Past exam of the mathematics course of the University of Cambridge / 2013 / iii / Paper 8 / 1 / i / Solution

Use normalized Fourier coefficients and the inner productThe functions $e_n(t)=e^{int}$ are orthonormal. Hence the Fourier partial sum $S_{N}f={\sum }_{|n|\le N}\hat{f}(n)e_n$ is the orthogonal projection onto the trigonometric polynomials of degree at most $N$. For any such polynomial $P$, orthogonality givesso $\Vert f-S_{N}f{\Vert }_2\le \Vert f-P{\Vert }_2$.

Given $\epsilon >0$, the permitted density result supplies a trigonometric polynomial $P$ with $\Vert f-P{\Vert }_{\infty }<\epsilon$. Once $N$ includes its degree,Therefore the Fourier partial sums converge to $f$ in the normalized $L^2$ norm, giving exactly the stated mean-square limit.