Fourier transform of a Gaussian measure on the Heisenberg group
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🧮 math.PR
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gaussianmeasureexplicitformulafouriergroupheisenbergtransform
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An explicit formula is derived for the Fourier transform of a Gaussian measure on the Heisenberg group at the Schrodinger representation. Using this explicit formula, necessary and sufficient conditions are given for the convolution of two Gaussian measures to be a Gaussian measure.
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