Past exam of the mathematics course of the year 2 of the natural sciences course of the University of Cambridge / 2011 / Paper 1 / 4 / Solution

With the stated Fourier transform convention, the inverse Fourier transform and the deterministic autocorrelation of a square-integrable function areAssume initially sufficient decay and smoothness, for example a Schwartz function, to justify interchanging integrations and Fourier inversion. With $s=x+y$, the cross-correlation identity isEvaluating $h$ directly and by its inverse transform at zero proves the Parseval identity:Approximation extends the identity to L2 space, as the Plancherel theorem.

For the compact cosine profile, the Fourier transform of a truncated cosine follows from $\cos x=(e^{ix}+e^{-ix})/2$:At $k=\pm 1$ the apparent singularities are removable, with value $\pi /2$. The direct squared norm is ${\int }_{-\pi /2}^{\pi /2}{\cos }^{2}xdx=\pi /2$. Hence Parseval identity and evenness givePutting $t=\pi k/2$ makes the left side ${\pi }^3/8$ times the requested integral. ThereforeAt $t=\pi /2$ the integrand's continuous extension is $1/{\pi }^2$, so no principal-value prescription is required.