Sunday, September 16, 2018

Showing that complex exponentials of the Fourier Series are an orthonormal basis

I am revisiting the Fourier transform and I found great lecture notes by Professor Osgood from Standford (pdf ~30MB).



On page 30 and 31 he show that the complex exponentials form an orthonormal basis. I understand the result, but not his calculation. He shows that the inner product of two different exponentials (en(t)=e2πint,em(t)=e2πimt) with mn is 0 (He uses round parenthesis to denote the inner product). So, he does the calculation:



(en,em)=10e2πint¯e2πimtdt==12πi(nm)(e2πi(nm)e0)=12πi(nm)(11)=0



So why is e2πi(nm)=1? And why do I have to look at the case m=n separately and cannot also just plug it into the last step? (I am aware that I would not get a sensible result then, but it still seems strange). Does this have anything to do because I am using Lebesgue integration and complex numbers? I suppose I have to review some math basics ...

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