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==Definition==

The '''scale convolution''' of two functions <math>s(t)</math> and <math>r(t)</math>, also known as their '''logarithmic convolution''' is defined as the function<br>
The '''scale convolution''' of two functions <math>s(t)</math> and <math>r(t)</math>, also known as their '''logarithmic convolution''' is defined as the function<br>


<math> s *</math><sub>1</sub><math> r(t) = r *</math><sub>1</sub><math> s(t) = \int_0^\infty s(\frac{t}{a})r(a) \frac{da}{a}</math>
:<math> s *_l r(t) = r *_l s(t) = \int_0^\infty s\left(\frac{t}{a}\right)r(a) \frac{da}{a}</math>


when this quantity exists.
when this quantity exists.
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The logarithmic convolution can be related to the ordinary convolution by changing the variable from <math>t</math> to <math>v = \log t</math>:
The logarithmic convolution can be related to the ordinary convolution by changing the variable from <math>t</math> to <math>v = \log t</math>:


<math> s *</math><sub>1</sub><math> r(t) = \int_0^\infty s(\frac{t}{a})r(a) \frac{da}{a} =
: <math> s *_l r(t) = \int_0^\infty s\left(\frac{t}{a}\right)r(a) \frac{da}{a} =
\int_{-\infty}^\infty s(\frac{t}{e^u}) r(e^u) du </math>
\int_{-\infty}^\infty s\left(\frac{t}{e^u}\right) r(e^u) du </math>


:<math> = \int_{-\infty}^\infty s(e^{\log t - u})r(e^u) du</math>
:<math> = \int_{-\infty}^\infty s\left(e^{\log t - u}\right)r(e^u) du.</math>


Define <math>f(v) = s(e^v)</math> and <math>g(v) = r(e^v)</math> and let <math>v = \log t</math>, then
Define <math>f(v) = s(e^v)</math> and <math>g(v) = r(e^v)</math> and let <math>v = \log t</math>, then

<math></math> s \ast_l r(v) = f \ast g(v) = g \ast f(v) = r \ast_l s(v). <math></math><br>
:<math> s *_l r(v) = f * g(v) = g * f(v) = r *_l s(v).\, </math>


{{planetmath|id=5995|title=logarithmic convolution}}
{{planetmath|id=5995|title=logarithmic convolution}}

Revision as of 20:10, 12 August 2006

The scale convolution of two functions and , also known as their logarithmic convolution is defined as the function

when this quantity exists.

Results

The logarithmic convolution can be related to the ordinary convolution by changing the variable from to :

Define and and let , then

logarithmic convolution at PlanetMath.

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