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
222 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 ...
1
vote
1answer
64 views

A question about stochastic ordering and convolution

Two probability density functions $f$ and $g$ are known to have distribution functions $F$ and $G$ respectively with $F(y)>G(y)$ for all $y$, say on $\mathbb{R}$. It is known that if we convolve ...
4
votes
1answer
59 views

Can FFT be adapted for deconvolution of non-periodic functions?

Can a non-periodic function be padded at the boundaries and deconvolved with inverse FFT? Since a Toeplitz matrix can be embedded in a circulant matrix to perform the deconvolution, is there an ...
0
votes
1answer
95 views

How to calculate the threefold convolution $f*f*f$

Somehow this convolution is driving me crazy. I am trying to calculate for the indicator function $f:=1_{[0,1]}$ the threefold convolution $$f*f*f$$ But honestly, it does not work somehow. ...
0
votes
1answer
53 views

Convolution of a function and Dirac delta - special case

Could anyone tell me where $f(n(a-b))$ came from? The thing is easy when there's $f(x)$ instead of $f(nx)$ - the result would be $f(a-b)$. Thanks in advance.
4
votes
0answers
102 views

Are any of those quotient rings isomorphic to other well known rings?

(1) Let $C_b(\mathbb{R})$ be the ring (with pointwise multiplication and addition) of bounded continuous functions. Let $I_0=\{f_{(x)} \in C_b(\mathbb{R}) \space | \space lim_{x \to \pm ...
0
votes
0answers
19 views

Convolution of an image with a kernel that is a product of two functions

Suppose that $G(i,j)$ is a Gaussian decay function on the distance between points $i$ and $j$ of an image. In addition, $D(i,j)$ is the difference between the VALUES of the image at those points. ...
0
votes
0answers
292 views

How to bring f(x) from denominator to numerator?

Is it possible to rewrite the following ratio in a way that $f(x)$, its powers or derivatives appears only as numerator. $$\frac{1}{\int_{0}^{c}(c-x)^{2}f(x)dx}$$ $c>0$ is a constant. $f(x)$ is ...
1
vote
0answers
126 views

Adding truncated normals: calculating convolutions

Problem: Suppose that $X$, $Y$, and $Z$ are independent standard normal random variables. What is the probability of: \begin{equation} P\{ X+Y+Z+\Delta>0 \, | \, Z+\Delta>0, \, ...
2
votes
1answer
58 views

Is there a function that replaces a product by convolution?

Consider two functions $f(x),g(x) = 0 \forall x<0$, I'd like to know if we can always find an $h(x)$ which satisfies the integral equation $$f(x)g(x) = h(x)*f(x)$$ where '$*$' is the convolution ...
0
votes
1answer
225 views

Green's Function vs. Fundamental Solution

From the texts I've used, the Green's function is of a problem is $G(x,y)$ such that $LG(x,y) = \delta(x-y)$. The fundamental solution is u(x) such that $Lu(x)=\delta(x)$. They seem to be used for the ...
0
votes
1answer
407 views

Application of Fubini's theorem to prove that convolution is integrable

I guess that this is an easy question, but I don't have a very solid math background. I'm trying to prove that if $f,g \in L^1(\mathbb{R})$, then $h = f \star g \in L^1(\mathbb{R})$. So, I have: $ ...
1
vote
0answers
69 views

Calculating convolutions of probability density functions

I have a PDE: $$\frac{\partial N (x,u)}{\partial x}=\int _0^uN(x,u)f(u-u')du'$$ $$N(0,u) = \delta (u)$$ Here $f(u)$ is a probability density function for $0 \le u \le u_{max}$, $\int _0 ^ {u_{max}} ...
1
vote
1answer
93 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 ...
0
votes
1answer
78 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
votes
1answer
144 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 ...
1
vote
1answer
60 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
vote
1answer
81 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} ...
1
vote
0answers
152 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} ...
1
vote
0answers
30 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 ...
1
vote
1answer
225 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
votes
1answer
104 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", ...
1
vote
0answers
34 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\} = ...
0
votes
1answer
77 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
votes
1answer
59 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 ...
0
votes
2answers
223 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 * ...
1
vote
0answers
184 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
votes
1answer
44 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
votes
1answer
52 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
vote
1answer
129 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 ...
1
vote
2answers
37 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
votes
2answers
189 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 ( ...
0
votes
1answer
40 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 ...
1
vote
0answers
46 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 ...
2
votes
0answers
131 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 ...
0
votes
1answer
116 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
votes
0answers
48 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
votes
1answer
98 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 ...
1
vote
1answer
41 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
votes
1answer
71 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
499 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
103 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 ...
1
vote
0answers
79 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
votes
0answers
56 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 ...
0
votes
1answer
184 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
vote
1answer
126 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
vote
1answer
73 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
votes
1answer
135 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) ...
0
votes
0answers
151 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 ...
0
votes
1answer
92 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 $f^{\epsilon} := \eta_{\epsilon}\ast f$ ...