Problem: Let $g_t(x)=\frac{1}{\sqrt{2\pi}} e^{ \frac{- (x-t)^2}{2}}$ be the Gaussian function centered at $t\in \mathbb R$. Let $I$ be a subset of $\mathbb R$. Consider the "convolution operator" \begin{align} \mathcal A: L^1(I) & \longrightarrow L^2(I)\\ f & \longmapsto \left(x\longmapsto \int_{I} g_t(x)f(t) dt \right). \end{align} How can I prove (or disprove) that the operator is well-defined and injective?
My attempts: Here are some of my attempts to prove the well-defined property.
I have tried to use Cauchy inequality but with no success: \begin{align} \int_{I} \left( \int_{I} g_t(x)f(t)dt\right)^2 dx \leq \int_{I} \int_{I} g_t^2(x)dx dt \int_{I}f^2(t)dt. \end{align} as the right-hand-side may be infinite as $f$ does not belong to $L^2(I)$.
I have tried to use the boundedness of Gaussian function but nothing better. We have \begin{align} \int_{I} \left( \int_{I} g_t(x)f(t)dt\right)^2 dx \leq M \left( \int_{I} f(t)dt \right)^2 \int_I dx. \end{align} and the right-hand-side may be infinite as $I$ is unbounded.
(1) Are there a mistake at "using Fubini"? I think: $\int g^2(x-t)dx$ is a Gaussian-type function of $t$, and it is bounded. Thus, $||g*f||_2\leq C||f||_1$. Could you please check it before I mark your solution as an accepted answer?
(2) Regarding the injectivity, the Fourier analysis is still applicable in the case that $I\subsetneq \mathbb R$ because $L^p(I)$ can be embedded in $L^(\mathbb R)$.
– Leonard Neon Jan 06 '21 at 22:09