ℤ+, ℝ+ denotes non-negative integers
and reals.
x,y,z,… denotes vectors.
λ,µ,ν,… denotes scalars.
ℜ z, ℑ z stand for real and imaginary parts of a complex number
z.
In this course, the functions we consider will be real or complex valued functions defined on the real line which are locally Riemann integrable. This means that they are Riemann integrable on any finite closed interval [a,b]. (A complex valued function is Riemann integrable iff its real and imaginary parts are Riemann-integrable.) In practice, we shall be dealing mainly with bounded functions that have only a finite number of points of discontinuity in any finite interval. We can relax the boundedness condition to allow improper Riemann integrals, but we then require the integral of the absolute value of the function to converge.
We mention this right at the start to get it out of the way. There are many fascinating subtleties connected with Fourier analysis, but those connected with technical aspects of integration theory are beyond the scope of the course. It turns out that one needs a “better” integral than the Riemann integral: the Lebesgue integral, and I commend the module, Linear Analysis 1, which includes an introduction to that topic which is available to MM students (or you could look it up in Real and Complex Analysis by Walter Rudin). Once one has the Lebesgue integral, one can start thinking about the different classes of functions to which Fourier analysis applies: the modern theory (not available to Fourier himself) can even go beyond functions and deal with generalized functions (distributions) such as the Dirac delta function which may be familiar to some of you from quantum theory.
From now on, when we say “function”, we shall assume the conditions of the first paragraph, unless anything is stated to the contrary.
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