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Questions tagged [convolution]

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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 ...
4 votes
2 answers
711 views

Earliest use of deconvolution by Fourier transforms

From a previous discussion here Origin of the convolution theorem, it was shown that the property of convolution $y(t)$=$a$*$b$ becoming a multiplication after Fourier transform: $F$$(y(t))$= $F(a)F(b)...
ACR's user avatar
  • 791
5 votes
4 answers
788 views

Self convolutions of singular continuous measure

Let $\mu$ be a finite measure on $\mathbb{R}$. Define the measures $(\mu_n)_{n\geq 1}$ by $\mu_{n+1}=\mu\ast \mu_n$ and $\mu_1=\mu$ Is there a singular (with respect to the Lebesgue measure) ...
Chris's user avatar
  • 311
2 votes
2 answers
310 views

If $(\exp(\mu_n))_{n\in\mathbb N}$ is weakly convergent, is the normalized sequence convergent as well?

Let $E$ be a metric space and $\mathcal M(E)$ denoote the space of finite signed measures on $\mathcal B(E)$ equipped with the total variation norm $\left\|\;\cdot\;\right\|$. I would like to know ...
0xbadf00d's user avatar
  • 157
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 ...
Steven Clark's user avatar
  • 1,091
37 votes
2 answers
3k views

When can a function be made positive by averaging?

Let $f: {\bf Z} \to {\bf R}$ be a finitely supported function on the integers ${\bf Z}$. I am interested in knowing when there exists a finitely supported non-negative function $g: {\bf Z} \to [0,+\...
Terry Tao's user avatar
  • 112k
8 votes
1 answer
1k views

Origin of the convolution theorem

I am a chemist, with some interest in signal processing. Sometimes, we use the deconvolution process to remove the instruments response from the desired signals. I am looking for the earliest ...
ACR's user avatar
  • 791
5 votes
3 answers
1k views

Does this formula correspond to a series representation of the Dirac delta function $\delta(x)$?

Consider the following formula which defines a piece-wise function which I believe corresponds to a series representation for the Dirac delta function $\delta(x)$. The parameter $f$ is the evaluation ...
Steven Clark's user avatar
  • 1,091
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 ...
Malik Amine's user avatar
4 votes
1 answer
272 views

Convolution of $\ell$-adic sheaves is commutative if the group is commutative

[This is a duplicate of this question on Stackexchange] I am trying to figure out how to prove a very basic statement about convolution of $\ell$-adic/perverse sheaves in Katz's "Rigid local systems" ...
Yoël's user avatar
  • 329
4 votes
1 answer
1k views

Existence of solutions to first-order PDE involving convolution

Let $f(x,\alpha)$ be a smooth function of compact support in $x$. Now, let its $\alpha$-dependence be determined by the following first-order equation, \begin{align} \frac{\partial}{\partial \alpha} ...
user143410's user avatar
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 $\sigma>0$ ...
NancyBoy's user avatar
  • 393
3 votes
0 answers
118 views

Any chance to get the moments of this exotic distribution?

Let us define the following cumulative distribution: \begin{align} \Pr (Y(t)\geq a)=\sum_{n=0}^\infty \frac{e^{-kt}(kt)^n }{n!}\int_a^\infty[\circledast_{f}\circ H_a ]^n\delta (x) dx \end{align} where ...
Alexandre's user avatar
  • 368
3 votes
1 answer
672 views

Exponential deconvolution using the first derivative

There is an interesting observation using the first derivative to deconvolve an exponentially modified Gaussian: The animation is here at terpconnect.umd.edu. The main idea is that if we have an ...
ACR's user avatar
  • 791
2 votes
0 answers
77 views

Are the roots of an infinitely divisible probability infinitely divisible themselves?

Let $\mu$ be an infinitely divisible probability on a topological group $G$. If $\nu ^{* n} = \mu$ for some $n$, is $\nu$ an infinitely divisible probability too? A sufficient criterion would be to ...
Alex M.'s user avatar
  • 5,357

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