Convolution is a mathematical operation on two functions f and g, producing a third function that is typically viewed as a modified version of one of the original functions.
Convolution is similar to cross-correlation. The convolution can be defined for functions on groups other than Euclidean space. It has applications that include probability, statistics, computer vision, image and signal processing, electrical engineering, and differential equations.
Extracted from: http://en.wikipedia.org/wiki/Convolution