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- I'm stuck at proving a corollary regarding the limit of a convolution with a positive summability kernel and an arbitrary function.
I'm reading the following theorem in Fourier Analysis and its Applications by Vretblad.
It's silly, but I'd like to prove the corollary and I'm getting stuck. I'm a little unsure if ##I## in the corollary is also of the form ##(-a,a)##. Moreover, the change of variables as suggested gives us ##s=s_0-u##, so ##K_n(s)## becomes ##K_n(s_0-u)##. Is this a kernel still centered at ##0##? If I'm understanding things right, the author alludes to using $$\lim_{n\to\infty}\int_{-a}^a K_n(s)f(s)ds=f(0),$$ from theorem 2.1 to prove the corollary. Appreciate any help.
Theorem 2.1 Let ##I=(-a,a)## be an interval (finite or infinite). Suppose that ##(K_n)_{n=1}^\infty## is a sequence of real-valued, Riemann-integrable functions defined on ##I##, with the following properties:
1) ##K_n(s)\geq 0##,
2)##\int_{-a}^a K_n(s)ds=1##, and
3) if ##\delta>0##, then ##\lim\limits_{n\to\infty}\int_{\delta<|s|<a} K_n(s)ds=0.##
If ##f:I\to\mathbb{C}## is integrable and bounded on ##I## and continuous for ##s=0##, we then have $$\lim_{n\to\infty}\int_{-a}^a K_n(s)f(s)ds=f(0).$$
Corollary 2.1 If ##(K_n)_{n=1}^\infty## is a positive summability kernel on the interval ##I##, ##s_0## is an interior point of ##I##, and ##f## is continuous at ##s=s_0##, then $$\lim_{n\to\infty}\int_I K_n(s)f(s_0-s)ds=f(s_0).$$
The proof is left as an exercise (do the change of variables ##s_0-s=u##.
It's silly, but I'd like to prove the corollary and I'm getting stuck. I'm a little unsure if ##I## in the corollary is also of the form ##(-a,a)##. Moreover, the change of variables as suggested gives us ##s=s_0-u##, so ##K_n(s)## becomes ##K_n(s_0-u)##. Is this a kernel still centered at ##0##? If I'm understanding things right, the author alludes to using $$\lim_{n\to\infty}\int_{-a}^a K_n(s)f(s)ds=f(0),$$ from theorem 2.1 to prove the corollary. Appreciate any help.