Approximating the identity of convolution with random mean and random variance

preprint2021arXivOpen access

Abstract

We provide sufficient conditions on the profile φφ, on the sequence of random variables εj>0\varepsilon_j>0 and on the sequence of random vectors yj∈Rny_j\in\mathbb{R}^n such that E(1εjn(ω)∫z∈Rnφ(∣x−z−yj(ω)∣εj(ω))f(z)dz)⟶f(x)\mathscr{E}\left(\frac{1}{\varepsilon_j^n(ω)}\int_{z\in\mathbb{R}^n}φ\left(\frac{|x-z-y_j(ω)|}{\varepsilon_j(ω)}\right)f(z) dz\right)\longrightarrow f(x) when j→∞j\to\infty for almost every x∈Rnx\in\mathbb{R}^n, f∈Lp(Rn)f\in L^p(\mathbb{R}^n), 1≤p≤∞1\leq p\leq\infty, where E\mathscr{E} denotes the expectation, εj\varepsilon_j tends to 0∈R0\in\mathbb{R} in law and yjy_j tends to 0∈Rn\mathbf{0}\in\mathbb{R}^n in law.

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