We investigate the propagation of light beams including Hermite-Gauss, Bessel-Gauss and finite energy Airy beams in a linear medium with parabolic potential. Expectedly, the beams undergo oscillation during propagation, but quite unexpectedly they also perform automatic Fourier transform, that is, periodic change from the beam to its Fourier transform and back. The oscillating period of parity-asymmetric beams is twice that of the parity-symmetric beams. In addition to oscillation, the finite-energy Airy beams exhibit periodic inversion during propagation. Based on the propagation in parabolic potential, we introduce a class of optically-interesting beams that are self-Fourier beams -that is, the beams whose Fourier transforms are the beams themselves.