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
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0answers
152 views

Conversion of covariance matrix from Cartesian to Spherical coordinates for integration

I have to perform a convolution of a function in polar coordinates $\rho(\textbf{x}) = \rho(r,\theta,\phi)$ with a function $P(\textbf{x}) = P(x,y,z)$ in cartesian coordinates. $\int ...
0
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1answer
44 views

The signal $\cos(2 \pi t )$ is an eigenfunction of every LTI system?

for $\sin(2 \pi t)$: Apparently that it's not an eigenfunction real-valued impulse response $h(t)$ but it's a eigenfunction for real-valued and even impulse response $h(t)$ What gives?
12
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5answers
838 views

Definition of convolution?

Why do we use $x - y$ rather than $x + y$ in the definition of the convolution? Is it just convention? (If we are thinking of convolutions as weighted averages, for instance against "good kernels," it ...
1
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2answers
77 views

Fourier transform of function

What is Fourier transform of $$f(x)=\frac{e^{-|x|}}{\sqrt{|x|}}?$$ I tried to calculate it using $$F(e^{-|x|})=\sqrt{\frac{\pi}{2}}e^{-|a|}$$ and $$F(\frac{1}{\sqrt{|x|}})=\frac{1}{\sqrt{|a|}}$$ and ...
2
votes
1answer
225 views

$g, f, \hat {f} \in L^{1}(\mathbb R)\cap L^{2}(\mathbb R) \cap C_{0}(\mathbb R) \implies \widehat{(fg)}= \hat{f} \ast \hat{g} ? $

Let $f, g\in L^{1}(\mathbb R)$ and it Fourier transform of $f$, $\hat{f} (y) = \int _ {\mathbb R} f(x) e^{-2\pi i x \cdot y} dx, \ (y\in \mathbb R)$ and the convolution of $f $ and $g$; $f\ast g ...
1
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0answers
29 views

how to prove this limit, convolution?

I am wondering how to prove that $\vert (f*g)(x) \vert \rightarrow 0 $ when $\vert x \vert \rightarrow \infty$ if we assume $f \in L^{p}(\mathbb R)$ and $g \in L^{q}(\mathbb R)$ where $1/p+1/q=1$ ...
0
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0answers
48 views

It is possible to find such functions?

I would like to know if it is possible to find a couple of functions $f,g$ such that $f*g$ and $g*f$ exists and such that $f*g\ne g*f$ ? if not it would mean that the convolution product commutes ...
2
votes
2answers
68 views

How can this integral be rewritten with convolutions?

I've got $f:\mathbb{R}\rightarrow\mathbb{R}$ bounded and I'm trying to write `$\mathtt{f}$,' a discrete version of $f$, where each element in the domain takes on the average of the corresponding ...
0
votes
1answer
21 views

Fidelity of measurement using conditional probabilities

Let me begin by saying that I'm not entirely sure if this is the correct forum, or if Cross Validated would be more suitable. The problem I'm about to describe is statistical in nature, but I believe ...
0
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0answers
75 views

Require help with the convolution of two complex conjugates

I need to find the convolution of the following two functions: When rationalizing the denominator, the numerators become complex conjugates of each other. I have tried obtaining the Fourier ...
0
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1answer
69 views

Convolution of two sums (fourier transform)

This question is from the book "Advanced Engineering Mathematics" by Stroud. I can't seem to get the required answer for this. I've derived the two Fourier transform equations for them. . U and ...
1
vote
1answer
43 views

Is $(g \ast f ) '= g'\ast f$ true?

Take $ f \in L^{1} (\mathbb{R})$, and $ g \in L^{\infty}(\mathbb{R})$, with $g$ almost everywhere differentiable and such that $g' \in L^{\infty}(\mathbb{R})$. Prove or disprove: $(f \ast g) \in ...
2
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0answers
174 views

Need help with the convolution of two complex functions

Could someone start me off with how to find the convolution of these two functions? Using the normal equation for convolution seems impossible as a common overlap interval is required for ...
4
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1answer
142 views

Convolution of a probability measure with a smooth function

If $f\in L^1(\mathbb{R}^n)$ and $g\in L^p(\mathbb{R}^n)$ then by Young's convolution inequality we have the estimate: $$ \|f*g\|_{L^p}\leq \|f\|_{L^1}\|g\|_{L^p}.$$ Question: Let $\mu$ be a ...
0
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1answer
55 views

Help with a question on convolution?

I need help solving this convolution question for an assignment. I need to find the convolution of the two functions. I've searched online for a way to approach this question, but this was the ...
1
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0answers
16 views

Are the definitions of convolution here contradict each other?

Here are two definitions from a lecture slides file from the internet: It looks strange that the first uses x-u and the second uses x-u+1. Are they both correct? I am confused. Link to file: ...
1
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0answers
507 views

Discrete Convolution of unit step functions

convolution of the following functions? (u[n] - u[n-5]) * (u[n] - u[n-5]) In order to solve it I said: u[n] - u[n-5] = δ[n] + δ[n-1] + δ[n-2] + δ[n-3] + δ[n-4] and the answer is δ[n] ...
1
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2answers
119 views

Convolution of finite measures

I am puzzled by the following (maybe very stupid) question I stumble upon in the course of a project: let $p$ be a probability measure on some abelian group $E$ (actually, $E=\mathbb{Z}_n$ with its ...
0
votes
1answer
118 views

How to prove that convolution on real sequences is associative?

Given two real sequences $\{ a_n \}$ and $\{ b_n \}$, where $n \ge 0$, the convolution operation (denoted $\ast$) is defined as $\{ c_n \} = \{ a_n \} \ast \{ b_n \}$, where $c_n = \sum_{k=0}^{n} a_k ...
0
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0answers
52 views

Does there exist a nontrivial cumulative distribution function $F$ on $\mathbb{R}_+$ for which $(F^2)'= (F')^{\ast k}$ for some $k > 0$?

This question arises from the context of computing the distribution of total execution time with an underlying graph of tree. For instance, we can model the execution times of all the nodes on the ...
4
votes
2answers
626 views

Convolute exponential with a gaussian

I have data measuring an exponential decay that is convoluted by a gaussian response function. I have the measured shape of the gaussian, and want an analytical expression for the exponential ...
7
votes
1answer
154 views

Extend a function by convolution

Let $f \in \mathcal{C}^{\infty}(\mathbb{R})$ be a compactly supported function ($supp(f)\Subset\mathbb{R})$. I am wondering about the existence of a $g \in L^p(\mathbb{R})$, for some $p$, such that ...
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1answer
144 views

Can convolution of two radially symmetric function be radially symmetric?

For example, take $x\in R^3$ and let $f(x)$ and $g(x)$ be radially symmetric. Can we prove that $f\ast g$ is also symmetric?
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1answer
39 views

Prove that $f \ast g$ is continuous and bounded if $f\in L^1(R^n)$ and $g\in L^\propto (R^n)$ [duplicate]

My Engliah is no so good and it is my first time to use this website, so I apologize for it if I didnot make myself clearly:)
0
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0answers
21 views

Gaussian Integral of Riesz Potential

When dealing with Helmholtz decomposition, I find an integral of the type: $$ \int_{\mathbb{R}^3} \frac{e^{-s^2}}{|r-s|} dV $$ which I'm having problems to solve. The fact that both functions are ...
0
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0answers
131 views

Convolution of piecewise function

I would like to compute the convolution of piece wise function Following is the piecewise function $$ C_a(t) = \begin{cases}0& t\leq t_d\\ ...
0
votes
1answer
38 views

Use of convolutions to compute the distribution of the sample mean?

Let's consider N i.i.d continuous random variables from some arbitrary distribution. Why do we have to approximate the distribution of the sample mean using the CLT? Why can't we explicitly compute ...
1
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0answers
18 views

Convolution of $\mathbb{1}_{\mathbb{Q}}$

Is it possible to compute the convolution of $\mathbb{1}_{\mathbb{Q}}$ with $e^{-1/(1-t)^2}$?
4
votes
0answers
100 views

Symbolic math engines barf on this ostensibly tractable integral.

$$\frac14 \int_{-M\pi}^{N\pi - s} \cos(tu/M) \cos((t+s)u/M)(1-\cos(t/M))(1-\cos((t+s)/N))\space \mathrm d t$$ with integer $u$. Alpha runs out of time. Maxima gives a tremendous result that can ...
1
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1answer
70 views

What is the solution of this differential equation? / How to solve it?

I have the following problem : $$m\ddot{x} + c\dot{x} + kx = f_f\delta(t-t_0) + f_c \sin(\omega t) + f_h \theta (2t_0-t)$$ where $x(t)$ is a function of time, $t>0$ and $t_0>0$ and where ...
1
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0answers
47 views

Convolution of a product with focal kernel

Consider the following convolution of a product of two functions $f(x)$ and $g(x)$: $\int f(x')g(x')K_n(x-x') dx'$ where the kernel $K_n$ is a sequence of functions that approach a Dirac delta ...
0
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0answers
35 views

Convolution of two random variables, help with a proof

I know there are probably several ways to prove it, I'm interesting in this one in particular: Let $X,Y$ be two independent random variables. Then the probability distribution of $X+Y$ is: ...
4
votes
2answers
61 views

Does a convolution of a function $f(x)$ and a polynomial $p(x)$ will always result in a polynomial?

After reading the following question: How do I prove a convolution is a polynomial? I want to ask if that is always the expected result, that is to say, does the following holds? A convolution ...
2
votes
1answer
406 views

Dirac delta convolution with function

I've come into a bit of a snag, and thought some more talented mathematicians could maybe help. I am trying to do the following integral: $$S(x,t) = \int I(z)\delta(x-G(z,t)) \mathrm{d}z,$$ where ...
3
votes
1answer
265 views

Differentiating a convolution integral

I'm trying to turn the integro-differential equation $\phi'(t) + \phi(t) = \int_0^t \sin{(t - \xi)} \, \phi(\xi) \, \mathrm{d} {\xi}$ into the differential equation $\phi'''(t) + \phi''(t) + ...
0
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0answers
37 views

Identities involving vector convolution and element-wise product?

$\ast$ refers to convolution. $\odot$ refers to element-wise product. $\mathbf F$ refers to a discrete Fourier operator. In my work I commonly encounter things like $\mathbf a\ast (\mathbf b\odot ...
1
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1answer
77 views

Sums of normal CDF's

This is my following problem: $$ CDF_A:F_A(x)=\Phi(x)^2 $$ $$ CDF_B:F_B(x)=1-\Phi(-x)^3 $$ $$ Defining: X=A+(-B) $$ I have those two CDF's and I want to calculate the probability that X is smaller ...
1
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0answers
36 views

Asymptotics of a convolution

For $r>1$ define the functions $$f(x)=|x|^{-1/2}\chi_{[-1,1]\setminus\{0\}}\quad\text{and}\quad g(x)=|x|^{-1/2r}(-\chi_{[-1,0)}+\chi_{(0,1]}).$$ I am interested in the asymptotic behavior of ...
1
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2answers
39 views

Is convolution associative with regards to the complex unity?

Setup: I need to do a convolution with the function $\cfrac{i}{x}$, and I would like to get rid of the $i$. My functions to be convolved are all real valued. According to the ever-failable wikipedia, ...
1
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1answer
37 views

Sums of random variables expressed as convolution

If $X_1, \dots, X_n$ are a sequence of IID random variables, and $S_1, \dots, S_n$ is the sum of the first n random variables, i.e. $S_1 = X_1$ and $S_n = \sum_{i = 1}^{n} X_i$. Apparently, we can go ...
1
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1answer
89 views

Hölder's inequality. Understanding proof?!

I know how most standard textbooks show that $||f*g||_r \le ||f||_p||g||_q$ with $\frac{1}{r}+1=\frac{1}{p}+ \frac{1}{q}$, but I found a book where the hint $|f(x-y)g(y)|\le ...
0
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2answers
42 views

Third Moment of a Sum of Normal and Gamma

I just ran into the next problem: The random variables $X$ and $Y$ are independent, where $X \sim Normal(1,1)$ and $Y \sim Gamma(\lambda,p)$ with $E(Y) = 1$ and $Var(Y) = 1/2$ How do we find ...
1
vote
2answers
326 views

Evaluating the convolution integral of two sine functions

This is a homework problem, so I'm not looking for a worked out solution, merely to be pointed in the right direction. Convolve x(t) with h(t) where: $$ x(t) = sin(t) \\ h(t) = e^{-.1t}sin(2t)u(t) ...
1
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1answer
153 views

$f$ is bounded and continious $\Rightarrow$ the convolution integral $\int f(\tau)g(x-\tau)\text{ d}\tau$ is bounded and continuous

Let $g\in L^1(\mathbb{R}^n)$ and $f:\mathbb{R}^n\to\mathbb{R}$ be bounded and continuous. Why is the convolution integral $$f*g:\mathbb{R}^n\to\mathbb{R}\;,\;\;\;\int f(\tau)g(x-\tau)\text{ d}\tau$$ ...
1
vote
3answers
74 views

Proof of convolution inequality

I have to prove that if $f$, $g$ $\in L^1(\mathbb{R^n})$ then $\operatorname{dom}\left(f*g\right)$ is a set of full measure and: $\left\|f*g\right\|_{L^{1}} \le \left\|f\right\|_{L^1} ...
3
votes
1answer
111 views

Show that for any $f\in L^1$ and $g \in L^p(\mathbb R)$, $\lVert f ∗ g\rVert_p \leqslant \lVert f\rVert_1\lVert g\rVert_p$.

I write the exact statement of the problem: Show that for any $g \in L^1$ and $f ∈ L^p(\mathbb{R})$, p $\in (1, \infty)$, the integral for f ∗g converges absolutely almost everywhere and that $∥f ∗ ...
2
votes
1answer
130 views

Convolution of integrable function with bounded function

Let $H$ Lebesgue integrable. Let $f$ be measurable and bounded on $\mathbb{R}$ with $\lim_{\left|x\right|\rightarrow \pm \infty}f(x)=0$. Let $F(x)=K\ast f=\int_{\mathbb{R}} K(x-s)f(s) \, ds$ be the ...
1
vote
0answers
64 views

Pseudo-inverse of an underdetermined Toeplitz matrix

I have an undetermined Toeplitz matrix (more columns than rows). For example: \begin{equation*} T = \begin{pmatrix} 1 & 1 & 1 & 1 & 1 & 0 & 0 & 0 & 0 ...
1
vote
1answer
45 views

Interesting equation in L^1

Consider $L^{1}(T) = \{ f : R \rightarrow C \text{ with period 1 and } \int_{0}^{1} |f (x)| \ dx < \infty\}$. For $f,g \in L^{1}(T)$ the convolution is given by $(f * g)(x)= ...
3
votes
1answer
118 views

Is it possible to obtain the Uniform distribution as the difference of two independent random variables?

Is it possible to have two independent random variables X,Y with identical distribution, such that $X-Y \sim \text{Uniform}[a,b]$? I am almost certain that is not, but maybe I am overlooking ...