The proof of that is a little complicated, but I can give you an intuitive argument.
Start with the discrete version. Suppose we have a function [itex]f(x)[/itex] that is created by adding up a bunch of sines and cosines:
- [itex]f(x) = \sum_n C_n e^{\frac{n \pi i x}{L}}[/itex]
- [itex]C_n = \frac{1}{2 L} \int_{-L}^{L} f(x) e^{\frac{-n \pi i x}{L}} dx[/itex]
Now, to make the forward and reverse transforms look more alike, let me introduce a new variable, [itex]k_n[/itex] defined by [itex]k_n = \frac{n \pi}{L}[/itex], then [itex]\delta k = k_{n+1} - k_n = \frac{\pi}{L}[/itex]
In terms of [itex]k_n[/itex], you can write the forward and reverse transforms as:
- [itex]f(x) = \frac{1}{2 \pi} \sum_n (2 L C_n) e^{i k_n x} \delta k[/itex]
- [itex]2L C_n = \int_{-L}^{L} f(x) e^{-i k_n x} dx[/itex]
Now, let's define [itex]F(k_n) = 2 L C_n[/itex], so we have:
- [itex]f(x) = \frac{1}{2 \pi} \sum_n F(k_n) e^{i k_n x} \delta k[/itex]
- [itex]F(k_n) = \int_{-L}^{L} f(x) e^{-i k_n x} dx[/itex]
Now, as [itex]L \rightarrow \infty[/itex], [itex]\delta k \rightarrow 0[/itex]. Then the discrete sum for [itex]f(x)[/itex] approaches an integral:
[itex]f(x) = \frac{1}{2 \pi} \int F(k) e^{i k x} dk[/itex]
So in this limit, the forstward and reverse transformations look like:
- [itex]f(x) = \frac{1}{2 \pi} \int F(k) e^{i k x} dk[/itex]
- [itex]F(k) = \int f(x) e^{-i k x} dx[/itex]