282 CHAPTER 11. FUNDAMENTAL TRANSFORMS
which converges to 0 as k→ ∞. This shows 11.8 in case the function is in G . Now inthe general case, let ∥g− f∥L1(Rn) < ε where g ∈ G and f ∈ L1 (Rn). Then it follows that|F ( f )(t)−Fg(t)| ≤Cn ∥ f −g∥L1(Rn) and so if ∥tk∥∞
→ ∞,
lim supk→∞
|F ( f )(tk)| ≤ lim supk→∞
|F ( f )(tk)−Fg(tk)|+=0
limk→∞
|Fg(tk)| ≤ ε
if g is chosen to make Cn ∥ f −g∥L1(Rn) < ε. Since ε is arbitrary, this shows 11.8 in general.It remains to verify the claim that F f and F−1 f are uniformly continuous. Let ε > 0 be
given. Then there exists R such that if ∥t∥∞> R, then |F f (t)|< ε
2 . Since F f is continuous,it is uniformly continuous on the compact set [−R−1,R+1]n. Therefore, there exists δ 1such that if ∥t− t′∥
∞< δ 1 for t′, t ∈ [−R−1,R+1]n, then∣∣F f (t)−F f
(t′)∣∣< ε/2. (11.9)
Now let 0 < δ < min(δ 1,1) and suppose ∥t− t′∥∞< δ . If both t, t′ are contained in
[−R,R]n, then 11.9 holds. If t ∈ [−R,R]n and t′ /∈ [−R,R]n, then both are contained in[−R−1,R+1]n and so this verifies 11.9 in this case. The other case is that neither point isin [−R,R]n and in this case,∣∣F f (t)−F f
(t′)∣∣≤ |F f (t)|+
∣∣F f(t′)∣∣< ε
2+
ε
2= ε. ■
11.6.3 Convolutions in L1 (Rn)
There is a very interesting relation between the Fourier transform and convolutions. Recall
f ∗g(x)≡∫Rn
f (x−y)g(y)dy
and part of the problem is in showing that this even makes sense. This is dealt with in thefollowing theorem.
Theorem 11.6.12 Suppose that f ,g ∈ L1(Rn). Then also f ∗g ∈ L1 and it followsthat F( f ∗g) = (2π)n/2 F f Fg.
Proof: Assume both f and g are Borel measurable representatives. Consider∫Rn
∫Rn| f (x−y)g(y)|dydx.
By Fubini’s theorem,∫Rn
∫Rn| f (x−y)g(y)|dydx =
∫Rn
∫Rn| f (x−y)g(y)|dxdy = ∥ f∥1 ∥g∥1 < ∞.
It follows that for a.e. x,∫Rn | f (x−y)g(y)|dy < ∞ and for each of these values of x, it
follows that∫Rn f (x−y)g(y)dy exists and equals a function of x which is in L1 (Rn) , f ∗
g(x). Now
F( f ∗g)(t)≡ (2π)−n/2∫Rn
e−it·x f ∗g(x)dx
= (2π)−n/2∫Rn
e−it·x∫Rn
f (x−y)g(y)dydx
= (2π)−n/2∫Rn
e−it·yg(y)∫Rn
e−it·(x−y) f (x−y)dxdy
= (2π)n/2 F f (t)Fg(t) . ■