Weekly Reading 4: From one book to another
Life is so unpredictable. Life is hard.
Convolution: From Probability theory to Fourier analysis (Vol.2)
This post talks about the justification of convolution from measure theory. Measure Theory We first introduce the following three theorems. Theorem 1: Suppose $latex f$…
Continue reading → Convolution: From Probability theory to Fourier analysis (Vol.2)
Weekly Reading 3: Winter
I should have noticed one year earlier that the "convolution" in probability and the "convolution" in Fourier analysis are the same "convolution".