Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2004/ib/paper-4/5a/solution

Use the Fourier transform convention
This convention also gives the sign of the inverse transform in 15A. The Parseval identity, in its bilinear form, is
In particular . Initially take to be Schwartz functions; the formula then extends to with Fourier transforms interpreted by completion.
Here is a proof which also justifies the needed limit operations. For , form
Absolute integrability allows Fubini's theorem to replace the transformed factors by their defining integrals. The elementary Gaussian integral gives
so , with convolution . The kernel is nonnegative, has integral one, and its mass outside any fixed neighborhood of zero tends to zero. Since a Schwartz function is bounded and uniformly continuous, splitting the convolution difference into small and large proves uniformly. As , the last integral consequently tends to .
On the spectral side, repeated integration by parts makes the transforms rapidly decreasing; their product is integrable. The dominated convergence theorem therefore gives . Equating the two limits proves the displayed identity. For general functions, approximate by Schwartz functions. The norm identity makes their transforms Cauchy in with the prescribed factor; the limit defines the Fourier transform independently of the approximation. Taking limits in the bilinear identity proves it for all pairs. Thus the proof includes the hypotheses and avoids unjustified exchanges of nonabsolutely convergent integrals.

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