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34 answers
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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 ...
4 votes
2 answers
767 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)...
ACR's user avatar
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5 votes
4 answers
824 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
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2 votes
2 answers
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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 ...
0xbadf00d's user avatar
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0 votes
0 answers
205 views

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 ...
Steven Clark'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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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 ...
ACR's user avatar
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5 votes
3 answers
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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
  • 1,126
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
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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" ...
Yoël's user avatar
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4 votes
1 answer
260 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
3 votes
0 answers
154 views

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 $\sigma>0$ ...
NancyBoy's user avatar
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3 votes
0 answers
119 views

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 ...
Alexandre's user avatar
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3 votes
1 answer
739 views

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 ...
ACR's user avatar
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2 votes
0 answers
80 views

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 ...
Alex M.'s user avatar
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1 vote
2 answers
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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 (...
Akira's user avatar
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1 vote
1 answer
235 views

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 ...
Yongj Tang's user avatar
1 vote
1 answer
168 views

Existence of unique convolution semigroups of probability measures on more general spaces then $\mathbb R^d$

Let $E$ be a $\mathbb R$-Banach space, $\mathcal M_1(E)$ (resp. $\mathcal M_1^\infty(E)$) denote the set of probability measures (resp. infinitely divisible probability measures) on $E$, $\varphi_\mu$ ...
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0 votes
0 answers
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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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