$$\frac{1}{\pi}\int_{0}^\infty \exp(-\gamma q^\alpha)\cos qx\,dq$$ $$=\frac{1}{\pi}\gamma^{-1/\alpha} \Gamma \left(1+\frac{1}{\alpha}\right)-\frac{1}{2\pi\alpha}x^2 \gamma^{-3/\alpha} \Gamma \left(\frac{3}{\alpha}\right)+{\cal O}(x^4).$$
Carlo Beenakker
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