convolution(redirected from marginal convolution)
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convolution(kon-vŏ-loo -shŏn) A mathematical operation that is performed on two functions and expresses how the shape of one is ‘smeared’ by the other. Mathematically, the convolution of the functions f(x) and g(x) is given by
It finds wide application in physics; it describes, for example, how the transfer function of an instrument affects the response to an input signal. See also autocorrelation function; radio-source structure.
The convolution of the two functions f1(x) and f2(x) is the function
The convolution of f1(x) and f2(x) is sometimes denoted by f1 * f2
If f1 and f2 are the probability density functions of two independent random variables X and Y, then f1 * f2 is the probability density function of the random variable X + Y. If Fk(x) is the Fourier transform of the function fk(x), that is,
then F1(x) F2(x) is the Fourier transform of the function f1 * f2. This property of convolutions has important applications in probability theory. The convolution of two functions exhibits an analogous property with respect to the Laplace transform; this fact underlies broad applications of convolutions in operational calculus.
The operation of convolution of functions is commutative and associative—that is, f1 * f2 = f2 * f1 and f1 * (f2 * f3) = (f1 * f2) * f3. For this reason, the convolution of two functions can be regarded as a type of multiplication. Consequently, the theory of normed rings can be applied to the study of convolutions of functions.