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Minor formatting
Daniele Tampieri
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Distribution $f$ such that (a) $\widehat{f}$ has compact support, (b) $\mathbb{E}(|X|)$ is minimal?

(What follows is motivated by an answer to Fourier optimization problem related to the Prime Number Theorem)

Let $f:\mathbb{R}\to [0,\infty)$ be such that
(a) $\int_{\mathbb{R}} f(x) dx = 1$,
(b) $\widehat{f}(t)=0$ for all real $t$ with $|t|>1$.

What is the choice of $f$ such that $$\int_{\mathbb{R}} |x| f(x) dx$$is minimal? What is that minimum?

Remarks:

  1. It is easy to see that we can assume $f$ to be an even function.
  2. Yes, this seems to be yet another incarnation of the uncertainty principle.
H A Helfgott
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