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Atlas.DifferentialAnalysis.code.FourierGaussian

The Fourier transform as defined in Melrose's book: (Ff)(w) = ∫ e^{-i⟨v,w⟩} f(v) dv, on a real finite-dimensional inner product space V.

Instances For

    Lemma 8.12 (Gaussian Fourier transform): the Fourier transform of the standard Gaussian v ↦ exp(-‖v‖²/2) on a finite-dimensional real inner product space V equals (2π)^{dim V / 2} · exp(-‖w‖²/2).