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Convolution integral

  1. Dec 6, 2006 #1
    Can someone explain convolution to me. I have read three different books and gone to office hours and am not getting the fundamentals.
  2. jcsd
  3. Dec 6, 2006 #2


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    In what context? Do you mean you don't understand some of the "applications"?
  4. Dec 6, 2006 #3
    I'm trying to understand in the context of probability distributions. What the convolution of the sum of two random variables represents.
  5. Dec 7, 2006 #4


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    I never really took time to ponder about this. The way it was presented to me was that the convolution appeared kind of coincidentally:

    We set out to find the density f of Z=X+Y by finding it's repartition function F and then differentiating it. So we proceed from definition


    This is the convolution [itex]F_X[/itex] and [itex]f_Y[/itex]. The density of Z is found simply by differentiating [itex]F_Z[/itex] wrt z and it gives the convolution of [itex]f_X[/itex] and [itex]f_Y[/itex].

    There is probably a way to understand something from this and gain some insights about the relation btw the sum of two random variables.

    Let me know if you find something interesting.
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