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Carlo Beenakker
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The comment box is a bit too brief for this discussion, let me use the answer box. I recall equations (1) and (2), for convenience set $a=0$, and substitute $z=e^{it/T}$. The function $g(t)=f(e^{it/T})$, with $t\in(-\pi T,\pi T)$ is periodic with period $2\pi T$, given by the Laurent series $$g(t)=\sum_{n=-\infty}^\infty c_n e^{int/T}$$ with coefficients $$c_n=\frac{1}{2\pi T}\int_{-\pi T}^{\pi T}g(t)e^{-int/T}\,dt.$$ For $T\gg t$ the sum over $n$ may be approximated by an integral, $$g(t)\mapsto \int_{-\infty}^\infty c(\nu) e^{i\nu t/T}d\nu,$$ $$c(\nu) \rightarrow \int_{-\infty}^\infty g(t)e^{-i\nu t/T}dt.$$ Note that the exponent $\nu t/T$ cannot be set to zero, because even though $t/T\ll 1$ the product $\nu t/T$ need not be small.

In this way the Fourier integral can be obtained as the limit of the Laurent series when the periodicity of the function tends to infinity.

Carlo Beenakker
  • 188.2k
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