 Solution

Use the Fourier transform convention $\hat{f}(u)={\int }_{\mathbb{R}}f(x)e^{-2\pi iux}dx$. A version of the Poisson summation formula sufficient here isBoth sums converge absolutely. To prove it, form the periodization of a Schwartz function $P(x)={\sum }_{n\in \mathbb{Z}}f(x+n)$. The rapid decay of $f$ and all its derivatives makes this series and its differentiated series uniformly convergent on $[0,1]$, so $P$ is smooth and one-periodic. Its Fourier coefficients areRepeated integration by parts makes these coefficients rapidly decreasing. Thus ${\sum }_m\hat{f}(m)e^{2\pi imx}$ converges absolutely and uniformly and has the same coefficients as $P$. By uniqueness of Fourier series it equals $P$. Evaluation at zero proves the formula.

For $u>0$, the Gaussian $f(x)=e^{-\pi u{x}^2}$ has transform $u^{-1/2}{e}^{-\pi m^2/u}$. This follows from the Gaussian integral at frequency zero and integration by parts, which gives the differential equation ${\hat{f}}^{\prime }(v)=-(2\pi v/u)\hat{f}(v)$. Hence the Jacobi theta functionsatisfies $\Theta (u)=u^{-1/2}\Theta (1/u)$.

Use the normalization of the completed Riemann zeta functionInitially, for $\Re s>1$, the Gamma function integral and absolute convergence give its Mellin transform representationIndeed, the two equal terms for $n$ and $-n$ cancel the factor $1/2$, and the $n$th integral is ${\pi }^{-s/2}\Gamma (s/2)n^{-s}$.

Split at $u=1$ and use the theta transformation in the integral over $(0,1)$. Its elementary part isIn the remaining part substitute $v=1/u$. DefineThe pole-subtracted theta integral for the completed zeta function is thereforeSince $\Theta (u)-1=O(e^{-\pi u})$ for $u\ge 1$, both integrals and every derivative in $s$ converge uniformly on compact subsets of $\mathbb{C}$. Thus $J$ is an entire function. The boxed identity supplies the meromorphic continuation of $\Xi$ to the whole plane, with no other singularities. Its poles really are simple, because the residues of the displayed rational terms are nonzero:The identity also gives $\Xi (s)=\Xi (1-s)$, the completed functional equation of the Riemann zeta function.