There are explicit examples of this. We can have ever thinner disturbances to convergence that keep getting less and less area, but never cease to move around.
If it does converge pointwise to something, then it must match of course.
Lp space by Ciro Santilli 37 Updated 2025-07-16
Integrable functions to the power , usually and in this text assumed under the Lebesgue integral because: Lebesgue integral of is complete but Riemann isn't
by Ciro Santilli 37 Updated 2025-07-16
for .
is by far the most important of because it is quantum mechanics states live, because the total probability of being in any state has to be 1!
has some crucially important properties that other don't (TODO confirm and make those more precise):
Plancherel theorem by Ciro Santilli 37 Updated 2025-07-16
Some sources say that this is just the part that says that the norm of a function is the same as the norm of its Fourier transform.
Others say that this theorem actually says that the Fourier transform is bijective.
The comment at math.stackexchange.com/questions/446870/bijectiveness-injectiveness-and-surjectiveness-of-fourier-transformation-define/1235725#1235725 may be of interest, it says that the bijection statement is an easy consequence from the norm one, thus the confusion.
As mentioned at Section "Plancherel theorem", some people call this part of Plancherel theorem, while others say it is just a corollary.
This is an important fact in quantum mechanics, since it is because of this that it makes sense to talk about position and momentum space as two dual representations of the wave function that contain the exact same amount of information.
Measure theory by Ciro Santilli 37 Updated 2025-07-16
Main motivation: Lebesgue integral.
The key idea, is that we can't define a measure for the power set of R. Rather, we must select a large measurable subset, and the Borel sigma algebra is a good choice that matches intuitions.
See sections: "Example 1 - N even", "Example 2 - N odd" and "Representation in terms of sines and cosines" of www.statlect.com/matrix-algebra/discrete-Fourier-transform-of-a-real-signal
The transform still has complex numbers.
Summary:
  • is real
Therefore, we only need about half of to represent the signal, as the other half can be derived by conjugation.
"Representation in terms of sines and cosines" from www.statlect.com/matrix-algebra/discrete-Fourier-transform-of-a-real-signal then gives explicit formulas in terms of .
Figure 1.
DFT of with 25 points
. Source at: numpy/fft_plot.py. This plot illustrates how the DFT of a real signal is symmetric around the middle point, and so only half of the transform points are needed to reconstruct the original signal. We also see how the phase of the sinusoids determines if their DFT components are real or imaginary.
Normalized DFT by Ciro Santilli 37 Updated 2025-07-16
There are actually two possible definitions for the DFT:
Fourier transform by Ciro Santilli 37 Updated 2025-07-16
Continuous version of the Fourier series.
Of course, every function defined on a finite line segment (i.e. a compact space).
Therefore, the Fourier transform can be seen as a generalization of the Fourier series that can also decompose functions defined on the entire real line.
As a more concrete example, just like the Fourier series is how you solve the heat equation on a line segment with Dirichlet boundary conditions as shown at: Section "Solving partial differential equations with the Fourier series", the Fourier transform is what you need to solve the problem when the domain is the entire real line.
Lecture notes:
Video 1.
How the 2D FFT works by Mike X Cohen (2017)
Source. Animations showing how the 2D Fourier transform looks like for simple inpuf functions.
A set of theorems that prove under different conditions that the Fourier transform has an inverse for a given space, examples:

Pinned article: Introduction to the OurBigBook Project

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