[Math] Convolution $f*g$ is continuous

continuityconvolutionintegrationreal-analysis

Statement: Let $f,g: \mathbb{R}^d \rightarrow \mathbb{R}$ be Lebesgue measurable functions such that $f\in L^1(\mathbb{R}^d)$ and $g\in L^\infty(\mathbb{R}^d)$. The convolution $f*g:\mathbb{R}^d \rightarrow \mathbb{R}$ defined by the formula
$$f*g(x) = \int_{\mathbb{R}^d}f(y)g(x-y)dy$$
is continuous.

I want to use a density argument on $g$:

  1. first assume $g\in C(\mathbb{R}^d)$ and show that $f*g$ is continuous.
  2. since $C(\mathbb{R}^d)\cap L^\infty (\mathbb{R}^d)$ is dense in $L^\infty(\mathbb{R}^d)$ under the $w^*$-topology, the general result follows.

But I am having trouble showing 1; I tried to use $\epsilon, \delta$ definition of continuity instead of the limit definition.

I guess this is my 2nd question, is it true that in general if the metric space is first countable, $\lim x_n = x (\Rightarrow) \lim f(x_n) = f(x)$ is equivalent with the $\epsilon,\delta$ definition of continuity?

Thank you very much!

Best Answer

Exactly you can find your answer here: Part "d", Proposition "2.39", Page "52", Chapter 2, A course in Abstract Harmonic Analysis, Gerald b. Folland.

My question: When $d=1$ how you can say $C(\Bbb{R})\subset L^\infty(\Bbb{R})$? Are you sure the function $f(x)=x$ is in $L^\infty(\Bbb{R})$?