Convolution of measures on the circle

ID: convolution-of-measures-on-the-circle

For finite complex measures on the additive circle group, convolution is the pushforward measure of their product under addition modulo . Equivalently
Bounded tests are integrable against the product variation measure, so Fubini's theorem applies. Testing the factorization proves the displayed Fourier coefficient of a measure on the circle identity. The convolution of two probability measures is again a probability measure. On these measures convolution preserves simultaneous convergence in the weak-star topology: multiply the converging coefficients and use their common unit variation bound and dense trigonometric tests.

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