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90 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 = ...
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1answer
169 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 ...
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85 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 $Q_T=$ $$ ...
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101 views

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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1answer
81 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 ...
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34 views

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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0answers
86 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 ...
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0answers
120 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 ...
5
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3answers
486 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 ...
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1answer
191 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 ...
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2answers
214 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 ...