Differentiation rules for the Fourier transform
[11/0%]Suppose and . Define by . Prove that if , then is times continuously differentiable on and
for all .
Suppose and is times continuously differentiable and for . Prove that if , then
Prove that for all the following equations hold
;
;
;
.
Prove property (3) of the Fourier transform. Prove that if , then and .
Prove property (4) of the Fourier transform. Prove that if and , then as and .
Let the function be continuous on , absolutely integrable on , and satisfy the condition
Prove that , where .
If and , prove that coincides a.e. with a differentiable function whose derivative is
Suppose is differentiable almost everywhere, and . Does it follow that the Fourier transform of is ?
The Laplacian of a function on is
provided the partial derivatives exist. What is the relation between and if and all necessary integrability conditions are satisfied? It is clear that the Laplacian commutes with translations. Prove that it also commutes with rotations, i.e., that
whenever has continuous second derivatives and is a rotation of . (Show that it is enough to do this under the additional assumption that has compact support).
In the section we claimed that
The point of this exercise is to verify the middle equality, and hence all three equalities. Note that
Use integration by parts to show that this equals , and hence that the equation holds.
Suppose is is both integrable with respect to Lebesgue measure on the real line and absolutely continuous, in the sense that , for all , for some integrable function .
Show that as . Hint: Show to handle .
Show that for . Hint: For safe Fubini, write the left-hand side as .
If a probability density has Lebesgue integrable derivatives up to th order, prove that its Fourier transform is of order as .