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Questions tagged [convolution]

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1 vote
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212 views

Special function: Pulse peak modified with a power term

PeakFit (Systat, v. 4.12) is a software for fitting experimental peaks obtained in physics or chemical experiments. Under the miscellenous peak functions, it shows the following equations with a name, ...
4 votes
1 answer
260 views

Integral operator (compactness)

I am studying the compactness of some convolution operators. Let the convolution $$ \Gamma: X\longrightarrow X; x\mapsto\int_0^t T(t-s)B(s)x\mathrm{d}s. $$ Here $T(\cdot)$ is a $C_0$-semigroup on some ...
1 vote
0 answers
74 views

Apply gaussian blur to get original image [closed]

Suppose I have an image A. Is it possible to construct an image A' from A so I can get the ...
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 ...
0 votes
1 answer
296 views

When can a convolution be written as a change of variables?

Suppose $X$ is a random variable with a density $f(x)$ such that $f(x)$ is a convolution of some density $g$ with some other density $q$: $$ f = g\ast q. $$ Under what conditions does $X=h(Y)$, where $...
5 votes
1 answer
612 views

Why does this convolution of the prime counting function $\pi$ look like a parabola?

In this previous question it is shown that the convolution of the prime counting function $\pi$ with itself, is related to the Goldbach conjecture: $$\pi^*(n):=\sum_{k=0}^n \pi(k) \pi(n-k)$$ The ...
5 votes
0 answers
276 views

Log-concavity of lattice-functions and convolution

I was looking at the definition of log-concavity: A function $F:\mathbb{R}^n\rightarrow\mathbb{R}$ is said log-concave iff $F(x)\geq 0\forall x\in\mathbb{R}^n$ and $$F(x)^\lambda F(y)^{1-\lambda}\leq ...
3 votes
1 answer
2k views

Deconvolution using the discrete Fourier transform

Summary: From discrete convolution theorem, it is understandable that we need 2N-1 point DFT of both sequences in order to avoid circular convolution. If we need to do deconvolution of a given ...
7 votes
2 answers
1k views

What is the difference (if any) between "fourier transform" and "SO(3) fourier transform"?

What is the difference (if any) between "fourier transform" and "SO(3) fourier transform"? I searched on Google but couldn't find a satisfiable answer. Thanks in advance :)
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....
4 votes
1 answer
366 views

2-Wasserstein metric on convolution of probability distributions

I have two related questions. Let $\mu$ and $\nu$ be two distinct probability measures on $\mathbb{R}^n$ with finite second moments, and $W_2(\cdot,\cdot)$ be the $2$-Wasserstein metric. The question ...
5 votes
3 answers
1k views

Does this formula correspond to a series representation of the Dirac delta function $\delta(x)$?

Consider the following formula which defines a piece-wise function which I believe corresponds to a series representation for the Dirac delta function $\delta(x)$. The parameter $f$ is the evaluation ...
3 votes
1 answer
667 views

Equivalent action of convolution of directional derivative

I have asked this question a while back on StackExchange but have not received any answer/comment. I received a suggestion to post the same question in here which is more research oriented. Let $k*f(x)...
3 votes
2 answers
437 views

How to solve the following $0= \int_{-\infty}^\infty e^{-\frac{(bt+\omega)^2}{2}} f(t+\omega) \frac{1}{i t} dt, \forall \omega \in \mathbb{R}$

Suppose that for a given $b\in \mathbb{R}$ \begin{align} 0= \int_{-\infty}^\infty e^{-\frac{(bt+\omega)^2}{2}} f(t+\omega) \frac{1}{i t} dt, \forall \omega \in \mathbb{R} \end{align} where $i =\sqrt{...
2 votes
1 answer
106 views

Equivalent of a local limit theorem in the large deviation region and asymptotics of a convolution operator

Let $\{X_i \}_{i \in \mathbb{N}}$ be a sequence of i.i.d. random variables satisfying $\mathbb{E} X_1 = 0$ and $\mathbb{E} X_1 ^2 < \infty$. Assume that $\{S_n  \}_{n \in \mathbb{N}}$ is a non-...
4 votes
1 answer
356 views

Recovering a function from its Gaussian convolution

Let $\varphi(x)=\frac{1}{\sqrt{2\pi}}\exp(-x^2/2)$ be the Gaussian density and $f:\mathbb{R}\to\mathbb{R}$ another measurable function. Under what conditions can $f$ be recovered from its convolution ...
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
0 answers
86 views

The square-integrability of $p$ and $\nabla u$

We consider the stationary Stokes problem in $\mathbb{R}^n$ $$\DeclareMathOperator{\Dvg}{\nabla\cdot} \begin{cases} \Delta u + \nabla p = f & \text{ in $\mathbb{R}^n$} \\ \Dvg u =0. \end{cases} $...
4 votes
1 answer
1k views

Existence of solutions to first-order PDE involving convolution

Let $f(x,\alpha)$ be a smooth function of compact support in $x$. Now, let its $\alpha$-dependence be determined by the following first-order equation, \begin{align} \frac{\partial}{\partial \alpha} ...
3 votes
0 answers
320 views

Does convolution by a Schwartz function preserve symbol classes?

I am working on a problem involving pseudodifferential operators, and I need a property of the operator "convolution by a Schwartz function". I apologize in advance if the question is ...
2 votes
1 answer
109 views

Problem regarding vanishing set of convolution

Let $f$ vanishes on an open set containing 0. So there exists $l>0$ such that $f$ vanishes on $B(0,2l).$ So we can choose $g\in C_c^\infty (\mathbb{R}^n)$ (supported on $B(0,l)$) such that $f*g$ ...
1 vote
0 answers
99 views

Optimization with convolution in the objective function

I would like to minimize the following objective function $$ \| H \ast A - (H \cdot I) \ast B \|_F^2 $$ w.r.t. $H$, where $H$, $I$, $A$, and $B$ are all square matrices of the same size ($I$ is a ...
4 votes
1 answer
217 views

Why do convoluted convolved Fibonacci numbers pop up from this triangle?

Start with this triangle (OEIS A118981). This triangle is simple to generate with the following recurrence relation (though $T(0,0)$ ends up different from the OEIS version): $$ T(0,0) = 2;T(1,0) = 1;...
1 vote
1 answer
235 views

The derivative of a filter with respect to a output signal [closed]

I have two signals, $d(t)$ and $p(t)$, respectively the input and the output of the matching filter $w(t)$, i.e. $$ d(t)*w(t)=p(t) $$ where $*$ denotes convolution.The impulse response $w(t)$ may be ...
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 ...
2 votes
0 answers
112 views

Anticommutation of convolution products on trace class operators of quantum groups

This question was originally posted to MathStackExchange. Let $\mathbb{G}$ be a locally compact quantum group and let $W$ and $V$ be the left and right fundamental unitaries, i.e., they implement the ...
3 votes
1 answer
459 views

Fast computation of convolution integral of a gaussian function

Given a convolution integral $$ g(y) =\int_a^b\varphi(y-x)f(x)dx=\int_{-\infty}^{+\infty}\varphi(y-x)f(x)\mathbb{I}_{[a,b]}(x)dx $$ where $\varphi(x)= \frac{1}{\sqrt{2\pi}}\exp{\left(-\frac{x^2}{2}\...
6 votes
2 answers
499 views

When is $\lVert f*g\rVert_\infty=\lVert f\rVert_1\lVert g\rVert_\infty$?

If $1\leq p<\infty$, it is easy to find nice necessary and sufficient equality conditions for the convolution inequality $$\lVert f*g\rVert_p\leq\lVert f\rVert_1\lVert g\rVert_p\qquad (f\in L^1(\...
3 votes
1 answer
626 views

Can we show that the characteristic function of an infinitely divisible probability measure has no zeros

Let $E$ be a normed $\mathbb R$-vector space, $\mu$ be a probability measure on $\mathcal B(E)$ and $\varphi_\mu$ denote the characteristic function$^1$ of $\mu$. Assume $\mu$ is infinitely divisible, ...
5 votes
1 answer
319 views

Is there a name for this type of matrix?

For my thesis in neural networks, I was trying to find a way to generalize a Sobel operator. I quickly thought of this: $$ \begin{bmatrix} a&b&c\\ d&0&-d\\ -c&-b&-a \end{...
1 vote
1 answer
534 views

Convolution of an Airy function with a Gaussian

I wonder if the convolution \begin{equation} f(y)=\int_{-\infty}^{+\infty} \mathrm{Airy}(a\cdot x)\cdot e^{-b(y-x)^2} dx \end{equation} can be solved analytically. Or in case not, if there is an ...
3 votes
2 answers
477 views

Vanishing convolution between density and compactly supported function

Find a pair of functions $f,g:\mathbb{R}\to\mathbb{R}$ such that: $f$ is smooth and compactly supported (say, on $[0,1]$ but this isn't crucial), $g(x)>0$ for all $x\in\mathbb{R}$, $\int g(x)\,dx=...
4 votes
1 answer
2k views

Norm of convolution operator

By Young's inequality for any $f\in L^p(\mathbf{R})$ the map $T_f:g\mapsto f\star g$ is a continuous operator from $L^q(\mathbf{R})$ to $L^r(\mathbf{R})$ where $1\leq p,q,r\leq \infty$ satisfy $1+\...
1 vote
1 answer
1k views

Young's convolution inequality for weighted norms

Young's convolution inequality states that, for $1/p+1/q=1/r+1$ ($1\leq p,\, q, r\leq \infty$), we have $$\lVert f * g \rVert_r \leq \lVert f\rVert_p \lVert g\rVert_q.$$ It is implicit here that the ...
1 vote
0 answers
127 views

Algebraic relation amongst an elliptic function and its convolution

NOTE: I edited this question, following the comments of Alexander Eremenko and Paul Garrett. I have a question concerning elliptic functions that maybe you can help me shed light on. I am a ...
0 votes
1 answer
128 views

What is the computational complexity of the calculation of $ \Psi(x) $?

What is the computational complexity of the calculation of $ \Psi(x) $ described below: Let $\left\{ f_i : \{0,1,\dots,m\} \to \mathbb{R} \right\}_{i=1}^n$. For each $x \in \{0,1,\dots,m\}$ we ...
4 votes
1 answer
266 views

Hopf "algebroid" structure of a groupoid convolution algebra?

This question is already posted in math.stackexchange, but didn't receive any answer. I'm not sure if this question fits in here, but surely someone in here can guide me to the correct answer. To make ...
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(...
2 votes
1 answer
1k views

Relation between Cox-deBoor recursion and Convolution (b-spline basis)

Consider the Cox-deBoor recursion formula for producing b-spline basis functions given a knot vector: $N_{i,0}(u)=1 $ if $u_i\leq u < u_{i+1}$ otherwise, $=0$ $N_{i,p}(u)=\frac{u-u_{i}}{u_{...
2 votes
1 answer
338 views

Uniqueness of deconvolution after convolution?

I have the following question and I'd greatly appreciate any help! Basically, I have an arbitrary probability distribution with pdf $f(x)$, we can assume it's continuous with support on $[0,\infty]$ ...
0 votes
1 answer
134 views

How can we show this estimate for the convolution of two probability measures?

Let $(\delta_k)_{k\in\mathbb N}\subseteq(0,\infty)$ be nonincreasing with $\delta_k\xrightarrow{k\to\infty}0$ and $(\varepsilon_k)_{k\in\mathbb N}\subseteq(0,\infty)$ with $\sum_{k\in\mathbb N}\...
2 votes
2 answers
322 views

If $(\exp(\mu_n))_{n\in\mathbb N}$ is weakly convergent, is the normalized sequence convergent as well?

Let $E$ be a metric space and $\mathcal M(E)$ denoote the space of finite signed measures on $\mathcal B(E)$ equipped with the total variation norm $\left\|\;\cdot\;\right\|$. I would like to know ...
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 ...
7 votes
2 answers
880 views

Which random variables can be written as the difference of two independent positive random variables?

Can we characterize random variables $X$ that satisfy $$ X\sim Y - Z $$ for two independent positive random variables $Y$ and $Z$? Are $Y$ and $Z$ unique in some sense? Can (one possible choice of) $Y$...
1 vote
1 answer
474 views

Convolution, Fourier transforms, and area preservation [closed]

Consider the convolution of two functions, f * g. And let us assume, for practicality, some example case where an integral of f or g can be interpreted as the "area under the curve" (or the ...
1 vote
1 answer
168 views

Existence of unique convolution semigroups of probability measures on more general spaces then $\mathbb R^d$

Let $E$ be a $\mathbb R$-Banach space, $\mathcal M_1(E)$ (resp. $\mathcal M_1^\infty(E)$) denote the set of probability measures (resp. infinitely divisible probability measures) on $E$, $\varphi_\mu$ ...
3 votes
2 answers
253 views

Convolution of functionals on compact quantum group

Let $\mathbb{G}= (A, \Delta)$ be a ($C^*$-algebraic) compact quantum group. In a paper I'm reading, the space $A^*= B(A, \mathbb{C})$ obtains a product $$\omega_1*\omega_2:= (\omega_1\otimes \omega_2) ...
0 votes
0 answers
129 views

Characterization of convolution operators via the Fourier transform

Let $\mathcal{L}$ be a linear and continuous operator from the space of tempered distributions $\mathcal{S}'(\mathbb{R})$ to itself. The Fourier transform of a tempered distribution $f$ is denoted by $...
4 votes
1 answer
349 views

Inverting convolutions over finite intervals

There are well-known techniques for inverting convolutions over the whole or half real line with Fourier and Laplace transformations, but on the face of it they can't be applied to an integral ...