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January 28th, 2009, 08:45 AM  #1 
Newbie Joined: Jan 2009 Posts: 2 Thanks: 0  Convolution of two Gaussian Functions
Hi, i have to convolve this two functions i now the solution, it's: so i've no idea which steps i have to go to get this solution, hope anybody can help me 
January 28th, 2009, 04:52 PM  #2  
Global Moderator Joined: May 2007 Posts: 6,398 Thanks: 546  Re: Convolution of two Gaussian Functions Quote:
The most direct way is write down the convolution integrand and play around with the exponent. An indirect, but simpler way, is to take the Fourier transforms, which is very easy for these functions. The transforms will look very similar to the functions themselves. Then multiply the transforms together and take the back transform.  
January 29th, 2009, 05:22 AM  #3 
Newbie Joined: Jan 2009 Posts: 2 Thanks: 0  Re: Convolution of two Gaussian Functions
thank u very much, i got it

October 9th, 2015, 04:29 AM  #4 
Newbie Joined: Oct 2015 From: Austria Posts: 2 Thanks: 0 
If your Gaussians are univariate, a whole solution is available here: http://www.tinavision.net/docs/memos/2003003.pdf 
October 13th, 2015, 08:13 AM  #5 
Newbie Joined: Sep 2015 From: New york Posts: 17 Thanks: 4 
This is equivalent to the statement that if X1 and X2 are normally distributed with mean zero and variances s1^2 and s2^2, then their sum is normally distributed with zero mean and variance s1^2 + s2^2


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