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Exercise 15.2.12
Show that the substitution transforms (15.20) into (15.21), and use this to prove carefully that when the modulus is .
Answers
Proof. Consider the integral
where are such that and is defined (and continuous) on :
if the modulus is real and positive, this requires .
Write , and consider (so that if and ).
Then is continuously differentiable, and is strictly increasing, thus , and induces a bijection . The Theorem of Integration by Substitution gives
where
Therefore, if make sense,
Suppose now that . Then, for all ,
Therefore, for all , and for all ,
Therefore, for all , , for the modulus . By continuity, this is also true for :
If we know the properties of symmetry (15.9) and periodicity of , we can conclude for the modulus . □