Transcription of 19. Fourier Transform - Probability Tutorials
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Tutorial 19: Fourier Transform119. Fourier TransformExercise ;b2R,a< :[a;b]!Cbe a map suchthatf0(t) exists for allt2[a;b]. We assume that:Zbajf0(t)jdt <+11. Show thatf0:([a;b];B([a;b]))!(C;B(C)) is Show that:f(b) f(a)=Zbaf0(t)dtExercise de ne the maps :R2!Cand :R!C:8(u;x)2R2; (u;x)4=eiux x2=28u2R; (u)4=Z+1 1 (u;x) 19: Fourier Transform21. Show that for allu2R,themapx! (u;x) is Show that for allu2R,wehave:Z+1 1j (u;x)jdx=p2 <+1and conclude that is well de Letu2 Rand (un)n 1be a sequence inRconverging that (un)! (u) and conclude that is Show that:Z+10xe x2=2dx=15. Show that for allu2R,wehave:Z+1 1 @ @u(u;x) dx=2<+ 19: Fourier Transform36.
Tutorial 19: Fourier Transform 2 1. Show that for all u2R,themapx! (u;x) is measurable.2. Show that for all u2R,wehave: Z +1 1 j (u;x)jdx= p 2ˇ<+1 and conclude that ˚is well de ned. 3. Let u2R and (u n) n 1 be a sequence in R converging to u. Show that ˚(u n)!˚(u) and conclude that ˚is continuous. 4. Show that: Z +1 0 xe x2=2dx=1 5. Show that for all u2R,wehave: Z
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