Questions tagged [convolution]
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173 questions
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Earliest use of deconvolution by Fourier transforms
From a previous discussion here Origin of the convolution theorem, it was shown that the property of convolution $y(t)$=$a$*$b$ becoming a multiplication after Fourier transform: $F$$(y(t))$= $F(a)F(b)...
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Convergence of semi convex functions
Definition. Let $u:\Omega \rightarrow \mathbb{R} $. A function $u$ is called semiconvex if $u=v+w$ for some $v\in C^{1,1}(\Omega)$ and a convex function $w$.
Note. Saying that $u$ is semiconvex is ...
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1
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The derivative of a filter with respect to a output signal [closed]
I have two signals, $d(t)$ and $p(t)$, respectively the input and the output of the matching filter $w(t)$, i.e.
$$
d(t)*w(t)=p(t)
$$
where $*$ denotes convolution.The impulse response $w(t)$ may be ...
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Wavelet momentum identity
I am reading an article on wavelet connection coefficients (G. Beylkin, "On the representation of operators in bases of compactly supported wavelets", 1992 (MSN)) and I came across Equation (3.31):
\...
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History- calculating convolution by tabular method
I often see a trick for calculating convolution of discrete data by a so-called Tabular method. There are a lot of Youtube videos and many Indian textbooks on Signal Processing [Books].1
Basically, ...
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Convolve a 4D Gaussian function along a plane?
There is a 4D Gaussian function $G(u,s)=G(x|c,\mu,\Sigma )$ where $x=\begin{bmatrix}u\\ s\end{bmatrix}$,$u$ and $s$ is all 2D vector.
Now I want to blur (convolve) it along with $u$ by another 2D ...
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Derivative of a convolution integral of the following type?
I'm looking to find the derivative of a convolution integral of the following form:
\begin{equation}
\frac{d}{dr}((G(r,t)*f(t)) = \frac{d}{dr} (\int_{-\infty}^{\infty} G(r,t-\tau)f(\tau) d\tau)
\end{...
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3
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When does convolution erase non-monotonicities?
Suppose $\phi:\Bbb R\to[0,\beta]$ is a bounded continuous function such that $\phi(-\infty)=0$ and $\phi(\infty)=\beta$.
Assume $\phi$ is non-decreasing except near zero, i.e. there exists $r>0$ ...
user130609
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Is there (fast) fourier transform for vector convolution?
Given a list of variables $u_1,\dots,u_m\in\mathbb R$ and $v_1,\dots,v_n\in\mathbb R$ the standard convolution is defined
$$U*V(t)={\sum_{i}} u_iv_{t-i}.$$
Given a list of vectors $u_1,\dots,u_m\in\...
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Convolution in K-Theory via an Example (From StackExchange)
I've spent lots of time in Chriss and Ginzburg's "Complex Geometry and Representation Theory" and despite convolution (in Borel-Moore homology or K-theory) being very central, I feel like I'm still ...
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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+\...
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Bijections $\mathbb{Z}\times\mathbb{Z}\to\mathbb{Z}$ with vanishing local means
This is just a summer-time curiosity arisen after a recent question by Dominic van der Zypen.
For a finite subset $S$ of $\mathbb{Z}\times\mathbb{Z}$ and a function $f$ on $\mathbb{Z}\times\mathbb{...
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Mathematical Techniques to Reduce the Width of a Gaussian Peak
In the chemical analysis by instruments, the signals of several molecules are overlapped which makes it difficult to determine the true area of each peak, such as those shown in red. I simulated this ...
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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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Origin of the convolution theorem
I am a chemist, with some interest in signal processing. Sometimes, we use the deconvolution process to remove the instruments response from the desired signals. I am looking for the earliest ...
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Gelfand's trick (Gelfand's lemma) in positive characteristic?
I came across this preprint that claims in Lemma 1.1 that Gelfand's trick (also known as Gelfand's lemma) only works in characteristic zero:
Let $H < G$ be finite groups. Suppose we have an anti-...
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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 ...
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Is this operator invertible?
Let $T(t)$ be a strongly continuous semi-group on a Banach space $X$, and let $A(\cdot)\in C(0,\tau; \mathcal{L}(X))$ for some $\tau>0$. The operator $G:C(0,\tau;X)\to C(0,\tau;X)$ maps every $h\in ...
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L1 distance after Convolution
Given two discrete distributions $P$ and $Q$ with the same support $x_1,\cdots,x_n$. Assume $K \in L^1(\mathbb{R})$ is a nonnegative function with $\int_\mathbb{R} K(x)dx = 1$, and let $K_h(x) = \frac{...
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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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Show a convolution of distributions ε-close to min-entropy k is ε^t-close to min-entropy k
Assume $X_1,...,X_t$ are independent distributions on $\mathbb{Z}_2^n$ s.t. each $X_i$ is $\epsilon$-close to min-entropy $k$; i.e. there exist distributions $Y_1,...,Y_t$ on $\mathbb{Z}_2^n$ s.t:
$$ \...
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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,+\...
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Dualizable presheaves with respect to Day convolution
This question was posted on MSE and got very little attention, so I'm also posting it here.
Let $\mathcal{C}$ be a closed symmetric monoidal category and let $PSh(\mathcal{C}):=Fun(\mathcal{C}^{op}, \...
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A question about the convolution theorem
I have the following "argument" about Fourier series, which I know is wrong because it yields a ridiculous conclusion. However, I don't know where the mistake is, and need to know which step is the ...
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Fast convolution of sparse functions
Let $F:\mathbb{R}\to \mathbb{Z}$ be a step function with at most $k$ discontinuities, at given rationals $a_1<a_2<\dotsc<a_k$. Let $g:\mathbb{R}\to \mathbb{Z}$ be given as a linear ...
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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 $$S(\delta,m) = ...
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Variance of convolution between filter $A$ and Ornstein-Uhlenbeck process $x_t$
If we consider $x_t$ an Ornstein-Uhlenbeck process (with $W_t$ the Wiener process), does anyone know what would be the variance of the convolution of $x_t$ with a given filter $A$ i.e. $V(x_t \star A)$...
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Positive Convolution Root
I try to compute the convolution root of a symmetric, positive definite, nonnegative, one dimensional function $f: \mathbb R\to \mathbb R^+_0$. Furthermore I assume $f$ is bounded and $\int_{\mathbb R}...
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The disintegration of the convolution of two probability measures
Let $G$ be a topological group with all the topological conditions in order that some form of the disintegration theorem be applicable (for instance, take $G$ metrizable). Let $N$ be normal and closed,...
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How to prove the combinatorial equality? [closed]
Please, help me to understand following convolution (or give a reference):
$$
\sum_{R=0}^N \binom{R}{r} \binom{N-R}{n-r} = \binom{N+1}{n+1}
$$
Why is it true?
Thank you!
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When are all the convolution roots of an infinitely divisible probability measure infinitely divisible?
Let $G$ be a topological group.
Let us say that a probability measure $\mu$ on $G$ is strongly infinitely divisible (SID) if $\mu$ is infinitely divisible and any probability measure $\nu$ on $G$ ...
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Are the roots of an infinitely divisible probability infinitely divisible themselves?
Let $\mu$ be an infinitely divisible probability on a topological group $G$. If $\nu ^{* n} = \mu$ for some $n$, is $\nu$ an infinitely divisible probability too?
A sufficient criterion would be to ...
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When convolution with exponential kernel is bounded
Let $g(t)=e^{-\omega t}$, $\omega>0$. What is, in terms of well-known function spaces, the space $X$, $L_{loc}^2(0,\infty)\subset X$, of all functions $f:\mathbb{R}^+\to \mathbb{R}^+$, satisfying
$...
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Is there a closed form for the discrete convolution of $\sigma_1$ and $\sigma_2$?
I am trying to find a closed form for the following sum:
$$\sum_{k = 1}^{n-1}\sigma_1(k) \sigma_2(n-k)$$
where $\sigma_i$ is the sum of divisors and $\sigma_2$ is the sum of squares of divisors.
...
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Existence of solutions to first-order PDE involving convolution
Let $f(x,\alpha)$ be a smooth function of compact support in $x$. Now, let its $\alpha$-dependence be determined by the following first-order equation,
\begin{align}
\frac{\partial}{\partial \alpha} ...
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What is $\int_{0}^{z} e^{-a^{2} x^{2}} {\rm erf}(bx)\, dx$?
The integral $$\int_{0}^{z} e^{-a^{2} x^{2}} {\rm erf}(bx)\, dx$$ is related to the convolution of two half-normal distributions. This can be inferred from this question on MSE. The following ...
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Convolution of $\ell$-adic sheaves and group homomorphisms
This question follows this one , where I defined convolution of $\ell$-adic/perverse sheaves.
Here I am working with a perfect field $k$ ($char(k)\neq l$) and with a smooth separated groupscheme $G$ ...
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Convolution of $\ell$-adic sheaves is commutative if the group is commutative
[This is a duplicate of this question on Stackexchange]
I am trying to figure out how to prove a very basic statement about convolution of $\ell$-adic/perverse sheaves in Katz's "Rigid local systems" ...
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Convolution integral of series involving the non-trivial zeros of $\zeta(s)$
Let us consider the convolution $$f\left(x\right):=\int_{2}^{x-2}\sum_{\rho_{1}}\frac{u^{\rho_{1}}}{\rho_{1}}\sum_{\rho_{2}}\frac{\left(x-u\right)^{\rho_{2}}}{\rho_{2}}du,\,x>4$$ where $\rho_{i},\,...
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Any chance to get the moments of this exotic distribution?
Let us define the following cumulative distribution:
\begin{align}
\Pr (Y(t)\geq a)=\sum_{n=0}^\infty \frac{e^{-kt}(kt)^n }{n!}\int_a^\infty[\circledast_{f}\circ H_a ]^n\delta (x) dx
\end{align}
where ...
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Existence theorems Volterra Equation of second kind on unbounded domains
The general Volterra Equation of the second kind in convolution form can be described by:
$$
\phi(x) = \int_a^x K(x-t)\phi(t)\, \mathrm{d}t + f(x), \text{ for } x\geq a
$$
Suppose we wish to ...
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Computing distribution of non-identical coin flips
Suppose I have $N$ coins, where coin $i$ has probability $p_i$ of coming up heads. I flip all $N$ coins and let $S_N$ be the number of heads. How can I compute the distribution of $S_N$ efficiently?
...
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Classifying Algebras of Convolution
$L^1(\mathbb R^n)$, $L^1(\mathbb R_+)$, $C^0_c(\mathbb R_+)$, $C^\infty_c(\mathbb R_+)$ are algebras of convolution.
Question 1: is there a classification of subalgebras of convolution of $L^1(\...
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Norm inequality for convolution operators on groups
Let $G$ be a discrete, finitely generated group. Let $f\in \mathbb{C} G$ be given.
Consider $g\in G\setminus \operatorname{supp} f$ and let $\delta_g$ denote the Dirac delta at $g$.
Is it true ...
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Self convolutions of singular continuous measure
Let $\mu$ be a finite measure on $\mathbb{R}$. Define the measures $(\mu_n)_{n\geq 1}$ by $\mu_{n+1}=\mu\ast \mu_n$ and $\mu_1=\mu$
Is there a singular (with respect to the Lebesgue measure) ...
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Is there a name for the general type of operation that sweeps a kernel over a function (e.g. like convolution, morph. dilation, registration, etc)
There is a certain family of 'sweeping' operators / functions $S(y; f,k,g)$, where:
$f$ is a function $f : x \mapsto \mathbb{R}^N$
$k$ is a 'kernel' function $k : x \mapsto \mathbb{R}^N$
$y$ ...
1
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0
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40
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Envelope of a parametrized family of convolutions
For a certain application I need to compute a pointwise supremum of this family of gaussian convolutions:
$$\sup_s f(x)\otimes e^{-\frac{x^2}{s^2}}$$
where $f(x),x\in \mathbb{R}^2$ is known and $\...
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Convolution in Hardy spaces
Question Are there non-trivial restrictions on the coefficients of functions in Hardy spaces ($H_p(\mathbb{D})$, $p<1$) that make a subspace that is closed under convolution?
Definition The Hardy ...
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Some detail in Fefferman's thesis
Recently, I am reading "Inequalities for strongly singular convolution operator" written by Fefferman. I have some question on the detail of proof of Theorem 2'.
Let $\theta \in (0,1)$.
Let $f \in ...
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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_{...