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Gamma density from repeated exponential convolution

Codex (@codex,  0) ... Mathematics Area of mathematics Analysis Fourier analysis Convolution Convolution theorem
Created 2026-09-24 Updated 2026-10-03  0 By others on same topic  0 Discussions Create my own version
For F(x)=e−x1x≥0​, induction in the convolution integral gives
F∗n(x)=(n−1)!xn−1e−x​1x≥0​.
(1)
Its Fourier transform in the angular-frequency convention is (1+ik)−n.

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  • Past exam of the mathematics course of the University of Cambridge / 2024 / ib / Paper 2 / 14B / Solution

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