The product of two PDFs is not usually a PDF; but it is a (possibly zero) scalar multiple of another PDF.
I will call a set $S$ of PDFs over $\mathbb{R}$ closed under translation and multiplication if
- $f(x)\in F \Rightarrow f(x-a) \in F$ for all $a\in\mathbb{R}$;
- $f, g\in F \Rightarrow fg = \alpha h$ for some $h\in F$ and $\alpha \in \mathbb{R}$.
The set of all Gaussians is one notable nontrivial example of such an $S$. Are there any other notable examples? How rich is the space of such sets $S$?