Prove that exist a function $f:\mathbb{R}\rightarrow \mathbb{R}$ infinitely differentiable, such that
$$\int_{\mathbb{R}}f(t)\,dt=1\;\mbox{ and }\; \int_{\mathbb{R}}t^nf(t)dt=0,\, \forall\, n\geq 1\; \mbox{integer}.$$
Some ideas? Thank you.
Prove that exist a function $f:\mathbb{R}\rightarrow \mathbb{R}$ infinitely differentiable, such that
$$\int_{\mathbb{R}}f(t)\,dt=1\;\mbox{ and }\; \int_{\mathbb{R}}t^nf(t)dt=0,\, \forall\, n\geq 1\; \mbox{integer}.$$
Some ideas? Thank you.
Choose $\phi\in C_c^\infty (\Bbb{R})$ with $\phi \equiv 1$ in a neighborhood of $0$.
Let $f=\mathcal{F}^{-1}(\phi)$ be the inverse Fourier transform of $\phi$.
Then $\int f \,dx =\mathcal{F}(0)=\phi(0)=1$.
Furthermore, $$ \int t^n f(t)\,dt = c_n \frac{\partial^n}{\partial x^n}\mathcal{F}(f)(0)= c_n \frac{\partial^n}{\partial x^n}\phi(0) =0 $$ for some constant $c_n \in \Bbb{C}$.
EDIT: Since you want $f$ to be real-valued, you have to do one of two things:
1) Take $\phi$ to be real valued and symmetric (i.e. $\phi(-x) = \phi(x)$ for all $x$), or
2) Just consider the real part ${\rm Re}(f)$ instead of $f$ itself.