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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49 views

Need help with convolution problem.

I'm just learning about the convolution integral and am stuck on this example problem: Given $x_1(t) = \left \{\begin{array}{lr} 1 : 0 < x < 1 \\ 0: \text{elsewhere} \end{array} ...
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0answers
64 views

Fubini theorum for integrating 1 dimension of a 3d convolution

I have 3D volume that is convoluted with a 3D blur function. Both are positive and integrate to a finite value. I can see experimentally (meaning playing with matlab) that this is true: $\int_{-a}^{a ...
7
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1answer
204 views

A Mathematical way to represent a image kernel?

How to represent the calculation in this image mathematically? For example: With the discrete convolution and Fourier Transform. It tries to do a calculation on the original image (image A/input) ...
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1answer
319 views

What's the difference between convolution and crosscorrelation?

What's the difference between convolution and crosscorrelation? So why do you use '-' for convolution and '+' for crosscorrelation? Why do we need the "time reversal on one of the inputs" when doing ...
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2answers
421 views

Convolution: Laplace vs Fourier

Are there real world examples when it is better to use laplace instead of fourier to compute a convolution? And vice versa. Fourier can use negative numbers (as in 'integrates from minus infinity to ...
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1answer
328 views

Multiplying polynomial coefficients

Take: $u(x)$ and $v(x)$ to be integer polynomials, and then interpret them as sequences in the obvious way: i.e. you put the $i$th term to be the coefficient of $x^i$. Then you'll find that $u\ast ...
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2answers
161 views

Understanding convolution

Take: $$ (u*v)(k) = \sum_{i=-\infty}^\infty u(i)v(k-i). $$ The $k$ is there, it's because you want to define $$ \ldots\ldots, (u*v)(-3), (u*v)(-2), (u*v)(-1), (u*v)(0), (u*v)(1), (u*v)(2), ...
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1answer
125 views

Sifting Property of Convolution

This is going to be a dumb question, but I can't figure it out, so here goes $ f(t)\quad \bigotimes \quad \delta \quad (t\quad -\quad { t }_{ o }) $ = $\int { f(\tau )\delta (t\quad -\quad { t }_{ ...
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1answer
106 views

difference between convolution of two densities and mixture density?

I am wondering about the difference of the convolution of two probability density functions and the mixture of those two. This is not the same right? But what is the difference and how can it be ...
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1answer
124 views

Convergence of convolution of $L^p$ function with a sequence of distributions

let $h_n\in C_c^\infty (\mathbb{R}^d)$ s.t. $\int h_n dm = 1$ and $\operatorname{supp}(h_n)\to {0}$. I've proven that $h_n\to\delta_0$ in $\mathcal{D}'(\mathbb{R}^d)$, now I'm trying to show that for ...
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2answers
78 views

Convolution with sign function

I am having some trouble calculating the convolution $ (f*g)(t) $ between these two functions: $$ f(t)=e^{-t}1(t) $$ where $1(t)$ is the unit step function, and $$ g(t)=\mathrm{sgn}(t) $$ Using ...
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1answer
107 views

Convolution of dependent discrete random variables

We have a set $X_1, X_2, \ldots, X_n$ of correlated discrete random variable with a given correlation matrix. How can one compute the sum $X_1 + X_2 + \cdots+ X_n$ knowing the probability mass ...
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1answer
110 views

How to make 3D object smooth?

I want to make the below picture into an egg with smooth surface. For the implementation in Mathematica, please, see this thread here. This thread considers mathematical methods to achieve the goal ...
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1answer
125 views

$\mathcal{L}^p$ spaces and convolution

Suppose that $f \in \mathcal{L}^p$ and $g \in \mathcal{L}^q$, and $p,q$ are conjugate exponents. Then prove that (a) $h(x) = \int_{-\infty}^{\infty} f(t) g(x+t) \, dt$ defines a bounded continuous ...
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0answers
41 views

Cancellation of summations

I am working on some stuff related to the convolution property of the discrete Fourier transform. If we consider: $$\sum_{p = 0}^{N-1}\hat{s}_{p}e^{ik_{p}x_{m}} = \sum_{p = ...
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0answers
150 views

The norm of an operator

Let $\rho(x)$ be a weight function in a unit sphere, such that \begin{equation} \begin{array}{l} \displaystyle 1. \rho(x)\ge 0,\int_{\mathbb{R}^n}\rho(x)=1\\ \displaystyle 2. \rho(x)\in ...
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2answers
453 views

Convolution of integer sequences

I read this somewhere: $U$ and $V$ are defined on the set $\mathbb{Z}$ of integers. The convolution of $u$ and $v$, noted as $(u*v) (k)\,\theta$ or $ (u \otimes v) (k)\theta$, is a new sequence whose ...
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1answer
248 views

How do I take the complex convolution of this impulse response and input?

I derived a an impulse response of $h[n] = (3/4) (-j3/4)^{n} u[n]$, where $u[n]$ is the unit step function. I have an input $x[n] = u[n-5]$. I can find a vector representation of the convolution of ...
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0answers
174 views

Convolution Exercise Homework

Put $\varphi(t)= 1- \cos \;t\;\;\;$ if $\;\;\;0 \leq t \leq 2 \pi$, $\varphi(t) = 0$ for all other real $t$. For $-\infty < x < \infty $, define $$ f(x)= 1,\;\;\;\;\;\;\;\;\;\;g(x) = ...
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1answer
867 views

How to determine the step response using convolution of the signal's impulse response?

The step response can be determined by recalling that the response of an LTI to any input signal is found by computing the convolution of that signal with the impulse response of the system. ...
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1answer
147 views

Lower bounds of laplace transform of characteristic functions

I have the following integral: \begin{equation} f(\mu) = \int_0^\infty e^{-\mu t}\varphi_X(t)dt \end{equation} where $\varphi_X(t)$ is the characteristic function of some undetermined probability ...
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1answer
207 views

Graphical understanding of the convolution of discrete distributions.

I am studying convolution and trying to get a visual sense of the process. From the wikipedia page I understand what 2 continuous gaussian or 2 uniform distributions will produced when convolved, but ...
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2answers
229 views

Convolution of continuous function with $\mathcal{C}^{1} $ function

I'm having difficulty with the following problem: Let $f:\mathbb{R}\to\mathbb{R}$ be continuous on $\mathbb{R}$ such that $\mbox{Supp}\left(f\right)$ is compact and let $g:\mathbb{R}\to\mathbb{R}$ ...
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0answers
78 views

Convolution and Smoothness Conditions

Suppose $f(x),g(x)\in L_1(\mathbb{R})$, with both $|f(x)| \leq 1$, $|g(x)| \leq 1$ and $|f(x)| \rightarrow 0$, $|g(x)| \rightarrow 0$ for $|x| \rightarrow \infty$. Given that we have two other ...
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1answer
138 views

What is the distribution of empirical covariance between two independent normal distributions?

Suppose that we have two independent normal distributions $\mathcal{N}_{1}(0,s)$, $\mathcal{N}_{2}(0,t)$ what is the distribution of empirical covariance (or empirical correlation if this make my ...
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2answers
281 views

How can you do convolution graphically?

I don't exactly remember whether I should get the common area under the curves of the functions being convolved or I should multiply them and get the area under the resulting curve.
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1answer
281 views

convolution square root of uniform distribution

I need to find a probability distribution function $f(x)$ such that the convolution $f * f$ is the uniform distribution (between $x=0$ and $x=1$). I would like to generate pairs of numbers with ...
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1answer
173 views

what's the distribution of the inverse of a random variable that follows a negative binomial distribution?

I was studying the method of moments estimation of parameters, and I encountered the following problem. I have a geometric distribution as following: $P(X=k) = p(1-p)^{k-1}$, and a sample size of n, ...
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4answers
803 views

Repeated convolution of probability distributions

Question Let $$S_k=\sum_{i=1}^k X_i$$ be the sum of $k$ independent random variables. I am interested in closed-form expressions of the pdf of $S_k$. In general, the pdf is given by the $k$-fold ...
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0answers
74 views

Properties of a continued fraction convolution operation

Usually the partial numerators of a continued fraction are all 1s. Has anyone considered the operation where you convolve 1 continued fraction with another, in other words, make a new continued ...
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1answer
964 views

Finding limits of integration in convolution

I am struggling to fully get how to choose proper limits of integration when calculating convolutions. Right now I am stuck on a problem where I have to show that when taking the Fourier transform of ...
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1answer
61 views

Convolution of $L_1$ functions is $L_1$

Let $f,g\in L_1(\mathbb R, m)$ where m is the Lebesgue measure. Prove that: a) $f(x-t)g(t) \in L_1(\mathbb R, m)$ as a fuction of $t$ almost all $x$ b) $h\in L_1(\mathbb R, m)$ where $h=(f \ast ...
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2answers
251 views

the fourier transform of a “double convolution”

Suppose I have a function $$ m(x) = f(x)\int_{-\infty}^{\infty} h(w)g(w-x)dw = f(x)h*g(x) $$ I want to find the Fourier transform of m(x) in terms of the Fourier transforms of $f,h,g$ but for the ...
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1answer
49 views

A problem about Convolution

If $\phi\in C_0^{\infty}(\mathbb{R}^N)$ and $\psi\in L_{loc}^1(\mathbb{R}^N)$ is defined by $\psi(x)=|x|^{2-N}$, $N\geq 3$ , does $\phi\star\psi$ is in the Schwartz space? Note: $\star$ stands for ...
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1answer
163 views

PDE - (homogeneous) Heat equation - Solution?

today I have a question in PDE. It concerns the heat equation: Formulate the (homogeneous) heat equation for functions $f:(0,\infty)\times\mathbb{R^n} \longrightarrow\mathbb{C}$. Derive an equation ...
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1answer
276 views

Intuition behind the convolution of two functions

Suppose $f(x)$ and $g(x)$ are two functions. What is intuition or idea behind the convolution of $f$ and $g$? After taking the convolution we will get a new function. What is the geometric relation ...
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1answer
72 views

Fourier transform of product

I would like to know the fourier transform of the product of the Cauchy probability distribution $f(x)=\frac{1}{\pi (1+x^2)}, -\infty<x<\infty$ with itself. I know that the fourier transform of ...
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1answer
83 views

Filter signal through convolution

I am a little bit unsure if I've set up the following problem correctly: Consider the signal $$f(t) = e^{-t}(\sin(5t) + \sin(3t) + \sin(t) + \sin(40t)) \quad 0 \leq t \leq \pi$$ Filter this signal ...
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0answers
60 views

Show compactness of an evolution operator

Consider the heat equation $$ u_{t}=u_{xx},~~~~~u_0(x)=u(0,x)$$ with $u\colon [0,T]\times\mathbb{R}\to\mathbb{R}, (t,x)\mapsto u(t,x)$ and the evolution operator $E(T)$ with $E(T)u_0=u(T,x)$. 1.) ...
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1answer
84 views

Evolution operator

We call a function that assigns a starting value of a time-dependent differentialfunction to a solution of a later timevalue as the evolution operator $E(t)$. Look at the thermal equation $$ ...
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2answers
342 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 ...
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1answer
297 views

Double tophat convolved with a gaussian

I need some help calculating the analytically expression of this convolution. The functions in question are: 1) a gaussian ($g(x)$) 2) a "double tophat function" (in lack of a better name). i.e. ...
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2answers
485 views

How to compute Inverse Laplace transform using Convolution

How do you evaluate the inverse transform below using convolution ? $$ \mathcal{ L^{-1} } \left[ {\frac{s}{(s^2 + a^2)^2}} \right] $$ I tried $$\begin{align} \mathcal{ L^{-1} } \left[ ...
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0answers
108 views

When does $|f*g|_{p}=|f|_{1}|g|_{p}$?

From Rudin, Real and Complex Analysis, 1st edition, Chapter 7, Problem 4 Suppose $1\le p\le \infty$, $f\in L^{1}(\mathbb{R}^{1})$, $g\in L^{p}(\mathbb{R}^{1})$. Show that the the integral defining ...
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1answer
121 views

Obtaining Impulse Response from Graph

I want to know how to solve those types of problems.. is it by inspection ? Consider the linear system below. When the inputs to the system $x_1[n]$, $x_2[n]$ and $x_3[n]$, the responses of the ...
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1answer
119 views

Probability density of vector sum

Consider two unit $\mathbb R^2$ vectors $v$ and $w$. Then $v+w$ lies within a (closed) circle with radius 2, that is, in the region $x^2+y^2\leq4$. Intuitively, the probability of $v+w$ lying close ...
2
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1answer
155 views

Fourier Transform of an Operator

I need to calculate the fourier transform of an Operator. meaning I need to calculate the transform of the Operator's corresponding convolution kernel. so the question is: 1.given a 2d fourier ...
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0answers
154 views

convolution of L1 function with a harmonic oscillation

I have to show that the convolution of a function $f \in L^1(\mathbf{R})$ with the harmonic oscillation $\phi_\omega (t) = \exp(2 \pi i t \omega)$ is equal to the Fourier Transform of $f$, ...
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1answer
205 views

Convolution between two distributions

I want to define the convolution $*$ between two distributions $S$ and $T$. For a test function $\varphi$, can I say: $$\langle S * T, \varphi \rangle \doteqdot \langle S, T*\varphi \rangle $$ where ...
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0answers
227 views

Convolution of two functions (pdfs)

I want to convolve two signals . The range of each of the signal is 0 to 1. ...