All Questions
12 questions
1
vote
0
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213
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How to prove the Fourier transform of $e^{-x^p}$ is positive [duplicate]
I wonder how to prove that
$$\int_0^\infty\exp(-x^p)\cos(tx)\,dt\geq 0, \quad \frac{1}{2}<p<1.$$
This conclusion is used in the answer to another question here
Looking for sufficient conditions ...
- 61
4
votes
1
answer
325
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Fourier-positivity of a certain function
I am wondering how to prove the below Fourier transform is non-negative? I did much simulation and it seems to be non-negative.
$$\int_0^\inf (be^{-at^p}-ae^{-bt^p})\cos(tx)dt, 0<a<b, \frac{1}{2}...
- 61
5
votes
2
answers
202
views
Monotonicity of a parametric integral
For real $x>0$, let
$$f(x):=\frac1{\sqrt x}\,\int_0^\infty\frac{1-\exp\{-x\, (1-\cos t)\}}{t^2}\,dt.$$
How to prove that $f$ is increasing on $(0,\infty)$?
Here is the graph $\{(x,f(x))\colon0<...
- 128k
3
votes
1
answer
246
views
How well can we approximate a given continuous random variable by a weighted sum of several i.i.d uniform variables?
Consider a continuous random variable $X$ with the compact support $[0,1]$. For given $N\in\mathbb{N}$, we define the weighted sum as
$$
S_N=\sum_{i=1}^N a_iU_i,
$$
where $U_i$ are i.i.d. random ...
- 550
15
votes
0
answers
749
views
Prove $\int_{0}^{\infty} \cos(\omega x) \exp(-x^{\alpha}) \, {\rm d} x \ge {\alpha^2 \sqrt{\pi} \over 8} \exp \left( -\frac{\omega^2}{4} \right)$
I would like to prove that
$$\int_{0}^{\infty} \cos(\omega x) \exp(-x^{\alpha}) \, {\rm d} x \ge
{\alpha^2 \sqrt{\pi} \over 8} \exp \left( -\frac{\omega^2}{4} \right)$$
for any $\omega > 0$ and $...
- 178
1
vote
0
answers
107
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Comparison of two Fourier transforms
I am looking for $\delta>0$, such that
$$
\delta \int_{-\infty}^{\infty} \exp(its)
{ \Gamma\{2(it+1)/3\}\over \Gamma\{(it+1)/2\} }dt \le \\
\int_{-\infty}^{\infty} \exp(its)
{ \Gamma (it+1)\over \...
- 93
12
votes
3
answers
2k
views
Looking for sufficient conditions for positive Fourier transforms
I am looking for some sufficient conditions for an even, continuous, nonnegative, non-increasing, non-convex function to be non-negative definite. In other words
$$
\int_0^\infty f(x)\cos(x\omega) \, ...
- 178
2
votes
0
answers
189
views
Point wise convergence of Laplace transform and convergence of functions
Assume that functions $f_n(t), f(t)\in C_b(R_+)$. For every $\lambda >0$, we have
$$
\bigg|\int_0^\infty e^{-\lambda t}f_n(t)d t-\int_0^\infty e^{-\lambda t}f(t)d t\bigg|\leq C_\lambda n^{-1},
$$
...
- 411
4
votes
0
answers
289
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A uniform Riemann sum approximation of the integral of the Fejer kernels
Let $F_N(t)$ denote the Fejer kernel
$$F_N(t):={1\over N+1}{\sin^2\big({(N+1)}{t\over2}\big)\over \sin^2\big( {t\over2}\big)}\ .$$
Consider Riemann sums approximation for $\int_{-\pi}^\pi F_N(t) dt$ ...
- 136
3
votes
0
answers
240
views
About optimizing decay rate of Fourier transforms?
Suppose we have a density function $f(t)$ of a random variable and $f \in C^1(R)$. If characteristic function of $f$ is $\phi_f(x) \asymp O(x^{-\beta})$ and $f$ satisfies some restrictive conditions ...
- 31
3
votes
0
answers
109
views
Weak convergence of series representing the log characteristic function
Disclaimer. I already asked this question on math.stackexchange.com without any answers or comments as of yet.
In which weak sense does the series representation of the log-characteristic function ...
- 101
1
vote
2
answers
270
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Fourier transform localisation (still unanswered, but apparently off-topic?) [closed]
In the context of Pólya's theorem I was reading these notes here on p. 19. In the last paragraph the authors claim (it is the sentence starting like "standard Fourier theory shows...") that the ...
- 19