Assume . For any nonzero integer ,For , the product-to-sum identity expresses the integrand as one half the sum of cosines with nonzero frequencies and , so the integral is zero. For , use to get . Finally, for the integrand is one. The complete Fourier orthogonality formula isThe constant mode has twice the squared norm of a positive-frequency cosine mode.
For period , use the Fourier series conventionThe Fourier coefficients have prefactor on . First, . For the useful antiderivatives areAt the endpoints and , soConsequently, on ,The Dirichlet-Jordan convergence theorem justifies equality at every point of continuity of the periodic extension. At odd integers the extension has a jump discontinuity between and , so the series converges to their average , regardless of any assigned endpoint value. This is the case of the Fourier series of a periodically extended exponential.
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