Fourier series

Exponential form of the Fourier series

By application of Euler’s formula, the Fourier series of a square-integrable 𝐿2( βˆ’π‘Ž,π‘Ž) function may be expressed as

𝑓(π‘₯)=spanβ„€β‘πΆπ‘›π‘’π‘–π‘›πœ‹π‘₯/π‘Ž

where

𝐢𝑛=βŸ¨π‘’π‘›|π‘“βŸ©=12π‘Žβˆ«πΏβˆ’π‘Žπ‘’π‘–π‘›πœ‹π‘₯/π‘Žπ‘“(π‘₯)𝑑π‘₯

Hence the Hilbert space 𝐿2( βˆ’π‘Ž,π‘Ž) has the orthonormal dense basis

𝐿2(βˆ’π‘Ž,π‘Ž)=\span{|π‘’π‘›βŸ©=π‘₯β†¦π‘’π‘–π‘›πœ‹π‘₯/π‘Ž:π‘›βˆˆβ„€}

with

βŸ¨π‘’π‘›|π‘’π‘šβŸ©=12π‘Žβˆ«π‘Žβˆ’π‘Žπ‘’βˆ’π‘–π‘›πœ‹π‘₯/π‘Žπ‘’π‘–π‘šπœ‹π‘₯/π‘Žπ‘‘π‘₯=π›Ώπ‘›π‘š


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