Let $f:\mathbb R^n \to \mathbb C$ continuous such that $$ \int_{\mathbb{ R}^n} |f(x)|dx < + \infty $$
There is usually a claim in some Fourier Analysis lecture notes that $$ |f(x)|\to 0 \textrm{ as }|x|\to \infty $$
where can I find a good proof of this statement?
If know $\Bbb R=\bigcup\limits_{n}[n,n+1)$ along with the splitting $ [n , n+1) = [n,n+\frac{1}{2^n})\cup[ n+\frac{1}{2^n},n+1)$
Then, $$\Bbb R=\bigcup\limits_{n\ge 0} \left([n,n+\frac{1}{2^n})\cup[ n+\frac{1}{2^n},n+1)\right)$$
We set the functionn $f$ (see its construction below) \begin{equation} f(x)= \begin{cases} \underbrace{-2^{2n+2}(x-n)^2+2^{n+2}(x-n)}_{P_n}& \text{if} ~~ n\le x\le n+\frac{1}{2^n} ~~\text{for some $n\in\mathbb{N}$}\\ 0 &\text{ if}~~~j+\frac{1}{2^j}\le x\le j+1~~\text{for some $j\in\mathbb{N}$}\\ f(-x)& \text{if }~~x\lt 0. \end{cases} \end{equation}
($h =1$, $ \varepsilon_n =\frac{1}{2^n}$, $a_n = n$ and $b_n =n+\frac{1}{2^n}$)
One can check that $f$ is an even and continuous function. Further, we have $$ \int_\mathbb{R} f(x)\,dx= 2\sum_{n=0}^{\infty}\int_{n}^{n+\frac{1}{2^n}} P_n(x) dx = 2\sum_{n=0}^{\infty}-4 \left[ \frac{2^{2n}}{3}(x-n)^3-\frac{2^n}{2}(x-n)^2\right]_{n}^{n+\frac{1}{2^n}}\\ = \frac43\sum_{n=0}^{\infty} \frac{1}{2^n}= \frac{8}{3} $$ Morerover, for every $n\in\mathbb{N}$ one has $$f(n) = 0~~and ~~~f(n+\frac{1}{2^{n+1}}) = 1 $$
Therefore $$\lim_{|x| \to \infty}|f(x)|\not \to 0 $$ further, $\lim_{|x| \to \infty}|f(x)|$ does not exist.
First step
$P_n(x) = c(x-a_n)(x-b_n) = c(x-a_n)^2-c\varepsilon_n(x-a_n) ~~$ $c\in \mathbb{R}$
and $P_n(\frac{a_n+b_n}{2}) = h$ entails $-c\left(\frac{a_n-b_n}{2}\right)^2= h$ that is $c= -\frac{4h}{\varepsilon^2_n}.$
Second Step \begin{split} \int_{a_n}^{b_n} P_n(x) dx &=&-\frac{4h}{\varepsilon^2_n} \left[ \frac{1}{3}(x-a_n)^3-\frac{\varepsilon_n}{2}(x-a_n)^2\right]_{a_n}^{b_n =a_n+\varepsilon_n}\\ &=& \frac{2h\varepsilon_n}{3} = \alpha_n \end{split}
Therefore $$ \sum_{n=0}^{\infty} \alpha_n <\infty\Longleftrightarrow\sum_{n=0}^{\infty} \varepsilon_n <\infty.$$ Whence we chose $a_n= n,2^n,.... $ and $\varepsilon_n = \frac{1}{n^s}, \frac{1}{n!},\frac{1}{2^n},\frac{1}{3^n}...$ for simplicity $a_n= n$ and $\varepsilon_n = \frac{1}{2^n}$ so that $$P_n(x) = -\frac{4h}{\varepsilon^2_n}(x-n)^2+\frac{4h}{\varepsilon_n}(x-n)$$ Last step One can easily check that the family of intervals $([n,n+\frac{1}{2^n}])_n$ is pairwise disjoint We then define the function
\begin{equation} f(x)= \begin{cases} \underbrace{-\frac{4h}{\varepsilon^2_n}(x-n)^2+\frac{4h}{\varepsilon_n}(x-n)}_{P_n}& \text{if} ~~ n\le x\le n+\frac{1}{2^n} ~~\text{for some $n\in\mathbb{N}$}\\ 0 &\text{ if}~~~j+\frac{1}{2^j}\le x\le j+1~~\text{for some $j\in\mathbb{N}$}\\ f(-x)& \text{if }~~x\lt 0. \end{cases} \end{equation} We can check that $f$ even, continuous and we have $$ \int_\mathbb{R} f(x)\,dx= 2\sum_{n=0}^{\infty}\int_{a_n}^{b_n} P_n(x) dx = 2\sum_{n=0}^{\infty} \frac{2h}{2^n3} = \frac{8h}{3} $$ Morerover, for every $n\in\mathbb{N}$ one has $f(n) = 0$ and $f(n+\frac{1}{2^{n+1}}) = h $
thus $$\lim_{|x| \to \infty}|f(x)|\not \to 0 $$ further, $\lim_{|x| \to \infty}|f(x)|$ does not exist.