Questions tagged [convolution]
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173 questions
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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 $...
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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{...
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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}\...
- 250
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477
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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=...
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3
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When does convolution erase non-monotonicities?
Suppose $\phi:\Bbb R\to[0,\beta]$ is a bounded continuous function such that $\phi(-\infty)=0$ and $\phi(\infty)=\beta$.
Assume $\phi$ is non-decreasing except near zero, i.e. there exists $r>0$ ...
user130609
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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, ...
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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(...
- 71
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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 ...
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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 ...
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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
$$(f*g)(y)=\int_Xf(x)g(yx^{-1})\,...
- 1,049
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Is there (fast) fourier transform for vector convolution?
Given a list of variables $u_1,\dots,u_m\in\mathbb R$ and $v_1,\dots,v_n\in\mathbb R$ the standard convolution is defined
$$U*V(t)={\sum_{i}} u_iv_{t-i}.$$
Given a list of vectors $u_1,\dots,u_m\in\...
- 13.9k
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Approximate square root of Dirac delta function on $\mathrm{SL}_2(\mathbb{R})$
$\DeclareMathOperator\SL{SL}\DeclareMathOperator\AdS{AdS}$I hope to find a sequence of complex-valued functions $\{f_i(g)\}$ on the group element $g$ of a locally compact group $\SL(2,\mathbb{R})$ so ...
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Is there a real/functional analytic proof of Cramér–Lévy theorem?
In the book Gaussian Measures in Finite and Infinite Dimensions by Stroock, there is a theorem with a comment
The following remarkable theorem was discovered by Cramér and Lévy. So far as I know, ...
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Convolution between normal distribution and the maximum over $m$ Gaussian draws
$\DeclareMathOperator\erf{erf}$
Let's consider the Gaussian distribution $P_X(x)= \frac{1}{\sqrt{2 \pi \sigma^2}} e^{- \frac{x^2}{2 \sigma^2}}$. Now consider the random variable $W \equiv \max \{ X_1, ...
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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)...
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Exponential deconvolution using the first derivative
There is an interesting observation using the first derivative to deconvolve an exponentially modified Gaussian:
The animation is here at terpconnect.umd.edu.
The main idea is that if we have an ...
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The disintegration of the convolution of two probability measures
Let $G$ be a topological group with all the topological conditions in order that some form of the disintegration theorem be applicable (for instance, take $G$ metrizable). Let $N$ be normal and closed,...
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When are all the convolution roots of an infinitely divisible probability measure infinitely divisible?
Let $G$ be a topological group.
Let us say that a probability measure $\mu$ on $G$ is strongly infinitely divisible (SID) if $\mu$ is infinitely divisible and any probability measure $\nu$ on $G$ ...
- 128k
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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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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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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
$$\tilde{f}(x)=\int_{-\...
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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 ...
- 2,537
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Is it true that p-integrable function can be written as a convolution of an integrable function and p-integrable function?
We know that convolution of an integrable function with an $p$-integrable is an $p$-integrable function. This follows from Young's inequality.
My question: Is it true that $L^p(\mathbb{R}^n)\subseteq ...
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Inequality involving convolution roots
I am struggling with the following problem. Let $f$ be a real smooth function. Let assume that $f$ is:
increasing
strictly convex on $(-\infty,0)$
strictly concave on $(0,+\infty)$
Let $\sigma>0$ ...
- 393
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Extrapolated Integral operator (compactness)
I am studying the compactness of some convolution operators. Let the convolution with extrapolation
$$ \Gamma: X\longrightarrow X; x\mapsto\int_0^t T_{-1}(t-s)B(s)x\mathrm{d}s. $$
Here $T(\cdot)$ is a ...
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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 ...
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Is there a closed form for the discrete convolution of $\sigma_1$ and $\sigma_2$?
I am trying to find a closed form for the following sum:
$$\sum_{k = 1}^{n-1}\sigma_1(k) \sigma_2(n-k)$$
where $\sigma_i$ is the sum of divisors and $\sigma_2$ is the sum of squares of divisors.
...
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Any chance to get the moments of this exotic distribution?
Let us define the following cumulative distribution:
\begin{align}
\Pr (Y(t)\geq a)=\sum_{n=0}^\infty \frac{e^{-kt}(kt)^n }{n!}\int_a^\infty[\circledast_{f}\circ H_a ]^n\delta (x) dx
\end{align}
where ...
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Computing distribution of non-identical coin flips
Suppose I have $N$ coins, where coin $i$ has probability $p_i$ of coming up heads. I flip all $N$ coins and let $S_N$ be the number of heads. How can I compute the distribution of $S_N$ efficiently?
...
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Is there a name for the general type of operation that sweeps a kernel over a function (e.g. like convolution, morph. dilation, registration, etc)
There is a certain family of 'sweeping' operators / functions $S(y; f,k,g)$, where:
$f$ is a function $f : x \mapsto \mathbb{R}^N$
$k$ is a 'kernel' function $k : x \mapsto \mathbb{R}^N$
$y$ ...
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Link between standard convolution and Day convolution
There is a notion of convolution product between two functors called "Day convolution". (See here nlab for instance) I know that the definition of this notion is inspired by the discrete convolution $$...
- 1,017
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Existence and smoothness of convolutions of distributions in Sobolev spaces
Let $f\in H^{s_1}(\mathbb{R}^n)$ and $g\in H^{s_2}(\mathbb{R}^n)$, where $s_1, s_2 \in \mathbb{R}$ and can be positive or negative.
It is easy to show that $f *g$ is defined pointwise when $s_1+s_2\...
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Justification of the convolution operation of $L^1(G)$ functions where $G$ is a LCA group (measurability)
Suppose $G$ is a locally compact abelian Hausdorff group (LCA), and $\lambda$ is the Haar measure on it. We all know the convolution of two $L^1(\lambda)$ functions $f$ and $g$ on $G$ is defined as
$$...
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Level sums, displacements: how to determine them efficiently?
Let $R =\mathbb{Z}/N \mathbb{Z}$. Let $f:R\to \mathbb{R}$,
$\rho:R\to \lbrack 0,1\rbrack$. We assume that it takes trivial time to compute any given value $f(m)$ or $\rho(m)$.
Define $$S(\delta,m) = ...
- 20.2k
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Prove or disprove the linearity of expectiles
For expectation (mean), there are many useful properties such as Linearity of Expectation:
$\mathbb{E}[X+Y]=\mathbb{E}[X]+\mathbb{E}[Y]$
$\mathbb{E}[\alpha X]=\alpha\mathbb{E}[X]$
(The two equations ...
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Approximating a function by a convolution of given function?
Let $g:\mathbb{R}\to \mathbb{R}$ be a given differentiable function of exponential decay on both sides. Now let us be given a function $f:\mathbb{R}\to \mathbb{R}$, also of exponential decay, if you ...
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Convolution vanishes on an interval
Fix a "test" function $f(x)=x\exp(-x^2)$, which is nonzero except $x=0$. Suppose that $g$ is a function with some necessary regularity. Consider the convolution.
$$
(f\ast g )(x)=\int_{-\infty}^{+\...
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De-Convolution of Distributions
Under what conditions a continuous unimodal distribution G(x) can be represented as a convolution of N of the same F(x) distributions?
I.e. G(x)= F(x) * F(x) * F(x) *......
Also does F(x) also ...
- 21
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Distance between root of $f$ and its Gaussian convolution
Let $f$ be a :
$f\in\mathcal{C}^\infty(\mathbb{R},\mathbb{R})$,
for all $x> 0,~f(x)>0$,
for all $x< 0,~f(x)<0$,
I am struggling to find a bound for the distance between the root of $f$ ...
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Uniqueness of the zero of $f-f*G_\sigma$ with $f$ convex/concave
I am struggling with the following problem. Let $f$ be a real smooth function:
strictly convex on $(-\infty,0)$,
strictly concave on $(0,\infty)$,
strictly increasing.
For $\sigma>0$, how can one ...
- 393
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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 \...
user44143
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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 $[0,\infty]$
...
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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 ...
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History- calculating convolution by tabular method
I often see a trick for calculating convolution of discrete data by a so-called Tabular method. There are a lot of Youtube videos and many Indian textbooks on Signal Processing [Books].1
Basically, ...
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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_{...
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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-...
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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 > ...
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Smoothing property of the heat kernel on the one-dimensional torus
Let $G=G(x,t)$ be the heat kernel on the one-dimensional torus $\mathbb{T}^1,$ with $x \in \mathbb{T}^1$ and $t \in (0,T].$ $G$ is given by \begin{equation}
G(x,t) = (4 \pi t)^{-1/2} \sum_{k \in \...
- 185
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On a possible generalization of heat kernel semigroups on Lie groups
Let $G$ be a compact matrix Lie group with Haar measure $\mu$. Then the heat kernel $\rho: G\times (0,\infty) \rightarrow \mathbb{R}$ satisfies
(1) $\rho(g_1g_2,t)=\rho(g_2g_1,t)$ for all positive $t$,...
- 577
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A technical question concerning convolution product
Let $v\in L^p(\Bbb R^d)$, $1\leq p<\infty$ be nonzero function, i.e., $v\not\equiv 0$.
Define $$u(x)= |v|*\phi(x)= \int_{\Bbb R^d} |v(y)|\phi(x-y)d y$$ with $\phi(x)= ce^{-|x|^2}$ and $c>0$ so ...
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