Questions tagged [convolution]

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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 ...
58 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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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,+\...
Terry Tao's user avatar
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15 votes
1 answer
603 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
12 votes
2 answers
576 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
  • 4,301
12 votes
1 answer
549 views

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 ...
H A Helfgott's user avatar
  • 19.3k
11 votes
0 answers
159 views

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{...
Pietro Majer's user avatar
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10 votes
1 answer
1k views

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-...
ferrari's user avatar
  • 121
8 votes
1 answer
1k views

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 ...
AChem's user avatar
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8 votes
1 answer
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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 ...
Marc Besson's user avatar
8 votes
0 answers
280 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
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 :)
Yep's user avatar
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7 votes
2 answers
421 views

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 ...
Max Muller's user avatar
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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
7 votes
1 answer
387 views

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}, \...
Exit path's user avatar
  • 2,969
6 votes
3 answers
765 views

Convolution of $L^2$ functions

Let $u\in L^2(\mathbb R^n)$: then $u\ast u$ is a bounded continuous function. Let me assume now that $u\ast u$ is compactly supported. Is there anything relevant that could be said on the support of $...
Bazin's user avatar
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6 votes
2 answers
723 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) $Y$...
Bananach's user avatar
  • 292
6 votes
1 answer
838 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
6 votes
2 answers
493 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(\...
apanpapan3's user avatar
5 votes
4 answers
766 views

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) ...
Chris's user avatar
  • 301
5 votes
1 answer
585 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 ...
mathoverflowUser's user avatar
5 votes
1 answer
315 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{...
Iñigo Moreno's user avatar
5 votes
3 answers
766 views

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 ...
AChem's user avatar
  • 803
5 votes
2 answers
536 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
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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 ...
Steven Clark's user avatar
  • 1,061
5 votes
0 answers
164 views

Computing sums with linear conditions quickly

Let $f:\{1,\dotsc,N\}\to \mathbb{C}$, $\beta:\{1,\dotsc,N\}\to [0,1]$ be given by tables (or, what is basically the same, assume their values can be computed in constant time). For $0\leq \gamma_0\leq ...
H A Helfgott's user avatar
  • 19.3k
5 votes
0 answers
239 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 ...
Rafael's user avatar
  • 93
4 votes
2 answers
669 views

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)...
AChem's user avatar
  • 803
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} ...
user143410's user avatar
4 votes
1 answer
261 views

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" ...
Yoël's user avatar
  • 329
4 votes
1 answer
218 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 ...
Malik Amine's user avatar
4 votes
1 answer
274 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 ...
F J's user avatar
  • 161
4 votes
1 answer
303 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 ...
user477138's user avatar
4 votes
1 answer
210 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;...
Mitch's user avatar
  • 195
4 votes
1 answer
267 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 ...
Greg Egan's user avatar
  • 2,852
4 votes
1 answer
238 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 ...
Bumblebee's user avatar
  • 1,019
4 votes
1 answer
891 views

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 ...
Giovanni Febbraro's user avatar
4 votes
1 answer
380 views

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. $V(x_t \star A)$...
Romain's user avatar
  • 143
4 votes
1 answer
342 views

Sufficient condition for a probability distribution on $\mathbb Z_p$ to admit a square-root w.r.t convolution

Let $p \ge 2$ be a positive integer, and let $Q \in \mathcal P(\mathbb Z_p)$ be a probability distribution on $\mathbb Z_p$. Question. What are necessary and sufficient conditions on $Q$ to ensure ...
dohmatob's user avatar
  • 6,716
4 votes
1 answer
212 views

Just how regular are the sample paths of 1D white noise smoothed with a Gaussian kernel?

Adapted from math stack exchange. Background: the prototypical example of---and way to generate---smooth noise is by convolving a one-dimensional white noise process with a Gaussian kernel. My ...
Lance's user avatar
  • 203
4 votes
0 answers
96 views

Convolution algebra of a simplicial set

Consider a simplicial set $X^\bullet$ with face maps $d_i$ (assume the set is finite in each degree so there are no measure issues). Then given two functions $f,g:X^1\to \mathbb{C}$ one can form their ...
Josh Lackman's user avatar
  • 1,188
4 votes
0 answers
175 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
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+\...
Ayman Moussa's user avatar
  • 2,575
3 votes
1 answer
236 views

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 2 equations ...
J3soon's user avatar
  • 141
3 votes
2 answers
248 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) ...
user avatar
3 votes
1 answer
1k views

If the convolution of two functions $f\star g$ is equal to $g$, $f$ is even with compact support and $g$ is bounded, implies that $g$ is constant?

Let $f$ be an even continuous function with compact support such that $$ \int f(t)\,\mathrm{d}t=1, $$ and let $g$ be a bounded continuous function such that the convolution $f\star g$ satisfies the ...
Anton Sorokovskiy's user avatar
3 votes
1 answer
450 views

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 ...
user10439561's user avatar
3 votes
2 answers
406 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{...
Boby's user avatar
  • 631
3 votes
1 answer
313 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}\...
NN2's user avatar
  • 250
3 votes
2 answers
402 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=...
Jeff S's user avatar
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