Solution

ID: past-exam-of-the-mathematics-course-of-the-year-2-of-the-natural-sciences-course-of-the-university-of-cambridge/2013/paper-1/4/i/solution

First take , so Fubini's theorem applies to the cross-correlation double integral. With , the Fourier transform is
The complex conjugation and the sign in are both essential to this convention.

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