Finding a characteristic function (integral help)

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SUMMARY

The discussion focuses on finding the characteristic function of the probability density function \( p(x) = \frac{1}{\pi}\frac{1}{1+x^2} \). The characteristic function is defined as \( \phi(k) = \int_{-\infty}^{\infty} e^{ikx} p(x) dx \). The user attempted integration by parts, leading to a divergence issue in the boundary term and confusion regarding the evaluation of the integral. A correct approach to handle the integral and limits is necessary for a successful solution.

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Homework Statement



I'm looking to find the characteristic function of

p(x)=\frac{1}{\pi}\frac{1}{1+x^2}[/B]

Homework Equations



The characteristic function is defined as

\int_{-\infty}^{\infty} e^{ikx}p(x)dx

3. The Attempt at a Solution

I attempted to solve this using integration by parts. I get

u=\frac{1}{1+x^2}
du = -\frac{2x}{(1+x^2)^2} dx
v = \frac{1}{ik}e^{ikx}
dv = e^{ikx}dx

This gives me

\phi (k) = \frac{e^{ikx}}{ik(1+x^2)} |_{-\infty}^{\infty} + \int_{-\infty}^{\infty} \frac{2xe^{ikx}}{ik(1+x^2)} dx

I'm a little stuck here. My term on the left seems to diverge, and I'm not particularly sure about how to handle my term on the right. For the term on the right, setting u=1+x^2 seem to make both integral limits \infty, so that doesn't seem right.[/B]
 
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You haven't written the correct ∫ v du term any way.
 

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