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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22 views

Proof commutativity of (differential) convolution operater

I tried to proof a claim and I'm not sure if I did it right. It would be great if someone could have a look at it! First I give a definiton: Let $h : [0, \infty ) \rightarrow \mathbb{R}$. We define ...
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1answer
11 views

Show separability of discrete convolution.

Given two functions $I, H$ we define the discrete convolution as $$ I' (u,v) = I(u,v) \ast H(u,v) = \sum_{i = -\infty}^\infty \sum_{j = -\infty}^\infty I(u-i, v-j) H(i,j)$$ Now, I need to show that ...
2
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1answer
28 views

Fourier transform of a Laplace transform

Is there an easy way to find the Fourier transform of a Laplace transform of function? $$ F[L[f(t)]_{s}] $$ Where my $f(t)$ is $\sqrt{t}$. However, Before finding the Fourier transform I do the ...
2
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1answer
19 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 ...
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1answer
11 views

Bound on the derivative of a cut-off function

Let $\rho$ be a smooth function in $\mathbb R^n$ such that $0 \leq \rho \leq 1$ and $\rho$ is supported in the unit disk and let $\rho_\epsilon(x) = \epsilon^{-n}\rho(\epsilon^{-1}\|x\|)$. If $f$ is ...
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1answer
23 views

Convolution operator positive definite?

Let $\mu$ be a compactly supported Borel probability measure on $\mathbb{R}^n$. Consider the convolution operator $T: L^2(\mathbb{R}^n) \rightarrow L^2(\mathbb{R}^n)$ defined by $$ Tf = f \ast \mu $$ ...
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2answers
35 views

Is the convolution operation some kind of group operation?

I'm just curious but will the convolution operation be any sort of group operation? A motivating example would be to see that the natural exponential family of distribution functions are closed under ...
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2answers
39 views

Density of sum of two uniform random variables

I have two uniform random varibles. $X$ is uniform over $[\frac{1}{2},1]$ and $Y$ is uniform over $[0,1]$. I want to find the density funciton for $Z=X+Y$. There are many solutions to this on this ...
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1answer
16 views

Probability of a single variable from a Moment Generating Function

This is from the A/S/M study guide, and the answer is listed, I just don't understand how he's arriving at the answer... I'm sure it's something simple I am missing! I have two identically ...
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1answer
600 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 ...
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2answers
142 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
24 views

Details about Generalized Convolution (Number Theory - Apostol)

In "Introduction to analytic Number Theory" by Apostol there is chapter about generalized convolution. Let F denote a real or complex-valued function defined on the positive real axis such that ...
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2answers
358 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 ...
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2answers
93 views

Intuition behind convolution identity for Laplace transforms

Convolutions, relatively speaking, are fairly straightforward for simple systems (from an applied perspective), but I cannot, at all, find the intuition behind the Laplace identity for convolutions. ...
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0answers
25 views

Re-expressing the Integral $\int h(t-\tau)x(t-\tau)x(\tau)^2\,\text{d}\tau$

Given the integral: $$ \int^{t}_{0} h(t-\tau)x(t-\tau)x(\tau)^2\,\text{d}\tau = \int^{t}_{0} h(t-\tau)F(\tau)\,\text{d}\tau + K $$ Can you find $F(\tau)$ so it is not a function of $t$ and find $K$ ...
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0answers
9 views

Variance reduction factor using gaussian filtering

I am currently trying to find the variance reduction ratio using gaussian filtering. For a simpler filter (as mean filtering for example), I am able to calculate it easily to find the well known ...
2
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1answer
104 views

Why does convolution not maintain asymptotic equality of coefficients?

Assume I have four (generating) functions $f$, $f'$, $g$ and $g'$. If that is interesting, we can assume that they all share the same radius of convergence $\rho > 0$. In addition, we know that ...
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0answers
42 views

Do asymptotically equivalent coefficients survive convolution at least in Θ?

This is a follow-up question to this one where I asked if asymptotic equivalence of coefficients carried over after convolution, resp. why this was not the case. Answerer Daniel Fischer proposed that ...
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0answers
43 views

What is $D\delta$ if $D$ is ordinary differential operator and $\delta$ is the Dirac distribution?

I'm reading some material about single-variable distribution theory. More specifically, I was checking some theorems of the convolution algebra $\mathcal{D}_+$, where $\mathcal{D}_+$ is the space of ...
2
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1answer
827 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
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1answer
36 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 $f\ast g \in \mathcal{S(\mathbb R)}$ ? ...
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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!
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2answers
307 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
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2answers
92 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 ...
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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, ...
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1answer
29 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
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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 ...
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1answer
25 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 ...
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1answer
63 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 ...
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19 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 ...
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0answers
15 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 $f_p$. ...
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1answer
59 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 $N$ ...
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1answer
23 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. ...
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1answer
208 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)} - ...
2
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1answer
147 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) + ...
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1answer
40 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 $g \in L^1$
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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
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0answers
37 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 ...
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1answer
36 views

How we can compute the convolution product [closed]

How we can compute the convolution of $x_+^k$$*$ $x_+^n$
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1answer
993 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
42 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?؟ . .
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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 ...
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1answer
41 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 ...
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0answers
21 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? ...
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0answers
35 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 ...
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0answers
42 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: ...
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1answer
17 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 ...
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0answers
11 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: ...
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10 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 ...
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1answer
37 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 ...