Fixed points of the Fourier transform
The Physics of Finance 2023-03-17
Summary:
This previous post looked at the hyperbolic secant distribution. This distribution has density and characteristic function sech(t). It’s curious that the density and characteristic function are so similar. The characteristic function is essentially the Fourier transform of the density function, so this says that the hyperbolic secant function, properly scaled, is a fixed point of […]
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