Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2013/iii/paper-6/4/a/solution

Nonnegativity and unit mass give, by the triangle inequality for the Fourier transform, . The finite second moment implies a finite first absolute moment, so differentiating under the Fourier integral is justified and
The exponent convention has no , so no such factor occurs in this derivative.

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