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
1answer
815 views

Is there an elementary proof of the convolution theorem?

Is there a way, without using much extra theory (other than the basic ideas used in textbooks deriving the Fourier transform for the first time, and ideally just using general theorems about ...
2
votes
1answer
23 views

convolution of compactly supported continuous function with schwartz class function is again a Schwartz class function?

Suppose $f$ is continuous function on $\mathbb R$ with compact support; and $g\in \mathcal{S}(\mathbb R),$ (Schwartz space) My Question is: Can we expect $f\ast g \in \mathcal{S(\mathbb R)}$ ? ...
1
vote
1answer
20 views

Using convolution to impose differentiablilty.

If I had a function $g$ that was not differentiable at a known point, is it possible to convolute it with say a $C^{\infty}$ function $f$, resulting in a differentiable function? Thanks in advance!
4
votes
2answers
227 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 ...
4
votes
2answers
86 views

Easy way to compute $Pr[\sum_{i=1}^t X_i \geq z]$

We have a set of $t$ independent random variables $X_i \sim \mathrm{Bin}(n_i, p_i)$. We know that $$\mathrm{Pr}[X_i \geq z] = \sum_{j=z}^{\infty} { n_i \choose j } p_i^j (1-p_i)^{n_i -j}.$$ But is ...
0
votes
0answers
31 views

Change of Variables for two level Guassian model

I have a multivariate Gaussian distribution from which two variables, u and v, are drawn. The next variables, U and V, are U = 1/(u^2+5) + N(0,sig_U) and V = v^3 + N(0,sig_V). U and V are known, ...
0
votes
1answer
26 views

Using Laplace transforms to solve a convolution of two functions

Hi I have this problem where I need to take the convolution of functions and I am not sure if I got the right answer or something close so any advice or help would be very appreciated. So here is the ...
2
votes
1answer
23 views

Another proof of the iniectivity of a linear operator

Let $g(x)= \chi_{[-\frac{1}{2}, \frac{1}{2}]}(x) $, and $ T \colon L^2(\mathbb{R}) \longrightarrow L^2 (\mathbb{R})$ , $Tf= g \star f$. I was asked to prove that $T$ is injective, and I succedeed ...
1
vote
1answer
24 views

Apparent paradox commuting this convolution: where is the mistake?

Starting with some vector $x$, I am performing two operations: First, I convolve $x$ with another vector $g$ to compute $x*g$, where $~*~$ denotes convolution. Second, I pointwise multiply the result ...
0
votes
1answer
60 views

Operations on Random Variables

It is known that the equivalent resistance of a parallel combination of two resistors is equal to \begin{align*} R = \frac{R_1R_2}{R_1+R_2} \end{align*} which could be also written as ...
0
votes
1answer
518 views

Undecimated Wavelet Transform (a trous algorithm) - how to determine 'anchor'/'center' of convolution filter

i am currently implementing the 'Undecimated Wavelet Transform' with the 'a trous' algorithm. See e.g. http://www.znu.ac.ir/data/members/fazli_saeid/DIP/Paper/ISSUE2/04060954_2.pdf, section II-A. As ...
0
votes
0answers
18 views

What is correlation kernel and compare with gaussian kernel

I read a paper that said about correlation kernel that defined: $$W(x-y)=(α/1+d(|y − x|))$$ where $α =  (\int(1+d(y − x)dy)^{-1}$, $(d(|y − x|))$ is spatial Euclidean distance from the central ...
0
votes
0answers
10 views

Partial derivative in frequency domain when only time domain function is known

I want to calculate $$ \frac{\partial F_p(X(\omega))}{\partial X(\omega)} $$ So $F_p$ operates in some way on $X(\omega)$ but I know the analytical form only in time domain, represented by $f_p$. ...
1
vote
1answer
58 views

Question about transformations and sums on uniformly distributed random variables.

I'm looking into a few problems as a hobby of mine, and found myself with the following problem: let $X$ be a random variable uniformly distributed on $[0,1]$. What is the probability that after $N$ ...
0
votes
1answer
20 views

Convolution module

I am trying to apply GCC-PHAT algorithm here to process audio files and find delay between them. Im coding using Android and Java with the help of this library, and comparing the results with Matlab. ...
-2
votes
0answers
56 views

Convolution Integral

Does someone know how to solve this convolution integral? $$V(x)=c_1\int\limits_{-\infty}^\infty \left(r(\tilde x)+\dfrac{c_2}{n(\tilde x)}-n(\tilde x)\right)\left(\sqrt{c_3+(x-\tilde x)^2}-|x-\tilde ...
1
vote
1answer
203 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)} - ...
0
votes
2answers
328 views

How to calculate a 1D convolution summation?

I hope I said that right. I'm trying to follow along with a convolution example but maybe I am in over my head. I don't understand how in this example they get the values on the right. For example, I ...
2
votes
1answer
132 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) + ...
3
votes
1answer
35 views

$L^1$ norm of convolution

Let $f_{\lambda} = \frac{\lambda}{2}e^{-\lambda |x|}$. Prove that $||f_{\lambda} \ast g - g || \to 0$, when $\lambda \to \infty$, where $g \in L^1$
1
vote
1answer
57 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 ...
2
votes
0answers
28 views

Expectation and convolution question.

I am learning in an image processing course, and the professor did the following: As part of a derivation, has this: What I do not understand, is how he was able to remove $r(i,j)$ to the ...
-3
votes
1answer
34 views

How we can compute the convolution product [closed]

How we can compute the convolution of $x_+^k$$*$ $x_+^n$
0
votes
1answer
981 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
41 views

proof that$ L^1 (G)$ is a subspace of $M(G)$

Let G be a locally compact group, and let $M(G)$ be the space of complex Radon measures on G. I identify the function f with the measure $f(x) \rm dx$ . but How do I prove this inclusion?؟ . .
1
vote
1answer
17 views

Holder continuity of $\frac{x}{|x|^3} \ast f$ with $f \in C^1_0$ in $\mathbb{R}^3$

Ok, so I need to show that for $f \in C^1_0(\mathbb{R}^3)$ the convolution with $k(x) := \frac{x}{|x|^3}$ is Holder continuous. The exponent doesn't matter much as long as I can bound it using ...
1
vote
1answer
39 views

Prove or disprove: $e^{-nG(x)}$, normalized, is an approximation to the identity for $G(x)$ strictly convex

We are given the sequence of functions $$ \phi_{n} = \frac{e^{-nG(x)}}{\int_{\mathbb{R}}e^{-nG(x)}dx}$$ for a nonnegative, strictly convex function $G$ (that is, $G'' \geq c$ for some $c>0$) that ...
0
votes
0answers
18 views

Is this an (integro) differential equation with convolution integral?

Given is the following differential equation: $r\left(\hat{x}\right)$ is given. $n\left(x\right)$ to be determined. Is the following allowed? ...
1
vote
0answers
33 views

Integral Equation of convolution type

given is the following integral equation: All variables and functions are given, except for n(x). I need to find n(x). Does anybody have an idea how to approach this problem? Many thanks in ...
1
vote
0answers
40 views

Laplace transform $y''''+37y''+36y=g(t)$

Hey this problem is making me insane so have at it and let me know what I keep screwing up. Express the solution of the initial value problem in terms of a convolution integral: ...
1
vote
1answer
16 views

if $f$ is in weak $L^p$ and $\phi$ is $C_0^{1}$ then $f \ast \phi$ is in weak $L^p$

Okay, so I'd like to know if what I wrote in the title is true. Suppose that $f \in L^{p,\infty}(\mathbb{R}^n)$ (weak $L^p$ space) and $\phi \in C_0^1(\mathbb{R}^n)$ [or even $C_0^{\infty}$ if it ...
0
votes
0answers
10 views

convolution of 3 uniform random variables

Please help. X,Y,Z are uniformly distributed random variates over the closed interval [3,5] independently/ The sum, S, of any of the two random variates X,Y,Z has a triangular distribution with pdf: ...
1
vote
0answers
7 views

convolution of three functions of two variables

Give three functions of two variables $a(x,y),b(x,y),c(x,y)$ one can construct the following convolution like integral: $y(x,y) = \int dx' dy' a(x',y')b(x-x',y') c(x-x',y-y')$ which I have a hard ...
0
votes
1answer
36 views

Proof of a corollary about associativity of (differential) convolution operater

I m working on the proof the following corollary for ages... I would appreciate any help!! Cor: Let $h : [0, \infty ) \rightarrow \mathbb{R}$. We define the convolution operator $*$ for the ...
0
votes
0answers
9 views

does convolution with the derivative of sinc give the derivative?

If we convolve a sampled waveform, which is sampled according to the Nyquist rate, with the sampled derivative of the sinc function do we get the sampled derivative of the original waveform? Is this ...
1
vote
0answers
32 views

Deconvolution vs convolution.

This is now a second time I am attempting to ask this very important but simple question here. What I want to know is can you do deconvolution by convolving a signal. It is often stated that, for ...
5
votes
2answers
318 views

The condition for Y to make $\mathbb{E}[\max\{X_1+Y,X_2\}] > \mathbb{E}[\max\{X_1, X_2\}]$

I would like to know the condition for a random variable Y in order to make $\mathbb{E}[\max\{X_1+Y,X_2\}] > \mathbb{E}[\max\{X_1, X_2\}]$, where $X_1$ and $X_2$ are iid. Any help would be ...
0
votes
2answers
37 views

estimating $L^p$ norm of $\frac{x}{|x|^3} \ast (-\text{div}_x \ldots)$

I've been having problems with following an argument in a paper I'm reading, I hope someone can help me understand the point. Suppose $f(t,\cdot,\cdot)$ is a $C_0^1 (\mathbb{R}^6)$ function for all ...
0
votes
0answers
37 views

Integral equation with convolution

I need to solve the following integral equation for $\phi(t)$: $$ \ln \phi(t) - c_2\int\limits_{-\infty}^{\infty} k(t-\tau) \, g(\tau,\phi(\tau)) \, d\tau = c_1 $$ On the web I found a solution for ...
1
vote
1answer
43 views

convolution of function with itself 4 times

I have to compute the convolution of $ f(t) = \frac{1}{\pi}\frac{1}{t^2 + 1} $ with itself 4 times, i.e. $$ f \star f \star f \star f $$ I slightly doubt that doing it in steps, i.e. taking $f \star ...
3
votes
1answer
53 views

What is the pdf of $Z=X/\max(X,Y)$ with $X,Y$ exponentials of lambda parameter?

Given $X,Y$ 2 independent r.v.'s both distributed as $\exp(λ)$, what is the pdf of $Z=X/\max(X,Y)$?
0
votes
1answer
42 views

Convolution of ring Delta function

Assume $f(r)=\delta(r-R)$ where $\delta(\cdot)$ is a ring delta function. In other word, $f$ is a circular delta function on a circle with radius $R$. I want to do the convolution of $f$ with itself ...
0
votes
2answers
60 views

Derivative of a convolution

I need to find the derivative of the following equation, which I do think is a convolution: Could anybody give me a hint on how to find the derivative of V(x)? Many thanks in advance!
0
votes
2answers
47 views

Pdf of $Z=(XY)^{1/2}$. with X,Y independent r.v. with the same distribution (iid) [closed]

Let be $X,Y$ two independent random variables having the same distribution (the following is the density of this distribution) $$f(t)= \frac{1}{t^2} \,\,\, \text{for $t>1$}$$ Calculate the ...
1
vote
1answer
41 views

Decay of a Convolution

Let $f, g \in L^1\cap L^\infty(\mathbb{R}^d)$ be probability distributions on $\mathbb{R}^d$, and suppose at large $|x|$, $f$ decays like $|x|^{-\alpha}$ while $g$ decays like $|x|^{-\beta}$, with ...
2
votes
2answers
41 views

What's the density of $Z=\max(X,Y)-\min(X,Y)$ with $X,Y$ exponentials of parameter $\lambda$?

Let be $X,Y$ two independent exponential random variables with parameter $\lambda$. What is the pdf of $Z=\max(X,Y)-\min(X,Y)$? Thanks for your help.
1
vote
3answers
60 views

Convolution of maximum and minimum of uniform random variables

Let $X_1,\ldots, X_n$ be $n$ independent random variables uniformly distributed on $[0,1]$. Let be $Y=\min(X_i)$ and $Z=\max(X_i) $. Calculate the cdf of $(Y,Z)$ and verify $(Y,Z)$ has independent ...
0
votes
0answers
27 views

Power spectral density of convolution of stochastic processes

I was wondering what it is the result of convolving two WSS processes in terms of power spectral densities. I know that, the output $Y(t)$ of a generic linear time invariant system with impulse ...
1
vote
1answer
24 views

Question about mollifiers.

So here is my problem, Let $\rho \in C^\infty (\mathbb{R}^n,R)$ with $\rho\geq 0$, $\rho(x)= 0 \; \forall \|x\|\geq 1$ and $\int_{\mathbb{R}^n}\rho(x)dx=1$. Further, consider the linear map ...
1
vote
1answer
38 views

Probability Density of Convolution of Two Random Processes or Variables

Suppose that we have two stationary random processes $x(t)$ and $y(t)$ with probability density functions $f_{x}(x)$ and $f_{y}(y)$ respectively. Now suppose we form: $z(t) = x(t) \ast y(t)$ What is ...