convolution of functions
卷积
Meaning in context
For f,g in L1(R^n), their convolution is the almost-everywhere-defined integrable function (f*g)(x)=integral f(x-y)g(y) dy.
两个 R^n 上可积函数的卷积,是几乎处处由积分 f(x-y)g(y) 定义的可积函数。
Example
For , , the length of overlap of and .
Usage and distinctions
Convolution integrates translated products; pointwise multiplication is a different operation, and discrete sequence convolution uses a sum.
Recommended reading in this subject · Preparation & skip guidance
Definition sources
- Mikko Salo — Fourier Analysis and Distribution Theory§3.8, equations (3.25)–(3.26) · Checked 2026-10-14
Translation sources
- 李东风(北京大学)— 金融时间序列分析备课笔记,附录EE.11.2 卷积,定义与可积函数情形 · Checked 2026-10-14