anyone know how to prove that it is commutative...
as if f *g = g*f
Try a change of variables.
You might want to start with the definition: the convolution of f and g is
[itex]f*g(x)= \int_0^\infty f(x-t)g(t)dt[/itex] and, of course, [itex]g*f(x)= \int_0^\infty g(x-u)f(u)du[/itex] (I have intentionally used a different variable of integration here). Hmm, in one you have f(x-t) and in the other f(u). Does that substitution benndamann33 mentioned leap to mind?
Separate names with a comma.