Could MMA solve analytically this integral by using a Dirac delta function or in another way? $$ f(x)=\int_{-\infty}^{\infty}\left(\frac{1}{3 t^2+1} e^\frac{-t^2+i t}{3 t^2+1}\right)e^{itx}{\rm d}t\tag{1} $$
Integrate[1/(3*t^2+1)*Exp[(-t^2+I*t)/(3*t^2+1)]*Exp[I*t*x],{t,-\[Infinity],\[Infinity]}]
Below is a plot of $f(x)$. What is the expression for $f(x)$ after solving the integral? In case it is helpful, the first moments $\mu_n=\int_{-\infty}^{\infty}x^n f(x){\rm d}x$ are $\mu_0=2\pi,\mu_1=-2\pi,\mu_2=18\pi,\mu_3=-86\pi,\mu_4=986\pi,\mu_5=-9282\pi,\mu_6=133322\pi$.
Solved related problem using DiracDelta
MMA could solve the similar integral in eq.(2) $$ I=\int_{-\infty}^{\infty}\left(\frac{1}{3 t^2+1} e^\frac{-t^2+i t}{3 t^2+1}\right)\color{red}{ \int_{-\infty}^{\infty}x}e^{itx}\color{red}{{\rm d}x}{\rm d}t \tag{2} $$ where deviations to eq.(1) are colored (see also this post). Using the Dirac delta function $\delta(t)$ $$ \delta(t)=\frac{1}{2 \pi}\int_{-\infty}^{\infty} e^{i t x}{\rm d}x \tag{3} $$ $$\delta'(t)=\frac{i}{2\pi}\int_{-\infty}^{\infty} xe^{i t x}{\rm d}x \tag{4} $$ MMA solved instantly:
$$I=-2\pi i\int_{-\infty}^{\infty}\frac{1}{3t^2+1}e^{\frac{-t^2+it}{3t^2+1}}\delta'(t){\rm d}t\\=-2\pi i\left(\left[\frac{1}{3t^2+1}e^{\frac{-t^2+it}{3t^2+1}}\delta(t)\right]_{-\infty}^{\infty}-\frac{{\rm d}}{{\rm d}t}\left(\frac{1}{3t^2+1}e^{\frac{-t^2+it}{3t^2+1}}\right)_{t=0}\right)\\=-2\pi i(0-i)=-2\pi \tag{5}$$
Integrate[-2*Pi*I /(3*t^2+1)*Exp[(-t^2+I*t)/(3*t^2+1)]*D[DiracDelta[t],t],{t,-\[Infinity],\[Infinity]}]
(*-2 Pi*)
MMA 13
Edit note
In a previous version in an exponent was wrongly written $3t^2+t$ instead of $3t^2+1$.