4.II.16A

Methods
Part IB, 2008

Assume F(x)F(x) satisfies

F(x)dx<\int_{-\infty}^{\infty}|F(x)| d x<\infty

and that the series

g(τ)=n=F(2nπ+τ)g(\tau)=\sum_{n=-\infty}^{\infty} F(2 n \pi+\tau)

converges uniformly in [0τ2π][0 \leqslant \tau \leqslant 2 \pi].

If F~\tilde{F} is the Fourier transform of FF, prove that

g(τ)=12πn=F~(n)einτg(\tau)=\frac{1}{2 \pi} \sum_{n=-\infty}^{\infty} \tilde{F}(n) e^{i n \tau}

[Hint: prove that gg is periodic and express its Fourier expansion coefficients in terms of F~]\tilde{F}].

In the case that F(x)=exF(x)=e^{-|x|}, evaluate the sum

n=11+n2.\sum_{n=-\infty}^{\infty} \frac{1}{1+n^{2}} .