[Math] Square-integrability of Fourier transform

fourier analysisfourier transform

Given an absolutely integrable function $f(x)$, with continuous and absolutely integrable first and second derivatives, is it true that its Fourier transform $F(t)$ is square-integrable?

I know that if $f(x)$ were square-integrable then $F(t)$ would be too, and in general absolutely integrable functions aren't square-integrable and vice-versa. But still I suspect that the properties of $f$ could make the statement true.

Best Answer

Yes. In fact one derivative is enough.

The Fourier transform of $f'$ is $itF(t)$ (or something like that, depending on how your definition of the Fourier transform is normalized). Since $f'\in L^1$ this shows that $tF(t)$ is bounded. So $$\int_{|t|>1}|F(t)|^2\,dt\le c\int_{|t|>1}\frac{dt}{t^2}<\infty.$$ We certainly have $\int_{|t|\le1}|F(t)|^2\,dt<\infty$ since $F$ is bounded. So $F\in L^2$ and hence $f\in L^2$.


Bonus We've proved this:

Theorem If $f\in L^1(\Bbb R)$ is absolutely continuous then $$||f||_2\le c(||f||_1+||f'||_1).$$That can't be "right", that is it can't be the whole truth, because the two sides transform differently under dilations. If we use the argument above but split the integral of $|F|^2$ at $|t|=A$ instead of $|t|=1$ we get this: $$||f||_2\le c(A^{1/2}||f||_1+A^{-1/2}||f'||_1).$$Now let $A=||f'||_1/||f||_1$:

Better Theorem If $f\in L^1(\Bbb R)$ is absolutely continuous then $$||f||_2\le c||f||_1^{1/2}||f'||_1^{1/2}.$$

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