The goal of this post is to convince (not prove) that the delta function can be written as an integral of a complex exponential and it satisfies the sifting property. For a formal proof, please refer to a math textbook.
The main claim is that
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defines a delta function, and that the sifting property works for this definition, i.e.
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Our approach is to define an auxillary integral
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and send
for positive values of
. Completing the squares on the exponent and applying u-subsitution, the limiting integral can be expressed as a Gamma function.
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Thus,
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Figure: Desmos plot of a candidate limit
at
.
Move on to prove the sifting property. For convenience, choose
and that the candidate function
is continuous. Outside
, the function
converges uniformly to zero. Therefore,
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as
goes to
, where
is a fixed constant. Rewrite the second integral as
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and invoke Holder’s inequality for
. Each
is normalized and integrates exactly to 1 over the real line.
(1) ![]()
On the last step, the product of the indicator and
was approximated to
assuming continuity. To show equality, prove the inequality in the other direction. Underestimate
by a picewise linear function that is supported in the region where
reaches a value greater than
of its maximum height.
Since
is concave,
by construction. We notice
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It is convincing that a better choice of a test function
will give the lower bound
. Combining the results, we claim
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