On the (dis)continuity of the Fourier transform of measures (Q2661201)

The authors characterize the vague compactness of a set of measures and use it to discuss the vague convergence of a sequence of measures in \(\mathbb{R}^d\). They also discuss the (dis)continuity of the Fourier transform of measures with respect to the vague topology. It is proved that the Fourier transform is vaguely discontinuous on \(\mathbb{R}\), but becomes continuous when restricting to a class of Fourier transformable measures such that either the measures or their Fourier transforms are equi-translation bounded. An example of a sequence of measures which is null in the (tempered) distribution topology but not vaguely null is also provided. Necessary conditions for the convergence of the Fourier transform in the product topology and norm topology are discussed. The authors show that vague convergence of positive definite measures implies the equi-translation boundedness of the Fourier transforms, which explains the continuity of the Fourier transform on the cone of positive definite measures. The characterization of vague precompactness of a set of measures in arbitrary locally compact Abelian groups, and the necessity of second countability property of a group for defining the autocorrelation measure is also studied.