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.
The Fourier coefficient of a measure on the circle and convolution of measures on the circle use the angular group law:
Addition is modulo . This is the pushforward of the product complex measure under addition; equivalently its integral against a continuous is . The integrands are bounded and the variation measures finite, so Fubini applies. In particular,
Thus . These measure coefficients use no additional Haar normalization factor: a probability has zeroth coefficient one.