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Questions tagged [convolution]

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2 votes
1 answer
306 views

Convolution vanishes on an interval

Fix a "test" function $f(x)=x\exp(-x^2)$, which is nonzero except $x=0$. Suppose that $g$ is a function with some necessary regularity. Consider the convolution. $$ (f\ast g )(x)=\int_{-\infty}^{+\...
Uchiha's user avatar
  • 87
8 votes
0 answers
285 views

Which classes of functions are "convolution ideals"?

If $g$ is continuous then $f*g$ is continuous. If $g$ is smooth then $f*g$ is smooth. If $g$ is a polynomial then $f*g$ is a polynomial. If just one of the two functions belongs to the class of well-...
Michael Hardy's user avatar
15 votes
1 answer
603 views

Is the set of the convolutions of two-point measures dense in the set of all measures?

A measure supported in two points is a measure of the form $$ \mu=\alpha\delta_a+(1-\alpha)\delta_b, $$ where $a<b$ and $\alpha\in (0,1)$. The question is: Given a finite non-negative measure ...
Felipe Ferreira's user avatar
3 votes
1 answer
548 views

Convolution of measures - entropy growth

Imagine you have two shift-invariant measures $\mu, \nu$ in the Bernoulli space $\{0,1\}^{\mathbb{N}}$ with positive entropy and both are not the Bernoulli measure $(\frac{1}{2},\frac{1}{2})$. I know ...
Bruno Brogni Uggioni's user avatar
2 votes
0 answers
2k views

convolution integral involving modified Bessel functions of the first kind

I'm stuck with this convolution integral ($z \geq 0$)... \begin{equation} f_{Z}(z)=\int^{\infty}_{-\infty}f_{1}(x)f_{2}(z-x)dx = \mbox{ } ??? \end{equation} which represents the pdf of the sum $Z = ...
Gabriele Pompa's user avatar
3 votes
1 answer
279 views

Complete solution set of a Convolutional Equation?

Here is a problem that am I stuck and I appreciate any help. In essence, I am trying to show that the only solutions for the described problem are the ones provided below. Best.. Setup: In what ...
user64076's user avatar
0 votes
0 answers
94 views

Do they have the same limit?

Suppose $a(\cdot)\in L^p$ and is symmetric and $b(\cdot)\in L^q$, where $1/p+2/q=2$, $p,q\ge 1$. Consider the quantity $Q_T=$ $$ \frac{1}{T}\int_{\mathbb{R}}dx\int_{[-T,T]^2}d\mathbf{v}\int_{[-T,T]^2}...
Uchiha's user avatar
  • 87
3 votes
1 answer
922 views

Maximum of a mollified/convolution function

I have a function $f:{\mathbb R}\rightarrow {\mathbb R}_+$ which has a unique maximum at $x=0$. $f$ can be symmetric or asymmetric. I am interested on the mollified-f function $$\tilde{f}(x)=\int_{-\...
Mole's user avatar
  • 39
3 votes
0 answers
524 views

Existence and smoothness of convolutions of distributions in Sobolev spaces

Let $f\in H^{s_1}(\mathbb{R}^n)$ and $g\in H^{s_2}(\mathbb{R}^n)$, where $s_1, s_2 \in \mathbb{R}$ and can be positive or negative. It is easy to show that $f *g$ is defined pointwise when $s_1+s_2\...
Zorgoth's user avatar
  • 256
3 votes
0 answers
719 views

Justification of the convolution operation of $L^1(G)$ functions where $G$ is a LCA group (measurability)

Suppose $G$ is a locally compact abelian Hausdorff group (LCA), and $\lambda$ is the Haar measure on it. We all know the convolution of two $L^1(\lambda)$ functions $f$ and $g$ on $G$ is defined as $$...
Hua Wang's user avatar
  • 960
7 votes
3 answers
3k views

Deconvolution of sum of two random variables

Let $Z = X + c \cdot Y$ where $X$ and $Y$ are independent random variables drawn form the same distribution given by the pdf $g()$ and $0 < c < 1$ I have observations of $Z_i$'s and thus can ...
Philip's user avatar
  • 139
3 votes
1 answer
327 views

Bounded convolutions with binomial coefficients

I need to figure out a nice family of decaying functions such that $\sum_{d=2}^k {k \choose d} f_k(d) \leq 1/k$ and $f_k(d)\geq f_k(d+1)$ How can I figure out what good candidates could be? Any ...
Mikael Vejdemo-Johansson's user avatar
3 votes
2 answers
415 views

Banach algebra for measures induced by Haar measures

It is classical that $L^1(G, m)$ is a Banach algebra when $G$ is a locally compact group with Haar measure $m$ by using the operation of convolution via the integral $$(f*g)(y)=\int_Xf(x)g(yx^{-1})\,...
Adam Hughes's user avatar
  • 1,049
190 votes
34 answers
80k views

What is convolution intuitively?

If random variable $X$ has a probability distribution of $f(x)$ and random variable $Y$ has a probability distribution $g(x)$ then $(f*g)(x)$, the convolution of $f$ and $g$, is the probability ...

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