Saturday, September 2, 2017

Fourier Transforms Redux

A while ago I wrote a blog post on developing some intuition behind the Fourier transform. Recently a Math Stack Exchange post came up about it which I answered. Not to toot my own horn (reader's should recognize such clear false modesty from me by now...), but I think I was able to write a fairly good answer which also brought the moment generating function into focus. Here is a link to the post.