mathman said:
An example: the density function for the normal distribution is Ke-x2/2. It has a Fourier transform, but you cannot expand it with a Fourier series.
The OP's question concerns the other way around. Any function that has a Fourier series also has a Fourier transform. How are they related? The following argument has been taken from Brad Osgood's excellent course that's
available online.
Let \Phi be a periodic function of period T. Then \Phi can be written as
\Phi(t) = \phi(t) \ast \sum_{k = -\infty}^\infty \delta(t-kT)
where \phi is one period of \Phi and \ast denotes convolution. Now, by the convolution theorem (the Fourier tranform of a convolution is the product of the Fourier transforms),
<br />
\begin{align*}<br />
\mathcal{F}\Phi(s) &= <br />
\Bigl(\mathcal{F}\phi(s) \Bigr) \frac{1}{T}\sum_{k = -\infty}^\infty \delta\left(s-\frac{k}{T}\right) \\<br />
&= \frac{1}{T}\sum_{k = -\infty}^\infty \mathcal{F}\phi\left(\frac{k}{T}\right)\delta\left(s-\frac{k}{T}\right) <br />
\end{align*}<br />
Taking the inverse Fourier transform gives us back \Phi. Since \mathcal{F}\phi\left(k/T\right) are constants and the inverse Fourier transform of a shifted delta function is a complex exponential,
<br />
\Phi(t) = \sum_{k = -\infty}^\infty \frac{1}{T}\mathcal{F}\phi\left(\frac{k}{T}\right) e^{2\pi i k t/T}<br />
However,
<br />
\frac{1}{T}\mathcal{F}\phi\left(\frac{k}{T}\right) = <br />
\frac{1}{T} \int_{-\infty}^{\infty} e^{-2\pi i (k/T)t}\phi(t) \, dt \\<br />
= \frac{1}{T} \int_{0}^{T} e^{-2\pi i (k/T)t}\Phi(t) \, dt<br />
[/itex]<br />
<br />
But this is the k-th Fourier coefficient c_k of \Phi. In other words, the Fourier series is a consequence of Fourier transform theory.<br />
<br />
\Phi(t) = \sum_{k = -\infty}^\infty c_k e^{2\pi ikt/T}, \qquad \text{where} \qquad<br />
c_k = \frac{1}{T} \int_{0}^{T} e^{-2\pi i (k/T)t}\Phi(t) \, dt<br />