How the second and third equalities can be achieved?

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I am reading this paper. In the Proof of Lemma 3.3,

  1. How the second(*) equality can be achieved?

  2. How can i use Parseval's identity in third(**) equality?

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Second(*) inequality, follows from, $K=\bigcup\limits_{n\in\mathbb{N}_0}(\mathfrak{P}^{-j}+\mathfrak{p}^{-j}u(n))$.

For third (**), use Parseval's identity.