Chapter 2: Q20P (page 66)
This problem is designed to guide you through a 鈥減roof鈥 of Plancherel鈥檚 theorem, by starting with the theory of ordinary Fourier series on a finite interval, and allowing that interval to expand to infinity.
(a) Dirichlet鈥檚 theorem says that 鈥渁ny鈥 function f(x) on the interval can be expanded as a Fourier series:
Show that this can be written equivalently as
.
What is , in terms of and ?
(b) Show (by appropriate modification of Fourier鈥檚 trick) that
(c) Eliminate n and in favor of the new variables . Show that (a) and (b) now become
.
where is the increment in k from one n to the next.
(d) Take the limit to obtain Plancherel鈥檚 theorem. Comment: In view of their quite different origins, it is surprising (and delightful) that the two formulas鈥攐ne for F(k) in terms of f(x), the other for f(x) terms of F(k) 鈥攈ave such a similar structure in the limit .