Let \(C[-\pi, \pi]^{n}\) denote the space of complex-valued continuous functions
defined on the cube \([-\pi, \pi]^{n}\). On this linear space we define the
inner product
$$
\langle f, g\rangle=\frac{1}{(2 \pi)^{n}} \underbrace{\int_{-\pi}^{\pi} \ldots
\int_{-\pi}^{\pi}}_{n \text { times }} f\left(x_{1}, \ldots, x_{n}\right)
\overline{g\left(x_{1}, \ldots, x_{n}\right)} d x_{1} \cdots d x_{n} .
$$
Prove that the family of functions
$$
\left\\{e^{i\left(m_{1} x_{1}+\cdots+m_{n} x_{n}\right)}\right\\}_{m_{1},
\ldots, m_{n} \in \mathbb{Z}}
$$
is an orthonormal system with respect to the above inner product. If we define
$$
c_{m_{1}, \ldots, m_{n}}=\frac{1}{(2 \pi)^{n}} \underbrace{\int_{-\pi}^{\pi}
\cdots \int_{-\pi}^{\pi} f\left(x_{1}, \ldots, x_{n}\right) e^{-i\left(m_{1}
x_{1}+\cdots+m_{n} x_{n}\right)} d x_{1} \cdots d x_{n}}
$$
then the series
$$
\sum_{m_{1}, \ldots, m_{n}=-\infty}^{\infty} c_{m_{1}, \ldots, m_{n}}
e^{i\left(m_{1} x_{1}+\cdots+m_{n} x_{n}\right)}
$$
is called the multivariate complex Fourier series of \(f\). Prove that if
\(f_{1}, f_{2}\), \(\ldots, f_{n}\) are functions in \(C[-\pi, \pi]\) and
$$
f\left(x_{1}, x_{2}, \ldots, x_{n}\right)=f_{1}\left(x_{1}\right)
f_{2}\left(x_{2}\right) \cdots f_{n}\left(x_{n}\right)
$$
then
$$
c_{m_{1}, \ldots, m_{n}}=a_{m_{1}}^{1} a_{m_{2}}^{2} \cdots a_{m_{n}}^{n}
$$
where the \(a_{m}^{k}\) are the coefficients of the complex Fourier series of
\(f_{k}\). That is, \(f_{k}(x) \sim \sum_{m=-\infty}^{\infty} a_{m}^{k} e^{i m
x}\).