All Questions
Tagged with convolution ca.classical-analysis-and-odes
14 questions
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Derivative bounds for self convolution of the spherical measure in $R^d$
While reading this article on near $L^1$ estimates for the spherical lacunary maximal function, I came across the estimate
$$ |\partial^{\gamma} (\widetilde{\sigma} \ast \sigma)(x)| \lesssim |x|^{-(1 +...
3
votes
3
answers
582
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Approximate identities and pointwise convergence
I'm studying Fourier analysis and have a question about approximate identities.
Let $k_{\epsilon}$ be an approximate identity on $L^{1}(\mathbf{T})$. We know that $k_{\epsilon}*f\to f$ in $L^{1}$ as $...
0
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1
answer
237
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Subtle distinction in "completeness"?
This is somewhat vague, but please bear with me. Complete metric spaces are supposed to take care of "gaps", they're understood as a natural extension of dense sets.
The convolution, defined ...
1
vote
0
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118
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Convolution definition in an old educational article
I was reading an old article in IEEE Education magazine by Robbins and Fawcett titled "A Classroom Demonstration of Correlation, Convolution and the Superposition Integral" DOI: 10.1109/TE....
1
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0
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279
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Vector convolution?
I am working on a research problem which leads to the following optimization problem:
\begin{equation}
\hat{M} = \operatorname*{arg\,max}_M \Bigl\lVert\sum_{k=0}^{M-1} {\mathbf y}_k \exp\left(-j 2\pi ...
2
votes
1
answer
329
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Is $g(v)=\mathbb{E}[f(v+W)]$ a differentiable function of $v$ when $f$ is continuous and $W$ is multivariate normal?
Suppose $f$ is a continuous function on $\mathbb{R}^n$, and $W$ has a multivariate normal distribution on $\mathbb{R}^n$. If the expectation
$$g(v)=\mathbb{E}[f(v+W)]$$
is defined for all $v \in \...
191
votes
34
answers
81k
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What is convolution intuitively?
If random variable $X$ has a probability distribution of $f(x)$ and random variable $Y$ has a probability distribution $g(x)$ then $(f*g)(x)$, the convolution of $f$ and $g$, is the probability ...
3
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1
answer
316
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Can it be represented by convolution and multiplication
I have functions $A, B, F, S$ that are zero on $(-\infty, 0)$.
And I have successfully represented the below equation as convolution and multiplication:
$\int_0^t {dt_1} \int_0^t {dt_2} B(t - t_2)F(...
3
votes
1
answer
264
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Convolution of ball measures
It is well known that convolution of two ball measures (i.e. a uniform measure over a ball) in $\mathbb{R}^{n}$ is absolutely continuous with respect to the Lebesgue measure.
My question is - how to ...
2
votes
1
answer
403
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Product of independent random variables and tail deconvolution
Suppose $X, Y$ are two independent non-negative random variables. The conditions
(i) $\mathbb{P}(X > t) = \frac{C}{t^p} + o(t^{-p})$
(ii) $\mathbb{P}(Y > t) = o(t^{-q})$ for any $q > ...
37
votes
2
answers
3k
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When can a function be made positive by averaging?
Let $f: {\bf Z} \to {\bf R}$ be a finitely supported function on the integers ${\bf Z}$. I am interested in knowing when there exists a finitely supported non-negative function $g: {\bf Z} \to [0,+\...
59
votes
1
answer
5k
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Square root of dirac delta function
Is there a measurable function $ f:\mathbb{R}\to \mathbb{R}^+ $ so that $ f*f(x)=1 $ for all $ x\in \mathbb{R} $, i.e $$\int\limits_{-\infty}^{\infty} f(t)f(x-t) dt=1 $$ for all $ x\in \mathbb{R} $.
3
votes
1
answer
279
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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 ...
3
votes
0
answers
543
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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 $s_1+s_2\...