\( \newcommand{\N}{\mathbb{N}} \newcommand{\R}{\mathbb{R}} \newcommand{\C}{\mathbb{C}} \newcommand{\Q}{\mathbb{Q}} \newcommand{\Z}{\mathbb{Z}} \newcommand{\P}{\mathcal P} \newcommand{\B}{\mathcal B} \newcommand{\F}{\mathbb{F}} \newcommand{\E}{\mathcal E} \newcommand{\brac}[1]{\left(#1\right)} \newcommand{\abs}[1]{\left|#1\right|} \newcommand{\matrixx}[1]{\begin{bmatrix}#1\end {bmatrix}} \newcommand{\vmatrixx}[1]{\begin{vmatrix} #1\end{vmatrix}} \newcommand{\lims}{\mathop{\overline{\lim}}} \newcommand{\limi}{\mathop{\underline{\lim}}} \newcommand{\limn}{\lim_{n\to\infty}} \newcommand{\limsn}{\lims_{n\to\infty}} \newcommand{\limin}{\limi_{n\to\infty}} \newcommand{\nul}{\mathop{\mathrm{Nul}}} \newcommand{\col}{\mathop{\mathrm{Col}}} \newcommand{\rank}{\mathop{\mathrm{Rank}}} \newcommand{\dis}{\displaystyle} \newcommand{\spann}{\mathop{\mathrm{span}}} \newcommand{\range}{\mathop{\mathrm{range}}} \newcommand{\inner}[1]{\langle #1 \rangle} \newcommand{\innerr}[1]{\left\langle #1 \right \rangle} \newcommand{\ol}[1]{\overline{#1}} \newcommand{\toto}{\rightrightarrows} \newcommand{\upto}{\nearrow} \newcommand{\downto}{\searrow} \newcommand{\qed}{\quad \blacksquare} \newcommand{\tr}{\mathop{\mathrm{tr}}} \newcommand{\bm}{\boldsymbol} \newcommand{\cupp}{\bigcup} \newcommand{\capp}{\bigcap} \newcommand{\sqcupp}{\bigsqcup} \newcommand{\re}{\mathop{\mathrm{Re}}} \newcommand{\im}{\mathop{\mathrm{Im}}} \newcommand{\comma}{\text{,}} \newcommand{\foot}{\text{。}} \)

Sunday, August 16, 2015

On a Question in Fourier Transform

Someone asked about the second last line below:
Where $A,\omega\in \R$. And I want to record the explanation:

Fact. For any $y\in \R$, we define $g(y):\R\to \R$ by \[
g(y) = \int_{-\infty}^\infty e^{-A(x+iy)^2}\,dx,
\] then $g'(y)=0$, and therefore \[
\int_{-\infty}^\infty e^{-A(x+iy)^2}\,dx = g(y) = g(0) = \int_{-\infty}^\infty e^{-Ax^2}\,dx ,
\] and the last one is well-known that can be converted to the standard normal density function.

Proof. Just note that $g(-y)=g(y)$ and therefore $g'(-y)(-1) = g'(y)$, next by the formula of $g'(y)$ we can show that $g'(-y)=g'(y)$, therefore \[
g'(y) = -g'(-y) = -g'(y) \implies g'(y)=0.\qed
\]

No comments:

Post a Comment