In Apostol's "Mathematical Analysis", Page 328 (see the image below and the underlined sentence),
why does the Lebesgue integral (41) exist for $\displaystyle x\in [a,b]$?
The definition of convolution is as follows:
Thanks!
In Apostol's "Mathematical Analysis", Page 328 (see the image below and the underlined sentence),
why does the Lebesgue integral (41) exist for $\displaystyle x\in [a,b]$?
The definition of convolution is as follows:
Thanks!
One should probably replace [a,b] by [0,a].
Then this is just because the product of two Riemann-integrable functions is Riemann-integrable (note that a Riemann-integrable function on [0,a] is bounded, contrary to a Lebesgue-integrable function on [0,a]). And if g is Riemann-integrable on [0,a], then so is $\displaystyle t\mapsto g(x-t)$ for any $\displaystyle x\in[0,a]$, because it is obtained by symmetry from $\displaystyle g$, which is R-integrable on $\displaystyle [x-a,x]\subset (-\infty,a]$ (remember g is zero on $\displaystyle (-\infty,0)$).