Proof of the Parseval Identity

W. C. Troy∗

February 22, 2006

1 Preliminary properties.
First, the Fourier transform of a function f (x) is
Z ∞
F (k) = exp(−ikx)f (x)dx (1.1)
−∞

The inverse formula is

∞
1
Z
f (x) = F (k)exp(ikx)dk (1.2)
2π −∞
Next, the delta function δ(x) satisfies
Z ∞
φ(x)δ(x)dx = φ(0), (1.3)
−∞

and therefore Z ∞
exp(−ikx)δ(x)dx = 1. (1.4)
−∞
Thus, the Fourier transform of the delta function is 1. The inverse formula gives
Z ∞
1
δ(x) = exp(ixk)dk (1.5)
2π −∞
We’ll use this proeprty below to prove Parseval’s identity, namely
Z ∞ Z ∞
1
f (x)f ∗ (x)dx = F (k)F ∗ (k)dk, (1.6)
−∞ 2π −∞
where f ∗ (x) means the complex conjugate of f (x). We start by using the inverse formula to get
Z ∞ Z x=∞ Z ∞ Z ∞
1
f (x)f (x)dx =
∗
2
F (k)exp(ikx)dk F ∗ (τ )exp(−iτ x)dτ dx. (1.7)
−∞ x=−∞ 4π −∞ −∞

Reordering the integration gives

Z ∞ Z k=∞ Z τ =∞  Z x=∞ 
1 1
f (x)f (x)dx =
∗
F (k) F (τ )
∗
exp(i(k − τ )x)dx dτ dk (1.8)
−∞ k=−∞ 2π τ =−∞ 2π x=−∞
∗ Department of Mathematics, University of Pittsburgh, Pittsburgh, PA 15260, U.S.A.

1
From (1.5) we have
∞
1
Z
δ(k − τ ) = exp(i(k − τ )x)dx (1.9)
2π −∞

Substution of this identity into (1.8) results in

∞ k=∞ τ =∞
1
Z Z Z
f (x)f ∗ (x)dx = F (k) F ∗ (τ )δ(k − τ )dτ dk = (1.10)
−∞ k=−∞ 2π τ =−∞

This further reduces, with the use of the delta function to

∞ k=∞ k=∞
1 1
Z Z Z
f (x)f ∗ (x)dx = F (k) F ∗(k)dk = F (k)F ∗ (k)dk, (1.11)
−∞ k=−∞ 2π 2π k=−∞

as required.