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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17
votes
4answers
3k views

Why convolution regularize functions?

There is a tool in mathematics that I have used a lot of times and I'm still not confortable with. In fact I can't figure out (by this I mean that I cannot understand it geometrically) why does ...
17
votes
4answers
6k views

Meaning of convolution?

I am currently learning about the concept of convolution between two functions in my university course. The course notes are vague about what convolution is, so I was wondering if anyone could give ...
13
votes
5answers
988 views

Definition of convolution?

Why do we use $x - y$ rather than $x + y$ in the definition of the convolution? Is it just convention? (If we are thinking of convolutions as weighted averages, for instance against "good kernels," it ...
13
votes
4answers
1k views

How this operation is called?

This operation is similar to discrete convolution and cross-correlation, but has binomial coefficients: $$f(n)\star g(n)=\sum_{k=0}^n \binom{n}{k}f(n-k)g(k) $$ Particularly, $$a^n\star ...
11
votes
2answers
998 views

Convolution intuition: clarifying Terence Tao's “blurring”/“fuzz” interpretation

On this math.MO post, "What is convolution intuitively?", Terence Tao's answer (in the case where one function is a bump function) involves "blurring" and "fuzz." Could someone clarify his ...
11
votes
1answer
1k views

How to show convolution of an $L^p$ function and a Schwartz function is a Schwartz function

We have the Schwartz space $\mathcal{S}$ of $C^\infty(\mathbb{R^n})$ functions $h$ such that $(1+|x|^m)|\partial^\alpha h(x)|$ is bounded for all $m \in \mathbb{N_0}$ and all multi-indices $\alpha$. ...
10
votes
4answers
10k 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 ...
9
votes
1answer
704 views

The error term in Taylor series and convolution.

I've been wondering a lot why is the remainder of the Taylor expansion of a function, $R_n(x)$, expressed (in one of the many forms) as something very similar to aconvolution. Precisely: $$R_n(x) = ...
9
votes
0answers
144 views

What plays the role of the identity for the generalized convolution associated to the Fourier-Bessel transform?

In traditional Fourier theory, the Dirac delta plays the role of an "identity" for the $L^1$ algebra with respect to the usual convolution. The convolution is traditionally built out of group ...
9
votes
0answers
231 views

Is there a closed form solution of $f(x)^2+(g*f)(x)+h(x)=0$ for $f(x)$?

When $g(x)$ and $h(x)$ are given functions, can $f(x)^2+(g*f)(x)+h(x)=0$ be solved for $f(x)$ in closed form (at least with some restrictions to $g,h$)? (The $*$ is not a typo, it really means ...
8
votes
2answers
657 views

Reconciling two intuitions about convolution

There are two intuitive things convolution does. In the time domain, it represents the distribution of the sum of two independent random variables. In the frequency domain, it's just multiplication. ...
8
votes
1answer
1k views

Is this class of periodic functions closed under the (circular) convolution operation ? Help in proving.

I am studying the properties of a particular class of functions, and I'd appreciate some help in proving a property of that class. I started with a class of functions and made some modifications to ...
7
votes
3answers
6k views

Proving commutativity of convolution $(f \ast g)(x) = (g \ast f)(x)$

From any textbook on fourier analysis: "It is easily shown that for $f$ and $g$, both $2 \pi$-periodic functions on $[-\pi,\pi]$, we have $$(f \ast g)(x) = \int_{-\pi}^{\pi}f(x-y)g(y)\;dy = ...
7
votes
2answers
178 views

Extend a function by convolution

Let $f \in \mathcal{C}^{\infty}(\mathbb{R})$ be a compactly supported function ($supp(f)\Subset\mathbb{R})$. I am wondering about the existence of a $g \in L^p(\mathbb{R})$, for some $p$, such that ...
7
votes
2answers
3k views

convolution of a function with itself equals itself

In a homework question, I was asked to show: (1) in $L^1(R)$, if $f*f = f$, then $f$ must be a zero function. (2) In $L^2(R)$, find a function $f*f=f$. I don't know how to proceed. for (1), $f*f=f$ ...
7
votes
1answer
547 views

ODE Laplace Transforms: what impulse brings an oscillating system to rest?

$2y''+y'+2y=\delta(t-5)$ $y(0)=0, y'(0)=0$ Consider the system given by ODE above in which an oscillation is excited by a unit impulse at $t=5$. Suppose that it is desired to bring the system to ...
7
votes
1answer
372 views

A Mathematical way to represent a image kernel?

How to represent the calculation in this image mathematically? For example: With the discrete convolution and Fourier Transform. It tries to do a calculation on the original image (image A/input) ...
7
votes
0answers
107 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 ...
6
votes
3answers
1k views

Is $L^2(\mathbb{R})$ with convolution a Banach Algebra?

Is $L^2(\mathbb{R})$ a Banach algebra, with convolution? I am pretty sure the answer is no, because I think that $f,g \in L^2(\mathbb{R})$ does not imply that $f*g \in L^2(\mathbb{R})$. However, I ...
6
votes
4answers
3k views

Laplacian 2D kernel - is it separable?

I'm wondering if the 2D laplacian kernel 0 1 0 1 -4 1 0 1 0 is also a separable kernel. How can I find that out?
6
votes
1answer
169 views

Proving an integral identity: $\int\nolimits_{-\infty}^\infty x f(x)f(t-x) dx =\frac{t}{2} \int_{-\infty}^\infty f(x)f(t-x) dx $

Let $f$ be a nonnegative (probably not needed) function on $\mathbb{R}$ such that for all $t$, $xf(x)f(t-x)$ and $f(x)f(t-x)$ are both integrable in $x$. Is it true that $$ ...
6
votes
1answer
1k views

On the closedness of $L^2$ under convolution

It is a direct consequence of Fubini's theorem that if $f,g \in L^1(\mathbb{R})$, then the convolution $f *g$ is well defined almost everywhere and $f*g \in L^1(\mathbb{R})$. Thus, $L^1(\mathbb{R})$ ...
6
votes
1answer
148 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) ...
6
votes
2answers
1k views

Convolution of measures

We say that a family of measures $\mu_{t}\to \mu$ weakly if for any $g\in C_{0}$, $\int g d\mu_{t} \to \int g d\mu$. Show that if $\mu_{t}\to \mu$ weakly, then $\nu*\mu_{t}\to \nu*\mu$ weakly, where ...
6
votes
2answers
1k views

Proving the sum of two independent Cauchy Random Variables is Cauchy

Is there any method to show that the sum of two independent Cauchy random variables is Cauchy? I know that it can be derived using Characteristic Functions, but the point is, I have not yet learnt ...
6
votes
1answer
170 views

Inf-convolution, two basic questions?

Let $E$ be a normed vector space. Given two functions $\varphi$, $\psi : E \to (-\infty, +\infty]$, one defines the inf-convolution of $\varphi$ and $\psi$ as follows: for every $x \in E$, ...
6
votes
1answer
393 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 ...
5
votes
2answers
236 views

Convolution with a polynomial is a polynomial. Why?

Let $P:\mathbb{R}\to\mathbb{R}$ such that $\deg P=N$. Let $f$, an integrable-$2\pi$-periodic function. Show that $f\star P$ is also a polynomial. So we can prove it for an arbitrary $x^n$ (Since ...
5
votes
3answers
281 views

Laplace transforms: Convolution

Find $$1*1*1*\cdots*1\quad n\,\,\text{ factors}$$ that is, a function $f(t)=1$ convolution with itself for a total of $n$ factors. Would anyone mind helping me? I have no idea what I should do. ...
5
votes
2answers
724 views

Limits and convolution

Let $f,g \in L^2(\mathbb{R^n})$, $\{ f_n \}, \{ g_m \} \subset C^\infty_0(\mathbb{R}^n)$ (infinitely differentiable functions with compact support) where $f_n \to f$ in $L^2$, and $g_n \to g$ in ...
5
votes
3answers
2k views

Convolution of compactly supported function with a locally integrable function is continuous?

Can someone show me the proof that the convolution of a compactly supported real valued function on $\mathbb{R}$ with a locally integrable function is also continuous? I feel that this is a standard ...
5
votes
3answers
208 views

Convolution doubt

Can someone explain why the general formula of the convolution is this one: $$(f*g)(t)=\int_{-\infty}^{\infty}f(t-\tau)g(\tau)d\tau$$ But when both $f(\tau)$ and $g(\tau)$ are equal to zero for ...
5
votes
2answers
127 views

partially reconstruct information of function convoluted with boxcar kernel

the function (f) I want to reconstruct partially could look like this: The following properties are known: It consists only of alternating plateau (high/low). So the first derivation is zero ...
5
votes
3answers
680 views

if convolution of $f$ with itself remains same, then $f=0$ a.e?

I'm trying to answer the question above.. But I'm not certain in either way. I tried to prove it by giving counter examples.. But it always failed.. Then i also tried to draw contradictions But ...
5
votes
1answer
1k views

Young's inequality for discrete convolution

Young's inequality for convolution of functions states that for $f\in L^p(\mathbb{R}^d)$ and $g\in L^q(\mathbb{R}^d)$ we have $$\|f\star g\|_r\le\|f\|_p\|g\|_q$$ for $p$, $q$, $r$ satisfying ...
5
votes
1answer
457 views

Let $f$ be a continuous but nowhere differentiable function. Is $f$ convolved with mollifier, a smooth function?

Let $f$ be a continuous but nowhere differentiable function. Is $f$ convolved with mollifier, a smooth function?
5
votes
1answer
305 views

Convolution of a probability measure with a smooth function

If $f\in L^1(\mathbb{R}^n)$ and $g\in L^p(\mathbb{R}^n)$ then by Young's convolution inequality we have the estimate: $$ \|f*g\|_{L^p}\leq \|f\|_{L^1}\|g\|_{L^p}.$$ Question: Let $\mu$ be a ...
5
votes
2answers
151 views

Is the convolution of a function $f(x)$ and a polynomial $p(x)$ always a polynomial?

After reading the following question: How do I prove a convolution is a polynomial? I want to ask if that is always the expected result, that is to say, does the following holds? A convolution ...
5
votes
2answers
529 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 ( ...
5
votes
2answers
756 views

Convolution of irreducible characters of a finite group

If $\chi^{\lambda}$ and $\chi^{\mu}$ are the characters of two irreducible representations $V^{\lambda}$ and $V^{\mu}$ of a finite group $G$, is there a simple way of proving that : $$ \chi^{\lambda} ...
5
votes
1answer
43 views

$n$ fold convolution tends to zero a.e. if $\|f\|_{L^1}<\infty$.

Let $f\geq 0$ satisfy $\int_\mathbb{R} f < 1$. Let $f_n$ be the $n$ time convolution of $f$ by itself. Then I want to show $f_n \rightarrow 0$ a.e. as $n\rightarrow \infty$. We can clearly ...
5
votes
2answers
651 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 ...
5
votes
2answers
112 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 ...
5
votes
1answer
346 views

Number Theoretic Transform (NTT) example not working out

I'm reading up on the NNT, which is a generalisation of the DFT. I'm working in $\mathbb{F}_5$ with primitive-root $w=2$ modulo 5. Suppose I want to compute the NNT of x=(1,4). So far I have obtained: ...
5
votes
1answer
115 views

Max and sum of random variables

I have a set of independent random variables $\{A_1, A_2, B_1, B_2\}$. All of them have the same distribution function $F(x)$. I want to find distribution function of a variable $C$, where $C=max(A_1 ...
5
votes
1answer
68 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 ...
5
votes
2answers
330 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 ...
5
votes
3answers
1k views

Infinite self-convolution for a function

I have a mathematical problem that leads me to a particular necessity. I need to calculate the convolution of a function for itself for a certain amount of times. So consider a generic function $f : ...
5
votes
2answers
258 views

Number Theoretic Transform (NTT) to speed up multiplications

I recently heard that the Number Theoretic Transform (NTT), which is a specialization of Fast Fourier Transformation (FFT) over the ring modulo an integer, can be used to speed up certain ...
5
votes
1answer
231 views

Proof of Faà di Bruno's formula using a convolution identity for Bell polynomials?

I have noticed there is an identity for Bell polynomials that can apply of Faà di Bruno's formula. This is a convolution identity that states: $$ (x \ast y)_n = \sum_{j=1}^{n-1} {n \choose j} x_j ...