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Let $\lambda, h : \mathbb{R} \to \mathbb{R}$ and suppose $\int_{-\infty}^\infty h(t)\,dt$ exists and $\lim_{t \to \infty}\lambda(t)$ exists. I want to show that the limit of their convolution equals the product of the integral under one and the limit of the other:

$$\lim_{t \to \infty} (\lambda*h)(t) = \lim_{t \to \infty} \int_{-\infty}^\infty h(\tau) \lambda(t-\tau) \,d\tau = \left(\int_{-\infty}^\infty h(t)\,dt\right)\left( \lim_{t \to \infty} \lambda(t) \right). $$ The reason why I think this should be the case is that since $\int_{-\infty}^\infty h(t)\,dt$ is finite, $h(t)$ has to converge to 0 as $t \to \infty$ and as $t \to -\infty$, thus the only parts of $\lambda$ that contribute to the convolution integral are those "finitely near" to $t$, which as $t \to \infty$, become a constant value, $\lim_{t \to \infty}\lambda(t)$. So in the limit this constant can be put in front of the integral and the result follows. However I don't know how I would go about formally proving this (and even whether it is always true given the conditions I gave).

The reason why I want to show this is because in my case, both $\lambda$ and $h$ map from positive reals to positive reals, and $\lambda$ is the "input" and $h$ is the "impulse response", and I basically want to have a way of showing what the limiting/steady-state response will be if I know what the input will converge to be.

Alojaco
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  • True if $\lambda $ is a bounded continuous function with a finite limit at $\infty$. If $\lambda$ and $h$ are only assumed to be integrable then the convolution may not even be defined at every point. It is only defined almost everywhere w.r.t. Lebesgue measure so you cannot even talk about its limit at $\infty$. – Kavi Rama Murthy Jun 28 '21 at 05:24
  • "since $\int_{-\infty}^\infty h(t),dt$ is finite, $h(t)$ has to converge to 0 as $t \to \infty$ and as $t \to -\infty$" - not true at all. $h(t)$ need not even be bounded as $t \to \infty$ or $t \to -\infty$. Sketch of typical counterexample can be found in this question. –  Jun 28 '21 at 05:36

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