Parseval's theorem !!!
Hi nirmal323,
In the case that one function has finite support (-a, a), then the integation in (-∞, ∞) reduces to integrate in (-a, a). But if the function has finite support in one domain, it doesn't have finite support in the other, so you should integrate in (-∞, ∞) in the other domain in order that Parseval's theorem holds.
Maybe an identity similar to Parseval's theorem but integrating over finite intervals is valid for Prolate spheroidal wave functions (of Landau and Pollak). I'm not sure now.
Regards
Z