grandes-ecoles 2020 Q23
Differentiation under the integral sign with transcendental kernels
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If $a$ and $b$ are two real numbers, we denote $K _ { a , b }$ the function defined for all real $t$ by $K _ { a , b } ( t ) = \begin{cases} \frac { \mathrm { e } ^ { \mathrm { i } t b } - \mathrm { e } ^ { \mathrm { i } t a } } { 2 \mathrm { i } t } & \text { if } t \neq 0 , \\ \frac { b - a } { 2 } & \text { if } t = 0 . \end{cases}$ Let $N$ be a natural integer and let $F _ { N }$ be the function defined, for all real $x$, by $F _ { N } ( x ) = \int _ { - N } ^ { N } K _ { a , x } ( t ) \mathrm { d } t$. Show that $F _ { N }$ is of class $C ^ { 1 }$ on $\mathbb { R }$ and that, for all real $x , F _ { N } ^ { \prime } ( x ) = N \operatorname { sinc } ( N x )$.