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by hackandthink 1288 days ago
"At a high level, in probability, a convolution is the way to determine the distribution of the sum of two random variables."

Probability of a certain sum value s is:

sum of probabilities of all (a,b) with a + b = s

(a: value from first input distribution. b: value from second input distribution)

with probability (a,b) = probability(a) * probability(b)