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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History of convolution

Let $f, g\in L^{1}(\mathbb R),$ we may define the convolution of $f$ and $g$ as follows: $f\ast g(x)= \int_{\mathbb R} f(x-y)g(y) dy, (x\in \mathbb R).$ It is well known that it can be defined on ...
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0answers
34 views

Help with Fourier transform of product

I was reading this article in wikipedia, and I supposed $f,g \in L^1(\mathbb{R^n})$ such that their product $f \cdot g$ are in $L^1(\mathbb{R^n})$ too. So let $h=f \cdot g$, and ...
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2answers
42 views

When is convolution associative?

Convolution is associative on e.g. integrable function on $\mathbb{R},$ but not on distributions. What about the convolution of measures on an unimodular group $G$?
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0answers
15 views

Convolution of tempered distributions where one has compact support.

For $u\in\mathcal E'(\mathbb R^n)$ and $v\in\mathcal S'(\mathbb R^n)$, we defined $u\ast v$ by $\langle u\ast v, \phi\rangle = \langle v, \check u \ast \phi \rangle$ for all $\phi\in\mathcal S(\mathbb ...
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1answer
24 views

Convolution with one of the variables is mixed and the other continuous

Suppose $X$ and $Y$ are independent random variables with CDF $F$ and $G$ and nonnegative support. If $X$ has a point mass $p$ at $0$ and otherwise some "density" $f$ (that is, ...
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1answer
64 views

Reversing results for sums of independent variables

Please let me use a specific example to illustrate the general title above. (1) It is well known that if $X$ and $Y$ are independent and $X,Y\sim N(0,1)$ then $$ Z\equiv X^2+Y^2\sim\chi_2^2 $$ where ...
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0answers
22 views

Integration of convolution

I'm trying to solve the following equation $$\int\limits_{-\infty}^t \,(f\ast g)(t')dt'.$$ $f$ could be a kind of $\delta$-function: $f(t) = \delta(t)$ but should not be limited to be one. $g$ is ...
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1answer
26 views

Simple case of Young's inequality

I have a question concerning Young's inequality stated as follows: $||a∗b||_{ℓ_q}≤||a||_{\ell_1}||b||_{ℓ_q},~~~~ 1≤q≤∞$. Here you can find something on $\ell_q\big(\mathbb{Z}\big)$: Young's ...
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0answers
20 views

A convolution equation with two unknowns

I consider the following convolution-type equation with two unknowns $f_1$, $f_2$: $$ a_1 * f_1 + a_2 * f_2 = 0, $$ where $a_1$, $a_2 \in L^1(\mathbb R)$ and $*$ is the ordinary convolution. This ...
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0answers
26 views

On the convolution of $f(x)=\sin x/x$ and $g(x)=1-|x|$

I am having trouble with computing the convolution of $f(x)=\sin x/x$ and: \begin{equation} g(x)=\begin{cases} 1-|x|,& -1 \leq x \leq 1 \\ 0, & x \notin [-1,1] \end{cases} \end{equation} I ...
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1answer
33 views

Norm convergence of approximations to the identity

Let $\varphi \in L^1(\mathbb{R}^d)$ be such that $$\int_{\mathbb{R}^d} \varphi(x) \, dx = 1.$$ For each $\varepsilon>0$, let $\varphi_\varepsilon:= \varepsilon^{-d} \varphi\left( \dfrac x ...
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2answers
769 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
1k 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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1answer
200 views

Subtraction between two independent geometric random variables [closed]

Let $X$ and $Y$ be two independent and geometrically distributed variables with same parameter $p$, compute the PMF of $X-Y$. How about $P(X=Y)$?
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1answer
16 views

1D FFT on rotated image column by column

I am facing a problem: performing 1D FFT on a rotated column by column on a rotated image, described as following: Original Image: Rotated Image: What I have: original image convolution ...
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2answers
39 views

Steinhaus-like problem

I know there are similar problems on here, but I believe this is not a duplicate. Let $E \subset \mathbb{R}$ be a measurable set of positive finite measure. Define $f:[0,\infty) \rightarrow ...
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0answers
62 views

a Bound for functions in $L^p$ after convolution with a $G_\lambda$ almost a heat Kernel

The following questiion comes from the article of Stroock & Varadhan (Diffusion processes with continuous coefficients I - 1969 - pg 378 ) We consider the operator $G_\lambda$ $$G_\lambda ...
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0answers
15 views

Concatenated model for 2D?

I am looking for a way to perform 2D convolution through a concatenated model. I am not looking for a faster way of doing 2D convolution. My objective is to find a scheme where I can perform it in ...
2
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1answer
34 views

Convolution of various functions

There is asked in an example to do convolution $ h_1(t)*h_2(t) + h_3(t)*h_4(t) $ where $h_1(t) = e^{-2t}u(t)$ $h_2(t) = 2e^{-t}u(t) $ $h_3(t) = e^{-3t}u(t) $ $h_4(t) = 4\delta(t) $ and then the ...
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0answers
9 views

Prove that $\int_{\mathbb R^n} u_\epsilon \, divT=\int_F div(T*\rho_\epsilon). $

Let $F\subseteq \mathbb R^n$ be a set and let $\chi_F$ its indicator function, regularized with functions $\rho_\epsilon\in C^\infty_c(\mathbb R^n)$ such that $u_\epsilon:=\chi_F* \rho_\epsilon\to 0$ ...
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1answer
28 views

Convolution in Matlab with different “sampling”

I am trying to figure out how to "normalize" the convolution that Matlab does (using the "conv" operator). If I have a rect function with spacing T and I do the convolution of that function with ...
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2answers
94 views

Estimate of a convolution from a paper by Michael Christ

I don't understand Lemma 2 of the paper Hilbert transforms along curves, II: A flat case by Michael Christ. The situation is as follows. I slightly simplified it from the exact context in the source. ...
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1answer
19 views

Does the operand in a convolution have a particular name?

In a convolution: $$(f*g*h)(t) = \int f(x)g(y)h(z) \delta(t-x-y-z) dxdydz$$ do the operands $f,g,h$ have a specific name, besides the general "operand"?
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1answer
362 views

Convolution Theorem involving a constant.

Should one have f(x) and g(x), and wants $f(x) \ast g(x) $ from what i understand this can be quite difficult, however should $f(x)=\alpha$, a constant, what is $f(x) \ast g(x) $?
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1answer
47 views

How can I find the limit?

Let $f\in$$L^1(\mathbb{R})$and $g\in$$L^1(\mathbb{R})$$\cap$$L^\infty(\mathbb{R})$. My question is how can I find the value $\lim_{x \to \infty}f\ast g (x)$ ? I know that $f\ast g $ is continuous and ...
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0answers
33 views

Transformation of function of three random variables

I have been doing exercises in basic probabilities, and there is a type of questions which I am never quite sure of the answer, so I wanted to get some opinion about the way I do it. The question is ...
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0answers
19 views

What groups act transitively on the unit disk

After long computations to find a formula for the solution of the Dirichlet problem on the strip, my Complex Analysis professor observed that the solution on the strip and on the disk is written in ...
3
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1answer
27 views

Convolution product, Lp spaces

I wonder how to prove the following statement, Let p,q be real numbers s.t $1\leq p \leq\infty$, $1\leq q \leq\infty$ and $ \frac{1}{p}+ \frac{1}{q}=1$ Let $f \in L^p(\mathbb R^n)$ and $g \in ...
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0answers
34 views

Why is polynomial convolution equivalent to multiplication in F[x]/(xn−1)?

Why is polynomial convolution equivalent to multiplication in $F[x]/(x^n-1)$? From this, I still can not understand how to get this $$ \begin{align} &f*g ...
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0answers
45 views

Normal Exponential Convolution proof

I am seeing a scientific paper where they explain background correction modelled as two random independent variables one with exponential distribution and the other with normal distribution. ...
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1answer
123 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 ...
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1answer
52 views

Branch points of functions defined as convolution integrals

I am studying sets of equations containing convolution integrals of the following type: $$ u\mapsto \int_D dz g(z) f(z-u), $$ where $g$ is analytic, but $f$ has a pole at the origin (so colloquially ...
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0answers
20 views

Shifting a function for convolution

We have $f(t)$, $h(t)$ and we want to compute the convolution of these two functions. So we will have a dummy variable τ for the product: f(τ)h(t-τ) as we know... Why we are not permitted to ...
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0answers
18 views

Graphical transformation : reflect and shift

I know that x[-n] will be reflection of x[n] along y-axis and x[n+k] will shift x[n] to left by k points. Now if I take x[n] 1. x'[n]=x[-n] should reflect along y axis 2. x'[n+k]=x[k-n] should shilf ...
3
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1answer
47 views

Convolution of two functions is a constant

I have the convolution of two functions $f(t)$ and $g(t)$ is a constant $K \in \mathbb{R}$, i.e., $(f*g)(t) = K$ for all $t \in \mathbb{R}$. Taking Fourier transform of the convolution yields $$ ...
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0answers
42 views

Laplace transform of inverse error function

I want to calculate the convolution of a function with the inverse error function. Therefore I chose to try to first find an integral transform of the inverse error function like the laplace ...
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2answers
631 views

Dirac delta convolution with function

I've come into a bit of a snag, and thought some more talented mathematicians could maybe help. I am trying to do the following integral: $$S(x,t) = \int I(z)\delta(x-G(z,t)) \mathrm{d}z,$$ where ...
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0answers
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Convolution notations and some miscellanous convolution questions

Convolution between distributions over the real number line, as it is mentioned in the optics course in my uni and also in wolfram is defined as: $$f(t) * ...
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1answer
31 views

use laplace transform to solve the given integral equation

use Laplace transform to solve the given integral equation I don't know how start because it differences on other Laplace question I see before
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1answer
48 views

Convergence of $u * \eta_\epsilon$

Let $\eta \in C_c^\infty(B(0,1)), \eta \ge 0, \eta$ radially symmetric and $\int_{\mathbb{R}^n} \eta d\mathcal{L}^n = 1$. $\eta_r := r^{-n} \eta(\frac{x}{r}) \in C_c^\infty(B(0,r))$. Integral of ...
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0answers
40 views

Young's inequality for convolutions for functions of bounded support

If $$f\in L^P(\mathbb{R}^d), g\in L^q(\mathbb{R^d}), \; \frac{1}{p}+\frac{1}{q}=1+\frac{1}{r},$$ then Young's inequality for convolutions states $$\|f*g\|_{L^r}\leq\|f\|_{L^p} \|g\|_{L^q}.$$ In ...
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1answer
119 views

A convolution involving binomials

Given $$f(i)\gt0,\:g(i)>0,\:i =0,1,2,3,...\:$$and$$\sum_{i=0}^{\infty}f(i) = 1,\sum_{i=0}^{\infty}g(i) = 1$$Prove that, if$$\frac{g(l-k)f(k)}{\sum_{i=0}^{l}f(i)g(l-i)}=\binom{l}{k}p^k(1-p)^{l-k}\: ...
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1answer
23 views

Fourier transform of a product of two rect functions

I am trying to evaluate the following expression $$\mathcal{F}\{\mathrm{rect}_{L_{x}}(x)\mathrm{rect}_{L_{y}}(y)\}$$ which denotes the 2-dimensional Fourier transform (reciprocal variables $k_x$, ...
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1answer
19 views

integral over domain $1_{(x+y≥100)}$

The problem is: Compute: $\frac {1}{40^2}\int_{40}^{80}\int_{40}^{80} (100-x)1_{(x+y≥100)}dxdy$ my attempt: $$=\frac {1}{40^2}\int_{40}^{80}\int_{100-x}^{80} (100-x) dydx = \frac ...
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0answers
26 views

Multiple convolutions

Let $\phi(x)=1$ on [0,1] and 0 anywhere else. Is there a was to say what the support of the n-times convolution of phi with itself, that I wann to denote by $B_n$, is? In especially is it possible to ...
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0answers
15 views

Derivative of convoluted 2D image w.r.t. to its coefficients

I am creating an image with the following variables with the following dimensions: $A: (1,i)\\ X_a: (i,x,y)\\ B: (1,j)\\ X_b: (j,x,y)\\ Image=A\cdot X_a\odot B\cdot X_b $ Where $\odot$ stands for ...
1
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1answer
76 views

PDF & CDF of a Sum of Weighted Independent Random Variables $Z=aX+bY$

From this question here, I learned that the Cumulative Distribution Function (CDF) of $Z=X+Y$ is: \begin{eqnarray*} F_Z \left( z \right) & = & \int F_X \left( z - y \right) dF_Y \left( y ...
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2answers
328 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 ...
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0answers
40 views

Fourier transform and recursion

Starting with the first derivative of a continuous general function $u(x)$, say $\frac {du}{dx}$ and I take the Fourier Transform of it, I know the solution is $i\cdot k\cdot U$, where $ U$ is the ...
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2answers
392 views

Is the convolution an invertible operation?

If I have a signal $f(x,y)$ (discrete) and I convolve this signal with a kernal $h(x,y)$: $y(x,y) = f(x,y) \star h(x,y)$ (where $\star$ is the convolution operator) Can I obtain $f(x,y)$ given only ...