Write , , and . By the Sobolev space hypotheses, and belong to the L2 space. Their product is an integrable function by Cauchy-Schwarz inequality. Thus is a locally integrable function defining a tempered distribution, with estimateThe supremum is controlled by finitely many Schwartz seminorms. Define the convolution of Sobolev distributions byIt is independent of the representatives chosen for , and the convolution theorem shows that it agrees with ordinary convolution for Schwartz functions. More generally, approximate by Schwartz functions in their respective Sobolev norms; the displayed estimate shows convergence of the products in tempered distributions, so their ordinary convolutions converge to this definition. For that also satisfy the stated Sobolev space hypotheses, the ordinary convolution theorem gives the same result.
There need not be any real with . ChooseHere is an indicator function. Since and every weight is bounded above and below by positive constants on , both and belong to every Sobolev space. But their convolution has Fourier transform , and for every real ,Thus . The obstruction is failure of local square integrability at zero; a weight controlling large frequencies cannot fix it.
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