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Fourier transforms of sin x and cos x

Question

Using the convention f^(k)=∫−∞∞f(x)e−ikx dx\hat f(k)=\int_{-\infty}^{\infty}f(x)e^{-ikx}\,dx, compute the Fourier transforms of cos⁡x\cos x and sin⁡x\sin x.

Short answer

cos⁡^(k)=π[δ(k−1)+δ(k+1)]\widehat{\cos}(k)=\pi[\delta(k-1)+\delta(k+1)] and sin⁡^(k)=−iπ[δ(k−1)−δ(k+1)]\widehat{\sin}(k)=-i\pi[\delta(k-1)-\delta(k+1)]. Neither function is integrable, so the answer is a distribution: write them via Euler's formula and use eiax^(k)=2πδ(k−a)\widehat{e^{iax}}(k)=2\pi\delta(k-a).

Adapted from Joshi, Denson & Downes, Quant Job Interview Questions and Answers, Q6.13, p.190; question and answer rewritten by SelfMadeQuant.com.

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