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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2
votes
2answers
529 views

Find derivative of convolution with gaussian

Let $A(\sigma)$, $\sigma > 0$ be an operator that acts on bounded continuous functions $f$ on $\mathbb{R}$ by the rule $$ (A(t)f)(x) = \int\limits_{\mathbb{R}} f(y)\frac{1}{\sqrt{2 \pi ...
2
votes
1answer
900 views

FFT with a real matrix - why storing just half the coefficients?

I know that when I perform a real to complex FFT half the frequency domain data is redundant due to symmetry. This is only the case in one axis of a 2D FFT though. I can think of a 2D FFT as two 1D ...
2
votes
1answer
677 views

Commutativity of Convolution in higher dimensions

I have a basic question about how to show that convolution in dimension $n$ is commutative - or maybe it is rather a question about change of variables .. So on $\mathbb{R}$ I know how to show ...
2
votes
1answer
148 views

Integrability of the function $f_1(y)f_2(x-y)$ for almost all $x$. (convolution)

What I'm trying to prove is that for $f_1,f_2 \in \mathcal{L}_1$ the function $y \mapsto f_1(y)f_2(x-y)$ is integrable for almost all $x$, or: $$ F(x) = \int f_1(y)f_2(x-y)\,dy < \infty \text{ ...
2
votes
1answer
207 views

Maximal ideals in a circular discrete convolution algebra

Let $G$ = $\mathbb{Z_n}$ and let $A$ = $\ell^1(G)$ with convolution, over $\mathbb{C}$. Let $A_{\mathbb{R}}$ denote the subring of real valued functions in $A$, so $A_{\mathbb{R}}$ is an algebra over ...
2
votes
1answer
103 views

Convolution algebra $L^1(G)$ for non sigma-finite $G$

Let's assume that $G$ is locally compact and Hausdorff topological group, hence it carries a Haar measure, $\mu$. We can than consider space of integrable functions $L^1(G)$ (class of functions to be ...
2
votes
1answer
51 views

Is the convolution of two continuous functions continuous?

The title is the question: Is it true, that the convolution of two continuous functions is continuous again?
2
votes
1answer
49 views

Differential operator applied to convolution

Suppose that $g\in \mathcal{S}(\mathbb{R^n})$ (Schwartz space) and $f\in L^p(\mathbb{R^n}).$ The idea is to prove that the differential operator $D^\alpha$ does not follow the Leibniz rule when ...
2
votes
1answer
218 views

Find the PDF of X1 +X2 +X3.

The problem said: If X1,X2,X3 are independent random variables that are uniformly distributed on (0,1), find the PDF of X1 +X2 +X3. The theory I have said: Following the theory and the ...
2
votes
1answer
43 views

Does infinite repeated convolution with the same normal distribution converge?

According to Wikipedia, This result is known as Cramér's decomposition theorem, and is equivalent to saying that the convolution of two distributions is normal if and only if both are normal. ...
2
votes
3answers
76 views

Adding two random variables with convolution

I am trying to understand the purpose of convolution of two probability functions. Also when it is appropriate to use the convolve function on two independent probability distributions. ...
2
votes
2answers
107 views

When is convolution associative?

Convolution is associative on e.g. integrable function on $\mathbb{R},$ but not on distributions. What about the convolution of measures on an unimodular group $G$?
2
votes
1answer
38 views

Convolution of various functions

There is asked in an example to do convolution $ h_1(t)*h_2(t) + h_3(t)*h_4(t) $ where $h_1(t) = e^{-2t}u(t)$ $h_2(t) = 2e^{-t}u(t) $ $h_3(t) = e^{-3t}u(t) $ $h_4(t) = 4\delta(t) $ and then the ...
2
votes
1answer
59 views

A general theory of convolution product

in my childhood, I learned about convolution products for function over $\mathbb R$ (1). For quite a while now, I have played with polynomial rings, where also, the product is sometime called a ...
2
votes
1answer
129 views

Calculate the convolution of two constants. (5.6-1)

Request I am very new to this so please bear with me. I cannot duplicate the answer in the book. I believe I may be making a methodical error. Please correct it for me. Given: Find the convolution ...
2
votes
1answer
127 views

convolution of non-zero functions

Let $f,g$ be two continuous functions with compact support. Show that if $f$ and $g$ are not identically $0$, then neither is $f\ast g$. This statement seems rather elementary, and I would prefer if ...
2
votes
2answers
107 views

Convolution with delta function

I am merely looking for the result of the convolution of a function and a delta function. I know there is some sort of identity but I can't seem to find it. $\int_{-\infty}^{\infty} ...
2
votes
1answer
102 views

Partial derivative of convolution

I have a convolution: $$g(x,\alpha) = \int_D \phi(t)f(x-t,\alpha)dt,$$ where $D$ is compact. I need to calculate $\frac{\partial}{\partial \alpha}g(x,\alpha)$. Under what conditions: ...
2
votes
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 ...
2
votes
1answer
46 views

Convolution computing

How we can compute the convolution product $$\Big(\sum_{n=0}^{+\infty} \delta_n^{(n)}\Big) \star \Big(\sum_{n=0}^{+\infty} \delta_n\Big)$$ where $\delta$ is Dirac distribution? Thank's for the help
2
votes
1answer
454 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 ...
2
votes
2answers
607 views

How to show that the difference of two Gumbel distributed random variables follows a Logistic distribution?

How can you show that when you have two random variables $X,Y\sim\text{Gumbel}[0,1]$ , then $X-Y\sim\text{Logistic}[0,1]$ . I tried to use the convolution formula ...
2
votes
1answer
67 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?
2
votes
1answer
231 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
votes
1answer
1k 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
votes
1answer
242 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 $f*\phi_k\to cf$ ...
2
votes
1answer
95 views

Does negative distributive property of convolution over cross correlation holds?

Let $\star$ denote convolution binary operation and $\otimes$ denote cross correlation binary operation between two functions. Let $f,g,h$ be functions. Does this negative distribution property ...
2
votes
1answer
292 views

Convoluted Lorentzian and Fourier Transformation

To describe a measurement, I have to calculate the convolution of three functions $f,g,h$: $f(x)=\frac{1}{(W/2)^2+x^2} \, , W>0$ $g(x)=e^{\beta x} \frac{(\beta x-2)e^{\beta x}+\beta ...
2
votes
1answer
93 views

A continuous random walk of length 1

Suppose one starts at origo in in the plane and takes $N$ steps of length $1/N$ in a random direction, what is the distribution of the resulting distance from origo as $N$ approaches infinity? For one ...
2
votes
1answer
533 views

Using FFT in matlab

I am not completely sure if this is where a MatLab question belongs, so if not, please direct me where I should ask. But onto my question. I am working on trying to deconvolution a signal with ...
2
votes
1answer
661 views

How to express multiplication of two spherical harmonics expansions in terms of their coefficients?

Consider a spherical harmonics expansion/series like this: $$f(\theta,\varphi)=\sum_{\ell=0}^\infty \sum_{m=-\ell}^\ell f_\ell^m \, Y_\ell^m(\theta,\varphi)$$ Presumably if we take two functions on ...
2
votes
1answer
206 views

Laplace transform having this unusual property in convolution?

Here is the problem Solve $y'(t) = 1 - \int_{0}^{t} y(t - v)e^{-2v}dv$ The solution sets $\mathcal{L}(y) = Y(s)$ and does the following Notice that in step 1, they have $$Y(s)\dfrac{1}{s+2}$$ ...
2
votes
1answer
1k views

The distribution of the sum of two independent exponential distributions

I am trying to calculate the distribution of the sum of two independent log-uniform distributions but something doesn't add up. Suppose $a \sim \mathrm{uni}(0,1)$ and $b \sim \mathrm{uni}(0,1)$. ...
2
votes
1answer
176 views

The digit base and the NTT convolution

Suppose I'm using a number theoretic transform (NTT) in an integer field $GF(p)$. I assume that $2n$-th root of unity exists for such a $p$, and I want to compute a convolution of two $n$-length ...
2
votes
1answer
130 views

Property of Convolutions

Given $f(x), g(x): \mathbb{R} \to \mathbb{R}$ we can form the convolution $f * g$. Define $h(x) = f(cx)$ for some $c>0$. Can we express the convolution $h*g$ in terms of $f * g$ ? Thanks for all ...
2
votes
2answers
2k views

Computing a convolution using FFT

I have two sequences of the same length, $(x_i), i=1, 2, \ldots, N$ and $(y_i), i=1, 2, \ldots, N$ and a function $K(t) = -t \times \exp(-t^2 / 2)/ \sqrt{2 \pi}$. I need to compute the following ...
2
votes
1answer
425 views

Convolution on group with measure

I was wondering about the generalization of the concept of convolution from the familiar one on real spaces and how many properties still remain. For convolution on Lebesgue-integrable real-valued ...
2
votes
0answers
35 views

Conditions under which an Convolution operator is normal.

I have a possibly complex valued convolution operator given by $ \int_{\mathbb{R}}K(x-y)f(y)dy$ I know that the operator is self-adjoint if $K(x)=\overline{K(-x)}$ holds. But are there softer ...
2
votes
0answers
15 views

Conditions under which a convolution transformation is injective in the 1-d Torus

Let $X=[0,1)$ the 1-d torus. Given a bounded positive function $w\colon X\to\mathbb{R}$ with unit integral (I mean $w\geq 0$, $w\in L^\infty(X)$ and $\int_X w\; dx=1$), define \begin{align*} T_{w} ...
2
votes
0answers
27 views

Convolution of two signals

I have a problem with the convolution of two signals: $$x_{1}(t) = e^{2t}*u(-t)$$ $$x_{2}(t) = u(t-3)$$ $$x_1 \mathbin{\mathrm{(conv)}} x_2 = \int_{-\infty}^{+\infty} x_2(\tau) * x_1(t-\tau) \, ...
2
votes
0answers
20 views

Is there a name for this “simplified” Volterra series?

Consider a nonlinear, time-invariant system of the following form: $g(t) = \left[h_1(t) \ast f(t)^1\right] + \left[h_2(t) \ast f(t)^2\right] + \left[h_3(t) \ast f(t)^3\right] + ...$ where $\ast$ ...
2
votes
0answers
32 views

Approximating two-dimensional convolution

I am trying to use discrete 2d-convolution to estimate continuous double convolution. The convolution integral is $$g(x,y)=(f\ast h)(x,y) = \int_{-\infty}^{\infty} \int_{-\infty}^{\infty} f(u,v) ...
2
votes
1answer
20 views

Convolution of multiple correlated probability density functions

Following up this question, assume $X_1$ to $X_n$ are $n$ correlated random variables with know marginal cumulative/probability distribution functions of $f_1(X_1)$ to $f_n(X_n)$, and a joint ...
2
votes
0answers
43 views

How can I find the convolution of these two functions?

Restrucutred this question, as it felt more natural to be asked in a different matter than I first wrote. Given the functions $$f(t) = \frac{e^{-2|t|}}{4},\quad g(t) = \frac{e^{-3|t|}}{6}$$ Find ...
2
votes
0answers
25 views

How to evaluate Integro-Differential Equation using Laplace convolution?

Can someone please explain how I begin to evaluate the following integro-differential equation? I know that it involves a convolution, but the $y(τ)$ within the integral is throwing me off. ...
2
votes
1answer
38 views

Inverse Laplace Transform of $F(s) = \frac{3s+8}{(s^2+2s+20)^2}$

Having a little trouble solving this fractional inverse Laplace were the den. is a irreducible repeated factor $$F(s) = \frac{3s+8}{(s^2+2s+20)^2}$$ tried to apply partial fractions to it and i just ...
2
votes
0answers
32 views

For which $F$ we have $F(f\ast g)= f\ast F(g)$ for all $f,g \in L^{1}$?

Young's inequality tells us that: $L^{1}\ast L^{p} \subset L^{p}, (1\leq p \leq \infty)$ My Question: What are examples of functions $F:L^{1}(\mathbb R)\to L^{p}(\mathbb R)$ with the property ...
2
votes
0answers
42 views

Clarification on Wolfram Mathworld's explanation of the connection between Gelfand Transform and Fourier Transform

http://mathworld.wolfram.com/GelfandTransform.html In the definition, what does $x$, $\hat x(\phi)$, and $\phi$ represent exactly if we were to consider definition of the Fourier transform? Can ...
2
votes
0answers
104 views

About sparse polynomial squares

Given $p\in\mathbb{Q}[x]$, we define the weigth of $p$ as: $$ W(p) = \#\{n\in\mathbb{N}: [x^n]\,p(x)\neq 0\} $$ i.e. as the number of non-zero terms. By playing a bit with the Taylor series of ...
2
votes
1answer
77 views

a Bound for functions in $L^p$ after convolution with a $G_\lambda$ almost a heat Kernel

The following questiion comes from the article of Stroock & Varadhan (Diffusion processes with continuous coefficients I - 1969 - pg 378 ) We consider the operator $G_\lambda$ $$G_\lambda ...