Hello
I want to prove that
$\lim_{h\rightarrow\infty}\left(\int_{0}^{\infty}\left(\cos ht-1\right)\underset{t}{\triangle}\left[\frac{\phi(t)\exp\left(-itx\right)}{it}\right]dt\right)=-\int_{0}^{\infty}\underset{t}{\triangle}\left[\frac{\phi(t)\exp\left(-itx\right)}{it}\right]dt$
where $\underset{t}{\triangle}\eta(t)=\eta(t)+\eta(-t)$ and $\phi$ is an integrable function (in the lebesgue sense), to be precise it is the fourier transform of an integrable density function and thus continuous. Also $\phi$ is differentiable at $0$.
According to the authors of this paper (see proof of theorem 3), this can be achieved by showing $\underset{t}{\triangle}\left[\frac{\phi(t)\exp\left(-itx\right)}{it}\right]$ is integrable and the result will follow from the Riemann Lebesgue lemma.
They do this by showing that $\underset{t}{\triangle}\left[\frac{\phi(t)\exp\left(-itx\right)}{it}\right]$ is uniformly bounded. And as a consequence integrable which would make the riemann-lebesgue lemma applicable. So the limit above may be computed. But I dont see this. Could anyone help me with this step of the proof.
Thanks