Tempered Distributions and the Fourier Transform

Ram P. Kanwal
Additional contact information
Ram P. Kanwal: The Pennsylvania State University, Department of Mathematics

Chapter Chapter 6 in Generalized Functions Theory and Technique, 1998, pp 138-172 from Springer

Abstract: Abstract In attempting to define the Fourier transform of a distribution t (x), we would like to use the formula (in R1) 1 $$\hat{t}(u)=F(t(x))=\int_{-\infty }^{\infty }{{{e}^{iux}}t(x)dx}$$

Keywords: Fourier Transform; Temper Distribution; Inverse Fourier Transform; Null Sequence; Continuous Piecewise Linear Function (search for similar items in EconPapers)
Date: 1998
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4684-0035-9_6

Ordering information: This item can be ordered from
http://www.springer.com/9781468400359

DOI: 10.1007/978-1-4684-0035-9_6

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().