Eigenfunctions[edit]

One important choice of an orthonormal basis for L2(R) is given by the Hermite functions
where Hen(x) are the "probabilist's" Hermite polynomials, defined as
Under this convention for the Fourier transform, we have that
.
In other words, the Hermite functions form a complete orthonormal system
of eigenfunctions for the Fourier transform on L2(R).[14] However, this choice of
eigenfunctions is not unique. There are only four different eigenvalues of the Fourier
transform (±1 and ±i) and any linear combination of eigenfunctions with the same
eigenvalue gives another eigenfunction. As a consequence of this, it is possible to
decompose L2(R) as a direct sum of four spaces H0, H1, H2, and H3 where the
Fourier transform acts on Hek simply by multiplication by ik.
Since the complete set of Hermite functions provides a resolution of the identity, the
Fourier transform can be represented by such a sum of terms weighted by the above
eigenvalues, and these sums can be explicitly summed. This approach to define the
Fourier transform was first done by Norbert Wiener.[19] Among other properties,
Hermite functions decrease exponentially fast in both frequency and time domains,
and they are thus used to define a generalization of the Fourier transform, namely
the fractional Fourier transform used in time–frequency analysis.[20] In physics, this
transform was introduced by Edward Condon.[21]

Connection with the Heisenberg group[edit]

The Heisenberg group is a certain group of unitary operators on the Hilbert
space L2(R) of square integrable complex valued functions f on the real line,
generated by the translations (Ty f)(x) = f (x + y) and multiplication by e2πixξ, (Mξ f)
(x) = e2πixξ f (x). These operators do not commute, as their (group) commutator is
which is multiplication by the constant (independent of x) e2πiyξ ∈ U(1) (the circle
group of unit modulus complex numbers). As an abstract group, the Heisenberg
group is the three-dimensional Lie group of triples (x, ξ, z) ∈ R2 × U(1), with
the group law
Denote the Heisenberg group by H1. The above procedure describes not
only the group structure, but also a standard unitary representation of H1 on
a Hilbert space, which we denote by ρ : H1 → B(L2(R)). Define the linear
automorphism of R2 by
so that J2 = −I. This J can be extended to a unique automorphism of H1:
According to the Stone–von Neumann theorem, the unitary
representations ρ and ρ ∘ j are unitarily equivalent, so there is a
unique intertwiner W ∈ U(L2(R)) such that
This operator W is the Fourier transform.
Many of the standard properties of the Fourier transform are
immediate consequences of this more general framework. [22] For
example, the square of the Fourier transform, W2, is an
intertwiner associated with J2 = −I, and so we have (W2f)(x)
= f (−x) is the reflection of the original function f.
Complex domain[edit]
The integral for the Fourier transform
can be studied for complex values of its argument ξ.
Depending on the properties of f, this might not converge
off the real axis at all, or it might converge to
a complex analytic function for all values of ξ = σ + iτ, or
something in between.[23]
The Paley–Wiener theorem says that f is smooth (i.e., n-
times differentiable for all positive integers n) and
compactly supported if and only if f̂ (σ + iτ) is
a holomorphic function for which there exists a constant a >
0 such that for any integer n ≥ 0,
for some constant C. (In this case, f is supported
on [−a, a].) This can be expressed by saying that f̂ is
an entire function which is rapidly decreasing in σ (for
fixed τ) and of exponential growth in τ (uniformly in σ).[24]
(If f is not smooth, but only L2, the statement still holds
provided n = 0.[25]) The space of such functions of
a complex variable is called the Paley—Wiener space.
This theorem has been generalised to semisimple Lie
groups.[26]
If f is supported on the half-line t ≥ 0, then f is said to
be "causal" because the impulse response function of a
physically realisable filter must have this property, as
no effect can precede its cause. Paley and Wiener
showed that then f̂ extends to a holomorphic
function on the complex lower half-plane τ < 0 which
tends to zero as τ goes to infinity.[27] The converse is
false and it is not known how to characterise the
Fourier transform of a causal function.[28]

Laplace transform[edit]
See also: Laplace transform §  Fourier transform
The Fourier transform f̂(ξ) is related to the Laplace
transform F(s), which is also used for the solution
of differential equations and the analysis of filters.
It may happen that a function f for which the Fourier
integral does not converge on the real axis at all,
nevertheless has a complex Fourier transform defined
in some region of the complex plane.
For example, if f(t) is of exponential growth, i.e.,
for some constants C, a ≥ 0, then[29]
convergent for all 2πτ < −a, is the two-sided
Laplace transform of f.
The more usual version ("one-sided") of the
Laplace transform is
If f is also causal, and analytical,
then:  Thus, extending the Fourier
transform to the complex domain means it
includes the Laplace transform as a special
case in the case of causal functions—but
with the change of variable s = 2πiξ.
From another, perhaps more classical
viewpoint, the Laplace transform by its
form involves an additional exponential
regulating term which lets it converge
outside of the imaginary line where the
Fourier transform is defined. As such it can
converge for at most exponentially
divergent series and integrals, whereas the
original Fourier decomposition cannot,
enabling analysis of systems with divergent
or critical elements. Two particular
examples from linear signal processing are
the construction of allpass filter networks
from critical comb and mitigating filters via
exact pole-zero cancellation on the unit
circle. Such designs are common in audio
processing, where highly nonlinear phase
response is sought for, as in reverb.
Furthermore, when extended pulselike
impulse responses are sought for signal
processing work, the easiest way to
produce them is to have one circuit which
produces a divergent time response, and
then to cancel its divergence through a
delayed opposite and compensatory
response. There, only the delay circuit in-
between admits a classical Fourier
description, which is critical. Both the
circuits to the side are unstable, and do not
admit a convergent Fourier decomposition.
However, they do admit a Laplace domain
description, with identical half-planes of
convergence in the complex plane (or in
the discrete case, the Z-plane), wherein
their effects cancel.
In modern mathematics the Laplace
transform is conventionally subsumed
under the aegis Fourier methods. Both of
them are subsumed by the far more
general, and more abstract, idea
of harmonic analysis.

Inversion[edit]
If f̂ is complex analytic for a ≤ τ ≤ b, then
by Cauchy's integral theorem.
Therefore, the Fourier inversion
formula can use integration along
different lines, parallel to the real axis.
[30]

Theorem: If f(t) = 0 for t < 0, and |f(t)|

< Cea|t| for some constants C, a > 0,
then
for any τ < −a/2π.
This theorem implies the Mellin
inversion formula for the Laplace
transformation,[29]
for any b > a, where F(s) is
the Laplace transform of f(t).
The hypotheses can be
weakened, as in the results of
Carleman and Hunt,
to f(t) e−at being L1, provided
that f is of bounded variation in
a closed neighborhood
of t (cf. Dirichlet-Dini theorem),
the value of f at t is taken to
be the arithmetic mean of the
left and right limits, and
provided that the integrals are
taken in the sense of Cauchy
principal values.[31]
L2 versions of these inversion
formulas are also available.[32]

Fourier transform
on Euclidean
space[edit]
The Fourier transform can be
defined in any arbitrary
number of dimensions n. As
with the one-dimensional
case, there are many
conventions. For an integrable
function f(x), this article takes
the definition:
where x and ξ are n-
dimensional vectors,
and x · ξ is the dot
product of the vectors.
Alternatively, ξ can be
viewed as belonging to
the dual vector space , in
which case the dot
product becomes
the contraction of x and ξ,
usually written as ⟨x, ξ⟩.
All of the basic properties
listed above hold for the n-
dimensional Fourier
transform, as do
Plancherel's and
Parseval's theorem. When
the function is integrable,
the Fourier transform is
still uniformly continuous
and the Riemann–
Lebesgue lemma holds.[16]

Uncertainty
principle[edit]
Further
information: Gabor limit
Generally speaking, the
more concentrated f(x) is,
the more spread out its
Fourier
transform f̂(ξ) must be. In
particular, the scaling
property of the Fourier
transform may be seen as
saying: if we squeeze a
function in x, its Fourier
transform stretches out
in ξ. It is not possible to
arbitrarily concentrate both
a function and its Fourier
transform.
The trade-off between the
compaction of a function
and its Fourier transform
can be formalized in the
form of an uncertainty
principle by viewing a
function and its Fourier
transform as conjugate
variables with respect to
the symplectic form on
the time–frequency
domain: from the point of
view of the linear
canonical transformation,
the Fourier transform is
rotation by 90° in the
time–frequency domain,
and preserves
the symplectic form.
 Suppose f(x) is an
integrable and square-
integrable function.
Without loss of generality,
assume that f(x) is
normalized:
It follows from
the Plancherel
theorem that f̂(ξ) is
also normalized.
The spread
around x = 0 may be
measured by
the dispersion about
zero[33] defined by
In probability
terms, this is
the second
moment of |f(x)|2 a
bout zero.
The uncertainty
principle states
that, if f(x) is
absolutely
continuous and
the
functions x·f(x) a
nd f′(x) are
square integrable,
then[14]
.
The equality
is attained
only in the
case
where σ >
0 is
arbitrary
and C1 = 4
√2/√σ so
that f is L2
-
normalize
d.[14] In
other
words,
where f is
a
(normaliz
ed) Gaus
sian
function w
ith
variance 
σ2,
centered
at zero,
and its
Fourier
transform
is a
Gaussian
function
with
variance 
σ−2.
In fact,
this
inequality
implies
that:
for
any x0
, ξ0 ∈ 
R.[13]
In qu
antu
m
mech
anics,
the m
omen
tum a
nd
positi
on wa
ve
functi
ons a
re
Fouri
er
transf
orm
pairs,
to
within
a
factor
of Pla
nck's
const
ant.
With
this
const
ant
prope
rly
taken
into
accou
nt,
the
inequ
ality
above
beco
mes
the
state
ment
of
the H
eisen
berg
uncer
tainty
princi
ple.[34]
A
stron
ger
uncer
tainty
princi
ple is
the Hi
rschm
an
uncer
tainty
princi
ple,
which
is
expre
ssed
as:
w
h
er
e 
H
(
p
) i
s
th
e 
di
ff
er
e
nt
ia
l
e
nt
ro
p
y 
of
th
e 
pr
o
b
a
bi
lit
y
d
e
n
si
ty
fu
n
ct
io
n 
p
(
x
):
w
he
re
th
e
lo
ga
rit
h
m
s
m
ay
be
in
an
y
ba
se
th
at
is
co
ns
ist
en
t.
T
he
eq
ua
lit
y
is
att
ai
ne
d
fo
r
a
G
au
ss
ia
n,
as
in
th
e
pr
ev
io
us
ca
se
.

S
i
n
e
a
n
d
c
o
s
i
n
e
tr
a
n
s
f
o
r
m
s[
e
di
t]
M
ai
n
ar
tic
le
: 
Si
n
e
a
n
d
c
o
si
n
e
tr
a
n
sf
or
m
s
F
ou
rie
r's
ori
gi
na
l
fo
r
m
ul
ati
on
of
th
e
tr
an
sf
or
m
di
d
no
t
us
e
co
m
pl
ex
nu
m
be
rs,
bu
t
ra
th
er
si
ne
s
an
d
co
si
ne
s.
St
ati
sti
ci
an
s
an
d
ot
he
rs
sti
ll
us
e
thi
s
fo
r
m.
A
n
ab
so
lut
el
y
int
eg
ra
bl
e
fu
nc
tio
n 
f f
or
w
hi
ch
F
ou
rie
r
in
ve
rsi
on
ho
ld
s
ca
n
be
ex
pa
nd
ed
in
te
r
m
s
of
ge
nu
in
e
fr
eq
ue
nc
ie
s
(a
vo
idi
ng
ne
ga
tiv
e
fr
eq
ue
nc
ie
s,
w
hi
ch
ar
e
so
m
eti
m
es
co
ns
id
er
ed
ha
rd
to
int
er
pr
et
ph
ys
ic
all
y[3
5]
) 
λ 
by
This is
called
an
expan
sion
as a
trigon
ometri
c
integr
al, or
a
Fourie
r
integr
al
expan
sion.
The
coeffic
ient
functio
ns a a
nd b c
an be
found
by
using
varian
ts of
the
Fourie
r
cosine
transf
orm
and
the
Fourie
r sine
transf
orm
(the
norma
lisatio
ns
are,
again,
not
stand
ardise
d):
and
Older
literature
refers to the
two transform
functions, the
Fourier cosine
transform, a,
and the
Fourier sine
transform, b.
The
function f can
be recovered
from the sine
and cosine
transform
using
together with
trigonometric
identities. This is
referred to as
Fourier's integra
formula.[29][36][37][38]

Spherical
harmonics
dit]
Let the set
of homogeneous
armonic polynom
ls of
degree k on Rn 
denoted by Ak.
The
set Ak consists o
the solid spheric
harmonics of
degree k. The
solid spherical
harmonics play
similar role in
higher dimensio
to the Hermite
polynomials in
dimension one.
Specifically, if f(
= e−π|x|2P(x) for
some P(x) in A
then f̂(ξ) = i−k f(
Let the set Hk be
the closure
in L2(Rn) of linea
combinations of
functions of the
form f(|x|)P(x) w
ere P(x) is in A
The
space L2(Rn) is
then a direct sum
of the
spaces Hk and t
Fourier transform
maps each
space Hk to itse
and is possible t
characterize the
action of the
Fourier transform
on each space H
[16]

Let f(x) = f0(|
x|)P(x) (with P(
n Ak), then
where
Here J(n + 2k − 2)/2 de
the Bessel funct
first kind with ord
2/2. When k = 0
a useful formula
Fourier transform
radial function.[39
essentially the H
transform. More
is a simple recur
relating the case
2 and n[40] allowin
compute, e.g., th
dimensional Fou
transform of a ra
function from the
dimensional one
Restriction
problems[e
In higher dimens
becomes interes
study restriction
problems for the
transform. The F
transform of an
function is contin
the restriction of
function to any s
defined. But for
integrable functi
Fourier transform
a general class 
integrable functi
such, the restric
Fourier transform
an L2(Rn) functio
be defined on se
measure 0. It is
active area of st
understand restr
problems in Lp fo
2. Surprisingly, i
possible in some
define the restric
Fourier transform
set S, provided S
zero curvature. T
when S is the un
in Rn is of partic
interest. In this c
Tomas–Stein re
theorem states t
restriction of the
transform to the
sphere in Rn is a
operator on Lp p
≤ p ≤ 2n + 2/n +
One notable diff
between the Fou
transform in 1 di
versus higher di
concerns the pa
operator. Consid
increasing collec
measurable
sets ER indexed
(0,∞): such as b
radius R centere
origin, or cubes
For a given integ
function f, consi
function fR define
Suppose in addi
that f ∈ Lp(Rn).
1 and 1 < p < ∞
takes ER = (−R,
then fR converge
to f in Lp as R te
by the boundedn
the Hilbert trans
one may hope th
true for n > 1. In
that ER is taken
with side length 
convergence sti
Another natural
the Euclidean ba
< R}. In order fo
sum operator to
necessary that t
the unit ball be b
in Lp(Rn). For n 
celebrated theor
Fefferman that t
the unit ball is ne
unless p = 2.[19] I
when p ≠ 2, this
not only may fR f
to f in Lp, but for
functions f ∈ Lp(
even an elemen
Fourier tr
on functio
spaces[edit
On Lp spac
On L1[edit]
The definition of
transform by the
formula
is valid for Lebe
functions f; that
The Fourier tran
→ L∞(Rn) is a b
This follows from
that
which shows tha
bounded by 1. In
which can be se
the transform of
image of L1 is a
space C0(Rn) of
that tend to zero
(the Riemann–L
although it is no
Indeed, there is
characterization
On L2[edit]
Since compactly
functions are int
in L2(Rn), the Pl
theorem allows
definition of the
general function
continuity argum
transform in L2(R
by an ordinary L
although it can b
an improper inte
for an L2 functio
where the limit is
(More generally,
of functions that
of L1 and L2 and
the L2-norm, and
transform of f as
transforms of the
Many of the prop
transform in L1 c
suitable limiting
Furthermore, F 
a unitary operato
unitary it is suffic
bijective and pre
so in this case th
inversion theore
that for any f, g 
In particular, the
the Fourier trans
On other Lp[ed
The definition of
extended to func
decomposing su
in L2 plus a fat b
spaces, the Fou
in Lp(Rn) is in Lq
Hölder conjugat
inequality). How
image is not eas
extensions beco
transform of fun
< p < ∞ require
fact, it can be sh
in Lp with p > 2 
not defined as a
Tempered
Main article: Dis
§  Tempered dis
One might cons
Fourier transform
considering gen
distributions. A d
continuous linea
space Cc(Rn) of
functions, equip
The strategy is t
the Fourier trans
distributions by d
this is that the F
map Cc(Rn) to C
transform of an
vanish on an op
discussion on th
right space here
of Schwartz func
an automorphism
topological vecto
automorphism o
tempered distrib
distributions incl
mentioned abov
functions of poly
of compact supp
For the definition
tempered distrib
functions, and le
transforms respe
transform obeys
formula,[16]
Every integrable
distribution Tf by
for all Schwartz
Fourier transform
for all Schwartz
distributions T g
transform.
Distributions can
compatibility of t
convolution rem

Generaliz
Fourier–Sti
The Fourier tran
given by:[43]
This transform c
Fourier transform
is that the Riema
the case that dμ
the usual definit
that μ is the prob
variable X, the F
the characteristi
probability theor
the distribution h
reduces to the F
density function,
The Fourier tran
measures. Boch
may arise as the
measure on the
Furthermore, the
a finite Borel me
function (whose
Fourier transform

Locally com
Main article: Po
The Fourier tran
compact abelian
an abelian group
compact Hausdo
operation is con
it has a translati
For a locally com
one-dimensiona
its characters. W
of pointwise con
locally compact
For a function f 
The Riemann–L
vanishing at infin
The Fourier tran
compact abelian
thought of as the
representation o
complex vector
are irreducible s
The character o
each  and , is  it
character table o
row is the chara
these vectors fo
functions that m
group T is no lon
orthonormality o
function  of  and
functions being
as  with the norm
basis of the spa
For any represe
the span  ( are t
Pontriagin dual  

Gelfand tra
Main article: Ge
The Fourier tran
this particular co
map defined abo
Given an abelian
before we consi
With convolution
algebra. It also h
Taking the comp
gives its envelop
 algebra C*(G) o
the L1 norm, the
Given any abelia
isomorphism be
linear functional
weak-* topology
It turns out that t
identification, ar
when restricted
transform.

Compact n
The Fourier tran
group, provided
the underlying g
always be one-d
abelian group ta
transform on com
theory[45] and non
Let G be a comp
of all isomorphis
representations,
the Hilbert space
measure on G,
on Hσ defined by
where U(σ) is the
If μ is absolutely
measure λ on G
for some f ∈ L1(
transform of μ.
The mapping
defines an isom
(see rca space)
sequences E =
the norm
Eigenfunctions

One important choice of an orthonormal basis for L2(R) is given by the Hermite functions

{\displaystyle \psi _{n}(x)={\frac {\sqrt[{4}]{2}}{\sqrt {n!}}}e^{-\pi x^{2}}\mathrm {He} _{n}\left(2x{\

sqrt {\pi }}\right),}{\displaystyle \psi _{n}(x)={\frac {\sqrt[{4}]{2}}{\sqrt {n!}}}e^{-\pi x^{2}}\mathrm
{He} _{n}\left(2x{\sqrt {\pi }}\right),}

where Hen(x) are the "probabilist's" Hermite polynomials, defined as

{\displaystyle \mathrm {He} _{n}(x)=(-1)^{n}e^{\frac {x^{2}}{2}}\left({\frac {d}{dx}}\right)^{n}e^{-{\
frac {x^{2}}{2}}}}\mathrm {He} _{n}(x)=(-1)^{n}e^{\frac {x^{2}}{2}}\left({\frac {d}{dx}}\right)^{n}e^{-{\
frac {x^{2}}{2}}}

Under this convention for the Fourier transform, we have that

{\displaystyle {\hat {\psi }}_{n}(\xi )=(-i)^{n}\psi _{n}(\xi )}{\displaystyle {\hat {\psi }}_{n}(\xi )=(-i)^{n}\
psi _{n}(\xi )}.

In other words, the Hermite functions form a complete orthonormal system of eigenfunctions for
the Fourier transform on L2(R).[14] However, this choice of eigenfunctions is not unique. There are
only four different eigenvalues of the Fourier transform (±1 and ±i) and any linear combination of
eigenfunctions with the same eigenvalue gives another eigenfunction. As a consequence of this, it is
possible to decompose L2(R) as a direct sum of four spaces H0, H1, H2, and H3 where the Fourier
transform acts on Hek simply by multiplication by ik.

Since the complete set of Hermite functions provides a resolution of the identity, the Fourier
transform can be represented by such a sum of terms weighted by the above eigenvalues, and these
sums can be explicitly summed. This approach to define the Fourier transform was first done by
Norbert Wiener.[19] Among other properties, Hermite functions decrease exponentially fast in both
frequency and time domains, and they are thus used to define a generalization of the Fourier
transform, namely the fractional Fourier transform used in time–frequency analysis.[20] In physics,
this transform was introduced by Edward Condon.[21]

Connection with the Heisenberg group

The Heisenberg group is a certain group of unitary operators on the Hilbert space L2(R) of square
integrable complex valued functions f on the real line, generated by the translations (Ty f)(x) = f (x +
y) and multiplication by e2πixξ, (Mξ f)(x) = e2πixξ f (x). These operators do not commute, as their
(group) commutator is

{\displaystyle \left(M_{\xi }^{-1}T_{y}^{-1}M_{\xi }T_{y}f\right)(x)=e^{2\pi iy\xi }f(x)}{\displaystyle \

left(M_{\xi }^{-1}T_{y}^{-1}M_{\xi }T_{y}f\right)(x)=e^{2\pi iy\xi }f(x)}

which is multiplication by the constant (independent of x) e2πiyξ ∈ U(1) (the circle group of unit
modulus complex numbers). As an abstract group, the Heisenberg group is the three-dimensional Lie
group of triples (x, ξ, z) ∈ R2 × U(1), with the group law

{\displaystyle \left(x_{1},\xi _{1},t_{1}\right)\cdot \left(x_{2},\xi _{2},t_{2}\right)=\left(x_{1}+x_{2},\xi

_{1}+\xi _{2},t_{1}t_{2}e^{2\pi i\left(x_{1}\xi _{1}+x_{2}\xi _{2}+x_{1}\xi _{2}\right)}\right).}{\
displaystyle \left(x_{1},\xi _{1},t_{1}\right)\cdot \left(x_{2},\xi _{2},t_{2}\right)=\left(x_{1}+x_{2},\xi
_{1}+\xi _{2},t_{1}t_{2}e^{2\pi i\left(x_{1}\xi _{1}+x_{2}\xi _{2}+x_{1}\xi _{2}\right)}\right).}
Denote the Heisenberg group by H1. The above procedure describes not only the group structure,
but also a standard unitary representation of H1 on a Hilbert space, which we denote by ρ : H1 →
B(L2(R)). Define the linear automorphism of R2 by

{\displaystyle J{\begin{pmatrix}x\\\xi \end{pmatrix}}={\begin{pmatrix}-\xi \\x\end{pmatrix}}}{\

displaystyle J{\begin{pmatrix}x\\\xi \end{pmatrix}}={\begin{pmatrix}-\xi \\x\end{pmatrix}}}

so that J2 = −I. This J can be extended to a unique automorphism of H1:

{\displaystyle j\left(x,\xi ,t\right)=\left(-\xi ,x,te^{-2\pi ix\xi }\right).}{\displaystyle j\left(x,\xi ,t\

right)=\left(-\xi ,x,te^{-2\pi ix\xi }\right).}

According to the Stone–von Neumann theorem, the unitary representations ρ and ρ ∘ j are unitarily
equivalent, so there is a unique intertwiner W ∈ U(L2(R)) such that

{\displaystyle \rho \circ j=W\rho W^{*}.}{\displaystyle \rho \circ j=W\rho W^{*}.}

This operator W is the Fourier transform.

Many of the standard properties of the Fourier transform are immediate consequences of this more
general framework.[22] For example, the square of the Fourier transform, W2, is an intertwiner
associated with J2 = −I, and so we have (W2f)(x) = f (−x) is the reflection of the original function f.

Complex domain

The integral for the Fourier transform

{\displaystyle {\hat {f}}(\xi )=\int _{-\infty }^{\infty }e^{-2\pi i\xi t}f(t)\,dt}{\displaystyle {\hat {f}}(\
xi )=\int _{-\infty }^{\infty }e^{-2\pi i\xi t}f(t)\,dt}

can be studied for complex values of its argument ξ. Depending on the properties of f, this might not
converge off the real axis at all, or it might converge to a complex analytic function for all values of ξ
= σ + iτ, or something in between.[23]

The Paley–Wiener theorem says that f is smooth (i.e., n-times differentiable for all positive integers
n) and compactly supported if and only if f ̂ (σ + iτ) is a holomorphic function for which there exists a
constant a > 0 such that for any integer n ≥ 0,

{\displaystyle \left\vert \xi ^{n}{\hat {f}}(\xi )\right\vert \leq Ce^{a\vert \tau \vert }}{\displaystyle \
left\vert \xi ^{n}{\hat {f}}(\xi )\right\vert \leq Ce^{a\vert \tau \vert }}
for some constant C. (In this case, f is supported on [−a, a].) This can be expressed by saying that f ̂ is
an entire function which is rapidly decreasing in σ (for fixed τ) and of exponential growth in τ
(uniformly in σ).[24]

(If f is not smooth, but only L2, the statement still holds provided n = 0.[25]) The space of such
functions of a complex variable is called the Paley—Wiener space. This theorem has been
generalised to semisimple Lie groups.[26]

If f is supported on the half-line t ≥ 0, then f is said to be "causal" because the impulse response
function of a physically realisable filter must have this property, as no effect can precede its cause.
Paley and Wiener showed that then f ̂ extends to a holomorphic function on the complex lower half-
plane τ < 0 which tends to zero as τ goes to infinity.[27] The converse is false and it is not known how
to characterise the Fourier transform of a causal function.[28]

Laplace transform

See also: Laplace transform § Fourier transform

The Fourier transform f(̂ ξ) is related to the Laplace transform F(s), which is also used for the solution
of differential equations and the analysis of filters.

It may happen that a function f for which the Fourier integral does not converge on the real axis at
all, nevertheless has a complex Fourier transform defined in some region of the complex plane.

For example, if f(t) is of exponential growth, i.e.,

{\displaystyle \vert f(t)\vert <Ce^{a\vert t\vert }}\vert f(t)\vert <Ce^{a\vert t\vert }

for some constants C, a ≥ 0, then[29]

{\displaystyle {\hat {f}}(i\tau )=\int _{-\infty }^{\infty }e^{2\pi \tau t}f(t)\,dt,}{\displaystyle {\hat {f}}(i\
tau )=\int _{-\infty }^{\infty }e^{2\pi \tau t}f(t)\,dt,}

convergent for all 2πτ < −a, is the two-sided Laplace transform of f.

The more usual version ("one-sided") of the Laplace transform is

{\displaystyle F(s)=\int _{0}^{\infty }f(t)e^{-st}\,dt.}{\displaystyle F(s)=\int _{0}^{\infty }f(t)e^{-st}\,dt.}

If f is also causal, and analytical, then: {\displaystyle {\hat {f}}(i\tau )=F(-2\pi \tau ).}{\hat {f}}(i\
tau )=F(-2\pi \tau ). Thus, extending the Fourier transform to the complex domain means it includes
the Laplace transform as a special case in the case of causal functions—but with the change of
variable s = 2πiξ.

From another, perhaps more classical viewpoint, the Laplace transform by its form involves an
additional exponential regulating term which lets it converge outside of the imaginary line where the
Fourier transform is defined. As such it can converge for at most exponentially divergent series and
integrals, whereas the original Fourier decomposition cannot, enabling analysis of systems with
divergent or critical elements. Two particular examples from linear signal processing are the
construction of allpass filter networks from critical comb and mitigating filters via exact pole-zero
cancellation on the unit circle. Such designs are common in audio processing, where highly nonlinear
phase response is sought for, as in reverb.

Furthermore, when extended pulselike impulse responses are sought for signal processing work, the
easiest way to produce them is to have one circuit which produces a divergent time response, and
then to cancel its divergence through a delayed opposite and compensatory response. There, only
the delay circuit in-between admits a classical Fourier description, which is critical. Both the circuits
to the side are unstable, and do not admit a convergent Fourier decomposition. However, they do
admit a Laplace domain description, with identical half-planes of convergence in the complex plane
(or in the discrete case, the Z-plane), wherein their effects cancel.

In modern mathematics the Laplace transform is conventionally subsumed under the aegis Fourier
methods. Both of them are subsumed by the far more general, and more abstract, idea of harmonic
analysis.

Inversion

If f̂ is complex analytic for a ≤ τ ≤ b, then

{\displaystyle \int _{-\infty }^{\infty }{\hat {f}}(\sigma +ia)e^{2\pi i\xi t}\,d\sigma =\int _{-\infty }^{\
infty }{\hat {f}}(\sigma +ib)e^{2\pi i\xi t}\,d\sigma }{\displaystyle \int _{-\infty }^{\infty }{\hat {f}}(\
sigma +ia)e^{2\pi i\xi t}\,d\sigma =\int _{-\infty }^{\infty }{\hat {f}}(\sigma +ib)e^{2\pi i\xi t}\,d\sigma
}

by Cauchy's integral theorem. Therefore, the Fourier inversion formula can use integration along
different lines, parallel to the real axis.[30]

Theorem: If f(t) = 0 for t < 0, and |f(t)| < Cea|t| for some constants C, a > 0, then
{\displaystyle f(t)=\int _{-\infty }^{\infty }{\hat {f}}(\sigma +i\tau )e^{2\pi i\xi t}\,d\sigma ,}f(t)=\int
_{-\infty }^{\infty }{\hat {f}}(\sigma +i\tau )e^{2\pi i\xi t}\,d\sigma ,

for any τ < −

2π

This theorem implies the Mellin inversion formula for the Laplace transformation,[29]

{\displaystyle f(t)={\frac {1}{2\pi i}}\int _{b-i\infty }^{b+i\infty }F(s)e^{st}\,ds}{\displaystyle f(t)={\frac

{1}{2\pi i}}\int _{b-i\infty }^{b+i\infty }F(s)e^{st}\,ds}

for any b > a, where F(s) is the Laplace transform of f(t).

The hypotheses can be weakened, as in the results of Carleman and Hunt, to f(t) e−at being L1,
provided that f is of bounded variation in a closed neighborhood of t (cf. Dirichlet-Dini theorem), the
value of f at t is taken to be the arithmetic mean of the left and right limits, and provided that the
integrals are taken in the sense of Cauchy principal values.[31]

L2 versions of these inversion formulas are also available.[32]

Fourier transform on Euclidean space

The Fourier transform can be defined in any arbitrary number of dimensions n. As with the one-
dimensional case, there are many conventions. For an integrable function f(x), this article takes the
definition:

{\displaystyle {\hat {f}}({\boldsymbol {\xi }})={\mathcal {F}}(f)({\boldsymbol {\xi }})=\int _{\mathbb

{R} ^{n}}f(\mathbf {x} )e^{-2\pi i\mathbf {x} \cdot {\boldsymbol {\xi }}}\,d\mathbf {x} }{\hat {f}}({\
boldsymbol {\xi }})={\mathcal {F}}(f)({\boldsymbol {\xi }})=\int _{\mathbb {R} ^{n}}f(\mathbf {x} )e^{-
2\pi i\mathbf {x} \cdot {\boldsymbol {\xi }}}\,d\mathbf {x}

where x and ξ are n-dimensional vectors, and x · ξ is the dot product of the vectors. Alternatively, ξ
can be viewed as belonging to the dual vector space {\displaystyle \mathbb {R} ^{n\star }}{\
displaystyle \mathbb {R} ^{n\star }}, in which case the dot product becomes the contraction of x and
ξ, usually written as ⟨x, ξ⟩.
All of the basic properties listed above hold for the n-dimensional Fourier transform, as do
Plancherel's and Parseval's theorem. When the function is integrable, the Fourier transform is still
uniformly continuous and the Riemann–Lebesgue lemma holds.[16]

Uncertainty principle

Further information: Gabor limit

Generally speaking, the more concentrated f(x) is, the more spread out its Fourier transform f (̂ ξ)
must be. In particular, the scaling property of the Fourier transform may be seen as saying: if we
squeeze a function in x, its Fourier transform stretches out in ξ. It is not possible to arbitrarily
concentrate both a function and its Fourier transform.

The trade-off between the compaction of a function and its Fourier transform can be formalized in
the form of an uncertainty principle by viewing a function and its Fourier transform as conjugate
variables with respect to the symplectic form on the time–frequency domain: from the point of view
of the linear canonical transformation, the Fourier transform is rotation by 90° in the time–
frequency domain, and preserves the symplectic form.

Suppose f(x) is an integrable and square-integrable function. Without loss of generality, assume that
f(x) is normalized:

{\displaystyle \int _{-\infty }^{\infty }|f(x)|^{2}\,dx=1.}\int _{-\infty }^{\infty }|f(x)|^{2}\,dx=1.

It follows from the Plancherel theorem that f (̂ ξ) is also normalized.

The spread around x = 0 may be measured by the dispersion about zero[33] defined by

{\displaystyle D_{0}(f)=\int _{-\infty }^{\infty }x^{2}|f(x)|^{2}\,dx.}D_{0}(f)=\int _{-\infty }^{\

infty }x^{2}|f(x)|^{2}\,dx.

In probability terms, this is the second moment of |f(x)|2 about zero.

The uncertainty principle states that, if f(x) is absolutely continuous and the functions x·f(x) and f′(x)
are square integrable, then[14]

{\displaystyle D_{0}(f)D_{0}\left({\hat {f}}\right)\geq {\frac {1}{16\pi ^{2}}}}{\displaystyle D_{0}

(f)D_{0}\left({\hat {f}}\right)\geq {\frac {1}{16\pi ^{2}}}}.

The equality is attained only in the case

{\displaystyle {\begin{aligned}f(x)&=C_{1}\,e^{-\pi {\frac {x^{2}}{\sigma ^{2}}}}\\\therefore {\hat {f}}
(\xi )&=\sigma C_{1}\,e^{-\pi \sigma ^{2}\xi ^{2}}\end{aligned}}}{\displaystyle {\
begin{aligned}f(x)&=C_{1}\,e^{-\pi {\frac {x^{2}}{\sigma ^{2}}}}\\\therefore {\hat {f}}(\xi )&=\sigma
C_{1}\,e^{-\pi \sigma ^{2}\xi ^{2}}\end{aligned}}}

where σ > 0 is arbitrary and C1 =

4√2

√σ

so that f is L2-normalized.[14] In other words, where f is a (normalized) Gaussian function with

variance σ2, centered at zero, and its Fourier transform is a Gaussian function with variance σ−2.

In fact, this inequality implies that:

{\displaystyle \left(\int _{-\infty }^{\infty }(x-x_{0})^{2}|f(x)|^{2}\,dx\right)\left(\int _{-\infty }^{\

infty }(\xi -\xi _{0})^{2}\left|{\hat {f}}(\xi )\right|^{2}\,d\xi \right)\geq {\frac {1}{16\pi ^{2}}}}{\
displaystyle \left(\int _{-\infty }^{\infty }(x-x_{0})^{2}|f(x)|^{2}\,dx\right)\left(\int _{-\infty }^{\infty }
(\xi -\xi _{0})^{2}\left|{\hat {f}}(\xi )\right|^{2}\,d\xi \right)\geq {\frac {1}{16\pi ^{2}}}}

for any x0, ξ0 ∈ R.[13]

In quantum mechanics, the momentum and position wave functions are Fourier transform pairs, to
within a factor of Planck's constant. With this constant properly taken into account, the inequality
above becomes the statement of the Heisenberg uncertainty principle.[34]

A stronger uncertainty principle is the Hirschman uncertainty principle, which is expressed as:

{\displaystyle H\left(\left|f\right|^{2}\right)+H\left(\left|{\hat {f}}\right|^{2}\right)\geq \log \left({\

frac {e}{2}}\right)}{\displaystyle H\left(\left|f\right|^{2}\right)+H\left(\left|{\hat {f}}\right|^{2}\
right)\geq \log \left({\frac {e}{2}}\right)}

where H(p) is the differential entropy of the probability density function p(x):

{\displaystyle H(p)=-\int _{-\infty }^{\infty }p(x)\log {\bigl (}p(x){\bigr )}\,dx}{\displaystyle H(p)=-\int

_{-\infty }^{\infty }p(x)\log {\bigl (}p(x){\bigr )}\,dx}

where the logarithms may be in any base that is consistent. The equality is attained for a Gaussian,
as in the previous case.

Sine and cosine transforms

Main article: Sine and cosine transforms

Fourier's original formulation of the transform did not use complex numbers, but rather sines and
cosines. Statisticians and others still use this form. An absolutely integrable function f for which
Fourier inversion holds can be expanded in terms of genuine frequencies (avoiding negative
frequencies, which are sometimes considered hard to interpret physically[35]) λ by

{\displaystyle f(t)=\int _{0}^{\infty }{\bigl (}a(\lambda )\cos(2\pi \lambda t)+b(\lambda )\sin(2\pi \

lambda t){\bigr )}\,d\lambda .}{\displaystyle f(t)=\int _{0}^{\infty }{\bigl (}a(\lambda )\cos(2\pi \
lambda t)+b(\lambda )\sin(2\pi \lambda t){\bigr )}\,d\lambda .}

This is called an expansion as a trigonometric integral, or a Fourier integral expansion. The

coefficient functions a and b can be found by using variants of the Fourier cosine transform and the
Fourier sine transform (the normalisations are, again, not standardised):

{\displaystyle a(\lambda )=2\int _{-\infty }^{\infty }f(t)\cos(2\pi \lambda t)\,dt}{\displaystyle a(\

lambda )=2\int _{-\infty }^{\infty }f(t)\cos(2\pi \lambda t)\,dt}

and

{\displaystyle b(\lambda )=2\int _{-\infty }^{\infty }f(t)\sin(2\pi \lambda t)\,dt.}{\displaystyle b(\

lambda )=2\int _{-\infty }^{\infty }f(t)\sin(2\pi \lambda t)\,dt.}

Older literature refers to the two transform functions, the Fourier cosine transform, a, and the
Fourier sine transform, b.

The function f can be recovered from the sine and cosine transform using

{\displaystyle f(t)=2\int _{0}^{\infty }\int _{-\infty }^{\infty }f(\tau )\cos {\bigl (}2\pi \lambda (\tau -t)
{\bigr )}\,d\tau \,d\lambda .}{\displaystyle f(t)=2\int _{0}^{\infty }\int _{-\infty }^{\infty }f(\tau )\cos
{\bigl (}2\pi \lambda (\tau -t){\bigr )}\,d\tau \,d\lambda .}

together with trigonometric identities. This is referred to as Fourier's integral formula.[29][36][37]

[38]

Spherical harmonics

Let the set of homogeneous harmonic polynomials of degree k on Rn be denoted by Ak. The set Ak
consists of the solid spherical harmonics of degree k. The solid spherical harmonics play a similar role
in higher dimensions to the Hermite polynomials in dimension one. Specifically, if f(x) = e−π|x|2P(x)
for some P(x) in Ak, then f(̂ ξ) = i−k f(ξ). Let the set Hk be the closure in L2(Rn) of linear combinations
of functions of the form f(|x|)P(x) where P(x) is in Ak. The space L2(Rn) is then a direct sum of the
spaces Hk and the Fourier transform maps each space Hk to itself and is possible to characterize the
action of the Fourier transform on each space Hk.[16]
Let f(x) = f0(|x|)P(x) (with P(x) in Ak), then

{\displaystyle {\hat {f}}(\xi )=F_{0}(|\xi |)P(\xi )}{\hat {f}}(\xi )=F_{0}(|\xi |)P(\xi )

where

{\displaystyle F_{0}(r)=2\pi i^{-k}r^{-{\frac {n+2k-2}{2}}}\int _{0}^{\infty }f_{0}(s)J_{\frac {n+2k-2}{2}}

(2\pi rs)s^{\frac {n+2k}{2}}\,ds.}{\displaystyle F_{0}(r)=2\pi i^{-k}r^{-{\frac {n+2k-2}{2}}}\int _{0}^{\
infty }f_{0}(s)J_{\frac {n+2k-2}{2}}(2\pi rs)s^{\frac {n+2k}{2}}\,ds.}

Here J(n + 2k − 2)/2 denotes the Bessel function of the first kind with order

n + 2k − 2

. When k = 0 this gives a useful formula for the Fourier transform of a radial function.[39] This is
essentially the Hankel transform. Moreover, there is a simple recursion relating the cases n + 2 and
n[40] allowing to compute, e.g., the three-dimensional Fourier transform of a radial function from
the one-dimensional one.

Restriction problems

In higher dimensions it becomes interesting to study restriction problems for the Fourier transform.
The Fourier transform of an integrable function is continuous and the restriction of this function to
any set is defined. But for a square-integrable function the Fourier transform could be a general class
of square integrable functions. As such, the restriction of the Fourier transform of an L2(Rn) function
cannot be defined on sets of measure 0. It is still an active area of study to understand restriction
problems in Lp for 1 < p < 2. Surprisingly, it is possible in some cases to define the restriction of a
Fourier transform to a set S, provided S has non-zero curvature. The case when S is the unit sphere
in Rn is of particular interest. In this case the Tomas–Stein restriction theorem states that the
restriction of the Fourier transform to the unit sphere in Rn is a bounded operator on Lp provided 1
≤p≤

2n + 2

n+3

One notable difference between the Fourier transform in 1 dimension versus higher dimensions
concerns the partial sum operator. Consider an increasing collection of measurable sets ER indexed
by R ∈ (0,∞): such as balls of radius R centered at the origin, or cubes of side 2R. For a given
integrable function f, consider the function fR defined by:

{\displaystyle f_{R}(x)=\int _{E_{R}}{\hat {f}}(\xi )e^{2\pi ix\cdot \xi }\,d\xi ,\quad x\in \mathbb {R}
^{n}.}{\displaystyle f_{R}(x)=\int _{E_{R}}{\hat {f}}(\xi )e^{2\pi ix\cdot \xi }\,d\xi ,\quad x\in \mathbb
{R} ^{n}.}

Suppose in addition that f ∈ Lp(Rn). For n = 1 and 1 < p < ∞, if one takes ER = (−R, R), then fR
converges to f in Lp as R tends to infinity, by the boundedness of the Hilbert transform. Naively one
may hope the same holds true for n > 1. In the case that ER is taken to be a cube with side length R,
then convergence still holds. Another natural candidate is the Euclidean ball ER = {ξ : |ξ| < R}. In
order for this partial sum operator to converge, it is necessary that the multiplier for the unit ball be
bounded in Lp(Rn). For n ≥ 2 it is a celebrated theorem of Charles Fefferman that the multiplier for
the unit ball is never bounded unless p = 2.[19] In fact, when p ≠ 2, this shows that not only may fR
fail to converge to f in Lp, but for some functions f ∈ Lp(Rn), fR is not even an element of Lp.

Fourier transform on function spaces

On Lp spaces

On L1

The definition of the Fourier transform by the integral formula

{\displaystyle {\hat {f}}(\xi )=\int _{\mathbb {R} ^{n}}f(x)e^{-2\pi i\xi \cdot x}\,dx}{\displaystyle {\hat
{f}}(\xi )=\int _{\mathbb {R} ^{n}}f(x)e^{-2\pi i\xi \cdot x}\,dx}

is valid for Lebesgue integrable functions f; that is, f ∈ L1(Rn).

The Fourier transform F : L1(Rn) → L∞(Rn) is a bounded operator. This follows from the observation
that

{\displaystyle \left\vert {\hat {f}}(\xi )\right\vert \leq \int _{\mathbb {R} ^{n}}\vert f(x)\vert \,dx,}{\
displaystyle \left\vert {\hat {f}}(\xi )\right\vert \leq \int _{\mathbb {R} ^{n}}\vert f(x)\vert \,dx,}

which shows that its operator norm is bounded by 1. Indeed, it equals 1, which can be seen, for
example, from the transform of the rect function. The image of L1 is a subset of the space C0(Rn) of
continuous functions that tend to zero at infinity (the Riemann–Lebesgue lemma), although it is not
the entire space. Indeed, there is no simple characterization of the image.

On L2

Since compactly supported smooth functions are integrable and dense in L2(Rn), the Plancherel
theorem allows us to extend the definition of the Fourier transform to general functions in L2(Rn) by
continuity arguments. The Fourier transform in L2(Rn) is no longer given by an ordinary Lebesgue
integral, although it can be computed by an improper integral, here meaning that for an L2 function
f,

{\displaystyle {\hat {f}}(\xi )=\lim _{R\to \infty }\int _{|x|\leq R}f(x)e^{-2\pi ix\cdot \xi }\,dx}{\hat {f}}
(\xi )=\lim _{R\to \infty }\int _{|x|\leq R}f(x)e^{-2\pi ix\cdot \xi }\,dx

where the limit is taken in the L2 sense. (More generally, you can take a sequence of functions that
are in the intersection of L1 and L2 and that converges to f in the L2-norm, and define the Fourier
transform of f as the L2 -limit of the Fourier transforms of these functions.[41])

Many of the properties of the Fourier transform in L1 carry over to L2, by a suitable limiting
argument.

Furthermore, F : L2(Rn) → L2(Rn) is a unitary operator.[42] For an operator to be unitary it is

sufficient to show that it is bijective and preserves the inner product, so in this case these follow
from the Fourier inversion theorem combined with the fact that for any f, g ∈ L2(Rn) we have

{\displaystyle \int _{\mathbb {R} ^{n}}f(x){\mathcal {F}}g(x)\,dx=\int _{\mathbb {R} ^{n}}{\mathcal

{F}}f(x)g(x)\,dx.}{\displaystyle \int _{\mathbb {R} ^{n}}f(x){\mathcal {F}}g(x)\,dx=\int _{\mathbb {R}
^{n}}{\mathcal {F}}f(x)g(x)\,dx.}

In particular, the image of L2(Rn) is itself under the Fourier transform.

On other Lp

The definition of the Fourier transform can be extended to functions in Lp(Rn) for 1 ≤ p ≤ 2 by
decomposing such functions into a fat tail part in L2 plus a fat body part in L1. In each of these
spaces, the Fourier transform of a function in Lp(Rn) is in Lq(Rn), where q =

p−1

is the Hölder conjugate of p (by the Hausdorff–Young inequality). However, except for p = 2, the
image is not easily characterized. Further extensions become more technical. The Fourier transform
of functions in Lp for the range 2 < p < ∞ requires the study of distributions.[15] In fact, it can be
shown that there are functions in Lp with p > 2 so that the Fourier transform is not defined as a
function.[16]

Tempered distributions

Main article: Distribution (mathematics) § Tempered distributions and Fourier transform

One might consider enlarging the domain of the Fourier transform from L1 + L2 by considering
generalized functions, or distributions. A distribution on Rn is a continuous linear functional on the
space Cc(Rn) of compactly supported smooth functions, equipped with a suitable topology. The
strategy is then to consider the action of the Fourier transform on Cc(Rn) and pass to distributions by
duality. The obstruction to doing this is that the Fourier transform does not map Cc(Rn) to Cc(Rn). In
fact the Fourier transform of an element in Cc(Rn) can not vanish on an open set; see the above
discussion on the uncertainty principle. The right space here is the slightly larger space of Schwartz
functions. The Fourier transform is an automorphism on the Schwartz space, as a topological vector
space, and thus induces an automorphism on its dual, the space of tempered distributions.[16] The
tempered distributions include all the integrable functions mentioned above, as well as well-
behaved functions of polynomial growth and distributions of compact support.

For the definition of the Fourier transform of a tempered distribution, let f and g be integrable
functions, and let f ̂ and ĝ be their Fourier transforms respectively. Then the Fourier transform obeys
the following multiplication formula,[16]

{\displaystyle \int _{\mathbb {R} ^{n}}{\hat {f}}(x)g(x)\,dx=\int _{\mathbb {R} ^{n}}f(x){\hat {g}}
(x)\,dx.}{\displaystyle \int _{\mathbb {R} ^{n}}{\hat {f}}(x)g(x)\,dx=\int _{\mathbb {R} ^{n}}f(x){\hat
{g}}(x)\,dx.}

Every integrable function f defines (induces) a distribution Tf by the relation

{\displaystyle T_{f}(\varphi )=\int _{\mathbb {R} ^{n}}f(x)\varphi (x)\,dx}{\displaystyle T_{f}(\

varphi )=\int _{\mathbb {R} ^{n}}f(x)\varphi (x)\,dx}

for all Schwartz functions φ. So it makes sense to define Fourier transform T̂f of Tf by

{\displaystyle {\hat {T}}_{f}(\varphi )=T_{f}\left({\hat {\varphi }}\right)}{\displaystyle {\hat {T}}_{f}(\

varphi )=T_{f}\left({\hat {\varphi }}\right)}

for all Schwartz functions φ. Extending this to all tempered distributions T gives the general
definition of the Fourier transform.

Distributions can be differentiated and the above-mentioned compatibility of the Fourier transform
with differentiation and convolution remains true for tempered distributions.

Generalizations

Fourier–Stieltjes transform

The Fourier transform of a finite Borel measure μ on Rn is given by:[43]

{\displaystyle {\hat {\mu }}(\xi )=\int _{\mathbb {R} ^{n}}e^{-2\pi ix\cdot \xi }\,d\mu .}{\displaystyle
{\hat {\mu }}(\xi )=\int _{\mathbb {R} ^{n}}e^{-2\pi ix\cdot \xi }\,d\mu .}

This transform continues to enjoy many of the properties of the Fourier transform of integrable
functions. One notable difference is that the Riemann–Lebesgue lemma fails for measures.[15] In
the case that dμ = f(x) dx, then the formula above reduces to the usual definition for the Fourier
transform of f. In the case that μ is the probability distribution associated to a random variable X, the
Fourier–Stieltjes transform is closely related to the characteristic function, but the typical
conventions in probability theory take eixξ instead of e−2πixξ.[14] In the case when the distribution
has a probability density function this definition reduces to the Fourier transform applied to the
probability density function, again with a different choice of constants.

The Fourier transform may be used to give a characterization of measures. Bochner's theorem
characterizes which functions may arise as the Fourier–Stieltjes transform of a positive measure on
the circle.[15]

Furthermore, the Dirac delta function, although not a function, is a finite Borel measure. Its Fourier
transform is a constant function (whose specific value depends upon the form of the Fourier
transform used).

Locally compact abelian groups

Main article: Pontryagin duality

The Fourier transform may be generalized to any locally compact abelian group. A locally compact
abelian group is an abelian group that is at the same time a locally compact Hausdorff topological
space so that the group operation is continuous. If G is a locally compact abelian group, it has a
translation invariant measure μ, called Haar measure. For a locally compact abelian group G, the set
of irreducible, i.e. one-dimensional, unitary representations are called its characters. With its natural
group structure and the topology of pointwise convergence, the set of characters Ĝ is itself a locally
compact abelian group, called the Pontryagin dual of G. For a function f in L1(G), its Fourier
transform is defined by[15]

{\displaystyle {\hat {f}}(\xi )=\int _{G}\xi (x)f(x)\,d\mu \qquad {\text{for any }}\xi \in {\hat {G}}.}{\hat
{f}}(\xi )=\int _{G}\xi (x)f(x)\,d\mu \qquad {\text{for any }}\xi \in {\hat {G}}.

The Riemann–Lebesgue lemma holds in this case; f (̂ ξ) is a function vanishing at infinity on Ĝ.

The Fourier transform on T=R/Z is an example; here T is a locally compact abelian group, and the
Haar measure μ on T can be thought of as the Lebesgue measure on [0,1). Consider the
representation of T on the complex plane C that is a 1-dimensional complex vector space. There are
a group of representations (which are irreducible since C is 1-dim) {\displaystyle \{e_{k}:T\rightarrow
GL_{1}(C)=C^{*}\mid k\in Z\}}{\displaystyle \{e_{k}:T\rightarrow GL_{1}(C)=C^{*}\mid k\in Z\}} where
{\displaystyle e_{k}(x)=e^{2\pi ikx}}{\displaystyle e_{k}(x)=e^{2\pi ikx}} for {\displaystyle x\in T}{\
displaystyle x\in T}.

The character of such representation, that is the trace of {\displaystyle e_{k}(x)}{\displaystyle e_{k}
(x)} for each {\displaystyle x\in T}{\displaystyle x\in T} and {\displaystyle k\in Z}{\displaystyle k\in Z},
is {\displaystyle e^{2\pi ikx}}{\displaystyle e^{2\pi ikx}} itself. In the case of representation of finite
group, the character table of the group G are rows of vectors such that each row is the character of
one irreducible representation of G, and these vectors form an orthonormal basis of the space of
class functions that map from G to C by Schur's lemma. Now the group T is no longer finite but still
compact, and it preserves the orthonormality of character table. Each row of the table is the
function {\displaystyle e_{k}(x)}{\displaystyle e_{k}(x)} of {\displaystyle x\in T,}{\displaystyle x\in T,}
and the inner product between two class functions (all functions being class functions since T is
abelian) {\displaystyle f,g\in L^{2}(T,d\mu )}{\displaystyle f,g\in L^{2}(T,d\mu )} is defined as {\
textstyle \langle f,g\rangle ={\frac {1}{|T|}}\int _{[0,1)}f(y){\overline {g}}(y)d\mu (y)}{\textstyle \
langle f,g\rangle ={\frac {1}{|T|}}\int _{[0,1)}f(y){\overline {g}}(y)d\mu (y)} with the normalizing
factor {\displaystyle |T|=1}{\displaystyle |T|=1}. The sequence {\displaystyle \{e_{k}\mid k\in Z\}}{\
displaystyle \{e_{k}\mid k\in Z\}} is an orthonormal basis of the space of class functions {\displaystyle
L^{2}(T,d\mu )}{\displaystyle L^{2}(T,d\mu )}.

For any representation V of a finite group G, {\displaystyle \chi _{v}}\chi _{{v}} can be expressed as
the span {\textstyle \sum _{i}\left\langle \chi _{v},\chi _{v_{i}}\right\rangle \chi _{v_{i}}}{\textstyle \
sum _{i}\left\langle \chi _{v},\chi _{v_{i}}\right\rangle \chi _{v_{i}}} ({\displaystyle V_{i}}V_{i} are the
irreps of G), such that {\textstyle \left\langle \chi _{v},\chi _{v_{i}}\right\rangle ={\frac {1}{|G|}}\sum
_{g\in G}\chi _{v}(g){\overline {\chi }}_{v_{i}}(g)}{\textstyle \left\langle \chi _{v},\chi _{v_{i}}\right\
rangle ={\frac {1}{|G|}}\sum _{g\in G}\chi _{v}(g){\overline {\chi }}_{v_{i}}(g)}. Similarly for {\
displaystyle G=T}{\displaystyle G=T} and {\displaystyle f\in L^{2}(T,d\mu )}{\displaystyle f\in L^{2}
(T,d\mu )}, {\textstyle f(x)=\sum _{k\in Z}{\hat {f}}(k)e_{k}}{\textstyle f(x)=\sum _{k\in Z}{\hat {f}}
(k)e_{k}}. The Pontriagin dual {\displaystyle {\hat {T}}}\hat{T} is {\displaystyle \{e_{k}\}(k\in Z)}{\
displaystyle \{e_{k}\}(k\in Z)} and for {\displaystyle f\in L^{2}(T,d\mu )}{\displaystyle f\in L^{2}(T,d\
mu )}, {\textstyle {\hat {f}}(k)={\frac {1}{|T|}}\int _{[0,1)}f(y)e^{-2\pi iky}dy}{\textstyle {\hat {f}}(k)={\
frac {1}{|T|}}\int _{[0,1)}f(y)e^{-2\pi iky}dy} is its Fourier transform for {\displaystyle e_{k}\in {\hat
{T}}}{\displaystyle e_{k}\in {\hat {T}}}.

Gelfand transform

Main article: Gelfand representation

The Fourier transform is also a special case of Gelfand transform. In this particular context, it is
closely related to the Pontryagin duality map defined above.

Given an abelian locally compact Hausdorff topological group G, as before we consider space L1(G),
defined using a Haar measure. With convolution as multiplication, L1(G) is an abelian Banach
algebra. It also has an involution * given by
{\displaystyle f^{*}(g)={\overline {f\left(g^{-1}\right)}}.}{\displaystyle f^{*}(g)={\overline {f\left(g^{-
1}\right)}}.}

Taking the completion with respect to the largest possibly C*-norm gives its enveloping C*-algebra,
called the group C*-algebra C*(G) of G. (Any C*-norm on L1(G) is bounded by the L1 norm, therefore
their supremum exists.)

Given any abelian C*-algebra A, the Gelfand transform gives an isomorphism between A and C0(A^),
where A^ is the multiplicative linear functionals, i.e. one-dimensional representations, on A with the
weak-* topology. The map is simply given by

{\displaystyle a\mapsto {\bigl (}\varphi \mapsto \varphi (a){\bigr )}}{\displaystyle a\mapsto {\bigl (}\
varphi \mapsto \varphi (a){\bigr )}}

It turns out that the multiplicative linear functionals of C*(G), after suitable identification, are exactly
the characters of G, and the Gelfand transform, when restricted to the dense subset L1(G) is the
Fourier–Pontryagin transform.

Compact non-abelian groups

The Fourier transform can also be defined for functions on a non-abelian group, provided that the
group is compact. Removing the assumption that the underlying group is abelian, irreducible unitary
representations need not always be one-dimensional. This means the Fourier transform on a non-
abelian group takes values as Hilbert space operators.[44] The Fourier transform on compact groups
is a major tool in representation theory[45] and non-commutative harmonic analysis.

Let G be a compact Hausdorff topological group. Let Σ denote the collection of all isomorphism
classes of finite-dimensional irreducible unitary representations, along with a definite choice of
representation U(σ) on the Hilbert space Hσ of finite dimension dσ for each σ ∈ Σ. If μ is a finite Borel
measure on G, then the Fourier–Stieltjes transform of μ is the operator on Hσ defined by

{\displaystyle \left\langle {\hat {\mu }}\xi ,\eta \right\rangle _{H_{\sigma }}=\int _{G}\left\langle {\
overline {U}}_{g}^{(\sigma )}\xi ,\eta \right\rangle \,d\mu (g)}{\displaystyle \left\langle {\hat {\mu }}\
xi ,\eta \right\rangle _{H_{\sigma }}=\int _{G}\left\langle {\overline {U}}_{g}^{(\sigma )}\xi ,\eta \
right\rangle \,d\mu (g)}

where U(σ) is the complex-conjugate representation of U(σ) acting on Hσ. If μ is absolutely

continuous with respect to the left-invariant probability measure λ on G, represented as

{\displaystyle d\mu =f\,d\lambda }d\mu =f\,d\lambda

for some f ∈ L1(λ), one identifies the Fourier transform of f with the Fourier–Stieltjes transform of μ.
The mapping

{\displaystyle \mu \mapsto {\hat {\mu }}}\mu \mapsto {\hat {\mu }}

defines an isomorphism between the Banach space M(G) of finite Borel measures (see rca space)
and a closed subspace of the Banach space C∞(Σ) consisting of all sequences E = (Eσ) indexed by Σ of
(bounded) linear operators Eσ : Hσ → Hσ for which the norm