Show that the functions \(\{e^{inx}\}_{n=-\infty }^{\infty }\) form an orthogonal set in \(L^2[0,2\pi ]\).
Suppose \(f(x)\in L^2[0,2\pi ]\). Let \(\alpha _n=\int _0^{2\pi }f(x)e^{inx}\,dx\). Prove that \(\{\alpha _n\}_{n=-\infty }^{\infty }\) is convergent in \(\ell ^2\) and also that \(\sum _{n=-\infty }^{\infty }\alpha _ne^{inx}\) is convergent
in \(L^2[0,2\pi ]\). What does \(\sum _{n=-\infty }^{\infty }\alpha _ne^{inx}\) converge to?
Suppose \(f(x)\) and \(g(x)\) are \(2\pi \) periodic functions and square integrable on the interval \(0<x<2\pi \).
State and prove the Convolution Theorem for these functions, that is, find
the Fourier coefficients of the function \(h(x)=\int _0^{2\pi } f(x-t)g(t)\,dt\) in terms of the Fourier coefficients
of \(f(x)\) and \(g(x)\).