Convolution
Domain of definition
The convolution of two complex-valued functions on Rd is itself a complex-valued function on Rd, defined by:
Domain of definition
and is well-defined only if f and g decay sufficiently rapidly at infinity in order for the integral to exist. Conditions for the existence of the convolution may be tricky, since a blow-up in g at infinity can be easily offset by sufficiently rapid decay in f. The question of existence thus may involve different conditions on f and g:
Compactly supported functions
Convolution of f and g is also well defined when both functions are locally square integrable on R and supported on an interval of the form [a, +∞) (or both supported on [−∞, a]).