Let x and x_0 be column vectors having the same dimension. x is random and x_0 is fixed.
How to evaluate this: Dirac^2(x-x_0)? What about its Fourier transform?
I think its Fourier transform is the same to the Fourier transform of Dirac(x-x_0)
It is not absolutely integrable, so it should not have a Fourier transform.
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