Solution

ID: past-exam-of-the-mathematics-course-of-the-year-2-of-the-natural-sciences-course-of-the-university-of-cambridge/2012/paper-2/5/solution

For integrable , define their convolution by . Absolute integrability of the double integral permits Fubini's theorem. With ,
The convolution theorem, together with uniqueness of the Fourier transform, therefore identifies the inverse transform of that product with . With the stated convention the inverse carries , so there is no extra factor in the convolution itself.
Now take . For , split the convolution at and :
The convolution of two even functions is even, so the self-convolution of a bilateral exponential gives
In particular the centre value is one; both pieces extend continuously there.
Splitting the Fourier integral at zero gives
Hence . The Fourier inversion theorem yields
The integral is absolutely convergent. At it gives , providing a normalization check.

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