4.I.8C

Further Complex Methods
Part II, 2008

The Hilbert transform f^\hat{f} of a function ff is defined by

f^(t)=1πPf(τ)tτdτ,\hat{f}(t)=\frac{1}{\pi} \mathcal{P} \int_{-\infty}^{\infty} \frac{f(\tau)}{t-\tau} d \tau,

where P\mathcal{P} denotes the Cauchy principal value.

Show that the Hilbert transform of sintt\frac{\sin t}{t} is 1costt.\frac{1-\cos t}{t} .