TITLE: $\lim_{|x|\rightarrow\infty}(f\cdot g)(x)=0$
QUESTION [5 upvotes]: suppose $f,g\in L^1(\mathbb{R}^d)$ and $g$ bounded. then $\lim_\limits{{|x|\to\infty}}(f\cdot g)(x)=0$?
since $|(f\cdot g)(x)|=|\int_{\mathbb{R}^d}f(x-y)\,g(y)\,dy|\leq ||g||_\infty\int_{\mathbb{R}^d}|f(x-y)|\,dy=||g||_\infty||f||_1<\infty$,
at least the limit is bounded. I guess I need to know if $\int_{\mathbb{R}^d}|f(x-y)|\,dy$ goes to $0$ as $|x|\rightarrow \infty$, but I got nothing until now. 
if $x$ moves finite distance, then the integral won't change. would it be different near $\infty$?

REPLY [2 votes]: We have 
\begin{align}
(f\ast g)(x)
&= (g\ast f)(x) \\
&= \int_{\mathbb{R}^n}g(x-y)f(y)dy \\
&= \int_{B_R(x)}g(x-y)f(y)dy + \int_{\mathbb{R}^n \setminus B_R(x)}g(x-y)f(y)dy \\
&= \int_{B_R(x)}g(x-y)f(y)dy + \int_{\mathbb{R}^n \setminus B_R(x)}g(x-y)f(y)1_{\{ f\leq k\}}dy +\int_{\mathbb{R}^n \setminus B_R(x)}g(x-y)f(y)1_{\{ f > k\}}dy,
\end{align}
where $B_R(x)$ denotes the closed ball with radius $R>0$ and center $x\in\mathbb{R}^n$ and $k>0$ is also arbitrary.
We can estimate the third term as
$$\lvert \int_{\mathbb{R}^n \setminus B_R(x)}g(x-y)f(y)1_{\{ f > k\}}dy\rvert\leq \lVert g \rVert_\infty \int_{\mathbb{R}^n}|f(y)|1_{\{ f > k\}}dy
$$
$f\in L^1$ yields
$$1_{\{ f > k\}}\rightarrow 0,\; k\rightarrow \infty ,$$
and dominated convergence thus implies
$$ 
\int_{\mathbb{R}^n}|f(y)|1_{\{ f > k\}}dy \rightarrow 0,\; k\rightarrow \infty.$$
Note that this convergence is independent of $x$ and $R$.
The second term is much easier to estimate: We write 
\begin{align}
\lvert \int_{\mathbb{R}^n \setminus B_R(x)}g(x-y)f(y)1_{\{ f\leq k\}}dy \rvert 
&\leq k \int_{\mathbb{R}^n \setminus B_R(x)}|g(x-y)|dy \\
&= k \int_{\mathbb{R}^n \setminus B_R(0)}|g(y)|dy
\end{align}
Letting $R\rightarrow \infty$ yields convergence towards $0$ since $g\in L^1$. Note that this convergence is independent of $x$.
For the first term we have, similarily, 
\begin{align}
\lvert \int_{B_R(x)}g(x-y)f(y)dy \rvert 
&\leq \lVert g \rVert_\infty \int_{B_R(x)}|f(y)|dy.
\end{align}
If $R$ is fixed, the RHS converges to $0$ for $|x|\rightarrow \infty$ since $f\in L^1$.
Now let $\varepsilon >0$. We first chose $k>0$ such that the third term is smaller than $\frac \varepsilon 3$. Remember that this choice is independent from $R$ and $x$, so we can now chose $R$ sufficiently big for the second term to be smaller than $\frac \varepsilon 3$. Since this choice was also independent of $x$, we can finally chose $x_\varepsilon\in\mathbb{R}$ such that the first term is smaller than $\frac \varepsilon 3$ for all $x\in\mathbb{R}^n$ with $\Vert x \Vert \geq x_\varepsilon$.