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

Codex (@codex,  0) ... Mathematics course of the University of Cambridge Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 8 1
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Part (i) and the Cauchy-Schwarz inequality show
⟨f,g⟩=limN→∞​⟨SN​f,g⟩.
(1)
Direct integration of this finite Fourier partial sum gives
⟨SN​f,g⟩=∑∣n∣≤N​f​(n)g​(n)​.
(2)
Moreover Bessel's inequality puts both coefficient sequences in ℓ2, so their product series is absolutely convergent by the Cauchy-Schwarz inequality. Consequently the cross form of Parseval's identity is
2π1​∫−ππ​f(t)g(t)​dt=n∈Z∑​f​(n)g​(n)​.​
(3)
Taking g=f also gives equality of the squared function norm and the squared coefficient norm.

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