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Let us say we know that the Fourier transform of the function $f(x)$ exists, which means that: $$\int^{\infty}_{-\infty}|f(x)|dx<\infty$$ However, this does not mean that $f(x)\rightarrow 0$ as $x \rightarrow \pm\infty$ (according to this question anyway Does an absolutely integrable function tend to $0$ as its argument tends to infinity?). So I cannot see why the value of $$[fe^{-ikx}]^{\infty}_{-\infty}=0$$ Please can someone explain?

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To justify the partial integration, it suffices to have sequences $(x_n)_n, (y_n)_n $ with $x_n\to\infty $ and $y_n \to -\infty $ with $f\cdot e^{ikx}\bigg |_{y_n}^{x_n} \to 0$ (why?).

Existence of such sequences can be shown as follows: We have $$ \infty > \int |f (x)|\,dx = \sum_{n \in \Bbb {Z} } \int_{(n,n+1)} |f(x)|\,dx =\sum_n \int_0^1 |f (x+n)|\,dx =\int_0^1 \sum_n |f (x+n)|\,dx. $$ The steps above can be justified using monotone convergence.

Now, a function with finite integral is finite almost everywhere, so that we get $$ \sum_{n \in\Bbb {Z}} |f (x+n)|<\infty $$ for almost all $x \in (0,1) $. Since the terms of a convergent series are a null sequence, this easily implies existence of the desired sequences.

PhoemueX
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