exmachina
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I've arrived at the following equation involving the convolution of two functions:
[itex] f(x) = \int_{-\infty}^{\infty} f(t) g(t-x) dt = f(x) \ast g(x)[/itex]
Where:
[itex] g(z) = e^{-z^2/2}[/itex]
In other words, a function convoluted with a Gaussian pdf results in the same function.
I've tried taking Fourier transforms, realizing that the FT of a gaussian results in another Gaussian:
[itex] F[f(x)] = F[f(x) \ast g(x)] = F[f(x)] \cdot F[g(x)][/itex]
But this results in the [itex]F[f(x)][/itex] cancelling out, leaving me with just:
[itex] 1 = F[g(x)] = e^{-w^2/2} [/itex]
Any suggestions?
[itex] f(x) = \int_{-\infty}^{\infty} f(t) g(t-x) dt = f(x) \ast g(x)[/itex]
Where:
[itex] g(z) = e^{-z^2/2}[/itex]
In other words, a function convoluted with a Gaussian pdf results in the same function.
I've tried taking Fourier transforms, realizing that the FT of a gaussian results in another Gaussian:
[itex] F[f(x)] = F[f(x) \ast g(x)] = F[f(x)] \cdot F[g(x)][/itex]
But this results in the [itex]F[f(x)][/itex] cancelling out, leaving me with just:
[itex] 1 = F[g(x)] = e^{-w^2/2} [/itex]
Any suggestions?