Questions tagged [convolution]
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164
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Convolution definition in an old educational article
I was reading an old article in IEEE Education magazine by Robbins and Fawcett titled "A Classroom Demonstration of Correlation, Convolution and the Superposition Integral" DOI: 10.1109/TE....
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2-Wasserstein metric on convolution of probability distributions
I have two related questions. Let $\mu$ and $\nu$ be two distinct probability measures on $\mathbb{R}^n$ with finite second moments, and $W_2(\cdot,\cdot)$ be the $2$-Wasserstein metric. The question ...
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How to solve the following $0= \int_{-\infty}^\infty e^{-\frac{(bt+\omega)^2}{2}} f(t+\omega) \frac{1}{i t} dt, \forall \omega \in \mathbb{R}$
Suppose that for a given $b\in \mathbb{R}$
\begin{align}
0= \int_{-\infty}^\infty e^{-\frac{(bt+\omega)^2}{2}} f(t+\omega) \frac{1}{i t} dt, \forall \omega \in \mathbb{R}
\end{align}
where $i =\sqrt{...
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Equivalent action of convolution of directional derivative
I have asked this question a while back on StackExchange but have not received any answer/comment. I received a suggestion to post the same question in here which is more research oriented.
Let $k*f(x)...
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Equivalent of a local limit theorem in the large deviation region and asymptotics of a convolution operator
Let $\{X_i \}_{i \in \mathbb{N}}$ be a sequence of i.i.d. random variables satisfying $\mathbb{E} X_1 = 0$ and $\mathbb{E} X_1 ^2 < \infty$. Assume that $\{S_n \}_{n \in \mathbb{N}}$ is a non-...
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Recovering a function from its Gaussian convolution
Let $\varphi(x)=\frac{1}{\sqrt{2\pi}}\exp(-x^2/2)$ be the Gaussian density and
$f:\mathbb{R}\to\mathbb{R}$ another measurable function.
Under what conditions can $f$ be recovered from its convolution ...
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Vector convolution?
I am working on a research problem which leads to the following optimization problem:
\begin{equation}
\hat{M} = \operatorname*{arg\,max}_M \Bigl\lVert\sum_{k=0}^{M-1} {\mathbf y}_k \exp\left(-j 2\pi ...
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The square-integrability of $p$ and $\nabla u$
We consider the stationary Stokes problem in $\mathbb{R}^n$
$$\DeclareMathOperator{\Dvg}{\nabla\cdot}
\begin{cases} \Delta u + \nabla p = f & \text{ in $\mathbb{R}^n$} \\
\Dvg u =0.
\end{cases}
$...
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Does convolution by a Schwartz function preserve symbol classes?
I am working on a problem involving pseudodifferential operators, and I need a property of the operator "convolution by a Schwartz function". I apologize in advance if the question is ...
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Problem regarding vanishing set of convolution
Let $f$ vanishes on an open set containing 0. So there exists $l>0$ such that $f$ vanishes on $B(0,2l).$ So we can choose $g\in C_c^\infty (\mathbb{R}^n)$ (supported on $B(0,l)$) such that $f*g$ ...
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Optimization with convolution in the objective function
I would like to minimize the following objective function
$$
\| H \ast A - (H \cdot I) \ast B \|_F^2
$$
w.r.t. $H$, where
$H$, $I$, $A$, and $B$ are all square matrices of the same size ($I$ is a ...
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Why do convoluted convolved Fibonacci numbers pop up from this triangle?
Start with this triangle (OEIS A118981). This triangle is simple to generate with the following recurrence relation (though $T(0,0)$ ends up different from the OEIS version):
$$
T(0,0) = 2;T(1,0) = 1;...
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Is $g(v)=\mathbb{E}[f(v+W)]$ a differentiable function of $v$ when $f$ is continuous and $W$ is multivariate normal?
Suppose $f$ is a continuous function on $\mathbb{R}^n$, and $W$ has a multivariate normal distribution on $\mathbb{R}^n$. If the expectation
$$g(v)=\mathbb{E}[f(v+W)]$$
is defined for all $v \in \...
user44143
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Log-concavity of lattice-functions and convolution
I was looking at the definition of log-concavity:
A function $F:\mathbb{R}^n\rightarrow\mathbb{R}$ is said log-concave
iff $F(x)\geq 0\forall x\in\mathbb{R}^n$ and
$$F(x)^\lambda F(y)^{1-\lambda}\leq ...
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Anticommutation of convolution products on trace class operators of quantum groups
This question was originally posted to MathStackExchange.
Let $\mathbb{G}$ be a locally compact quantum group and let $W$ and $V$ be the left and right fundamental unitaries, i.e., they implement the ...
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