This example shows that the Fourier transform of the Gaussian window is also Gaussian with a reciprocal standard deviation. This is an illustration of the time-frequency uncertainty principle.
Create a Gaussian window of length 64 by using gausswin and the defining equation. Set α=8, which results in a standard deviation of 64/16 = 4. Accordingly, you expect that the Gaussian is essentially limited to the mean plus or minus 3 standard deviations, or an approximate support of [-12, 12].
N = 64;
n = -(N-1)/2:(N-1)/2;
alpha = 8;
w = gausswin(N,alpha);
stdev = (N-1)/(2*alpha);
y = exp(-1/2*(n/stdev).^2);
plot(n,w)
hold on
plot(n,y,'.')
hold off
xlabel('Samples')
title('Gaussian Window, N = 64')