Services & ResourcesWolfram ForumsMathGroup Archive

[Date Index] [Thread Index] [Author Index]

Fourier Transform and convolution.

• To: mathgroup at smc.vnet.net
• Subject: [mg26583] Fourier Transform and convolution.
• From: Adil.Reghai at dresdnerkb.com
• Date: Tue, 9 Jan 2001 01:51:57 -0500 (EST)
• Sender: owner-wri-mathgroup at wolfram.com

Hi,

We wanted to perform the distribution of a sum of two independent variables
X and Y which are both N(0,1).
The way We wanted to do it is to use the convolution property. In order to
compute this convolution we perform 
a Fourier Transform of the pdf n(0,1) and then square each point. After that
we performed an inverse Fourier transform. 
Instead of obtaining a N(0,sqrt(2)) we obtain a distribution which is
shifted in the form of a U.

Could you please tell us what went wrong?

Regards

Adil,


----------------------------------------------------------------------
If you have received this e-mail in error or wish to read our e-mail 
disclaimer statement and monitoring policy, please refer to 
http://www.drkw.com/email-disclaimer.html or contact the sender.
----------------------------------------------------------------------

• Follow-Ups:
  • Re: Fourier Transform and convolution.
    • From: Tomas Garza <tgarza01@prodigy.net.mx>