Questions tagged [convolution]
The convolution tag has no usage guidance.
173 questions
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$\mathbb{P}_1$-finite element as convolution of $\mathbb{P}_0$-finite element
For a vector $\vec{u}\in\mathbb{R}^N$ let's denote $\pi_N\left(\vec{u}\right)$ the unique piecwise linear and $1$-periodic function matching the components of $\vec{u}$ on the discretization $x_k = \...
- 209
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Derivative bounds for self convolution of the spherical measure in $R^d$
While reading this article on near $L^1$ estimates for the spherical lacunary maximal function, I came across the estimate
$$ |\partial^{\gamma} (\widetilde{\sigma} \ast \sigma)(x)| \lesssim |x|^{-(1 +...
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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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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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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 \...
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Breakdown of the fourier series identity $e_n e_m = e_{n+m}$ on a perturbed torus
I would like to apologize for leaving things a bit vague. I think my question could be stated much more precisely but right now that is difficult for me to do. I nevertheless think it is an ...
- 243
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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$,...
CommunityBot
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Integral convolution equation $\int_{B_n(R) } e^{- \| x - t\|} d\nu(t) = e^{- \|x \|^2/2}$ on $x \in B_n(R)$. Find measure $\nu$
Let $B_n(R)$ denote the $n$ ball centered at zero with radius $R$. We are interested in the following integral equation: given $R>0$ and $\lambda>0$, let
\begin{align}
\int_{B_n(R)} e^{- \...
- 17.2k
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Distribution class closed under convolution counterexample?
Define the class of probability density functions $\mathcal{C}$: $\,p \in \mathcal{C}$ iff $p(x)=p(|x|)$, and $\log p(\!\sqrt{x})$ is convex on $[0,\infty)$.
Conjecture: if $p,q \in \mathcal{C}$, then ...
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regularity convolution of a $L^2$ function with $W^{1,1}$ function [closed]
Let $u\in L^2(\mathbb R)$ and $w \in W^{1,1}(\mathbb R)$, we consider the convolution
$$u*v$$
Is it true that $w*u \in W^{1,2}(\mathbb R)$?
What regularity can we put on $w$ for this to be true?
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Recent progress restriction conjecture - Problem 2.7 (Terence Tao lecture notes)
I've been tackling the following problem for some time,
Problem 2.7. (a) Let $S:=\left\{(x, y) \in \mathbf{R}_{+} \times \mathbf{R}_{+}: x^2+y^2=1\right\}$ be a quarter-circle. Let $R \geq 1$, and ...
CommunityBot
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Is it true that p-integrable function can be written as a convolution of an integrable function and p-integrable function?
We know that convolution of an integrable function with an $p$-integrable is an $p$-integrable function. This follows from Young's inequality.
My question: Is it true that $L^p(\mathbb{R}^n)\subseteq ...
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convolution of the fundamental solution with the homogeneous solution
I have a question about the convolution of the fundamental solution with the homogeneous solution. Namely if the 2 are convoluble then the homogeneous solution is necessarily zero?
Let $U$ and $E$ ...
CommunityBot
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Analyticity of $f*g$ with $f$ and $g$ smooth on $\mathbb{R}$ and analytic on $\mathbb{R}^*$
Suppose that we have two real functions $f$ and $g$ both belonging to $\mathcal{C}^\infty(\mathbb{R},\mathbb{R})$ analytic on $\mathbb{R}\setminus\{0\}$ but non-analytic at $x=0$. Is the convolution (...
- 12.9k
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Is there a classification of 2D projective convolution kernels?
Is there any classification of all distributions on $\mathbb{R}^2$ such that they are equal to the convolution with themselves? i.e. given a distribution $\gamma$ under which conditions
$$ \gamma\star\...
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Fourier transform relation for spherical convolution
Let $f$ and $g$ be two functions defined over the 2d sphere $\mathbb{S}^2$.
The convolution between $f$ and $g$ is defined as a function $f * g$ over the space $SO(3)$ of 3d rotations as
$$(f*g)(R) = \...
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Is there an generalisation of convolution theorem to integral transforms
Basic convolutions can be computed efficiently by taking fourier transforms and applying the convolution theorem. Is there something analogous for a more general transform, where we have a varying ...
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Prove or disprove the linearity of expectiles
For expectation (mean), there are many useful properties such as Linearity of Expectation:
$\mathbb{E}[X+Y]=\mathbb{E}[X]+\mathbb{E}[Y]$
$\mathbb{E}[\alpha X]=\alpha\mathbb{E}[X]$
(The two equations ...
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Probability distribution of total time for a job, given a workflow graph
$$
\begin{array}{cccccccccccc}
& & \text{A} \\
& \swarrow & & \searrow \\
\text{B} & & & & \text{C} \\
& \searrow & & \swarrow \\
\downarrow & &...
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Small total variation distance between sums of random variables in finite Abelian group implies close to uniform?
Let $\mathbb{G} = \mathbb{Z}/p\mathbb{Z}$ (where $p$ is a prime). Let $X,Y,Z$ be independent random variables in $\mathbb G$.
For a small $\epsilon$ we have $\operatorname{dist}_{TV}(X+Y,Z+Y)<\...
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Are there probability densities $\rho, f_n$ such that $\lim_n \frac{[\rho * f_n]_\alpha}{\|\rho * f_n\|_\infty} = \infty$?
We fix $\alpha \in (0, 1)$. Let $[f]_\alpha$ be the best $\alpha$-Hölder constant of $f: \mathbb R^d \to \mathbb R^k \otimes \mathbb R^m$, i.e., $[f]_\alpha := \sup_{x \neq y} \frac{|f(x) - f(y)|}{|x-...
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Is the difference between $\alpha$-Hölder constants of $f*\rho$ and $g*\rho$ controlled by $\|f-g\|_\infty$?
Let $\mathcal D_1$ be the set of bounded probability density functions on $\mathbb R^d$. This means $f \in \mathcal D_1$ if and only if $f$ is non-negative measurable such that $\int_{\mathbb R^d} f (...
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Lower bound the best $\alpha$-Hölder constant of a convolution
Let $\mathcal D_1$ be the set of bounded probability density functions on $\mathbb R^d$. This means $f \in \mathcal D_1$ if and only if $f$ is non-negative measurable such that $\int_{\mathbb R^d} f (...
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Examining the Hilbert transform of functions over the positive real line
$\DeclareMathOperator\supp{supp}$Let $H:L^{2}(\mathbb{R})\to L^{2}(\mathbb{R})$ be the Hilbert transform. Let suppose we have a compaclty supported function $f \in L^{2}(\mathbb{R})$ such that $\supp(...
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Relationship between Fourier inversion theorem and convergence of "nested" Fourier series representations of $f(x)$
$\DeclareMathOperator\erf{erf}\DeclareMathOperator\sech{sech}\DeclareMathOperator\sgn{sgn}\DeclareMathOperator\sinc{sinc}$This is a cross-post of a question I posted on MSE a couple of weeks ago which ...
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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 ...
- 17k
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Inequality with convolution
I have some troubles with the following problem:
A definition
Let $\sigma_1$ and $\sigma_2$ two positive numbers. We denote for all $x\in\mathbb{R}$, >$G_\sigma\left[ \phi \right](x)$ the gaussian ...
- 128k
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Can non-periodic discrete auto-correlation be inversed?
I'm trying to understand whether discrete auto-correlation can be reversed.
That is, we are given $t_0, \dots, t_n \in \mathbb C$ and a set of equations
$$
t_{k} = \sum\limits_{i=0}^{n-k} b_i b_{i+k},
...
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Does convolution with $(1+|x|)^{-n}$ define an operator $L^p(\mathbb R^n) \to L^p(\mathbb R^n)$
Suppose that $f : \mathbb R^n \to \mathbb R^n$ is a locally integrable function. I am interested in the integral
$$ x \to \int_{\mathbb R^n} ( 1 + |y| )^{-n} f(x-y) \;dy $$
If the decay of the ...
- 128k
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Spectrum of the convolution of the Maxwell collision kernel with a distribution
Given the Maxwell collision kernel $A(z) = |z|^2I_d - z \otimes z$, where $I$ denotes the $d\times d$ identity matrix and $z\otimes z = zz^T$ is the outer product, it is easy to see that $A(z)$ has ...
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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 ...
CommunityBot
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Lower bound of the derivative $(f*g_\sigma)'$ at the zero-crossing point
I am stuck with the following problem. Let consider $f$ a smooth real function such that:
$f$ is negative before 0,
$f$ is positive after 0,
we have $|f'(0)|>0$.
Let $\sigma>0$ and $g_\sigma$ ...
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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$ ...
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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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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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Does the tensor product of mollifiers work for $L^{p,q}$ spaces?
Let $X$ and $Y$ be compact regions of $n$- and $m$-dimensional Euclidean spaces respectively.
For any $p,q \in [1,\infty)$, define $L^{p,q}(X \times Y)$ be the space of real valued functions $f :X \...
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Convolution with the Jacobi Theta-function on "both the space and time variables" - still jointly smooth?
Let $\Theta(x,t)$ be the Jacobi-Theta function:
\begin{equation}
\Theta(x,t):=1+\sum_{n=1}^\infty e^{-\pi n^2 t} \cos(2\pi n x)
\end{equation}
Usually, the heat equation with the periodic boundary ...
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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 ...
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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 $...
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Local Rankin-Selberg Zeta-function and Coates' p-adic L-Functions
$\DeclareMathOperator\Kern{Kern}\DeclareMathOperator\diag{diag}$
Let $F$ be a non-archimedean local field, $\mathcal{O}$ its ring of integers, $\mathfrak{p}$ its maximal ideal and $\pi$ a uniformizer.
...
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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 ...
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Does convolution commute with Lebesgue–Stieltjes integration?
Let $g: \mathbb R \to \mathbb R$ be a function of locally bounded variation, and $f$ a locally integrable function with respect to $dg$, the Lebesgue–Stieltjes measure associated with $g$.
Let $\eta$ ...
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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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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. $$
Here $T(\cdot)$ is a ...
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Computing sums with linear conditions quickly
Let $f:\{1,\dotsc,N\}\to \mathbb{C}$, $\beta:\{1,\dotsc,N\}\to [0,1]$ be given by tables (or, what is basically the same, assume their values can be computed in constant time). For $0\leq \gamma_0\leq ...
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Extracting eigenvalues of a circulant matrix using discrete Fourier matrix
The eigenvalues of a circulant matrix $C$ can be extracted as $$
\Lambda=F^{-1} C F
$$
where the $F$ matrix is a discrete Fourier transform matrix and $\Lambda$ is a diagonal matrix of eigenvalues.
...
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A technical question concerning convolution product
Let $v\in L^p(\Bbb R^d)$, $1\leq p<\infty$ be nonzero function, i.e., $v\not\equiv 0$.
Define $$u(x)= |v|*\phi(x)= \int_{\Bbb R^d} |v(y)|\phi(x-y)d y$$ with $\phi(x)= ce^{-|x|^2}$ and $c>0$ so ...
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Convolution between normal distribution and the maximum over $m$ Gaussian draws
$\DeclareMathOperator\erf{erf}$
Let's consider the Gaussian distribution $P_X(x)= \frac{1}{\sqrt{2 \pi \sigma^2}} e^{- \frac{x^2}{2 \sigma^2}}$. Now consider the random variable $W \equiv \max \{ X_1, ...
- 305
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Solve linear matrix equation involving convolution
I am facing following equation:
$$
A * X + C \cdot X = D
$$
with:
$A, C, D \in \mathbb{R}^{n \times n}$ some known matrices without any particular structure,
$X \in \mathbb{R}^{n \times n}$ the ...
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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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