Fourier coefficient of a measure on the circle
ID: fourier-coefficient-of-a-measure-on-the-circle
For a finite complex measure on the additive circle group , its Fourier coefficients are integrals against the group characters , . They obey , where the norm is the total variation norm of a measure. A probability measure has zeroth coefficient one. The normalized Haar measure has all nonzero-frequency coefficients zero. A bounded family of finite Radon measures converges in the weak-star topology exactly when its coefficients converge to those of the proposed limit: extend linear combinations to all continuous tests using the density of trigonometric polynomials and the common variation bound.
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