Solution

ID: past-exam-of-the-mathematics-course-of-the-year-1-of-the-natural-sciences-course-of-the-university-of-cambridge/2008/paper-2/17/b/solution

Write . For the partial sum , ordinary multiplication gives
On , the integrals of every nonconstant sine or cosine vanish. Fourier orthogonality further gives and the same identity for two sines, while every sine-cosine integral is zero. Thus
For square-integrable , its Fourier partial sums converge to in L2 space, so their squared norms converge to the squared norm of . Passing to the limit proves Parseval's identity:
Working with finite partial sums before taking the norm limit avoids an unjustified interchange of an infinite double series and integration.

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