Does there exist a compactly supported continuous function f on R, such that lim does not exist?
Here \widehat f is the Fourier transform of f.
Does there exist a compactly supported continuous function f on R, such that lim does not exist?
Here \widehat f is the Fourier transform of f.
Yes. We can adapt the functional analytic argument for the existence of continuous functions with divergent Fourier series.
Fix a \varphi\in C[-2,2] with 0\le\varphi\le 1, \varphi(\pm 2)=0, and \varphi=1 on [-1,1], and consider the functionals L_n: C[-2,2]\to\mathbb C L_n(g) = \int_{-n}^n \widehat{\varphi g}\, dt = (D_n *(\varphi g))(0) =\int_{-2}^2 D_n(t)\varphi(t)g(t)\, dt . Here D_n(t)=\frac{\sin nt}{t} is the Dirichlet kernel.
For the (discontinuous) function g(t)=\operatorname{sgn}(D_n(t)) we have \|g\|_{\infty}=1, |L_n(g)|\ge \int_{-1}^1 |D_n(t)|\, dt\gtrsim \log n . Since we can get close to this situation also with continuous functions g, it follows that \|L_n\|\to\infty, and thus the uniform boundedness principle shows that there must be f=\varphi g for which \int_{-n}^n \widehat{f} = L_n(g) diverges (in fact, is unbounded).