If random variable $X$ has a probability distribution of $f(x)$ and random variable $Y$ has a probability distribution $g(x)$ then $(f\*g)(x)$, the convolution of $f$ and $g$, is the probability distribution of $X+Y$. This is the only intuition I have for what convolution means.


Are there any other intuitive models for the process of convolution?



What is convolution intuitively?
I remember as a graduate student that Ingrid Daubechies frequently referred to convolution by a bump function as "blurring" - its effect on images is similar to what a short-sighted person experiences when taking off his or her glasses (and, indeed, if one works through the geometric optics, convolution is not a bad first approximation for this effect). I found this to be very helpful, not just for understanding convolution per se, but as a lesson that one should try to use physical intuition to model mathematical concepts whenever one can.


More generally, if one thinks of functions as fuzzy versions of points, then convolution is the fuzzy version of addition (or sometimes multiplication, depending on the context). The probabilistic interpretation is one example of this (where the fuzz is a a probability distribution), but one can also have signed, complex-valued, or vector-valued fuzz, of course.


