Convolution of integrable functions
Suppose that are Lebesgue-integrable functions in a d–dimensional Euclidean space . The convolution of and is defined by
The operation is closed in the space of integrable functions:
If , then for a.e. .
Indeed; notice that the function defined by is measurable and non-negative. By Tonelli’s Theorem, the iterated integrals are equal and thus
Notice that the operation is commutative (by virtue of the translation-invariance of the Lebesque measure): For all where the convolution is well-defined,
. |
Unfortunately, there is no unit for this operation, and thus does not have the structure of an algebraic ring.
The convolution is also well-defined in a general space for , with the following fundamental result:
Suppose , for . Then is a well-defined function satisfying .
This is direct using Tonelli’s Theorem and Hölder’s Inequality: Assume and are non-negative, and let such that .
Another interesting property of the convolution is that it preserves the “best” smoothness, provided the smooth function has compact support:
Suppose for , and for some . Then .
The continuity follows easily, as it does the fact that the convolution is in . To prove the statement concerning the smoothness, it will be enough to show that for the partial differential operator , it is .
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please give some reference also … and thanks for the young’s inequality