Inverse Fourier transform for moments

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Let us consider the Fourier transform for a continious function $f(x)$ $\lim\limits_{ x \to \pm \infty} f(x)=0$: $$ \mathcal{F}\{f(x) \}=F(u)=\int_{-\infty}^{+\infty} f(x) e^{-2\pi i ux} dx $$ We have

\begin{gather*} F(u)=\int_{-\infty}^{+\infty} f(x) e^{-2\pi i ux} dx=\int_{-\infty}^{+\infty} f(x) \sum_{n=0}^{\infty} \frac{(-2\pi i ux)^n}{n!} dx=\\=\sum_{n=0}^{\infty} \frac{(-2\pi i u)^n}{n!} \int_{-\infty}^{+\infty} f(x) x^n dx= \sum_{n=0}^{\infty} \frac{(-2\pi i u)^n}{n!} \mu_n, \end{gather*} where $$ \mu_n=\int_{-\infty}^{+\infty} f(x) x^n dx. $$

I want now to find the $\mu_n$ by using the inverse Fourier transform.

I know that $\mu_n$ can be found directly using the formula $$ \mathcal{F}\left\{\int f(x) x^n \right\}=\frac{\mathcal{F}\{ f(x) x^n \}}{2 \pi x} $$
but this way is not suitable, because then we have to find $\mathcal{F}\{ f(x) x^n \}$ for any $n$ separately.

Therefore I try to find a function $X(u)$ such that
$$ \mu_n=\mathcal{F}^{-1}\{ F(u) X(u) \}(n) $$ I tried to expand $ X (u) $ in a series to find its coefficients but without success.

Question: Is is possible to find the $X(u)$ in a simple uniform way?

P.S. We can consider $ f $ not only as a continuous function but as smooth and more.

2

There are 2 best solutions below

7
On

That $f$ is continuous isn't enough for the Fourier transform integral to converge. If $x^n f\in L^1$ for $n\le k$ then $F(u)=\int_{-\infty}^\infty e^{-2i\pi u x}f(x)dx$ is $C^k$ and $ \int_{-\infty}^\infty (-2i\pi x)^n f(x)dx= F^{(n)}(0)$ for $n\le k$.

If this holds for all $k$ then $F$ is smooth.

The condition for the Taylor series to converge and $F$ being equal to its Taylor series (analytic) is much more restrictive, a sufficient condition is that $f$ has exponential decay.

5
On

Your formulas have a few a typos scattered about, but if I'm understanding you correctly then we can use the FT instead of the inverse FT more directly

$$ \mu_n = \int_{-\infty}^\infty x^n f(x) e^{-2\pi i \cdot 0 \cdot x} dx $$ $$= \frac{1}{(-2\pi i)^n}\frac{d^n}{du^n} \int_{-\infty}^\infty f(x)e^{-2\pi \cdot 0 \cdot x}dx = \frac{F^{(n)}(0)}{(-2\pi i)^n}$$

Which gives you the Taylor series formula when you plug into the summation.