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Questions tagged [convolution]

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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 $...
yun's user avatar
  • 41
3 votes
0 answers
267 views

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 $$...
C. Dubussy's user avatar
  • 1,017
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} $.
DLN's user avatar
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1 vote
1 answer
86 views

Subquadratic multiplication of probability mass functions (with log-convolution?)

We are currently looking for a fast, i.e. subquadratic, algorithm for the following equation: $z_m = \sum_{i,j :\, (i \cdot j) = m} x_i \cdot y_j$. That is, we are given two finite input vectors $x$ ...
julepf's user avatar
  • 13
6 votes
1 answer
909 views

Is there an alternate name for the symplectic convolution?

Looking into the Wigner-Weyl transformation mapping Hilbert space operators to functions on phase-space, I've run up against the need for a symplectic convolution $$[F\star G](x,p) = \int \!dy\,dk\, ...
Jess Riedel's user avatar
5 votes
2 answers
556 views

Are there multiplicative functions which are not rational?

Vaidyanathaswamy calls an arithmetic function rational if it is the convolution of some finite collection of functions which are either completely multiplicative or inverse to a completely ...
Charles's user avatar
  • 9,114
4 votes
0 answers
181 views

Shifted convolution problem for Coefficients of automorphic forms

The shifted convolution problem for coefficients of modular forms is well studied and many estimates were established for the shifted convolution sums of Hecke eigenvalues. So, one may ask about the ...
Khadija Mbarki's user avatar
13 votes
2 answers
610 views

Is there a Gelfand-Naimark-like characterization of group algebras $L_1(G)$?

The Gelfand-Naimark theorem establishes that a complex commutative Banach algebra $A$ with an identity and an involution $x\to x^*$ satisfying $\|x x^*\|=\|x\|^2$ is (isometrically isomorphic to) a $C(...
M.González's user avatar
  • 4,461
1 vote
2 answers
330 views

Is there a version of the Titchmarsh Convolution theorem to find singular support?

Okay, some terminology, correct me if I'm wrong. Singular support - the set on which a distribution fails to be smooth. In this case a piecewise function. Is there a name for $f*f*f$? The ...
pdmclean's user avatar
  • 300
2 votes
1 answer
309 views

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}^{+\...
Uchiha's user avatar
  • 87
8 votes
0 answers
294 views

Which classes of functions are "convolution ideals"?

If $g$ is continuous then $f*g$ is continuous. If $g$ is smooth then $f*g$ is smooth. If $g$ is a polynomial then $f*g$ is a polynomial. If just one of the two functions belongs to the class of well-...
Michael Hardy's user avatar
15 votes
1 answer
604 views

Is the set of the convolutions of two-point measures dense in the set of all measures?

A measure supported in two points is a measure of the form $$ \mu=\alpha\delta_a+(1-\alpha)\delta_b, $$ where $a<b$ and $\alpha\in (0,1)$. The question is: Given a finite non-negative measure ...
Felipe Ferreira's user avatar
3 votes
1 answer
556 views

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 ...
Bruno Brogni Uggioni's user avatar
2 votes
0 answers
2k views

convolution integral involving modified Bessel functions of the first kind

I'm stuck with this convolution integral ($z \geq 0$)... \begin{equation} f_{Z}(z)=\int^{\infty}_{-\infty}f_{1}(x)f_{2}(z-x)dx = \mbox{ } ??? \end{equation} which represents the pdf of the sum $Z = ...
Gabriele Pompa's user avatar
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 ...
user64076's user avatar
0 votes
0 answers
94 views

Do they have the same limit?

Suppose $a(\cdot)\in L^p$ and is symmetric and $b(\cdot)\in L^q$, where $1/p+2/q=2$, $p,q\ge 1$. Consider the quantity $Q_T=$ $$ \frac{1}{T}\int_{\mathbb{R}}dx\int_{[-T,T]^2}d\mathbf{v}\int_{[-T,T]^2}...
Uchiha's user avatar
  • 87
3 votes
1 answer
957 views

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_{-\...
Mole's user avatar
  • 39
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\...
Zorgoth's user avatar
  • 256
3 votes
0 answers
741 views

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 $$...
Hua Wang's user avatar
  • 960
7 votes
3 answers
3k views

Deconvolution of sum of two random variables

Let $Z = X + c \cdot Y$ where $X$ and $Y$ are independent random variables drawn form the same distribution given by the pdf $g()$ and $0 < c < 1$ I have observations of $Z_i$'s and thus can ...
Philip's user avatar
  • 139
3 votes
1 answer
335 views

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 ...
Mikael Vejdemo-Johansson's user avatar
3 votes
2 answers
423 views

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})\,...
Adam Hughes's user avatar
  • 1,049
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 ...

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