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/ii/solution

Set . The cross-correlation at zero is , while part (i) gives . Evaluating the inverse Fourier transform at zero yields the Parseval identity
This derivation is immediate for Schwartz functions, for which all integrations and Fourier inversion are justified. Approximation by such functions and completeness then extend the identity to L2 space, defining its Fourier transform by the corresponding norm limit. This is the Plancherel theorem extension; no absolute integrability of an arbitrary square-integrable function is presumed.

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