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
65 views

convergence of convolutions and approximation of unity

Let $\phi : \mathbb{R}\rightarrow \mathbb{R}$ be an integrable function with $\int \phi(x)dx = 1$. Let us define $\phi_\delta = \delta^{−1}\phi(\delta^{-1}x)$. Show that for every continuous ...
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1answer
72 views

Efficient polynomial evaluation using idea of fast fourier transform

Please would anyone suggest an efficient algorithm ($O(n \log n)$) to evaluate a polynomial at all the $n$th roots of unity, where $n$ is not a power of $2$?
2
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1answer
116 views

Fourier transform of convolution for $L^2$ functions

If $f,g\in L^1(\mathbb{R})$, it is not hard to show by definition that $$(\hat{f\ast g)}(t)=\hat{f}(t)\hat{g}(t).$$ But what about if $f,g\in L^2(\mathbb{R})$? The Fourier transform on ...
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1answer
57 views

Confused with estimator for random variables.

I am working on a practice exercise in preparation for a final this week. I am really stuck on the following problem: Let $X_1, X_2$ be a random sample for a population with the probability density ...
1
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1answer
78 views

Any clue how to solve this convolution integral?

With other words: find a (closed) expression for $\;\overline{\mbox{sinc}}(x)$ . $$ \overline{\mbox{sinc}}(x) = \int_{-\infty}^{+\infty} \frac{\sin(\omega\xi)}{\omega\xi} ...
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0answers
48 views

Probability that two bivariate distributions differ

My problem is similar to the unanswered Probability of collision (two bivariate normal distributions): I have two points in 2D space, let's say $A(\mu_x, \mu_y)$ and $B(r_x, r_y)$. The uncertainties ...
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0answers
99 views

Approximate convolution of independent Beta variates?

Is there a way to approximate the convolution of Beta variables? Specifically, I am trying to find an approximation to $g(x_0)$: $$g(x_0) = \int \delta(x_0-\sum_{i=1}^{n} a_i x_i) \prod_{i=1}^{n} ...
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0answers
28 views

$f_{X^2}(x)$ VS $f_X(x^2)$ [duplicate]

Sorry, this time the format should be accurate. In probability, when we try to describe a pdf, we write it as $f_X(x)=1/x$, which means the random variable is X and the x is the specific variable in ...
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1answer
122 views

Convolution of indicator functions is continuous

Suppose I have an indicator function on a set of measure $E$, which is a subset of $[0,1]$. Is the function of this indicator convoluted with itself a continuous function? How can I show that it is? ...
2
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1answer
79 views

Haar measure, convolution and involutions

I have some problems to follow the proof of the anti commutativity property of the convolution and involution operations defined using a Haar measure as presented in Pedersen's book "analysis Now", ...
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0answers
29 views

Integral transforms with interesting pointwise multiplications?

The convolution theorem states that the Fourier transform of the convolution of functions equals the pointwise multiplication of Fourier-transformed functions, i.e.: $$\mathcal{F}\{f*g\} = ...
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1answer
61 views

convolution of measurable function with analytic function

Let $f$ be a bounded measurable function with support on the unit disk $\mathbb D \subset \mathbb R^2$ and let $g$ be an analytic function on $\mathbb R^2$. Is it true that the convolution $h = f ...
4
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1answer
56 views

Properties of the operator $T: f\to f*g$

Let g be the characteristic function of [-1/2,1/2]. $T: f\to f*g$ (convolution). I have managed to prove that T is a linear,bounded,self adjoint,injective operator and it's immage is inclused in ...
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2answers
147 views

What does triple convolution actually look like?

I have to prove associativity of the convolution of three functions. I'm having trouble picturing how the variables will look. For periodic functions $f$, $g$, and $h$, I have the definition $$ (f * ...
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0answers
162 views

Gamma random variables with fixed sum (different scale parameters)

Given a vector of independent random variables $\{X_i\}_{i=1..N}$, each of which is distributed according to a Gamma-distribution with pdf $Pr(X_i=x;\alpha_i,\beta_i) = \frac{1}{\Gamma ...
2
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1answer
42 views

Show $\int_{\mathbb{R}^n}\Delta_x \Phi(x-y)f(y)dy = \int_{\mathbb{R}^n}\Delta_y \Phi(x-y)f(y)dy.$

I read in an article about Laplace's equation that $$-\int_{\mathbb{R}^n}\Delta_x \Phi(x-y)f(y)dy = -\int_{\mathbb{R}^n}\Delta_y \Phi(x-y)f(y)dy.$$ Could someone explain to me why this is? I ...
2
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1answer
48 views

What is the easiest way to find the inverse Laplace of F(s)?

$$ F(s)= \frac{1}{(s-1)^2(1-1/s^2)} $$ Do I have to multiply by $s^2/s^2$ and then use partial fractions or is there a way to use the convolution theorem?
1
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1answer
107 views

A self-convolution formula that counts bracket expressions

Problem: Consider an alphabet of size $m+2$, consisting of the two bracket symbols $\ [ \ ] \ $ plus $m$ non-bracket symbols ($m \ge 0$). Define $f_m(n)$ to be the number of length-$n$ strings on this ...
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2answers
36 views

How do i find the lapalace transorm of this intergral using the convolution theorem?

$$\int_0^{t} e^{-x}\cos x \, dx$$ In the book, the $x$ is written as the greek letter "tau". Anyway, I'm confused about how to deal with this problem because the $f(t)$ is clearly $\cos t$, but ...
4
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2answers
123 views

Let $S$ be the Schwartz class. Show that if $f,g\in S$, then $fg\in S$ and $f*g\in S$, where $*$ denotes convolution.

Let $S$ be the Schwartz class. Show that if $f,g\in S$, then $fg\in S$ and $f*g\in S$, where $*$ denotes convolution. To differentiate $fg$, we may apply Leibniz's rule ( ...
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1answer
36 views

Fourier transform of powers of a function

Assume one has real valued functions $f(x)$ and $g(x)$ that belong to the Schwartz space. I know that the Fourier transforms of $f^3(x)$ and $f^2(x)g(x)$ can be expressed straightforward in terms of ...
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0answers
39 views

Integral of convolution difference approaches zero

Let $u(x,t)=f(x)\ast\left(\dfrac{1}{2\sqrt{\pi t}}e^{-\dfrac{(at+x)^2}{4t}}\right)$, and suppose that $f\in L^1$. Show that $$\lim_{t\rightarrow 0^+}\int_{-\infty}^\infty|u(x,t)-f(x)|dx=0$$ How ...
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0answers
101 views

Show that convolution satisfies partial differential equation

Consider the equation $$\frac{\partial u}{\partial t}=\frac{\partial^2 u}{\partial x^2} + a\frac{\partial u}{\partial x}$$ for a function $u(x,t)$ with initial value $$u(x,0)=f(x).$$ Let ...
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0answers
32 views

Rearranging convolution equation: seismic image processing

I am looking at the theory of surface related multiple elimination and I have got to a point where it says: If we define an operator $a(t)$ as follows $$a(t) \ast s(t) = - \delta (t),$$ ...
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1answer
93 views

Convolution of functions and measures

I need some help with this exercise. I'm not sure how to deal with it: Let $f(x)=e^{-x^2}$, $\mu$ the Lebesgue measure in $[0,1]$ and $\nu$ the Lebesgue measure in $[2,\infty)$. I have to find the ...
2
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0answers
44 views

Inverse Fourier transform to get convolution

Consider the equation $$\frac{\partial u}{\partial t}=\frac{\partial^2 u}{\partial x^2} + a\frac{\partial u}{\partial x}$$ for a function $u(x,t)$ with initial value $u(x,0)=f(x).$ Let ...
3
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1answer
78 views

Bounding for convolution convergence

Suppose $f\in L^p(\mathbb{R})$ and $K\in L^1(\mathbb{R})$ with $\int_\mathbb{R}K(x)dx=1$. Define $$K_t(x)=\dfrac{1}{t}K\left(\dfrac{x}{t}\right)$$ I'm trying to prove that $\lim_{t\rightarrow ...
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1answer
34 views

Convolution convergent in $L^p$

Suppose $f\in L^p(\mathbb{R})$ and $K\in L^1(\mathbb{R})$ with $\int_\mathbb{R}K(x)dx=1$. Define $$K_t(x)=\dfrac{1}{t}K\left(\dfrac{x}{t}\right)$$ I'm trying to prove that $\lim_{t\rightarrow ...
2
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1answer
42 views

Convolution converging uniformly on real line

I'm working on this question and stuck with the following part: Suppose $f\in L^\infty(\mathbb{R})$ and $K,K_1,K_2,\ldots\in L^1(\mathbb{R})$ with $K_n\rightarrow K$ in $L^1$. Why is it true that ...
2
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1answer
282 views

Convolution is uniformly continuous and bounded

Suppose $f\in L^\infty(\mathbb{R})$ and $K\in L^1(\mathbb{R})$ with $\int_\mathbb{R}K(x)dx=1$. Show that the convolution $f\ast K$ is a uniformly continuous and bounded function. The definition of ...
2
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1answer
91 views

Convolution convergent in $L^\infty$

Suppose $f\in L^\infty(\mathbb{R})$ and $K\in L^1(\mathbb{R})$ with $\int_\mathbb{R}K(x)dx=1$. Define $$K_\epsilon(x)=\dfrac{1}{\epsilon}K\left(\dfrac{x}{\epsilon}\right)$$ Is it always true that ...
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0answers
67 views

Is the Convolution of a Schwartz Function with an $ L^{p} $-Function a Smooth $ L^{p} $-Function?

Let $ n \in \mathbb{N} $ and $ p \in \mathbb{R}_{\geq 1} $. If $ f \in \mathscr{S}(\mathbb{R}^{n}) $ and $ g \in {L^{p}}(\mathbb{R}^{n}) $, then it is a well-known fact from real analysis that the ...
3
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0answers
52 views

Convolution-like operator on (probability) measures on $[0,1]$ yielding measures on $[0,1]$.

Is there a "correct" or "best" way to define convolution of two (Borel) probability measures on $[0,1]$ to yield another probability measure on $[0,1]$? Recall that the convolution, $\mu * \nu$, of ...
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1answer
112 views

Probability with bullets and walls

There are two shooters with different guns and bullets. Each shooter shoots a bullet to a different target hanging on a wall. The hit of each bullet follows a normal distribution centered on its ...
1
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1answer
88 views

Convolution of distributions is not associative

I need some help with this exercise: It proposes to show that convolution of distributions is not associative: If $T=T_1$ (distribution given by f=1), $S=\delta'$, and $R=T_H$ (we denote as $H$ the ...
1
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1answer
61 views

Finding an ideal low pass filter convolution kernel

Let $f \in L^2[-\pi,\pi] $ and let: $$f = \sum_{k=-\infty}^{\infty}\hat{f}(k)e^{ikx}$$ the Fourier expansion of $f$. I want to find a convoultion kernel $g_N$ so that: ...
6
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1answer
125 views

Can $f*g = f+g$ for $f$ and $g$ compactly supported?

Let $f$ and $g$ be continuous, compactly-supported functions $\mathbb{R} \to \mathbb{C}$. Can it happen that $f*g = f+g$? Here, $f*g$ denotes the convolution $$(f*g)(s) = \int_\mathbb{R} f(t) g(s-t) ...
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0answers
28 views

Convolution of complex-valued probability distributions

This may be an elementary question, but I am wondering: suppose that I have two complex-valued random variables $X$ and $Y$ with corresponding density functions $f_X(x)$ and $f_Y(y)$. Obviously ...
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0answers
110 views

Trying to figure out Fourier transform of {(0.5^n)(u(n))

I'm working in a signals class for continuous signals, and we have this problem shown above. I have tried using this function f_1 X f_2 = F_1 * F_2, where I'm ...
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1answer
82 views

Using Mollifiers

If we take $f$ to be a smooth function, then how does it follow that we can write $f^{\epsilon}(x)-f(x) = \int_{B(0,1)}\eta(y)(f(x-\epsilon y)-f(x))dy$ where $f^{\epsilon} := \eta_{\epsilon}\ast f$ ...
2
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1answer
128 views

Convolution and uniform continuity

If $f\in L^{\infty}(\mathbb{R}^n)$ and $f$ is continuous at $x$, then $$\lim_{k\to\infty}(f*\phi_k)(x)=cf(x)$$ If $f\in L^{\infty}(\mathbb{R}^n)$ and is uniformly continuous, then $f*\phi_k\to cf$ ...
3
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1answer
72 views

Interesting inequality $\|F\|_p\le \frac{\pi}{\sin(\pi/p)}\|f\|_p$ over $L^p$

Consider the function $$F(x)=\int_0^\infty \frac{f(y)}{x+y} \, dy, \quad0<x<\infty$$ Prove that if $1<p<\infty$, $$\|F\|_p\le \frac{\pi}{\sin(\pi/p)}\|f\|_p$$ and show that the constant ...
0
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1answer
61 views

Give an example of $f\in L^1$, $g\in L^{\infty}$, such that $f*g\notin C_0$ (meaning $\lim_{|x|\to\infty}(f*g)(x)\neq0$)

Give an example of $f\in L^1$, $g\in L^{\infty}$, such that $f*g\notin C_0$ (meaning $\lim_{|x|\to\infty}(f*g)(x)\neq0$) Here's a theorem from my real analysis book: Assume $1\le p\le \infty$ and ...
2
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1answer
124 views

$L^p$ Spaces, Young's Theorem, Convolutions, and Minkowski's Inequality

I need to show \begin{align} \|f*g\|_p \le \|f\|_p\|g\|_1 \end{align} By using the generalized Minkowski inequality instead of just Young's Theorem. I have spent a lot of time, but I keep hitting a ...
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1answer
31 views

Convolution composed with an invertible matrix

Let $T$ be an invertible $n \times n$ matrix and let $(h \circ T)(x)$ mean $h(Tx)$. Take functions $f,g$. Does it hold that $(f*g) \circ T = |det(T)| (f \circ T) * (g\circ T)?$ I have had some ...
2
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0answers
280 views

How Heaviside step function changes limits of integration

This question involves the Laplace transform of the convolution of two functions. The derivation in my textbook has a step that really confuses me. First I'll lay out their argument. $$ f(t) = f_1(t) ...
0
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1answer
46 views

Maximum of one exponential and one uniformly distributed random variable

If X and Y are independent random variables with X exponentially distributed with mean 1 and Y uniformly distributed in [0,1] , how do I find the distribution of Max(X,Y)
2
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1answer
57 views

Young's inequality

Let $U \in L^1(\mathbb{R}^d)$ and $\rho \in L^1(\mathbb{R}^d)$ such that $\rho \ge 0$ and the support of $\rho$ is included in $B(0,1)$ (the euclidean unit ball of $\mathbb{R}^d$). Is there a way to ...
1
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1answer
55 views

What is the distribution of $X+Y$ where $X \sim U(0,\frac{L}{2})$ and $Y \sim U(\frac{L}{2},L)$?

I started along these lines: Let $Z = X + Y$ where $\frac{L}{2}< z < \frac{3L}{2}$, then, $$f_{X+Y}(z)=f_{Z}(z) = \int f_{X}(x)f_{Y}(z-x)dx$$ However, I am not sure how to fill in the bounds ...
0
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0answers
29 views

Using matrix of ones for 2d convolution to accomplish summation

So I was recently working on an image processing project where we used a [7,1] ones matrix to accomplish coherent integration, ultimately a summation. It didn't and still doesn't make sense to me how ...