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In mathematics, the convolution theorem states that under suitable conditions the Fourier transform of a convolution of two functions (or signals) is the product of their Fourier transforms. More generally, convolution in one domain (e.g., time domain) equals point-wise multiplication in the other domain (e.g., frequency domain).
A similar result holds for compact groups (not necessarily abelian): the matrix coefficients of finite-dimensional unitary representations form an orthonormal basis in L 2 by the Peter–Weyl theorem, and an analog of the convolution theorem continues to hold, along with many other aspects of harmonic analysis that depend on the Fourier transform.
If x is the distribution function of a random variable on the real line, then the n th convolution power of x gives the distribution function of the sum of n independent random variables with identical distribution x. The central limit theorem states that if x is in L 1 and L 2 with mean zero and variance σ 2, then
The original proof by Titchmarsh uses complex-variable techniques, and is based on the Phragmén–Lindelöf principle, Jensen's inequality, Carleman's theorem, and Valiron's theorem. The theorem has since been proven several more times, typically using either real-variable [3] [4] [5] or complex-variable [6] [7] [8] methods.
The probability distribution of the sum of two or more independent random variables is the convolution of their individual distributions. The term is motivated by the fact that the probability mass function or probability density function of a sum of independent random variables is the convolution of their corresponding probability mass functions or probability density functions respectively.
This fact makes it possible to define convolution quotients by saying that for two functions ƒ, g, the pair (ƒ, g) has the same convolution quotient as the pair (h * ƒ,h * g). As with the construction of the rational numbers from the integers, the field of convolution quotients is a direct extension of the convolution ring from which it was ...
Most of the important attributes of the complex DFT, including the inverse transform, the convolution theorem, and most fast Fourier transform (FFT) algorithms, depend only on the property that the kernel of the transform is a principal root of unity. These properties also hold, with identical proofs, over arbitrary rings.
Since the wavelet transform equals to the convolution to the mother wavelet and the convolution to the mother wavelet equals to the multiplication between the Fourier transform of the mother wavelet and the function by the convolution theorem. And, (2) the design of the Cauchy wavelet transform is considered with analysis of the analytic signal.