Define the one-dimensional convolution kernel
It is a Borel measurable function, and . The function is Borel measurable by composition with the continuous difference map. Lifting the Lebesgue measurable function to the second coordinate preserves measurability for the product sigma-algebra, hence also for Lebesgue measure on . Products of measurable functions are measurable, so is Lebesgue measurable.
Near zero, ; away from zero, . Consequently
Both bounds are integrable on their respective regions by power singularity integrability. In particular,
We use the following forms of the two product-integration theorems. On the product of measure spaces equipped with sigma-finite measures, Tonelli's theorem says that a nonnegative measurable function has equal product and iterated integrals, with infinity allowed. Fubini's theorem says that for an absolutely integrable measurable function, its sections are integrable for almost every fixed coordinate, and both orders of iterated integration equal the finite product integral. The Lebesgue measure on each factor is a sigma-finite measure, because the real line is a countable union of finite-length intervals.
Apply Tonelli's theorem first to , before presuming finiteness. By translation invariance of Lebesgue measure,
Thus is Lebesgue integrable on . The triangle inequality for an integral now gives the requested estimate:
This is the L1 norm identity for a translated kernel product followed by a simple bound on the convolution kernel.
There is also a stronger signed conclusion. The integrable convolution kernel is an odd function, so . Having established absolute integrability, we may apply Fubini's theorem to itself:
Unlike part (a), the signed cancellation is justified by a finite integral of the absolute value. The constant eight is useful as an L1 norm bound even though this particular signed total vanishes.