Measure, Integration & Real Analysis · Problem 8C.1
Real and Complex Measures — Sheldon Axler
Mathematics — Measure Theory · orthonormal-families-trigonometric
Problem
Verify that the family {ek}k∈Z as defined in the third bullet point of Example 8.51 is an orthonormal family in L2((−π,π]). The following formulas should help:
(sinx)(cosy)=2sin(x−y)+sin(x+y),(sinx)(siny)=2cos(x−y)−cos(x+y),(cosx)(cosy)=2cos(x−y)+cos(x+y).