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Fourier deconvolution (φX​=φY​/φϵ​)

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Statistical inference Nonparametric statistics
2026-10-06  0 By others on same topic  0 Discussions Create my own version
Independent additive noise Y=X+ϵ multiplies characteristic functions: φY​=φX​φϵ​. When the noise characteristic function is nonzero, division recovers φX​. A smoothing kernel limits the frequencies used, controlling the amplification of sampling error where ∣φϵ​∣ is small.

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  • Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 209 / 2 / d / Solution

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