convolution of distributions

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• Convolution — For the usage in formal language theory, see Convolution (computer science). Convolution of two square pulses: the resulting waveform is a triangular pulse. One of the functions (in this case g) is first reflected about τ = 0 and then offset by t …   Wikipedia

• DISTRIBUTIONS (mathématiques) — Il est arrivé à plusieurs reprises que certaines exigences de la physique, par exemple, aient conduit les utilisateurs des mathématiques à des «calculs» non rigoureusement justifiables au moyen des concepts mathématiques existants, mais qui… …   Encyclopédie Universelle

• Convolution of probability distributions — The convolution of probability distributions arises in probability theory and statistics as the operation in terms of probability distributions that corresponds to the addition of independent random variables and, by extension, to forming linear… …   Wikipedia

• Convolution power — In mathematics, the convolution power is the n fold iteration of the convolution with itself. Thus if x is a function on Euclidean space Rd and n is a natural number, then the convolution power is defined by where * denotes the convolution… …   Wikipedia

• Convolution random number generator — In statistics and computer software, a convolution random number generator is a pseudo random number sampling method that can be used to generate random variates from certain classes of probability distribution. The particular advantage of this… …   Wikipedia

• Convolution sampling — In mathematics, convolution sampling is a technique used to generate observations from a distribution.A number of distributions can be expressed in terms of the (possibly weighted) sum of two or more random variables from other distributions (The …   Wikipedia

• Produit de convolution — En mathématiques, le produit de convolution de deux fonctions f et g, qui se note généralement «   », est une autre fonction, obtenue à l aide d un calcul d intégrales, et généralisant l idée de moyenne glissante. En statistique, on… …   Wikipédia en Français

• List of probability distributions — Many probability distributions are so important in theory or applications that they have been given specific names.Discrete distributionsWith finite support* The Bernoulli distribution, which takes value 1 with probability p and value 0 with… …   Wikipedia

• List of convolutions of probability distributions — In probability theory, 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… …   Wikipedia

• Titchmarsh convolution theorem — The Titchmarsh convolution theoremis named after Edward Charles Titchmarsh.The theorem describes the properties of the support of the convolutionof two functions. Titchmarsh convolution theorem E.C. Titchmarshproved the following theorem in 1926 …   Wikipedia

• Distribution (mathematics) — This article is about generalized functions in mathematical analysis. For the probability meaning, see Probability distribution. For other uses, see Distribution (disambiguation). In mathematical analysis, distributions (or generalized functions) …   Wikipedia