Measure Theory – Zhuoyi Chen's personal Web

January 12, 2020April 24, 2021

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)

January 6, 2020April 24, 2021

Convolution: From Probability theory to Fourier analysis (Vol.1)

After this post, I decided to organize my understanding of convolution in this series. Probability Theory We shall define some concepts and theorems: A function…

Continue reading → Convolution: From Probability theory to Fourier analysis (Vol.1)