Abstract
The Fourier transform of a finite-dimensional Pdf is the characteristic function, hence contains probabilistic information equivalent to the Pdf/Cdf. The main difference to the Pdfs is its relation to statistical moments, which follow from the characteristic function by differentiation at the origin of the argument space \(\mathcal{N}\).
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Kollmann, W. (2019). Characteristic Functionals for Incompressible Turbulent Flows. In: Navier-Stokes Turbulence. Springer, Cham. https://doi.org/10.1007/978-3-030-31869-7_8
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DOI: https://doi.org/10.1007/978-3-030-31869-7_8
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