Let $f\in$$L^1(\mathbb{R})$ and $g(y)=\int_{\mathbb{R}}f(x)e^{-iyx}dx$. Show that if $f$ has compact support, then $g$ can not have compact support unless $f=0$.
First, I assume that $g$ has compact support. Since $f$ has compact support, there is an interval $I$ and a nonnegative integer $n$ such that I has length $2n\pi$ and $g(y)=\int_{\mathbb{R}}f(x)e^{-iyx}dx=\int_{I}f(x)e^{-iyx}dx$. Also, since $g$ has compact support, there is a positive integer $N$ such that $g(k)=0$ for all integer $k$ with $N\leq|k|$. This shows that the Fourrier coefficients $c_k$[$f$] of $f$ on $I$ is equal to zero if $N\leq|k|$. If I can show that $c_k$[$f$]$=0$ for $|k|<N$, then this question can be done. But I don't know how to show that $c_k$[$f$]$=0$ for $|k|<N$.