Published online by Cambridge University Press: 20 January 2009
We suppose throughout that f(t) is periodic with period 2π, and Lebesgue-integrable in (− π, π).
We write
and suppose that the Fourier series of φ(t) and ψ(t) are respectively cos nt and
sin nt. Then the Fourier series and allied series of f(t) at the point t = x are respectively
and
, where A0 = ½a0, An = ancos nx + bnsin nx, Bn = bncos nx − ansin nx and an, bn are the Fourier coefficients of f(t).