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Extend $\chi$ by zero to integers not coprime to $N$, and write $g(\chi )={\sum }_{a\mathrm{mod}N}\chi (a)e^{2\pi ia/N}$ for its Gauss sum of a Dirichlet character. We use the analytic branch of $\sqrt{-i\tau }$ that is positive when $\tau$ is positive imaginary. With the convention $\hat{F}(t)={\int }_{\mathbb{R}}F(x)e^{-2\pi ixt}dx$, the Gaussian Fourier transform and its differentiated version areThe first formula follows by completing the square, first on the imaginary axis and then by analytic continuation; the second follows by differentiating the Fourier transform in $t$. All the functions are Schwartz functions on the real axis.

For completeness, the finite Fourier transform of a primitive Dirichlet character satisfiesFor a unit $r$ this is substitution by its inverse. If $p\mid (r,N)$, primitivity supplies a unit $u\equiv 1(\mathrm{mod}N/p)$ with $\chi (u)\ne 1$: otherwise the character would factor through modulus $N/p$. Multiplication by $u$ fixes the additive exponential but multiplies the sum by $\chi (u)$, so the sum vanishes. This proves the identity also on nonunits. Finite Parseval identity now gives $|g(\chi ){|}^2=N$, since exactly $\phi (N)$ frequencies have nonzero character values. In particular this Gauss sum of a Dirichlet character is nonzero.

Apply Poisson summation to each residue class: ${\sum }_{j}F(a+Nj)=N^{-1}{\sum }_r{e}^{2\pi ira/N}\hat{F}(r/N)$. Multiply by $\chi (a)$ and sum over $a$. The formulas above give the two character theta transformationsandIn the odd case the prefactor originally reads $g(\chi )/(N^2\tau \sqrt{-i\tau })$; using $\tau =i(-i\tau )$ explains the factor $i$. Opposite parity makes the corresponding series identically zero by pairing $n,-n$. This is why the weight-three-halves series is needed for odd Dirichlet characters.

To deduce the products from these transformations, use two specific primitive Dirichlet characters. The even character ${\chi }_{12}$ takes values $1,-1,-1,1$ on $1,5,7,11$ modulo twelve. It is primitive: its values do not factor through six or four, hence through no proper divisor of twelve. Its Gauss sum of a Dirichlet character is $2\sqrt{3}=\sqrt{12}$. PutThe even transformation gives $A(-1/\tau )=\sqrt{-i\tau }A(\tau )$; also $A(\tau +1)=e^{\pi i/12}A(\tau )$, since each nonzero term has $n^2\equiv 1(\mathrm{mod}24)$. Thus $A^{24}$ transforms as a weight-twelve modular form under the generators $S,T$ of the modular group. It is holomorphic and starts with $q$, so it is a normalized cusp form. The proof in Question 1 shows $S_{12}=\mathbb{C}{\Delta }_0$, giving $A^{24}={\Delta }_0$. In particular $A$ has no interior zeros, by the valence formula for the modular group.

The Serre derivative argument in Question 2 gives $D{\Delta }_0=E_2{\Delta }_0$. Hence $DA/A=E_2/24$. The analytic product $P(\tau )=q^{1/24}{\prod }_{n\ge 1}(1-q^n)$ is nonzero and has the same logarithmic derivative, since $DP/P=1/24-\sum {\sigma }_1(n)q^n$. Therefore $A/P$ is constant on the connected complex upper half-plane; its limit at infinity is one. This proves $A=P$, without assuming either of the product identities being deduced. Pair the terms $n,-n$ in $A$, choosing representatives $n=6r+1$. Since ${\chi }_{12}(6r+1)=(-1{)}^r$, we getThis is the Euler pentagonal identity, derived by the character theta proof of the eta product.

For the second product use the odd primitive character ${\chi }_4(1)=1$, ${\chi }_4(3)=-1$, with Gauss sum of a Dirichlet character $2i$. SetThe odd transformation gives $B(-1/\tau )=(-i\tau {)}^{3/2}B(\tau )$ and the series gives $B(\tau +1)=e^{\pi i/4}B(\tau )$. Thus $B^8$ is another normalized weight-twelve cusp form, and $B^8={\Delta }_0=A^{24}$. Because $A$ is nonzero, $B/A^3$ has eighth power one, so it is constant; its leading coefficient fixes it to one. Pairing positive and negative odd integers now givesSince $B=A^3=q^{1/8}{\prod }_{n\ge 1}(1-q^n{)}^3$, the Jacobi cubic product identity follows:All pairings and differentiations take place in locally uniformly convergent theta functions or products on $|q|<1$.