A question on the definability of convolution

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In Apostol's "Mathematical Analysis", Page 328 (see the image below and the underlined sentence),
Printed textbook page showing a convolution special case with equation (41), h(x) equals the integral from 0 to x of f(t)g(x - t) dt, and a passage about Riemann and Lebesgue integrability on an interval [a, b].

why does the Lebesgue integral (41) exist for
Printed textbook excerpt showing a Lebesgue integral formula for a convolution, with the condition x in the closed interval [a, b] underlined.
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The definition of convolution is as follows:
Printed definition 11.20 of the convolution of two functions f and g integrable on (-∞, +∞): h(x) = integral from -∞ to +∞ of f(t)g(x - t) dt, equation (40), defined on the set S where the integral exists.

Thanks!
 
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I'm not sure if I understand your question. For that special case, the Lebesgue integral doesn't have to exist for all [itex]x \in \left[a,b\right][/itex], and that is precisely what the author says.
 
My question comes from the underlined sentence. That the convolution in (41) can be defined means the Lebesgue integral in (41) exists and the author asserts this integral exists for all x in [a,b] under the given condition. But I do not understand why this integral
Integral from 0 to x of f(t) g(x - t) dt, the convolution of f and g.
exists.
 
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  • Integral from 0 to x of f(t) g(x - t) dt, the convolution of f and g evaluated at x.
    gif.latex?\int_0^x&space;f(t)g(x&space;-&space;t)dt.gif
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What the author (Apostol) asserts is that, if f and g are Riemann integrable, then that convolution is well defined, for all [itex]x \in \left[a,b\right][/itex]. On the other hand, if the functions are Lebesgue integrable (and this include much less regular functions), then then their (Lebesgue) integral may not be defined. In fact, the author gives an example immediately after.
 
JSuarez said:
What the author (Apostol) asserts is that, if f and g are Riemann integrable, then that convolution is well defined, for all [itex]x \in \left[a,b\right][/itex]

My question is why this statement holds, not the statement on the other hand.
 
Because the product of two Riemann integrable functions is also (Riemann) integrable. This is a consequence of, for example, theorem 7.48 of Apostol's book.
 
But f and g are Riemann-integrable only on [a,b] under the given condition, which does not insure f(t) and g(x-t), and in turn their product, are Riemann-integrable on [0,x].
 
Note that [itex]x \in \left[a,b\right][/itex], then for a<0, there is no problem, because [itex]\left[0,x\right]\subseteq \left[a,b\right][/itex]; if a>0, you may always assume that the functions are 0 outside the interval.
 
JSuarez said:
if a>0, you may always assume that the functions are 0 outside the interval.
Why? Why can we assume the functions are 0 outside the interval ([a,b] or [0,x])?