Let $\mu$ be a compactly supported probability measure on $\mathbb{R}^n$. Suppose that $\hat{\mu}\in L^2(\mathbb{R}^n)$, then $\mu$ must be absolutely continuous with respect the Lebesgue measure. How to prove ?
The Fourier transform $\hat{\mu}$ is given by $$ \hat{\mu}(\xi)=\int e^{-2\pi i\langle\xi,x\rangle}d\mu(x). $$
Thank you and sorry if my English wasn't correct.
If you provide the definition of absolutely continuous measures, you will be able to prove it.