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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0
votes
1answer
58 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
31 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
77 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
16 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
votes
1answer
23 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
21 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
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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
vote
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
44 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
votes
0answers
71 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: ...
2
votes
0answers
98 views
+100

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

EDIT: I rewrote the question, see the edit history for my previous attempt. My questions are: Is the following proof/reasoning essentially correct? How do I make it more precise, concise, correct? ...
0
votes
1answer
10 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
vote
0answers
29 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
votes
1answer
36 views

Norm convergence of approximations to the identity

Let $\varphi \in L^1(\mathbb{R}^d)$ be such that $$\int_{\mathbb{R}^d} \varphi(x) \, dx = 1.$$ For each $\varepsilon>0$, let $\varphi_\varepsilon:= \varepsilon^{-d} \varphi\left( \dfrac x ...
1
vote
1answer
47 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
vote
0answers
28 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
48 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
26 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
82 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
21 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 ...
1
vote
1answer
44 views

Convolution with Heaviside function (integration)

To clarify notation, I use $u_n = 1$ when $x>n$, and $0$ otherwise. I am having troubles with the following convolution/integration: $u_2(t) \ast sin(\sqrt{2}t) = \int^t_0u_2(\tau) \cdot ...
0
votes
1answer
33 views

Inverse Laplace transform and convolution

Suppose we have two functions of $t$, $f(t)$ and $g(t)$. Letting $\mathcal{L}\{f(t)\} = F(s)$ and $\mathcal{L}\{g(t)\} = G(s)$, I know that: $\mathcal{L}\{f(t) \star g(t)\} = F(s) \cdot G(s)$, but ...
1
vote
1answer
47 views

Proving convolution identity

I am trying to prove the following identity: $$\int_0^x(f*g)(y)dy = (\int_0^xf(y)dy)*g(x) = f(x)*(\int_0^xg(y)dy)$$, where $(p*q)(t) = \int_0^tp(x)q(t-x)dx$. I thought that since I already know that ...
0
votes
0answers
15 views

convolution under differentiation

I have a continuous and differentiable time function $f(t)$ for $t\in [0, T] $ and a causal time function $g(t) $ for $ t \geq 0 $. Does the following make sense? $ \dot{f}(t) \ast g(t) = \frac d{dt} ...
1
vote
0answers
20 views

FFT of k*k matrix from FFT of a j*j matrix

FFT of matrix a j by j matrix, A $\begin{bmatrix}1 & 2\\3 & 4\end{bmatrix}$ = $\begin{bmatrix}10 & -2\\-4 & ...
0
votes
1answer
30 views

Sign with Fourier transformation, convolution, periodicity

Let $x(t)$ be the sign with Fourier transformation $$X(\omega)=\delta(\omega)+ \delta(\omega-\pi)+\delta(\omega-5)$$ and let $h(t)=u(t)-u(t-2)$. Is $x(t)$ periodic? Is the convolution of $x(t)$ ...
2
votes
4answers
71 views

Calculating value of integral of convolution using Fourier transform

Calcuate the integral $$I=\int_{-\infty}^\infty\frac{\sin a\omega\sin b\omega}{\omega\cdot \omega}d\omega.$$ First I noticed that $$\mathcal{F}(\mathbb{1}_{[-h,h]})(\omega)=\frac{\sin h ...
2
votes
0answers
21 views

Prove the periodic total variation of f = $\sum_{n=0}^{N-1} |(f*h)[n]|$

Let $\Bbb{C}^N$ be the N-dimensional Euclidean space with its inner product defined as $$ \langle f,g\rangle=\sum_{n=0}^{N-1} f[n]g^*[n],\ \forall f,g \in \Bbb{C}^N$$ where $g^*[n]$ is the complex ...
0
votes
0answers
13 views

How can i explain the symmetry of the function in a more linguistic manner

To understand the convolution of these functions, please read the following wikipedia page I have the following expression $a = <f'(x),f''(x),\cdots>$ and $b = <g'(x),g''(x),\cdots >$ ...
0
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0answers
33 views

Convolutional Codes

i've been given a coding assignment that looks like this http://i.imgur.com/7wIEoHJ.png http://i.imgur.com/FINnNZZ.png I understand the concept of Jacobi and Gauss Seidel iteration, I know where ...
1
vote
0answers
39 views

uniform convergence and improper integral(convolution)

I want to show that $$\frac{d}{dx}(f*g)=(\frac{d}{dx}f)*g$$ where $f(x)=\frac{1}{\sqrt{x}}e^{-\frac{1}{x}}$, $g(y)$ is continuous and bounded. the convolutions are improper integrals. I'm now here ...
4
votes
2answers
136 views

Solve integral (convolution) equation

Given a function: $u(t) = \exp\left( -\frac{At^2}{1+t}\right),$ $A>0, t>0,$ and an equation: $\frac{d u(t)}{dt} = \int^{t}_0 \phi(t-\tau) u(\tau) d \tau .$ How to find a closed expression for ...
1
vote
1answer
119 views

Convolution of Uniform Distribution and Square of Uniform Distribution

I am trying to find the CDF of $Z=X+Y$ whereby $X$ and $Y$ are random variables. Given that the CDF of Z is: $$F_Z(z)=\int F_X\left(z-y\right)f_Y(y)dy$$ Given that $X$ is uniform distribution over ...
1
vote
1answer
48 views

Random Gaussian variable raised to arbitrary power

Given $x$ that follows a distribution $P(x)=e^{\frac{-x^2}{2\sigma^2}}$ i.e. a random Gaussian variable, can I say anything about the distribution of $x^n$ for fixed $n$? Specifically, is there ever ...
3
votes
1answer
88 views

Discrete Fourier Transform question

Let $R_{M\times N}$ be a space of size $M\times N$. Define the 2D Discrete Fourier Transform of $f\in R_{M\times N}$ to be \begin{equation} ...
3
votes
1answer
47 views

Finding Limits and Its Convolution of Weighted Summation of Random Variables

I am trying to find the CDF of $Z=aX+bY$ whereby $X$ and $Y$ are random variables and $a$ and $b$ are positive integers. Given that the CDF of $Z$ is: $$F_Z(z)=\int ...
1
vote
1answer
115 views

PDF & CDF of a Sum of Weighted Independent Random Variables $Z=aX+bY$

From this question here, I learned that the Cumulative Distribution Function (CDF) of $Z=X+Y$ is: \begin{eqnarray*} F_Z \left( z \right) & = & \int F_X \left( z - y \right) dF_Y \left( y ...
1
vote
0answers
60 views

Convolution of Two Shifted Functions

I'm having some issues understanding the convolution of two rectangular functions. I have two rectangular pulses defined below and I need to find the convolution of them. $$ f(x)= \prod ({x-1\over ...
2
votes
1answer
200 views

About integrating product of two sinc function using Fourier transform

So the problem is which I think is pretty straight-foward by using Fourier transform and convolution property of two sinc functions and evaluating the convolution at 5. However, I got sinc(t) for ...
0
votes
0answers
11 views

Some variation of convolution formula

I am weak in convolution. We know $y(t) = x(t)*h(t)$. Now how about $y$ in the following case 1. $x(t)*h(-t)$ 2. $x(t-T)*h(-t)$ ] Then, let $y(t) = s(t)*s(-t)$, how about $y$ in the ...
1
vote
1answer
58 views

Solve $\int_{0}^{2\pi} f(t) \sin ^2 (t-\theta) dt = g(\theta)$ for unknown function $f$

Let $g(\theta)$ be a known real-valued function with domain $[0, 2\pi]$. Given that: $$\int_{0}^{2\pi} f(t) \sin ^2 (t-\theta) dt = g(\theta)$$ How would I solve for the unknown real-valued function ...
2
votes
1answer
41 views

Comparing Coefficients in Summations

Suppose I have the following equality: $$\sum_{k=0}^{n-a}\sum_{j=0}^{k}\binom{n}{k}\binom{k}{j}\frac{f(a,k)\cdot g(b,n-k)}{n!}=\sum_{k=0}^{n-a}\binom{n}{k}\binom{n-k}{a}\frac{z^k \cdot ...
1
vote
0answers
72 views

distribution of sum of double exponential random variables

I want to find out whether there is a concise expression (i.e. not a convolution) for the distribution of a random variable A which is the sum of $n$ i.i.d. rv's $B_i$, which are themselves double ...
1
vote
0answers
76 views

Holder continuity of the convolution of a Holder continuous function

Let $f(\theta, t)$ be a Holder continuous function for every $t$ on the interval $\theta \in (\alpha,\beta)$. It is known that the application of a singular operator to this function results in ...
0
votes
1answer
60 views

Properties of convolutions w.r.t. continuity and partial differentiability

Is there some good summary of properties of convolutions available out there? I'm interested in continuity and partial differentiability topics, like, when exactly do we have $f*g$ is continuous at ...
0
votes
0answers
3 views

Estimating certain singular discrete sums

I want to estimate sums of the following form: $S^d(\alpha,\beta,l):= \sum_{k \in \mathbb{Z}^d, k \notin \{0,l\}} \frac{1}{|k|^\alpha} \cdot \frac{1}{|k-l|^\beta}$, where $l \in \mathbb{Z}^d$ and ...
1
vote
1answer
52 views

convolution and associativity

Ok Let talk about this,... I am now so confused. 1-$$\mathcal{F}\Big\{c(x-x_0)b(x-x_0)\Big\}=\mathcal{F}\Big\{c(x-x_0)\Big\}\circ\mathcal{F}\Big\{b(x-x_0)\Big\}\\=\Bigg[e^{-2ix_0y}C(y) ...
0
votes
0answers
43 views

What is the distribution of sum of a Gaussian and and 2 r.v. Rayleigh distributed?

Let $Z=X+Y+W$; where $X∼N(0,σ_1^2)$ i.e. a Gaussian random variable and Y and W follow the Rayleigh distribution: $f_w(w)=\frac{w}{σ_2^2} . exp(−\frac{w^2}{2σ_2^2})$, $y\ge0$ What will be the ...
2
votes
0answers
81 views

Number Theoretic Transform (NTT) to speed up multiplications

I recently heard that the Number Theoretic Transform (NTT), which is a specialization of Fast Fourier Transformation (FFT) over the ring modulo an integer, can be used to speed up certain ...
0
votes
2answers
66 views

Convolution sum. Compute $y[n]=x[n]\ast h[n]$

Compute $y[n]=x[n]\ast h[n]$ $x[n]=(-\frac{1}{2})^2u[n-4]$ $h[n]=4^nu[2-n]$ In this question, when I try to calculate the convolution sum. I face with: ...