Distributional Convolution Lemma
📂Distribution TheoryDistributional Convolution Lemma
Theorem
Let F be a distribution, and ϕ,ψ be a test function. Then F∗ϕ is a function defined in the real space and is locally integrable. Therefore, there exists a corresponding regular distribution T as follows:
TF∗ϕ(ψ)=F(ϕ~∗ψ)
Here, ϕ~(x)=ϕ(−x).
Description
The name ‘distribution convolution lemma’ is arbitrarily given as there’s no specific name attached to the content above.
Proof
Case 1. If F is a regular distribution
There exists a corresponding f∈Lloc1 for F.
F(ϕ)=Ff(ϕ)=∫f(x)ϕ(x)dx
Therefore, the following equation holds.
TF∗ϕ(ψ)=∫(F∗ϕ)(x)ψ(x)dx=∫F(ϕ~x)ψ(x)dx=∫∫f(y)ϕ~(y−x)dyψ(x)dx=∫f(y)∫ϕ~(y−x)ψ(x)dxdy=∫f(y)(ϕ~∗ψ)(y)dy=F(ϕ~∗ψ)
Case 2. If F is not a regular distribution
Since ϕ~,ψ∈C∞, ϕ~∗ψ is Riemann integrable. Then, it is possible to approximate the integral with an infinite series as follows.
ϕ~∗ψ(y)=∫ϕ~(x−y)ψ(x)dy=n→∞limi=1∑nϕ(xi−y)ψxiΔxi
Therefore, the following holds:
F(ϕ~∗ψ)=F(n→∞limi=1∑nϕ(xi−⋅)ψxiΔxi)=n→∞limF(i=1∑nϕ(xi−⋅)ψxiΔxi)=n→∞limi=1∑nF(ϕ(xi−⋅))ψxiΔxi=n→∞limi=1∑n(F∗ϕ)(xi)∗ψxiΔxi=∫F∗ϕ(x)ψ(x)dx=TF∗ϕ(ψ)
The second equality is due to the continuity of the distribution, and the third equality is due to its linearity.
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