I can't understand a lemma in "An introduction to harmonic analysis" which is stated as follows: **Corollary.** Let $\mu\in M(\mathbb T)$. Then $$\sum\limits_{\tau\in\mathbb T}|\mu(\{\tau\})|^2=\lim\limits_{N\rightarrow\infty }\frac{1}{2N+1}\sum\limits_{-N}^N|\hat\mu(n)|^2.$$ It looks bizzare to me since the left hand sum up all variable $\tau$, while the other side not. What I only know is that $\mu(\{\tau\})=\frac{1}{2N+1}\sum\limits_{-N}^N|\hat\mu(n)|^2,$ but it seems impossible to derive the corollary from this relation.