For integrable functions , Fubini's theorem justifies exchanging the two integrals in the Fourier transform of the convolution. Set to obtainThis proves the convolution theorem with the stated normalization:
Direct evaluation gives the first Fourier transform:For the even triangular function, the odd sine part integrates to zero. Two elementary integrations by parts or one evaluation of the cosine integral giveThe values at zero are the respective areas, agreeing with the removable limits. Therefore . By the convolution theorem and uniqueness of the Fourier transform,There is also a direct interpretation: the convolution is the length of overlap of the intervals and , giving exactly that triangular profile.
The Parseval identity for this Fourier transform convention isApply it to . Its squared norm is , soUnder , the last integrand times becomes . ConsequentlyThe integrand has continuous value at zero and decays integrably at infinity, so this is an ordinary convergent improper integral.
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