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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3
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1answer
135 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 ...
1
vote
2answers
107 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 ...
0
votes
1answer
118 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 ...
4
votes
2answers
147 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 ...
1
vote
1answer
137 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 ...
1
vote
0answers
42 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 = ...
3
votes
0answers
168 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 ...
2
votes
2answers
598 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 ...
1
vote
1answer
306 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 ...
3
votes
0answers
223 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) = ...
0
votes
1answer
1k 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. ...
1
vote
1answer
170 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 ...
1
vote
1answer
247 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 ...
1
vote
2answers
259 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 $g:\mathbb{R}\to\mathbb{R}$ ...
2
votes
0answers
87 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 ...
2
votes
1answer
161 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 ...
1
vote
2answers
335 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.
1
vote
1answer
333 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 ...
0
votes
1answer
207 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, ...
3
votes
4answers
1k 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 ...
7
votes
0answers
84 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 ...
0
votes
1answer
1k 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 ...
2
votes
1answer
65 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 ...
2
votes
2answers
321 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 ...
1
vote
1answer
51 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 ...
1
vote
1answer
175 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 ...
1
vote
1answer
317 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 ...
2
votes
1answer
82 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 ...
0
votes
1answer
91 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 ...
2
votes
0answers
63 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.) ...
2
votes
1answer
91 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 $$ ...
2
votes
2answers
371 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 ...
1
vote
1answer
375 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. ...
1
vote
2answers
567 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[ ...
4
votes
0answers
122 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 ...
0
votes
1answer
139 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 ...
0
votes
1answer
131 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
votes
1answer
174 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 ...
1
vote
0answers
175 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 $f$, ...
6
votes
1answer
231 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 ...
0
votes
0answers
257 views

Convolution of two functions (pdfs)

I want to convolve two signals . The range of each of the signal is 0 to 1. ...
4
votes
2answers
221 views

Convoluting two surfaces

I'm wondering how the concept of convolution can be extended to 2D. As example, let us take a constant function $z=f(x,y)=1$ with support on $[0..1]^2 \in \mathbb{R}^2$ (see Fig. 1). If we now ...
2
votes
2answers
2k views

Convolution of two triangles

I want to convolve two triangles. The equation satisfied by one triangle is $$f(y) = \begin{cases} y + 1 & −1 < y < 0\\ \\ 1 − y & 0 \leq y < 1 \end{cases}.$$ So, the overall ...
0
votes
0answers
196 views

What is the purpose and usage of convolution?

I am curious of what the purpose and usage of convolution are. Why is convolution created? In layman's term (and in mathematical term), what defines convolution?
1
vote
2answers
134 views

Convolution and analyticity

Assume $f$ and $g$ are continuous and related to each other as $$ f(x) = \int _{0}^{x-1} \Big ( (x- y)^2 - 1\Big )^{3/2}g(y) \, dy, \qquad x>1. $$ If we happen to know that $f$ is real analytic ...
5
votes
3answers
3k views

Can someone intuitively explain what the convolution integral is?

I'm having a hard time understanding how the convolution integral works (for Laplace transforms of two functions multiplied together) and was hoping someone could clear the topic up or link to sources ...
1
vote
0answers
63 views

Convolutions of Path Integrals of Gaussian Functions

I was looking at a question on a physics forum (http://physics.stackexchange.com/questions/45955/splitting-light-into-colors-mathematical-expression-fourier-transforms) and I wanted a more ...
1
vote
1answer
224 views

Convolution Laplace transform

Find the inverse Laplace transform of the giveb function by using the convolution theorem. $$F(x) = \frac{s}{(s+1)(s^2+4)}$$ If I use partial fractions I get: $$\frac{s+4}{5(s^2+4)} - ...
1
vote
0answers
50 views

Maxium value of discrete convolution

I'm trying to calculate the maximum possible short-term energy $E[n]$ of a sampled signal $s$ in terms of $N$ and $\text{bitdepth}$. $$ E[n] =\sum_{m=-\infty}^{\infty} s^2[n]w[n-m] $$ where $$ w(n) ...
5
votes
1answer
108 views

Compactness of Convolutions of Compact Measures

This regards measures on $d$-dimensional Euclidean space $\mathbb R^d$ and their associated densities. A super-level set of a density $f : \mathbb R^d \to \mathbb R^+$ at level $t$ is the set $\{x \in ...