Consider the vector space $C([0,1])$ of continuous complex-valued function on the unit interval. Endow it with the inner product $\int_{0}^1f(x)\overline{g(x)}dx$.
I want to show that the set $\{e^{2\pi i kt}: k\in \mathbb Z\}$ is orthonormal. I'm aware that a complex integral can be written in the form $\int_{a}^{b} u(x)dx +i\int_{a}^b v(x)dx$, but I'm not sure how to carry out the computations here.
I'd appreciate it if someone could give an explanation or point me to a source that includes this proof, (which I think would be somewhat common, given the relation to Fourier analysis).
I think you can just do the direct computation. Let's denote $e_k := e^{2\pi i k t}, k\in \mathbb{Z}$ then for $k \neq l$ we have \begin{equation} <e_k,e_l> = \int_0^1 e_k \bar e_l dt = \int_0^1 e^{2\pi i k t} e^{-2\pi i l t}dt = \int_0^1 e^{2\pi i(k - l)t}dt = \frac{1}{2\pi i (k-l)}(e^{2\pi i(k - l)} - e^0) = 0. \end{equation} But for $k = l$ we have \begin{equation} <e_k,e_k> = \int_0^1 e_k \bar e_k dt = \int_0^1 e^{2\pi i k t} e^{-2\pi i k t}dt = \int_0^1 1 dt = 1. \end{equation}