This problem is designed to guide you through a "proof" of Plancherel's theorem, by starting with the theory of ordinary Fourier series on a *finite* interval, and allowing that interval to expand to infinity.
(a) Dirichlet's theorem says that "any" function f(x) on the interval [−a,+a] can be expanded as a Fourier series:
f(x)=n=0∑∞[ansin(anπx)+bncos(anπx)].
Show that this can be written equivalently as
f(x)=n=−∞∑∞cneinπx/a.
What is cn, in terms of an and bn?
(b) Show (by appropriate modification of Fourier's trick) that
cn=2a1∫−a+af(x)e−inπx/adx.
(c) Eliminate n and cn in favor of the new variables k=(nπ/a) and F(k)=2/πacn. Show that (a) and (b) now become
f(x)=2π1n=−∞∑∞F(k)eikxΔk;F(k)=2π1∫−a+af(x)e−ikxdx,
where Δk is the increment in k from one n to the next.
(d) Take the limit a→∞ to obtain Plancherel's theorem. *Comment:* In view of their quite different origins, it is surprising (and delightful) that the two formulas—one for F(k) in terms of f(x), the other for f(x) in terms of F(k)—have such a similar structure in the limit a→∞.