Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 88 / 4

Use the Fourier transform convention $\hat{g}(\xi )={\int }_{\mathbb{R}}g(x)e^{-2\pi ix\xi }dx$. For $t>0$, completing the square in the Gaussian integral givesBoth functions are rapidly decreasing, so the Poisson summation formula applies:In terms of the Jacobi theta function, this is $\vartheta (i/t)=\sqrt{t}\vartheta (it)$. The theta series converges locally uniformly in the complex upper half-plane, defining a holomorphic function. The branch of $\sqrt{-i\tau }$ with positive value at $\tau =it$ is holomorphic there, because $-i\tau$ lies in the right half-plane. Both sides of the proposed inversion identity are holomorphic; agreement on the positive imaginary axis and the identity theorem giveEquivalently, the complex Gaussian has transform $(-i\tau {)}^{-1/2}\exp (-\pi i{\xi }^2/\tau )$, which produces the same identity directly by Poisson summation.

Put $\psi (t)=(\vartheta (it)-1)/2={\sum }_{n\ge 1}{e}^{-\pi n^{2}t}$. For $\mathrm{Re}s>1$, integrate term by term in its Mellin transform:The theta function inversion givesSplit the integral at one. In the term containing $\psi (1/t)$ put $t=1/u$. The elementary remainder integral isThus the pole-subtracted theta integral for the completed zeta function isThe integral is entire by exponential decay. This supplies a meromorphic continuation with simple poles at zero and one, of residues $-1$ and $1$. The expression is unchanged by $s\mapsto 1-s$, proving the functional equation of the Riemann zeta functionThe reflection and duplication identities $\Gamma (z)\Gamma (1-z)=\pi /\sin \pi z$ and $\Gamma (z)\Gamma (z+1/2)=2^{1-2z}\sqrt{\pi }\Gamma (2z)$ convert it toMultiplying $Z$ by $s(s-1)/2$ removes its two poles and yields the Riemann xi function, which is an entire function, satisfying $\xi (s)=\xi (1-s)$.