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48
votes
1answer
2k views

Square root of dirac delta function

Is there a measurable function $ f:\mathbb{R}\to \mathbb{R}^+ $ so that $ f*f(x)=1 $ for all $ x\in \mathbb{R} $, i.e $$\int\limits_{-\infty}^{\infty} f(t)f(x-t) dt=1 $$ for all $ x\in \mathbb{R} $.
1
vote
1answer
40 views

Subquadratic multiplication of probability mass functions (with log-convolution?)

We are currently looking for a fast, i.e. subquadratic, algorithm for the following equation: $z_m = \sum_{i,j :\, (i \cdot j) = m} x_i \cdot y_j$. That is, we are given two finite input vectors $x$ ...
5
votes
1answer
210 views

Is there an alternate name for the symplectic convolution?

Looking into the Wigner-Weyl transformation mapping Hilbert space operators to functions on phase-space, I've run up against the need for a symplectic convolution $$[F\star G](x,p) = \int \!dy\,dk\, ...
4
votes
2answers
362 views

Are there multiplicative functions which are not rational?

Vaidyanathaswamy calls an arithmetic function rational if it is the convolution of some finite collection of functions which are either completely multiplicative or inverse to a completely ...
4
votes
0answers
88 views

Shifted convolution problem for Coefficients of automorphic forms

The shifted convolution problem for coefficients of modular forms is well studied and many estimates were established for the shifted convolution sums of Hecke eigenvalues. So, one may ask about the ...
11
votes
1answer
281 views

Is there a Gelfand-Naimark-like characterization of group algebras $L_1(G)$?

The Gelfand-Naimark theorem establishes that a complex commutative Banach algebra $A$ with an identity and an involution $x\to x^*$ satisfying $\|x x^*\|=\|x\|^2$ is (isometrically isomorphic to) a ...
1
vote
2answers
129 views

Is there a version of the Titchmarsh Convolution theorem to find singular support?

Okay, some terminology, correct me if I'm wrong. Singular support - the set on which a distribution fails to be smooth. In this case a piecewise function. Is there a name for $f*f*f$? The ...
2
votes
1answer
123 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 ...
5
votes
0answers
127 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 ...
15
votes
1answer
551 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 ...
3
votes
1answer
253 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 ...
0
votes
0answers
163 views

Closed form for convolution of two-dimensional Gaussian with characteristic function of a disk

Is there a closed form expression for the convolution of a two-dimensional (elliptical) Gaussian function with the characteristic function of the interior of an ellipse? The motivation is that I have ...
1
vote
0answers
336 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 = ...
3
votes
1answer
246 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 ...
0
votes
0answers
89 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 $Q_T=$ $$ ...
2
votes
1answer
185 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 ...
3
votes
0answers
101 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 ...
2
votes
0answers
246 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 ...
6
votes
3answers
775 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 ...
3
votes
1answer
258 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 ...
2
votes
2answers
259 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 ...