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Once I studied the variant of modified DFT with permutations of original rows or columns. In this case most properties are the same as for classical DFT (unitarian, explicit inversion). An interest was in spectral properties, they are different, this transform is known and useful in codes.
Is it a correct expression? It means we first take any x, then for this x find inf in n as function of x, and then take sup over x? Or it is better to change sup and inf?
Igor Rivin, your style is very nice. About the problem. As a result of Cauchy--Buniakowsky inequality will be integrals of squares of modules and they are all divergent, is not it? The same as integrals for $k=1$.
I was always interesting to connect this function with some known say just for $s=1/2$. Its convolution square equals exp, if consider $\sum \frac{x^k}{(\sqrt{k!})}$. May somebody know something nontrivial for this function???