...
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2answers
331 views

Convolution, indicator function

I need to calculate $(f*f)(x)$ of $f(x) = 1_{[0,1]}(x)$, which is the indicator function defined with Calculating the integral $(f*f)(x) = \int_{0,}^{x}1_{[0,1]}(t) \cdot1_{[0,1]}(x-t) dt$ gives ...
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1answer
64 views

Inverse Laplace transform of a given function

1) The Laplace transform of f(t) is $\overline{f}(p)=\frac{1}{p}$ when $f(t)=1$ 2) The Laplace transform of $f(at)$ is $\frac{1}{a}\overline{f}(\frac{p}{a})$ 3) The Laplace transform of the ...
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1answer
267 views

Fast convolution with striding

I want to convolve two discrete functions $f$ and $g$ using convolution stride size $a$ to get the result as $s_{a, i}$: $$s_{i,a} = \sum_i g_k f_{ai-k}$$ I know that simple convolution with $a=1$ ...
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1answer
253 views

Bound on uniform norm of convolution of $L^p$ functions

This is Proposition 8.8 in Folland's Real Analysis: If $p$ and $q$ are conjugate exponents, $f \in L^P$, and $g \in L^q$, then $f*g(x)$ exists for every $x$, $f*g$ is bounded and uniformly ...