*This page deals with mathematical distributions. For other meanings of distribution, see distribution (disambiguation).*

In mathematical analysis,

"Generalized functions" were introduced by Sergei Sobolev in 1935. They were independently discovered in late 1940s by Laurent Schwartz, who developed a comprehensive theory of distributions.

Sometimes, people talk of "probability distribution" when they just mean "probability measure", especially if it is obtained by taking the product of the Lebesgue measure by a positive, real-valued measurable function of integral equal to 1.

Table of contents |

2 Formal definition 3 Compact support and convolution 4 Tempered distributions and Fourier transform 5 Using holomorphic functions as test functions |

The basic idea is as follows. If *f* : **R** `->` **R** is an integrable function, and φ : **R** `->` **R** is a smooth ( = infinitely often differentiable) function which is identically zero except on some bounded set, then ∫*f*φd*x* is a real number which linearly and continuously depends on φ. One can therefore think of the function *f* as a continuous linear functional on the space which consists of all the "test functions" φ. Similarly, if *P* is a probability distribution on the reals and φ is a test function, then ∫φd*P* is a real number that continuously and linearly depends on φ: probability distributions can thus also be viewed as continuous linear functionals on the space of test functions. This notion of "continuous linear functional on the space of test functions" is therefore used as the definition of a distribution.

Such distributions may be multiplied with real numbers and can by added together, so they form a real vector space. In general it is not possible to define a multiplication for distributions, but distributions may be multiplied with infinitely often differentiable functions.

To define the derivative of a distribution, we first consider the case of a differentiable and integrable function *f* : **R** `->` **R**. If φ is a test function, then we have

- ∫
*f*'φ d*x*= - ∫*f*φ' d*x*

The Dirac delta (so-called Dirac delta function) is the distribution which sends the test function φ to φ(0). It is the derivative of the Heaviside step function *H*(*x*) = 0 if *x* < 0 and *H*(*x*) = 1 if *x* ≥ 0. The derivative of the Dirac delta is the distribution which sends the test function φ to -φ'(0). This latter distribution is our first example of a distribution which is neither a function nor a probability distribution.

In the sequel, real-valued distributions on an open subset *U* of **R**^{n} will be formally defined. (With minor modifications, one can also define complex-valued distributions, and one can replace **R**^{n} by any smooth manifold.) First, the space D(*U*) of test functions on *U* needs to be explained. A function φ : *U* `->` **R** is said to have *compact support* if there exists a compact subset *K* of *U* such that φ(*x*) = 0 for all *x* in *U* \\ *K*. The elements of D(*U*) are the infinitely often differentiable functions φ : *U* `->` **R** with compact support. This is a real vector space. We turn it into a topological vector space by requiring that a sequence (or net) (φ_{k}) converges to 0 if and only if there exists a compact subset *K* of *U* such that all φ_{k} are identically zero outside *K*, and for every ε > 0 and natural number *d* ≥ 0 there exists a natural number *k*_{0} such that for all *k* ≥ *k*_{0} the absolute value of all *d*-th derivatives of φ_{k} is smaller than ε. With this definition, D(*U*) becomes a complete topological vector space (in fact, a so-called LF-space).

The dual space of the topological vector space D(*U*), consisting of all continuous linear functionals *S* : D(*U*) `->` **R**, is the space of all distributions on *U*; it is a vector space and is denoted by D'(*U*).

The function *f* : *U* `->` **R** is called *locally integrable* if it is Lebesgue integrable over every compact subset *K* of *U*. This is a large class of functions which includes all continuous functions. The topology on D(*U*) is defined in such a fashion that any locally integrable function *f* yields a continuous linear functional on D(*U*) whose value on the test function φ is given by the Lebesgue integral ∫_{U} *f*φ d*x*. Two locally integrable functions *f* and *g* yield the same element of D(*U*) if and only if they are equal almost everywhere. Similarly, every Radon measure μ on *U* (which includes the probability distributions) defines an element of D'(*U*) whose value on the test function φ is ∫φ dμ.

As mentioned above, integration by parts suggests that the derivative d*S*/d*x* of the distribution *S* in direction *x* should be defined using the formula

- d
*S*/ d*x*(φ) = -*S*(dφ / d*x*)

The space D'(*U*) is turned into a locally convex topological vector space
by defining that the sequence (*S*_{k}) converges towards 0 if and only if *S*_{k}(φ) → 0 for all test functions φ. This is the case if and only if *S*_{k} converges uniformly to 0 on all bounded subsets of D(*U*). (A subset of *E* of D(*U*) is bounded if there exists a compact subset *K* of *U* and numbers *d*_{n} such that every φ in *E* has its support in *K* and has its *n*-th derivatives bounded by *d*_{n}.) With respect to this topology, differentiation of distributions is a continuous operator; this is an important and desirable property that is not shared by most other notions of differentiation. Furthermore, the test functions (which can itself be viewed as distributions) are dense in D'(*U*) with respect to this topology.

If ψ : *U* `->` **R** is an infinitely often differentiable function and *S* is a distribution on *U*, we define the product *S*ψ by (*S*ψ)(φ) = *S*(ψφ) for all test functions φ. The ordinary product rule of calculus remains valid.

If both *S* and *T* are distributions on **R**^{n} and one of them has compact support, then one can define a new distribution, the *convolution* *S***T* of *S* and *T*, as follows: if φ is a test function in D(**R**^{n}) and *x*, *y* elements of **R**^{n}, write φ_{x}(*y*) = *x* + *y*, ψ(*x*) = *T*(φ_{x}) and (*S***T*)(φ) = *S*(ψ).
This generalizes the classical notion of convolution of functions and is compatible with differentiation in the following sense:

- d/d
*x*(*S***T*) = (d/d*x**S*) **T*=*S** (d/d*x**T*).

By using a larger space of test functions, one can define the *tempered distributions*, a subspace of D'(**R**^{n}). These distributions are useful if one studies the Fourier transform in generality: all tempered distributions have a Fourier transform, but not all distributions have one.

The space of test functions employed here, the so-called Schwartz-space, is the space of all infinitely differentiable rapidly decreasing functions, where φ : **R**^{n} `->` **R** is called *rapidly decreasing* if any derivative of φ, multiplied with any power of |*x*|, converges towards 0 for |*x*| → ∞. These functions form a complete topological vector space if we define the topology as above for the space C^{∞}(**R**^{n}).

The derivative of a tempered distribution is again a tempered distribution. Tempered distributions generalize the bounded (or slow-growing) locally integrable functions; all distributions with compact support and all square-integrable functions can be viewed as tempered distributions.

To study the Fourier transform, it is best to consider *complex*-valued test functions and complex-linear distributions. The ordinary continuous Fourier transform *F* yields then an automorphism of Schwartz-space, and we can define the Fourier transform of the tempered distribution *S* by (*FS*)(φ) = *S*(*F*φ) for every test function φ. *FS* is thus again a tempered distribution. The Fourier transform is a continuous, linear, bijective operator from the space of tempered distributions to itself. This operation is compatible with differentiation in the sense that

*F*(d/d*x**S*) =*ix**FS*

*F*(*S*ψ) =*FS***F*ψ.

The success of the theory led to investigation of the idea of **hyperfunction**, in which spaces of holomorphic functions are used as test functions. A refined theory has been developed, in particular by Mikio Sato, using sheaf theory and several complex variables. This extends the range of symbolic methods that can be made into rigorous mathematics, for example Feynman integrals.

See also Colombeau algebra.