Questions tagged [convolution]

Questions on the (continuous or discrete) convolution of two functions. It can also be used for questions about convolution of distributions (in the Schwartz's sense) or measures.

Convolution is a commutative, associative, distributive operation between two functions that produces a third function. It is defined in the continuous domain as

$$(x \ast y)(t)=\int_{-\infty}^\infty{x(\tau)\space{}y(t-\tau)}\space{}d\tau$$

And in the discrete domain as

$$(x \ast y)[n]=\sum_{k=-\infty}^\infty{x[k]\space{}y[n-k]}$$

Its identity is the Dirac delta function $\delta(t)$ in continuous domain, and the Kronecker delta function $\delta[n]$ in discrete domain.

Reference: Convolution.

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Identity for convolution of central binomial coefficients: $\sum\limits_{k=0}^n \binom{2k}{k}\binom{2(n-k)}{n-k}=2^{2n}$

It's not difficult to show that $$(1-z^2)^{-1/2}=\sum_{n=0}^\infty \binom{2n}{n}2^{-2n}z^{2n}$$ On the other hand, we have $(1-z^2)^{-1}=\sum z^{2n}$. Squaring the first power series and comparing terms gives us $$\sum_{k=0}^n…
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Why convolution regularize functions?

There is a tool in mathematics that I have used a lot of times and I'm still not confortable with. In fact I can't figure out (by this I mean that I cannot understand it geometrically) why does convolution regularize things. It is know for example…
Tomás
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Is the rectangular function a convolution of $L^1$ functions?

Do there exist functions $f,g$ in $L^1(\mathbf{R})$ such that the convolution $f \star g$ is (almost everywhere) equal to the indicator function of the interval $[0,1]$ ?
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Meaning of convolution?

I am currently learning about the concept of convolution between two functions in my university course. The course notes are vague about what convolution is, so I was wondering if anyone could give me a good explanation. I can't seem to grasp other…
thomas1234
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Proving the sum of two independent Cauchy Random Variables is Cauchy

Is there any method to show that the sum of two independent Cauchy random variables is Cauchy? I know that it can be derived using Characteristic Functions, but the point is, I have not yet learnt Characteristic Functions. I do not know anything…
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Can someone intuitively explain what the convolution integral is?

I'm having a hard time understanding how the convolution integral works (for Laplace transforms of two functions multiplied together) and was hoping someone could clear the topic up or link to sources that easily explain it. Note: I don't…
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Proving commutativity of convolution $(f \ast g)(x) = (g \ast f)(x)$

From any textbook on fourier analysis: "It is easily shown that for $f$ and $g$, both $2 \pi$-periodic functions on $[-\pi,\pi]$, we have $$(f \ast g)(x) = \int_{-\pi}^{\pi}f(x-y)g(y)\;dy = \int_{-\pi}^{\pi}f(z)g(x-z)\;dz = (g \ast f)(x),$$ by…
Tom Stephens
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Fourier transform as diagonalization of convolution

I've read this in a lot of places but never quite got how this is true or meant. Let's say we have a convolution Operator $$ A_f(g) = \int f(\tau)g(t-\tau)d\tau $$ and apply it to $g(t)=e^{ikt}$. Then we get $$ A_f(e^{ikt}) = \mathcal F(f)…
Basti
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Find $f$ such that $f \star f(x) = \frac{1}{1-x}$.

I'm looking for a measurable function $f$ defined on $]0,1[$ such that : $$f \star f(x) = \int_{0}^1 f(x-y) f(y) \ \mathrm{d}y = \frac{1}{1-x}$$ for (almost) any $x \in ]0,1[$. Is it possible to find or construct such a function f ? Eventually, we…
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Definition of convolution?

Why do we use $x - y$ rather than $x + y$ in the definition of the convolution? Is it just convention? (If we are thinking of convolutions as weighted averages, for instance against "good kernels," it should make no difference.) Why $(f * g) (x) =…
Elle Najt
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How to show convolution of an $L^p$ function and a Schwartz function is a Schwartz function

We have the Schwartz space $\mathcal{S}$ of $C^\infty(\mathbb{R^n})$ functions $h$ such that $(1+|x|^m)|\partial^\alpha h(x)|$ is bounded for all $m \in \mathbb{N_0}$ and all multi-indices $\alpha$. We are given an $f \in L^p$ with $1\leqslant p <…
nullUser
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Proof of associativity of convolution

I intend to prove the associativity of convolution but failed after several trials, i.e. $(f \ast g) \ast h = f \ast (g \ast h)$ where $(f \ast g)(t) = \int^{t}_{0}f(s)g(t-s)ds $ There are a number of proves considering $(f \ast g)(t) =…
Simon
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Convolution intuition: clarifying Terence Tao's "blurring"/"fuzz" interpretation

On this math.MO post, "What is convolution intuitively?", Terence Tao's answer (in the case where one function is a bump function) involves "blurring" and "fuzz." Could someone clarify his interpretation more explicitly? The intuition still escapes…
angryavian
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How this operation is called?

This operation is similar to discrete convolution and cross-correlation, but has binomial coefficients: $$f(n)\star g(n)=\sum_{k=0}^n \binom{n}{k}f(n-k)g(k) $$ Particularly, $$a^n\star b^n=(a+b)^n$$ following binomial theorem. I just wonder if there…
Anixx
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Distribution of the sum of absolutes values of T-distributed random variables

Where $X$ is a r.v. following a symmetric $T$ distribution with $0 $mean and tail parameter $\alpha$. I am looking for the distribution of the $n$-summed independent variables $ \sum_{1 \leq i \leq n}|x_i|$. $Y=|X|$ has for PDF $\frac{2…
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