I am aware that if one has random variables, and sums them, then the result belongs to a distribution which is the convolution of the parent probability distributions of the initial random variables.
For example, let $X$ and $Y$ be random variables drawn from the probability distributions $F(t)$ and $G(t)$ respectively. If $Z = X + Y$, then $Z$ belongs to the probability distribution $$Z\sim (F*G)(t) = \int_{-\infty}^{+\infty} F(\tau)G(t - \tau) \ d\tau \text{.}$$
Does this principle or theorem have a name? Is it part of central limit theorem? I want to be able to refer to it quickly rather than explain the above every time.