What Happens When a Function is Convolved with a Gaussian PDF?

  • Context: Graduate 
  • Thread starter Thread starter exmachina
  • Start date Start date
  • Tags Tags
    Convolution Strange
exmachina
Messages
42
Reaction score
0
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?
 
Physics news on Phys.org
What if f=0?
 
Yes that is the trivial solution.

Perhaps this can be casted as an eigenvalue problem - as it seems to imply that the convolution operator (wrt to the gaussian) may have certain eigenvalues and corresponding eigenfunctions f(x) being one of them
 
edit - doh - this obviously implies that f(x) must be equal to 0 (no other solution satisfies:

f(x)=f(x)g(x) unless g(x) = 1, which in this case, it isn't)
 

Similar threads

  • · Replies 3 ·
Replies
3
Views
3K
  • · Replies 1 ·
Replies
1
Views
3K
  • · Replies 4 ·
Replies
4
Views
4K
  • · Replies 4 ·
Replies
4
Views
3K
  • · Replies 1 ·
Replies
1
Views
3K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 1 ·
Replies
1
Views
3K
  • · Replies 14 ·
Replies
14
Views
5K
  • · Replies 4 ·
Replies
4
Views
8K
  • · Replies 5 ·
Replies
5
Views
3K