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The integral of the convolution between functions f

  1. Sep 18, 2012 #1
    Hello there,

    I am really struggling to prove that
    "The integral of the convolution between functions f and gequals the product of their integrals", http://en.wikipedia.org/wiki/Convolution#Integration
    Can anybody give me a hint?

    Many thanks
     
  2. jcsd
  3. Sep 18, 2012 #2
    Re: Convolution

    What did you try?? Where are you stuck?
     
  4. Sep 18, 2012 #3

    mathman

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    Science Advisor

    Re: Convolution

    ∫{∫f(y)g(x-y)dy}dx = ∫f(y){∫g(y-x)dx}dy (Fubini)
    = ∫f(y){∫g(u)du)}dy = ∫f(y)dy∫g(u)du
     
  5. Sep 19, 2012 #4
    Re: Convolution

    Thanks very muhc for your help.
    I was following the line given by Mathman, but did not realize that the variable translation would not affcet the value of the integral as the integration domain is the whole real line, many thanks
     
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