Parseval's theorem

In mathematics, Parseval's theorem usually refers to the result that the Fourier transform is unitary; loosely, that the sum (or integral) of the square of a function is equal to the sum (or integral) of the square of its transform. It originates from a 1799 theorem about series by Marc-Antoine Parseval, which was later applied to the Fourier series. It is also known as Rayleigh's energy theorem, or Rayleigh's Identity, after John William Strutt, Lord Rayleigh.

Although the term "Parseval's theorem" is often used to describe the unitarity of any Fourier transform, especially in physics and engineering, the most general form of this property is more properly called the Plancherel theorem.

Suppose that A(x) and B(x) are two square integrable (with respect to the Lebesgue measure), complex-valued functions on R of period 2π with Fourier series

and

respectively. Then

where i is the imaginary unit and horizontal bars indicate complex conjugation.

More generally, given an abelian locally compact group G with Pontryagin dual G^, Parseval's theorem says the Pontryagin–Fourier transform is a unitary operator between Hilbert spaces L²(G) and L²(G^) (with integration being against the appropriately scaled Haar measures on the two groups.) When G is the unit circle T, G^ is the integers and this is the case discussed above. When G is the real line R, G^ is also R and the unitary transform is the Fourier transform on the real line. When G is the cyclic group Z_n, again it is self-dual and the Pontryagin–Fourier transform is what is called discrete Fourier transform in applied contexts.

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