With Fourier transform:
$\mathcal{F}[f(u)]:=\int^{\infty}_{-\infty}e^{iuy}f(y)dy$
and the example $f(y)=e^{-a|y|}$ with $a$ complex
I need to show that:
$\int^{A}_{-A}e^{iuy}f(y)dy$
converges for $A \rightarrow \infty $ and $Re(a)>0$.
I'm not so good with Fourier transform, can someone help me on how to begin this problem?
Just use $$\Bigl|e^{-a|y|}\Bigr|=e^{-Re(a)|y|}$$ to get absolute convergence, that is, $f\in L^1(\Bbb R)$ for $Re(a)>0$..