The generalized Fourier integral is a pair of integrals--a "lower Fourier integral" and an "upper
Fourier integral"--which allow certain complex-valued
functions to be decomposed as the
sum of integral-defined functions,
each of which resembles the usual Fourier transform
associated to
and maintains several key properties thereof.
Let
be a real variable, let
be a complex
variable, and let
be a function for which
as
,
for which
as
,
and for which
has an analytic
Fourier integral where here,
are finite real constants. Next, define the upper and lower generalized
Fourier integrals
and
associated to
, respectively, by
|
(1)
|
and
|
(2)
|
on the regions of the complex plane defined by and
, respectively. At a nonzero point
where
is continuous and of bounded
variation in a neighborhood, the symmetric
improper inversion integrals give, for
and
,
|
(3)
|
where, at these continuity points, the first integral addend
equals
for
and is zero for
while the second integral addend is zero for
and equals
for
. The decomposition (3) is called
the generalized Fourier integral corresponding to
.
Note that some literature defines the upper and lower integrals
and
with multiplicative constants different from
, whereby the identity
in (3) may look slightly different.