Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2004/iii/paper-7/4/i/solution

The defining convolution integral is absolutely convergent for every when . Indeed, writing with and , the Cauchy-Schwarz inequality gives
Disjoint supports imply almost everywhere. The Tonelli theorem therefore yields
We may exchange the sum and integral; the resulting numerical series is absolutely convergent. Its triangle inequality gives
Here belongs to the stated operator domain, as is implicit when writing . Disjoint supports also ensure that each summand belongs to that domain.

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