help with support of a function

Hi,

I recently read your reply regarding the support of the function coming up from the addition of two random variables. I am referring to the following post:

sum of random variables - help to evaluate support of function

My problem is similar. I know that variable http://www.mathhelpforum.com/math-he...4e155c67a6.png is defined on http://www.mathhelpforum.com/math-he...97c2f26272.png and also that variable http://www.mathhelpforum.com/math-he...22904f345d.png is defined on http://www.mathhelpforum.com/math-he...7076be9f42.png. I am interested in the difference http://www.mathhelpforum.com/math-he...4acda1d7da.png. I am very confused however, since I think that the support of http://www.mathhelpforum.com/math-he...b808451dd7.png and hence the integration limits should be between http://www.mathhelpforum.com/math-he...bfbd2ae76a.png. On the other hand, I think that the appropriate limits might be http://www.mathhelpforum.com/math-he...afbd79ea51.png in the convolution integral. Therefore, my problem is determining the integration limits of the convolution integral in order to find http://www.mathhelpforum.com/math-he...3e467887dd.png.

Do you have any ideas? Your help will be greatly appreciated.

BR,

Alex