The convolution tag has no wiki summary.

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### 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 ...

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### 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 ...

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### 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 = ...

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### 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 ...

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### 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 $Q_T=$
$$
...

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### Proof of Faà di Bruno's formula with convolution identity

Faa di bruno's formula can be expressed as follows
$$
\frac{d^n}{dx^n}[f(g(x))] = \sum_{k=1}^{n}f^{(k)}(g(x)) B_{n,k}(g'(x),....,g^{(n-k+1)}(x))
$$
On this Wikipedia page, there is a convolution ...

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### 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
...

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### Stability of simple conditions on functions under convolution and/or mixture

We consider families of smooth probability densities defined on $\mathbb{R}^+$, $p=(x\in \mathbb{R}^+ \mapsto p_n(x))_{n\in\mathbb{N}}=(p_n)_{n\in\mathbb{N}}$ satisfying
(i) $\int_{\mathbb{R}^+} ...

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### 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 ...

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### 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
...

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### 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 ...

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### 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 ...

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### 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
...