Let (mu) be a finite measure on (left(mathbb{R}^{n}, mathscr{B}left(mathbb{R}^{n}ight)ight)) and set (chi(xi):=widehat{mu}(xi)). Show that (chi) is real-valued
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Let \(\mu\) be a finite measure on \(\left(\mathbb{R}^{n}, \mathscr{B}\left(\mathbb{R}^{n}ight)ight)\) and set \(\chi(\xi):=\widehat{\mu}(\xi)\). Show that \(\chi\) is real-valued if, and only if, \(\mu\) is symmetric w.r.t. the origin, i.e. \(\widetilde{\mu}(B):=\mu(-B)=\mu(B)\).
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