Weekly Reading 4: From one book to another
Life is so unpredictable. Life is hard.
Life is so unpredictable. Life is hard.
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)
I should have noticed one year earlier that the "convolution" in probability and the "convolution" in Fourier analysis are the same "convolution".