• Title/Summary/Keyword: convolution transform

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CONDITIONAL INTEGRAL TRANSFORMS AND CONVOLUTIONS FOR A GENERAL VECTOR-VALUED CONDITIONING FUNCTIONS

  • Kim, Bong Jin;Kim, Byoung Soo
    • Korean Journal of Mathematics
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    • v.24 no.3
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    • pp.573-586
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    • 2016
  • We study the conditional integral transforms and conditional convolutions of functionals defined on K[0, T]. We consider a general vector-valued conditioning functions $X_k(x)=({\gamma}_1(x),{\ldots},{\gamma}_k(x))$ where ${\gamma}_j(x)$ are Gaussian random variables on the Wiener space which need not depend upon the values of x at only finitely many points in (0, T]. We then obtain several relationships and formulas for the conditioning functions that exist among conditional integral transform, conditional convolution and first variation of functionals in $E_{\sigma}$.

A new class of life distributions based on unknown age

  • El-Di, M.M. Mohie;Abu-Youss, S.E.;Al, Nahed S.A.
    • International Journal of Reliability and Applications
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    • v.16 no.1
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    • pp.27-34
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    • 2015
  • Based on increasing concave ordering a new class of life distribution is introduced. The new class of life distribution is named used better than aged in increasing concave ordering and is denoted by UBAC(2). The implication of our proposed class of life distribution with other classes is given. The properties of UBAC(2) under convolution, discrete mixture and formation of a coherent system are studied. Finally a characterization of the proposed class of life distributions by Laplace transform is discussed.

GENERALIZED FOURIER-FEYNMAN TRANSFORMS AND CONVOLUTIONS FOR EXPONENTIAL TYPE FUNCTIONS OF GENERALIZED BROWNIAN MOTION PATHS

  • Jae Gil Choi
    • Communications of the Korean Mathematical Society
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    • v.38 no.4
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    • pp.1141-1151
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    • 2023
  • Let Ca,b[0, T] denote the space of continuous sample paths of a generalized Brownian motion process (GBMP). In this paper, we study the structures which exist between the analytic generalized Fourier-Feynman transform (GFFT) and the generalized convolution product (GCP) for functions on the function space Ca,b[0, T]. For our purpose, we use the exponential type functions on the general Wiener space Ca,b[0, T]. The class of all exponential type functions is a fundamental set in L2(Ca,b[0, T]).

PARTS FORMULAS INVOLVING CONDITIONAL INTEGRAL TRANSFORMS ON FUNCTION SPACE

  • Kim, Bong Jin;Kim, Byoung Soo
    • Korean Journal of Mathematics
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    • v.22 no.1
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    • pp.57-69
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    • 2014
  • We obtain a formula for the conditional Wiener integral of the first variation of functionals and establish several integration by parts formulas of conditional Wiener integrals of functionals on a function space. We then apply these results to obtain various integration by parts formulas involving conditional integral transforms and conditional convolution products on the function space.

Fourier Transformations (TEM 관련 이론해설 (2): Fourier 변환)

  • Lee, Hwack-Joo
    • Applied Microscopy
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    • v.32 no.3
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    • pp.195-204
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    • 2002
  • In this review, the fundamental concepts of delta function, convolution integral and Fourier transformation are discussed. The applications of Fourier transformation to slit function, two very narrow slits, two slits of appreciable width, periodic array of narrow slits, arbitary periodic function, diffraction gratings and gaussian functions are also introduced.

A Study on Teaching of Convolution in Engineering Mathematics and Artificial Intelligence (인공지능에 활용되는 공학수학 합성곱(convolution) 교수·학습자료 연구)

  • Lee, Sang-Gu;Nam, Yun;Lee, Jae Hwa;Kim, Eung-Ki
    • Communications of Mathematical Education
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    • v.37 no.2
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    • pp.277-297
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    • 2023
  • In mathematics, the concept of convolution is widely used. The convolution operation is required for understanding computer vision and deep learning in artificial intelligence. Therefore, it is vital for this concept to be explained in college mathematics education. In this paper, we present our new teaching and learning materials on convolution available for engineering mathematics. We provide the knowledge and applications on convolution with Python-based code, and introduce Convolutional Neural Network (CNN) used for image classification as an example. These materials can be utilized in class for the teaching of convolution and help students have a good understanding of the related knowledge in artificial intelligence.

THE HARMONIC ANALYSIS ASSOCIATED TO THE HECKMAN-OPDAM'S THEORY AND ITS APPLICATION TO A ROOT SYSTEM OF TYPE BCd

  • Trimeche, Khalifa
    • Korean Journal of Mathematics
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    • v.27 no.1
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    • pp.221-267
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    • 2019
  • In the five first sections of this paper we define and study the hypergeometric transmutation operators $V^W_k$ and $^tV^W_k$ called also the trigonometric Dunkl intertwining operator and its dual corresponding to the Heckman-Opdam's theory on ${\mathbb{R}}^d$. By using these operators we define the hypergeometric translation operator ${\mathcal{T}}^W_x$, $x{\in}{\mathbb{R}}^d$, and its dual $^t{\mathcal{T}}^W_x$, $x{\in}{\mathbb{R}}^d$, we express them in terms of the hypergeometric Fourier transform ${\mathcal{H}}^W$, we give their properties and we deduce simple proofs of the Plancherel formula and the Plancherel theorem for the transform ${\mathcal{H}}^W$. We study also the hypergeometric convolution product on W-invariant $L^p_{\mathcal{A}k}$-spaces, and we obtain some interesting results. In the sixth section we consider a some root system of type $BC_d$ (see [17]) of whom the corresponding hypergeometric translation operator is a positive integral operator. By using this positivity we improve the results of the previous sections and we prove others more general results.

RELATIONSHIPS BETWEEN INTEGRAL TRANSFORMS AND CONVOLUTIONS ON AN ANALOGUE OF WIENER SPACE

  • Cho, Dong Hyun
    • Honam Mathematical Journal
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    • v.35 no.1
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    • pp.51-71
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    • 2013
  • In the present paper, we evaluate the analytic conditional Fourier-Feynman transforms and convolution products of unbounded function which is the product of the cylinder function and the function in a Banach algebra which is defined on an analogue o Wiener space and useful in the Feynman integration theories and quantum mechanics. We then investigate the inverse transforms of the function with their relationships and finally prove that th analytic conditional Fourier-Feynman transforms of the conditional convolution products for the functions, can be expressed in terms of the product of the conditional Fourier-Feynman transforms of each function.

DENSENESS OF TEST FUNCTIONS IN THE SPACE OF EXTENDED FOURIER HYPERFUNCTIONS

  • Kim, Kwang-Whoi
    • Bulletin of the Korean Mathematical Society
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    • v.41 no.4
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    • pp.785-803
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    • 2004
  • We research properties of analytic functions which are exponentially decreasing or increasing. Also we show that the space of test functions is dense in the space of extended Fourier hyper-functions, and that the Fourier transform of the space of extended Fourier hyperfunctions into itself is an isomorphism and Parseval's inequality holds.

On Pricing Equity-Linked Investment Products with a Threshold Expense Structure

  • Bae, Tae-Han;Ko, Bang-Won
    • The Korean Journal of Applied Statistics
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    • v.23 no.4
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    • pp.621-633
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    • 2010
  • This paper considers a certain expense structure where a vendor of equity-linked investment product will collect its expenses continuously from the investor's account whenever the investment performance exceeds a certain threshold level. Under the Black-Scholes framework, we derive compact convolution formulas for evaluating the total expenses to be collected during the investment period by using the joint Laplace transform of the Brownian motion and its excursion time. We provide numerical examples for illustration.