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Gaussian Characteristic Function

Since the Gaussian PDF is

$\displaystyle p(t) \isdef \frac{1}{\sqrt{2\pi\sigma^2}} e^{-\frac{(t-\mu)^2}{2\sigma^2}}
$

and since the Fourier transform of $ p(t)$ is

$\displaystyle P(\omega) = e^{-j\mu \omega} e^{-\frac{1}{2}\sigma^2\omega^2}
$

It follows that the Gaussian characteristic function is

$\displaystyle \Phi(\omega) = \overline{P(\omega)} =
e^{j\mu \omega} e^{-\frac{1}{2}\sigma^2\omega^2}.
$


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``Gaussian Windows and Transforms'', by Julius O. Smith III, (From Lecture Overheads, Music 421).
Copyright © 2020-06-06 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA),   Stanford University
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