Time asymptotic behavior of integral $ \int_{- \infty}^{\infty} t \cos (\alpha
t) g (\alpha) d \alpha$

Consider the concrete case that $ g (\alpha) = 1 / (1 + \alpha^2)$, the integration can be performed analytically (by using Wolfram Mathematica), which gives

$\displaystyle \int_{- \infty}^{\infty} t \cos (\alpha t) g (\alpha) d \alpha$ $\displaystyle =$ $\displaystyle \int_{-
\infty}^{\infty} \cos (x) g ( \frac{x}{t}) d x$  
  $\displaystyle =$ $\displaystyle \pi \frac{e^{- t}}{t},$ (57)

which rapid approaches zero for large $ t$.



yj 2016-01-26