Paper 2, Section II, J
(a) Give the definition of the Fourier transform of a function .
(b) Explain what it means for Fourier inversion to hold.
(c) Prove that Fourier inversion holds for . Show all of the steps in your computation. Deduce that Fourier inversion holds for Gaussian convolutions, i.e. any function of the form where and .
(d) Prove that any function for which Fourier inversion holds has a bounded, continuous version. In other words, there exists bounded and continuous such that for a.e. .
(e) Does Fourier inversion hold for ?
Typos? Please submit corrections to this page on GitHub.