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0 votes
0 answers
96 views

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 views

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 votes
1 answer
237 views

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 answers
118 views

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 vote
0 answers
279 views

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 views

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 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 ...
3 votes
1 answer
316 views

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 views

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 views

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 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,+\...
59 votes
1 answer
5k 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} $.
3 votes
1 answer
279 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 ...
3 votes
0 answers
543 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 $s_1+s_2\...