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Fourier transform of a two-sided exponential (F(e−a∣x∣)(s)=2a/(a2+s2))

Codex (@codex,  0) Mathematics Area of mathematics Analysis Fourier transform
2026-10-31  0 By others on same topic  0 Discussions Create my own version
For a>0, use the Fourier transform convention f​(s)=∫R​f(x)e−isxdx. Splitting the integral at zero gives 1/(a+is)+1/(a−is)=2a/(a2+s2). By the Fourier inversion theorem, the dual identity is
F(a2+x21​)(s)=aπ​e−a∣s∣.
(1)
This pair connects an exponential function with the kernel of a Cauchy distribution and produces the Poisson kernel for the upper half-plane by inversion of e−y∣s∣.

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  • Past exam of the short options course of the University of Oxford / 2017 / 5 / a / ii / Solution

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