Questions tagged [convolution]
The convolution tag has no usage guidance.
164
questions
3
votes
0
answers
86
views
Is it true that p-integrable function can be written as a convolution of an integrable function and p-integrable function?
We know that convolution of an integrable function with an $p$-integrable is an $p$-integrable function. This follows from Young's inequality.
My question: Is it true that $L^p(\mathbb{R}^n)\subseteq ...
- 31
0
votes
0
answers
54
views
convolution of the fundamental solution with the homogeneous solution
I have a question about the convolution of the fundamental solution with the homogeneous solution. Namely if the 2 are convoluble then the homogeneous solution is necessarily zero?
Let $U$ and $E$ ...
6
votes
1
answer
394
views
Analyticity of $f*g$ with $f$ and $g$ smooth on $\mathbb{R}$ and analytic on $\mathbb{R}^*$
Suppose that we have two real functions $f$ and $g$ both belonging to $\mathcal{C}^\infty(\mathbb{R},\mathbb{R})$ analytic on $\mathbb{R}\setminus\{0\}$ but non-analytic at $x=0$. Is the convolution (...
- 393
0
votes
0
answers
20
views
Is there a classification of 2D projective convolution kernels?
Is there any classification of all distributions on $\mathbb{R}^2$ such that they are equal to the convolution with themselves? i.e. given a distribution $\gamma$ under which conditions
$$ \gamma\star\...
1
vote
0
answers
41
views
Fourier transform relation for spherical convolution
Let $f$ and $g$ be two functions defined over the 2d sphere $\mathbb{S}^2$.
The convolution between $f$ and $g$ is defined as a function $f * g$ over the space $SO(3)$ of 3d rotations as
$$(f*g)(R) = \...
- 2,226
1
vote
0
answers
64
views
Is there an generalisation of convolution theorem to integral transforms
Basic convolutions can be computed efficiently by taking fourier transforms and applying the convolution theorem. Is there something analogous for a more general transform, where we have a varying ...
0
votes
0
answers
60
views
Probability distribution of total time for a job, given a workflow graph
$$
\begin{array}{cccccccccccc}
& & \text{A} \\
& \swarrow & & \searrow \\
\text{B} & & & & \text{C} \\
& \searrow & & \swarrow \\
\downarrow & &...
- 12.3k
1
vote
1
answer
102
views
Small total variation distance between sums of random variables in finite Abelian group implies close to uniform?
Let $\mathbb{G} = \mathbb{Z}/p\mathbb{Z}$ (where $p$ is a prime). Let $X,Y,Z$ be independent random variables in $\mathbb G$.
For a small $\epsilon$ we have $\operatorname{dist}_{TV}(X+Y,Z+Y)<\...
- 23
0
votes
0
answers
42
views
Are there probability densities $\rho, f_n$ such that $\lim_n \frac{[\rho * f_n]_\alpha}{\|\rho * f_n\|_\infty} = \infty$?
We fix $\alpha \in (0, 1)$. Let $[f]_\alpha$ be the best $\alpha$-Hölder constant of $f: \mathbb R^d \to \mathbb R^k \otimes \mathbb R^m$, i.e., $[f]_\alpha := \sup_{x \neq y} \frac{|f(x) - f(y)|}{|x-...
- 1,179
1
vote
1
answer
53
views
Lower bound the best $\alpha$-Hölder constant of a convolution
Let $\mathcal D_1$ be the set of bounded probability density functions on $\mathbb R^d$. This means $f \in \mathcal D_1$ if and only if $f$ is non-negative measurable such that $\int_{\mathbb R^d} f (...
- 1,179
1
vote
2
answers
86
views
Is the difference between $\alpha$-Hölder constants of $f*\rho$ and $g*\rho$ controlled by $\|f-g\|_\infty$?
Let $\mathcal D_1$ be the set of bounded probability density functions on $\mathbb R^d$. This means $f \in \mathcal D_1$ if and only if $f$ is non-negative measurable such that $\int_{\mathbb R^d} f (...
- 1,179
1
vote
1
answer
101
views
Examining the Hilbert transform of functions over the positive real line
$\DeclareMathOperator\supp{supp}$Let $H:L^{2}(\mathbb{R})\to L^{2}(\mathbb{R})$ be the Hilbert transform. Let suppose we have a compaclty supported function $f \in L^{2}(\mathbb{R})$ such that $\supp(...
- 392
0
votes
0
answers
185
views
Relationship between Fourier inversion theorem and convergence of "nested" Fourier series representations of $f(x)$
$\DeclareMathOperator\erf{erf}\DeclareMathOperator\sech{sech}\DeclareMathOperator\sgn{sgn}\DeclareMathOperator\sinc{sinc}$This is a cross-post of a question I posted on MSE a couple of weeks ago which ...
- 1,091
4
votes
1
answer
361
views
Sufficient condition for a probability distribution on $\mathbb Z_p$ to admit a square-root w.r.t convolution
Let $p \ge 2$ be a positive integer, and let $Q \in \mathcal P(\mathbb Z_p)$ be a probability distribution on $\mathbb Z_p$.
Question. What are necessary and sufficient conditions on $Q$ to ensure ...
- 6,824
1
vote
1
answer
105
views
Inequality with convolution
I have some troubles with the following problem:
A definition
Let $\sigma_1$ and $\sigma_2$ two positive numbers. We denote for all $x\in\mathbb{R}$, >$G_\sigma\left[ \phi \right](x)$ the gaussian ...
- 393
1
vote
1
answer
68
views
Can non-periodic discrete auto-correlation be inversed?
I'm trying to understand whether discrete auto-correlation can be reversed.
That is, we are given $t_0, \dots, t_n \in \mathbb C$ and a set of equations
$$
t_{k} = \sum\limits_{i=0}^{n-k} b_i b_{i+k},
...
- 1,161
0
votes
1
answer
140
views
Does convolution with $(1+|x|)^{-n}$ define an operator $L^p(\mathbb R^n) \to L^p(\mathbb R^n)$
Suppose that $f : \mathbb R^n \to \mathbb R^n$ is a locally integrable function. I am interested in the integral
$$ x \to \int_{\mathbb R^n} ( 1 + |y| )^{-n} f(x-y) \;dy $$
If the decay of the ...
- 613
1
vote
0
answers
23
views
Spectrum of the convolution of the Maxwell collision kernel with a distribution
Given the Maxwell collision kernel $A(z) = |z|^2I_d - z \otimes z$, where $I$ denotes the $d\times d$ identity matrix and $z\otimes z = zz^T$ is the outer product, it is easy to see that $A(z)$ has ...
- 43
0
votes
0
answers
64
views
Lower bound of the derivative $(f*g_\sigma)'$ at the zero-crossing point
I am stuck with the following problem. Let consider $f$ a smooth real function such that:
$f$ is negative before 0,
$f$ is positive after 0,
we have $|f'(0)|>0$.
Let $\sigma>0$ and $g_\sigma$ ...
- 393
2
votes
0
answers
310
views
Recent progress restriction conjecture - Problem 2.7 (Terence Tao lecture notes)
I've been tackling the following problem for some time,
Problem 2.7. (a) Let $S:=\left\{(x, y) \in \mathbf{R}_{+} \times \mathbf{R}_{+}: x^2+y^2=1\right\}$ be a quarter-circle. Let $R \geq 1$, and ...
3
votes
0
answers
146
views
Inequality involving convolution roots
I am struggling with the following problem. Let $f$ be a real smooth function. Let assume that $f$ is:
increasing
strictly convex on $(-\infty,0)$
strictly concave on $(0,+\infty)$
Let $\sigma>0$ ...
- 393
2
votes
1
answer
108
views
Uniqueness of the zero of $f-f*G_\sigma$ with $f$ convex/concave
I am struggling with the following problem. Let $f$ be a real smooth function:
strictly convex on $(-\infty,0)$,
strictly concave on $(0,\infty)$,
strictly increasing.
For $\sigma>0$, how can one ...
- 393
2
votes
1
answer
224
views
Distance between root of $f$ and its Gaussian convolution
Let $f$ be a :
$f\in\mathcal{C}^\infty(\mathbb{R},\mathbb{R})$,
for all $x> 0,~f(x)>0$,
for all $x< 0,~f(x)<0$,
I am struggling to find a bound for the distance between the root of $f$ ...
- 393
0
votes
0
answers
94
views
Does the tensor product of mollifiers work for $L^{p,q}$ spaces?
Let $X$ and $Y$ be compact regions of $n$- and $m$-dimensional Euclidean spaces respectively.
For any $p,q \in [1,\infty)$, define $L^{p,q}(X \times Y)$ be the space of real valued functions $f :X \...
- 3,113
1
vote
1
answer
127
views
Convolution with the Jacobi Theta-function on "both the space and time variables" - still jointly smooth?
Let $\Theta(x,t)$ be the Jacobi-Theta function:
\begin{equation}
\Theta(x,t):=1+\sum_{n=1}^\infty e^{-\pi n^2 t} \cos(2\pi n x)
\end{equation}
Usually, the heat equation with the periodic boundary ...
- 3,113
3
votes
1
answer
190
views
Is there a real/functional analytic proof of Cramér–Lévy theorem?
In the book Gaussian Measures in Finite and Infinite Dimensions by Stroock, there is a theorem with a comment
The following remarkable theorem was discovered by Cramér and Lévy. So far as I know, ...
- 647
6
votes
3
answers
843
views
Convolution of $L^2$ functions
Let $u\in L^2(\mathbb R^n)$: then $u\ast u$ is a bounded continuous function. Let me assume now that $u\ast u$ is compactly supported. Is there anything relevant that could be said on the support of $...
- 15.7k
4
votes
1
answer
224
views
Just how regular are the sample paths of 1D white noise smoothed with a Gaussian kernel?
Adapted from math stack exchange.
Background: the prototypical example of---and way to generate---smooth noise is by convolving a one-dimensional white noise process with a Gaussian kernel.
My ...
- 203
4
votes
0
answers
98
views
Convolution algebra of a simplicial set
Consider a simplicial set $X^\bullet$ with face maps $d_i$ (assume the set is finite in each degree so there are no measure issues). Then given two functions $f,g:X^1\to \mathbb{C}$ one can form their ...
- 1,188
0
votes
1
answer
149
views
Does convolution commute with Lebesgue–Stieltjes integration?
Let $g: \mathbb R \to \mathbb R$ be a function of locally bounded variation, and $f$ a locally integrable function with respect to $dg$, the Lebesgue–Stieltjes measure associated with $g$.
Let $\eta$ ...
- 5,735
1
vote
1
answer
341
views
Extracting eigenvalues of a circulant matrix using discrete Fourier matrix
The eigenvalues of a circulant matrix $C$ can be extracted as $$
\Lambda=F^{-1} C F
$$
where the $F$ matrix is a discrete Fourier transform matrix and $\Lambda$ is a diagonal matrix of eigenvalues.
...
- 791
5
votes
0
answers
165
views
Computing sums with linear conditions quickly
Let $f:\{1,\dotsc,N\}\to \mathbb{C}$, $\beta:\{1,\dotsc,N\}\to [0,1]$ be given by tables (or, what is basically the same, assume their values can be computed in constant time). For $0\leq \gamma_0\leq ...
- 19.3k
2
votes
0
answers
116
views
A technical question concerning convolution product
Let $v\in L^p(\Bbb R^d)$, $1\leq p<\infty$ be nonzero function, i.e., $v\not\equiv 0$.
Define $$u(x)= |v|*\phi(x)= \int_{\Bbb R^d} |v(y)|\phi(x-y)d y$$ with $\phi(x)= ce^{-|x|^2}$ and $c>0$ so ...
- 1,043
3
votes
1
answer
142
views
Convolution between normal distribution and the maximum over $m$ Gaussian draws
$\DeclareMathOperator\erf{erf}$
Let's consider the Gaussian distribution $P_X(x)= \frac{1}{\sqrt{2 \pi \sigma^2}} e^{- \frac{x^2}{2 \sigma^2}}$. Now consider the random variable $W \equiv \max \{ X_1, ...
- 185
3
votes
0
answers
143
views
Extrapolated Integral operator (compactness)
I am studying the compactness of some convolution operators. Let the convolution with extrapolation
$$ \Gamma: X\longrightarrow X; x\mapsto\int_0^t T_{-1}(t-s)B(s)x\mathrm{d}s. $$
Here $T(\cdot)$ is a ...
- 299
1
vote
0
answers
66
views
Solve linear matrix equation involving convolution
I am facing following equation:
$$
A * X + C \cdot X = D
$$
with:
$A, C, D \in \mathbb{R}^{n \times n}$ some known matrices without any particular structure,
$X \in \mathbb{R}^{n \times n}$ the ...
- 11
2
votes
1
answer
178
views
Approximating a function by a convolution of given function?
Let $g:\mathbb{R}\to \mathbb{R}$ be a given differentiable function of exponential decay on both sides. Now let us be given a function $f:\mathbb{R}\to \mathbb{R}$, also of exponential decay, if you ...
- 19.3k
4
votes
1
answer
237
views
Integral operator (compactness)
I am studying the compactness of some convolution operators. Let the convolution
$$ \Gamma: X\longrightarrow X; x\mapsto\int_0^t T(t-s)B(s)x\mathrm{d}s. $$
Here $T(\cdot)$ is a $C_0$-semigroup on some ...
- 299
1
vote
0
answers
198
views
Special function: Pulse peak modified with a power term
PeakFit (Systat, v. 4.12) is a software for fitting experimental peaks obtained in physics or chemical experiments. Under the miscellenous peak functions, it shows the following equations with a name, ...
- 791
1
vote
0
answers
73
views
Apply gaussian blur to get original image [closed]
Suppose I have an image A. Is it possible to construct an image A' from A so I can get the ...
- 21
2
votes
0
answers
134
views
Local Rankin-Selberg Zeta-function and Coates' p-adic L-Functions
$\DeclareMathOperator\Kern{Kern}\DeclareMathOperator\diag{diag}$
Let $F$ be a non-archimedean local field, $\mathcal{O}$ its ring of integers, $\mathfrak{p}$ its maximal ideal and $\pi$ a uniformizer.
...
- 748
0
votes
1
answer
237
views
Subtle distinction in "completeness"?
This is somewhat vague, but please bear with me. Complete metric spaces are supposed to take care of "gaps", they're understood as a natural extension of dense sets.
The convolution, defined ...
- 217
0
votes
1
answer
288
views
When can a convolution be written as a change of variables?
Suppose $X$ is a random variable with a density $f(x)$ such that $f(x)$ is a convolution of some density $g$ with some other density $q$:
$$
f = g\ast q.
$$
Under what conditions does $X=h(Y)$, where $...
- 5
5
votes
1
answer
602
views
Why does this convolution of the prime counting function $\pi$ look like a parabola?
In this previous question it is shown that the convolution of the prime counting function $\pi$ with itself, is related to the Goldbach conjecture:
$$\pi^*(n):=\sum_{k=0}^n \pi(k) \pi(n-k)$$
The ...
- 2,608
7
votes
2
answers
1k
views
What is the difference (if any) between "fourier transform" and "SO(3) fourier transform"?
What is the difference (if any) between "fourier transform" and "SO(3) fourier transform"?
I searched on Google but couldn't find a satisfiable answer.
Thanks in advance :)
- 81
1
vote
0
answers
111
views
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....
- 791
4
votes
1
answer
312
views
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 ...
- 161
3
votes
2
answers
425
views
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{...
- 631
3
votes
1
answer
663
views
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)...
- 350
2
votes
1
answer
104
views
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-...
- 714