Riemann-Lebesgue Lemma

Seokho Jeong April 20, 2009

Theorem 1 (The Riemann-Lebesgue lemma) If f (t) is an ordinary function absolutely integrable from to , and g() is its Fourier Transform, then g() 0 as || . Proof Let g() be a Fourier Transform of a function f (t)

g() =

f (t)eit dt

(1)

then the Fourier Transform of f (t + t) is

f (t + t)eit dt = exp(it)g()

(2)

Let t = /, then eit = ei = 1 and therefore

g() =

f (t)e

it

dt =

f (t /)eit dt

(3)

and the modulus of g sasties following inequality |g()| = 1 2 1 2

[f (t) f (t /)]eit dt

(4)

|f (t) f (t /)|dt

Therefore, |g()| 0 as || .