Fourier convolution of two periodic L2 functions

ID: fourier-convolution-of-two-periodic-l2-functions

With , periodic functions have the displayed convolution identity for every real . Apply the polarized Parseval identity to and ; a change of variable gives the latter function's pairing with . The Cauchy-Schwarz inequality bounds the sum of absolute coefficient products by , so the resulting series converges absolutely and uniformly. This proves continuity of the convolution even though neither original Fourier series need converge pointwise.

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