Logarithmic convolution

In mathematics, the scale convolution of two functions $s(t)$ and $r(t)$, also known as their logarithmic convolution is defined as the function

$s{*}_{l}r(t)=r{*}_{l}s(t)=\underset{0}{\overset{\mathrm{\infty }}{\int }}s\left(\frac{t}{a}\right)r(a)\frac{da}{a}$

when this quantity exists.

Results

The logarithmic convolution can be related to the ordinary convolution by changing the variable from $t$ to $v=\log t$:

$\begin{array}{cc}s{*}_{l}r(t)& =\underset{0}{\overset{\mathrm{\infty }}{\int }}s\left(\frac{t}{a}\right)r(a)\frac{da}{a}\\ & =\underset{-\mathrm{\infty }}{\overset{\mathrm{\infty }}{\int }}s\left(\frac{t}{e^u}\right)r(e^u)du\\ & =\underset{-\mathrm{\infty }}{\overset{\mathrm{\infty }}{\int }}s\left(e^{\log t-u}\right)r(e^u)du.\end{array}$

Define $f(v)=s(e^v)$ and $g(v)=r(e^v)$ and let $v=\log t$, then

$s{*}_{l}r(v)=f*g(v)=g*f(v)=r{*}_{l}s(v).$

External links

This article incorporates material from logarithmic convolution on PlanetMath, which is licensed under the Creative Commons Attribution/Share-Alike License.

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