A list of proofs of Fourier inversion formula

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The reason for this question is to make a list of the known proofs (or proof ideas) of Fourier inversion formula for functions $fin L^1(mathbbR)$ (obviously adding appropriate hypothesis to get a meaningful result) in order to better grasp the nuances of Fourier transform since, after all, different techniques (could) shed light on different features.



Here the list I know:



  • Proof: via Bochner theorem (see e.g. Rudin - Fourier analysis on groups);

  • Proof: via a summability kernel whose transform is known (see e.g. Rudin - Real & complex analysis);

  • Proof: via Dirichlet kernel and Riemann-Lebesgue's lemma (see e.g. Zemanian - distribution theory and transform analysis);

  • Proof: periodizing $f$ with period $L$, using Fourier inversion formula for $L$-periodic functions and letting $Lrightarrowinfty$ (see e.g. the answer by David Ullrich to this question);

  • Proof idea: via a Riemann series and the Fourier inversion formula for periodic functions (see e.g. this question, and feel free to answer it :) );

Now it's your turn... Let the games begin :)







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  • If you permit a tempered distributions, then using $$int_-infty^infty e^iomega (t-t'),domega =2pi delta(t-t')$$makes it trivial.
    – Mark Viola
    23 hours ago










  • @mark viola I will admit it, if you manage to show that the argument is not circular: for how I understand distributional fourier transform, we first have to prove fourier inversion formula for schwartz test functions to get a sensible definition
    – Bob
    22 hours ago











  • In This Answer, that $lim_ttoinftytextPVleft(fracsin(tx)xright)=pi delta(x)$ in the sense of distributions. Then, note that in the sense of distributions $$beginalign lim_Ltoinftyint_-L^L e^iomega (t-t'),domega&=lim_Ltoinftyleft(frac2sin(L(t-t'))t-t'right)\\ &=2pi delta(t-t') endalign$$
    – Mark Viola
    21 hours ago










  • @MarkViola : the linked answer isn't the inversion formula via an integration by parts argument? :) If it is, I suggest to write an answer to provide a link to that answer
    – Bob
    21 hours ago










  • @MarkViola and basically it seems the same argument in Zemanian, i.e. to use Dirichlet kernel, but you used IBP instead of Riemann-Lebesgue lemma to conclude
    – Bob
    21 hours ago















up vote
5
down vote

favorite
3












The reason for this question is to make a list of the known proofs (or proof ideas) of Fourier inversion formula for functions $fin L^1(mathbbR)$ (obviously adding appropriate hypothesis to get a meaningful result) in order to better grasp the nuances of Fourier transform since, after all, different techniques (could) shed light on different features.



Here the list I know:



  • Proof: via Bochner theorem (see e.g. Rudin - Fourier analysis on groups);

  • Proof: via a summability kernel whose transform is known (see e.g. Rudin - Real & complex analysis);

  • Proof: via Dirichlet kernel and Riemann-Lebesgue's lemma (see e.g. Zemanian - distribution theory and transform analysis);

  • Proof: periodizing $f$ with period $L$, using Fourier inversion formula for $L$-periodic functions and letting $Lrightarrowinfty$ (see e.g. the answer by David Ullrich to this question);

  • Proof idea: via a Riemann series and the Fourier inversion formula for periodic functions (see e.g. this question, and feel free to answer it :) );

Now it's your turn... Let the games begin :)







share|cite|improve this question





















  • If you permit a tempered distributions, then using $$int_-infty^infty e^iomega (t-t'),domega =2pi delta(t-t')$$makes it trivial.
    – Mark Viola
    23 hours ago










  • @mark viola I will admit it, if you manage to show that the argument is not circular: for how I understand distributional fourier transform, we first have to prove fourier inversion formula for schwartz test functions to get a sensible definition
    – Bob
    22 hours ago











  • In This Answer, that $lim_ttoinftytextPVleft(fracsin(tx)xright)=pi delta(x)$ in the sense of distributions. Then, note that in the sense of distributions $$beginalign lim_Ltoinftyint_-L^L e^iomega (t-t'),domega&=lim_Ltoinftyleft(frac2sin(L(t-t'))t-t'right)\\ &=2pi delta(t-t') endalign$$
    – Mark Viola
    21 hours ago










  • @MarkViola : the linked answer isn't the inversion formula via an integration by parts argument? :) If it is, I suggest to write an answer to provide a link to that answer
    – Bob
    21 hours ago










  • @MarkViola and basically it seems the same argument in Zemanian, i.e. to use Dirichlet kernel, but you used IBP instead of Riemann-Lebesgue lemma to conclude
    – Bob
    21 hours ago













up vote
5
down vote

favorite
3









up vote
5
down vote

favorite
3






3





The reason for this question is to make a list of the known proofs (or proof ideas) of Fourier inversion formula for functions $fin L^1(mathbbR)$ (obviously adding appropriate hypothesis to get a meaningful result) in order to better grasp the nuances of Fourier transform since, after all, different techniques (could) shed light on different features.



Here the list I know:



  • Proof: via Bochner theorem (see e.g. Rudin - Fourier analysis on groups);

  • Proof: via a summability kernel whose transform is known (see e.g. Rudin - Real & complex analysis);

  • Proof: via Dirichlet kernel and Riemann-Lebesgue's lemma (see e.g. Zemanian - distribution theory and transform analysis);

  • Proof: periodizing $f$ with period $L$, using Fourier inversion formula for $L$-periodic functions and letting $Lrightarrowinfty$ (see e.g. the answer by David Ullrich to this question);

  • Proof idea: via a Riemann series and the Fourier inversion formula for periodic functions (see e.g. this question, and feel free to answer it :) );

Now it's your turn... Let the games begin :)







share|cite|improve this question













The reason for this question is to make a list of the known proofs (or proof ideas) of Fourier inversion formula for functions $fin L^1(mathbbR)$ (obviously adding appropriate hypothesis to get a meaningful result) in order to better grasp the nuances of Fourier transform since, after all, different techniques (could) shed light on different features.



Here the list I know:



  • Proof: via Bochner theorem (see e.g. Rudin - Fourier analysis on groups);

  • Proof: via a summability kernel whose transform is known (see e.g. Rudin - Real & complex analysis);

  • Proof: via Dirichlet kernel and Riemann-Lebesgue's lemma (see e.g. Zemanian - distribution theory and transform analysis);

  • Proof: periodizing $f$ with period $L$, using Fourier inversion formula for $L$-periodic functions and letting $Lrightarrowinfty$ (see e.g. the answer by David Ullrich to this question);

  • Proof idea: via a Riemann series and the Fourier inversion formula for periodic functions (see e.g. this question, and feel free to answer it :) );

Now it's your turn... Let the games begin :)









share|cite|improve this question












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edited 8 hours ago
























asked yesterday









Bob

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  • If you permit a tempered distributions, then using $$int_-infty^infty e^iomega (t-t'),domega =2pi delta(t-t')$$makes it trivial.
    – Mark Viola
    23 hours ago










  • @mark viola I will admit it, if you manage to show that the argument is not circular: for how I understand distributional fourier transform, we first have to prove fourier inversion formula for schwartz test functions to get a sensible definition
    – Bob
    22 hours ago











  • In This Answer, that $lim_ttoinftytextPVleft(fracsin(tx)xright)=pi delta(x)$ in the sense of distributions. Then, note that in the sense of distributions $$beginalign lim_Ltoinftyint_-L^L e^iomega (t-t'),domega&=lim_Ltoinftyleft(frac2sin(L(t-t'))t-t'right)\\ &=2pi delta(t-t') endalign$$
    – Mark Viola
    21 hours ago










  • @MarkViola : the linked answer isn't the inversion formula via an integration by parts argument? :) If it is, I suggest to write an answer to provide a link to that answer
    – Bob
    21 hours ago










  • @MarkViola and basically it seems the same argument in Zemanian, i.e. to use Dirichlet kernel, but you used IBP instead of Riemann-Lebesgue lemma to conclude
    – Bob
    21 hours ago

















  • If you permit a tempered distributions, then using $$int_-infty^infty e^iomega (t-t'),domega =2pi delta(t-t')$$makes it trivial.
    – Mark Viola
    23 hours ago










  • @mark viola I will admit it, if you manage to show that the argument is not circular: for how I understand distributional fourier transform, we first have to prove fourier inversion formula for schwartz test functions to get a sensible definition
    – Bob
    22 hours ago











  • In This Answer, that $lim_ttoinftytextPVleft(fracsin(tx)xright)=pi delta(x)$ in the sense of distributions. Then, note that in the sense of distributions $$beginalign lim_Ltoinftyint_-L^L e^iomega (t-t'),domega&=lim_Ltoinftyleft(frac2sin(L(t-t'))t-t'right)\\ &=2pi delta(t-t') endalign$$
    – Mark Viola
    21 hours ago










  • @MarkViola : the linked answer isn't the inversion formula via an integration by parts argument? :) If it is, I suggest to write an answer to provide a link to that answer
    – Bob
    21 hours ago










  • @MarkViola and basically it seems the same argument in Zemanian, i.e. to use Dirichlet kernel, but you used IBP instead of Riemann-Lebesgue lemma to conclude
    – Bob
    21 hours ago
















If you permit a tempered distributions, then using $$int_-infty^infty e^iomega (t-t'),domega =2pi delta(t-t')$$makes it trivial.
– Mark Viola
23 hours ago




If you permit a tempered distributions, then using $$int_-infty^infty e^iomega (t-t'),domega =2pi delta(t-t')$$makes it trivial.
– Mark Viola
23 hours ago












@mark viola I will admit it, if you manage to show that the argument is not circular: for how I understand distributional fourier transform, we first have to prove fourier inversion formula for schwartz test functions to get a sensible definition
– Bob
22 hours ago





@mark viola I will admit it, if you manage to show that the argument is not circular: for how I understand distributional fourier transform, we first have to prove fourier inversion formula for schwartz test functions to get a sensible definition
– Bob
22 hours ago













In This Answer, that $lim_ttoinftytextPVleft(fracsin(tx)xright)=pi delta(x)$ in the sense of distributions. Then, note that in the sense of distributions $$beginalign lim_Ltoinftyint_-L^L e^iomega (t-t'),domega&=lim_Ltoinftyleft(frac2sin(L(t-t'))t-t'right)\\ &=2pi delta(t-t') endalign$$
– Mark Viola
21 hours ago




In This Answer, that $lim_ttoinftytextPVleft(fracsin(tx)xright)=pi delta(x)$ in the sense of distributions. Then, note that in the sense of distributions $$beginalign lim_Ltoinftyint_-L^L e^iomega (t-t'),domega&=lim_Ltoinftyleft(frac2sin(L(t-t'))t-t'right)\\ &=2pi delta(t-t') endalign$$
– Mark Viola
21 hours ago












@MarkViola : the linked answer isn't the inversion formula via an integration by parts argument? :) If it is, I suggest to write an answer to provide a link to that answer
– Bob
21 hours ago




@MarkViola : the linked answer isn't the inversion formula via an integration by parts argument? :) If it is, I suggest to write an answer to provide a link to that answer
– Bob
21 hours ago












@MarkViola and basically it seems the same argument in Zemanian, i.e. to use Dirichlet kernel, but you used IBP instead of Riemann-Lebesgue lemma to conclude
– Bob
21 hours ago





@MarkViola and basically it seems the same argument in Zemanian, i.e. to use Dirichlet kernel, but you used IBP instead of Riemann-Lebesgue lemma to conclude
– Bob
21 hours ago











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That answer of mine that you link to is not an actual proof of the Inversion Theorem - it only works for "suitable" $f$, where "suitable" is left undefined. Here's an actual proof.



Just to establish where we're putting the $pi$'s, we define $$hat f(xi)=int f(t)e^-itxi,dt.$$





$L^1$ Inversion Theorem. If $fin L^1(Bbb R)$ and $hat fin L^1(Bbb R)$ then $f(t)=frac12piinthat f(xi)e^ixi t,dxi$ almost everywhere.





We use that periodization argument to establish the theorem under stronger hypotheses:





Partial Inversion Theorem. If $f,f',f''in L^1(Bbb R)$ then $hat fin L^1$ and $f(t)=frac12piinthat f(xi)e^itxi,dxi$.





To be explicit, we're assuming that $f$ is differentiable, $f'$ is absolutely continuous, and $f',f''in L^1$.



Note first that $(1+xi^2)hat f(xi)$ is the Fourier transform of $f-f''$, so it's bounded: $$|hat f(xi)|lefrac c1+xi^2.tag*$$



For $L>0$ define $$f_L(t)=sum_kinBbb Zf(t+kL).$$Then $f_L$ is a function with period $L$, and as such it has Fourier coefficients $$c_L,n=frac1Lint_0^Lf_L(t)e^-2pi i n t/L,dt.$$



Inserting the definition of $f_L$ and using the periodicity of the exponential shows that in fact $$c_L,n=frac1Lhat fleft(frac2pi nLright).$$So ($*$) above shows that $sum_n|c_L,n|<infty$; hence $f_L$ is equal to its Fourier series: $$f_L(t)=frac1Lsum_nhat fleft(frac2pi nLright)e^2pi i ntL.$$That's a Riemann sum for a certain integral; we establish convergence by noting that $$frac1Lsum_nhat fleft(frac2pi nLright)e^2pi i ntL=frac12piint g_L(xi),dxi,$$where $$g_L(xi)=hat fleft(frac2pi nLright)e^2pi i ntLquad(xiin[2pi n/L,2pi(n+1)/L)).$$Since $hat f$ is continuous, DCT shows that $$lim_Ltoinftyint g_L=inthat f(xi)e^ixi t,dxi;$$note that ($*$) gives the D in DCT.



So we're done if we can show that $f_Lto f$ almost everywhere as $Ltoinfty$. In fact we don't have to worry about whether/how this follows from the hypotheses: It's clear that $f_Lto f$ in $L^1_loc$ for every $fin L^1$, hence some subsequence tends to $f$ almost everywhere.



Derving IT from PIT is very simple. Say $(phi_n)$ is an approximate identity; in particular $phi_nin C^infty_c$, the support of $phi_n$ shrinks to the origin, $||phi_n||_1=1$ and $hatphi_nto1$ pointwise. Let $f_n=f*phi_n$. Then $f_n'=f*phi_n'$, so $f'in L^1$. Similarly for $f_n''$, so PIT applies to $f_n$. But $f_nto f$ almost everywhere and DCT shows that $||hat f_n-hat f||_1to0$.






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    That answer of mine that you link to is not an actual proof of the Inversion Theorem - it only works for "suitable" $f$, where "suitable" is left undefined. Here's an actual proof.



    Just to establish where we're putting the $pi$'s, we define $$hat f(xi)=int f(t)e^-itxi,dt.$$





    $L^1$ Inversion Theorem. If $fin L^1(Bbb R)$ and $hat fin L^1(Bbb R)$ then $f(t)=frac12piinthat f(xi)e^ixi t,dxi$ almost everywhere.





    We use that periodization argument to establish the theorem under stronger hypotheses:





    Partial Inversion Theorem. If $f,f',f''in L^1(Bbb R)$ then $hat fin L^1$ and $f(t)=frac12piinthat f(xi)e^itxi,dxi$.





    To be explicit, we're assuming that $f$ is differentiable, $f'$ is absolutely continuous, and $f',f''in L^1$.



    Note first that $(1+xi^2)hat f(xi)$ is the Fourier transform of $f-f''$, so it's bounded: $$|hat f(xi)|lefrac c1+xi^2.tag*$$



    For $L>0$ define $$f_L(t)=sum_kinBbb Zf(t+kL).$$Then $f_L$ is a function with period $L$, and as such it has Fourier coefficients $$c_L,n=frac1Lint_0^Lf_L(t)e^-2pi i n t/L,dt.$$



    Inserting the definition of $f_L$ and using the periodicity of the exponential shows that in fact $$c_L,n=frac1Lhat fleft(frac2pi nLright).$$So ($*$) above shows that $sum_n|c_L,n|<infty$; hence $f_L$ is equal to its Fourier series: $$f_L(t)=frac1Lsum_nhat fleft(frac2pi nLright)e^2pi i ntL.$$That's a Riemann sum for a certain integral; we establish convergence by noting that $$frac1Lsum_nhat fleft(frac2pi nLright)e^2pi i ntL=frac12piint g_L(xi),dxi,$$where $$g_L(xi)=hat fleft(frac2pi nLright)e^2pi i ntLquad(xiin[2pi n/L,2pi(n+1)/L)).$$Since $hat f$ is continuous, DCT shows that $$lim_Ltoinftyint g_L=inthat f(xi)e^ixi t,dxi;$$note that ($*$) gives the D in DCT.



    So we're done if we can show that $f_Lto f$ almost everywhere as $Ltoinfty$. In fact we don't have to worry about whether/how this follows from the hypotheses: It's clear that $f_Lto f$ in $L^1_loc$ for every $fin L^1$, hence some subsequence tends to $f$ almost everywhere.



    Derving IT from PIT is very simple. Say $(phi_n)$ is an approximate identity; in particular $phi_nin C^infty_c$, the support of $phi_n$ shrinks to the origin, $||phi_n||_1=1$ and $hatphi_nto1$ pointwise. Let $f_n=f*phi_n$. Then $f_n'=f*phi_n'$, so $f'in L^1$. Similarly for $f_n''$, so PIT applies to $f_n$. But $f_nto f$ almost everywhere and DCT shows that $||hat f_n-hat f||_1to0$.






    share|cite|improve this answer

























      up vote
      0
      down vote













      That answer of mine that you link to is not an actual proof of the Inversion Theorem - it only works for "suitable" $f$, where "suitable" is left undefined. Here's an actual proof.



      Just to establish where we're putting the $pi$'s, we define $$hat f(xi)=int f(t)e^-itxi,dt.$$





      $L^1$ Inversion Theorem. If $fin L^1(Bbb R)$ and $hat fin L^1(Bbb R)$ then $f(t)=frac12piinthat f(xi)e^ixi t,dxi$ almost everywhere.





      We use that periodization argument to establish the theorem under stronger hypotheses:





      Partial Inversion Theorem. If $f,f',f''in L^1(Bbb R)$ then $hat fin L^1$ and $f(t)=frac12piinthat f(xi)e^itxi,dxi$.





      To be explicit, we're assuming that $f$ is differentiable, $f'$ is absolutely continuous, and $f',f''in L^1$.



      Note first that $(1+xi^2)hat f(xi)$ is the Fourier transform of $f-f''$, so it's bounded: $$|hat f(xi)|lefrac c1+xi^2.tag*$$



      For $L>0$ define $$f_L(t)=sum_kinBbb Zf(t+kL).$$Then $f_L$ is a function with period $L$, and as such it has Fourier coefficients $$c_L,n=frac1Lint_0^Lf_L(t)e^-2pi i n t/L,dt.$$



      Inserting the definition of $f_L$ and using the periodicity of the exponential shows that in fact $$c_L,n=frac1Lhat fleft(frac2pi nLright).$$So ($*$) above shows that $sum_n|c_L,n|<infty$; hence $f_L$ is equal to its Fourier series: $$f_L(t)=frac1Lsum_nhat fleft(frac2pi nLright)e^2pi i ntL.$$That's a Riemann sum for a certain integral; we establish convergence by noting that $$frac1Lsum_nhat fleft(frac2pi nLright)e^2pi i ntL=frac12piint g_L(xi),dxi,$$where $$g_L(xi)=hat fleft(frac2pi nLright)e^2pi i ntLquad(xiin[2pi n/L,2pi(n+1)/L)).$$Since $hat f$ is continuous, DCT shows that $$lim_Ltoinftyint g_L=inthat f(xi)e^ixi t,dxi;$$note that ($*$) gives the D in DCT.



      So we're done if we can show that $f_Lto f$ almost everywhere as $Ltoinfty$. In fact we don't have to worry about whether/how this follows from the hypotheses: It's clear that $f_Lto f$ in $L^1_loc$ for every $fin L^1$, hence some subsequence tends to $f$ almost everywhere.



      Derving IT from PIT is very simple. Say $(phi_n)$ is an approximate identity; in particular $phi_nin C^infty_c$, the support of $phi_n$ shrinks to the origin, $||phi_n||_1=1$ and $hatphi_nto1$ pointwise. Let $f_n=f*phi_n$. Then $f_n'=f*phi_n'$, so $f'in L^1$. Similarly for $f_n''$, so PIT applies to $f_n$. But $f_nto f$ almost everywhere and DCT shows that $||hat f_n-hat f||_1to0$.






      share|cite|improve this answer























        up vote
        0
        down vote










        up vote
        0
        down vote









        That answer of mine that you link to is not an actual proof of the Inversion Theorem - it only works for "suitable" $f$, where "suitable" is left undefined. Here's an actual proof.



        Just to establish where we're putting the $pi$'s, we define $$hat f(xi)=int f(t)e^-itxi,dt.$$





        $L^1$ Inversion Theorem. If $fin L^1(Bbb R)$ and $hat fin L^1(Bbb R)$ then $f(t)=frac12piinthat f(xi)e^ixi t,dxi$ almost everywhere.





        We use that periodization argument to establish the theorem under stronger hypotheses:





        Partial Inversion Theorem. If $f,f',f''in L^1(Bbb R)$ then $hat fin L^1$ and $f(t)=frac12piinthat f(xi)e^itxi,dxi$.





        To be explicit, we're assuming that $f$ is differentiable, $f'$ is absolutely continuous, and $f',f''in L^1$.



        Note first that $(1+xi^2)hat f(xi)$ is the Fourier transform of $f-f''$, so it's bounded: $$|hat f(xi)|lefrac c1+xi^2.tag*$$



        For $L>0$ define $$f_L(t)=sum_kinBbb Zf(t+kL).$$Then $f_L$ is a function with period $L$, and as such it has Fourier coefficients $$c_L,n=frac1Lint_0^Lf_L(t)e^-2pi i n t/L,dt.$$



        Inserting the definition of $f_L$ and using the periodicity of the exponential shows that in fact $$c_L,n=frac1Lhat fleft(frac2pi nLright).$$So ($*$) above shows that $sum_n|c_L,n|<infty$; hence $f_L$ is equal to its Fourier series: $$f_L(t)=frac1Lsum_nhat fleft(frac2pi nLright)e^2pi i ntL.$$That's a Riemann sum for a certain integral; we establish convergence by noting that $$frac1Lsum_nhat fleft(frac2pi nLright)e^2pi i ntL=frac12piint g_L(xi),dxi,$$where $$g_L(xi)=hat fleft(frac2pi nLright)e^2pi i ntLquad(xiin[2pi n/L,2pi(n+1)/L)).$$Since $hat f$ is continuous, DCT shows that $$lim_Ltoinftyint g_L=inthat f(xi)e^ixi t,dxi;$$note that ($*$) gives the D in DCT.



        So we're done if we can show that $f_Lto f$ almost everywhere as $Ltoinfty$. In fact we don't have to worry about whether/how this follows from the hypotheses: It's clear that $f_Lto f$ in $L^1_loc$ for every $fin L^1$, hence some subsequence tends to $f$ almost everywhere.



        Derving IT from PIT is very simple. Say $(phi_n)$ is an approximate identity; in particular $phi_nin C^infty_c$, the support of $phi_n$ shrinks to the origin, $||phi_n||_1=1$ and $hatphi_nto1$ pointwise. Let $f_n=f*phi_n$. Then $f_n'=f*phi_n'$, so $f'in L^1$. Similarly for $f_n''$, so PIT applies to $f_n$. But $f_nto f$ almost everywhere and DCT shows that $||hat f_n-hat f||_1to0$.






        share|cite|improve this answer













        That answer of mine that you link to is not an actual proof of the Inversion Theorem - it only works for "suitable" $f$, where "suitable" is left undefined. Here's an actual proof.



        Just to establish where we're putting the $pi$'s, we define $$hat f(xi)=int f(t)e^-itxi,dt.$$





        $L^1$ Inversion Theorem. If $fin L^1(Bbb R)$ and $hat fin L^1(Bbb R)$ then $f(t)=frac12piinthat f(xi)e^ixi t,dxi$ almost everywhere.





        We use that periodization argument to establish the theorem under stronger hypotheses:





        Partial Inversion Theorem. If $f,f',f''in L^1(Bbb R)$ then $hat fin L^1$ and $f(t)=frac12piinthat f(xi)e^itxi,dxi$.





        To be explicit, we're assuming that $f$ is differentiable, $f'$ is absolutely continuous, and $f',f''in L^1$.



        Note first that $(1+xi^2)hat f(xi)$ is the Fourier transform of $f-f''$, so it's bounded: $$|hat f(xi)|lefrac c1+xi^2.tag*$$



        For $L>0$ define $$f_L(t)=sum_kinBbb Zf(t+kL).$$Then $f_L$ is a function with period $L$, and as such it has Fourier coefficients $$c_L,n=frac1Lint_0^Lf_L(t)e^-2pi i n t/L,dt.$$



        Inserting the definition of $f_L$ and using the periodicity of the exponential shows that in fact $$c_L,n=frac1Lhat fleft(frac2pi nLright).$$So ($*$) above shows that $sum_n|c_L,n|<infty$; hence $f_L$ is equal to its Fourier series: $$f_L(t)=frac1Lsum_nhat fleft(frac2pi nLright)e^2pi i ntL.$$That's a Riemann sum for a certain integral; we establish convergence by noting that $$frac1Lsum_nhat fleft(frac2pi nLright)e^2pi i ntL=frac12piint g_L(xi),dxi,$$where $$g_L(xi)=hat fleft(frac2pi nLright)e^2pi i ntLquad(xiin[2pi n/L,2pi(n+1)/L)).$$Since $hat f$ is continuous, DCT shows that $$lim_Ltoinftyint g_L=inthat f(xi)e^ixi t,dxi;$$note that ($*$) gives the D in DCT.



        So we're done if we can show that $f_Lto f$ almost everywhere as $Ltoinfty$. In fact we don't have to worry about whether/how this follows from the hypotheses: It's clear that $f_Lto f$ in $L^1_loc$ for every $fin L^1$, hence some subsequence tends to $f$ almost everywhere.



        Derving IT from PIT is very simple. Say $(phi_n)$ is an approximate identity; in particular $phi_nin C^infty_c$, the support of $phi_n$ shrinks to the origin, $||phi_n||_1=1$ and $hatphi_nto1$ pointwise. Let $f_n=f*phi_n$. Then $f_n'=f*phi_n'$, so $f'in L^1$. Similarly for $f_n''$, so PIT applies to $f_n$. But $f_nto f$ almost everywhere and DCT shows that $||hat f_n-hat f||_1to0$.







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        answered 14 mins ago









        David C. Ullrich

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