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The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.
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Convolution on is bilinear, commutative, and associative
Statement
Convolution on is bilinear, commutative, and associative.
Facts & Assumptions
Given: Functions in for which the displayed algebra laws are to be checked.
convolution exists almost everywhere and obeys the bound (If , then exists almost everywhere, belongs to , and ).
Tonelli and Fubini justify rearranging absolutely integrable iterated integrals (Tonelli's theorem for nonnegative measurable functions on a sigma-finite product, Fubini's theorem for L^1 functions on a sigma-finite product).
Convolution is the integral from Convolution of two functions on .
Proof
Bilinearity follows from linearity of the integral in [L3] once [L1] guarantees absolute convergence for almost every .
For commutativity, fix where convolution is defined and change [L1, L2, L3, algebra] variables : Associativity is similar: [L2] applies to , so one may reorder the three integrations and obtain almost everywhere.
Therefore convolution is bilinear, commutative, and associative on [step 1.1, step 1.2] .
Depends on
- If $f,g \in L^1(\mathbb{R}^n)$, then $f*g$ exists almost everywhere, belongs to $L^1$, and $\|f*g\|_1 \le \|f\|_1 \|g\|_1$
- Tonelli's theorem for nonnegative measurable functions on a sigma-finite product
- Fubini's theorem for L^1 functions on a sigma-finite product
- Convolution of two functions on $\mathbb{R}^n$
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
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Sources
- Walter Rudin, Real and Complex Analysis, 3rd ed. (standard reference, not scraped)
- Richard L. Wheeden and Antoni Zygmund, Measure and Integral: An Introduction to Real Analysis (standard reference, not scraped)