## Why Gaussian?

This section lists some of the points of origin for the Gaussian function in mathematics and physics. ### Central Limit Theorem

The central limit theoremD.2provides that many iterated convolutions of any sufficiently regular'' shape will approach a Gaussian function.

### Iterated Convolutions

Any reasonable'' probability density function (PDF) (§C.1.3) has a Fourier transform that looks like near its tip. Iterating convolutions then corresponds to , which becomes (D.27)

for large , by the definition of . This proves that the th power of approaches the Gaussian function defined in §D.1 for large . Since the inverse Fourier transform of a Gaussian is another Gaussian (§D.8), we can define a time-domain function as being sufficiently regular'' when its Fourier transform approaches in a sufficiently small neighborhood of . That is, the Fourier transform simply needs a sufficiently smooth peak'' at that can be expanded into a convergent Taylor series. This obviously holds for the DTFT of any discrete-time window function (the subject of Chapter 3), because the window transform is a finite sum of continuous cosines of the form in the zero-phase case, and complex exponentials in the causal case, each of which is differentiable any number of times in .

### Binomial Distribution

The last row of Pascal's triangle (the binomial distribution) approaches a sampled Gaussian function as the number of rows increases.D.3 Since Lagrange interpolation (elementary polynomial interpolation) is equal to binomially windowed sinc interpolation [301,134], it follows that Lagrange interpolation approaches Gaussian-windowed sinc interpolation at high orders.
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