I met the following exercise in functional analysis, which made me somewhat confused:
Let $f\in L^1[0,\infty)$ (say complex valued, the usual $L^p$ space definition, usual Lebesgue measure on $[0,\infty)$). Consider the integral operator $$H_{f}:L^1[0,\infty)\rightarrow L^1[0,\infty),~\left(H_{f} g\right)(x)=\int_{0}^{\infty} f(x+y) g(y) d y.$$ Prove that $H_f$ is a compact operator. (Of course by Fubini it's bounded.)
I was confused and had no idea how to prove this, since the compactness of integral operator is usually established for the dual index: c.f. Integral operator on $L^p$ is compact . So in the usual context, if the space is $L^p$, then the kernel function is in $L^q$. The exercise looks somewhat similar to something related to convolution, but the interval is not symmetric.
I guess this requires some "ad-hoc" method to deal with. Or is there any background/famous theorem /concrete properties of $L^p$ spaces related to this example? (I'm a beginner in functional analysis course; if this question is too naive, I sincerely apologize.)
Thanks a lot in advance for any suggestion or hint!
Hints:
If $(H_f^{n}g)(x)=\int_0^{n} f(x+y)g(y)dy$ then $H_f^{n} \to H_f$ in operator norm (by a Fubini argument) so we may suppose $f$ has compact support.
We can approximate $f$ by a continuous function on $[0,n]$ in $L^{1}$ norm and then by a polynomial. [Uniform convergence implies convergence in $L^{1}$ on $[0,n]$).
When $f$ is a polynomial the operator $H_f$ has finite rank.