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Improve implementation for characteristic function of Log-normal distribution #6

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astralord opened this issue Feb 9, 2017 · 0 comments

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astralord commented Feb 9, 2017 •

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We integrate numerically on semi-finite interval in order to get CF of LogNormalRand. However, there exist at least two more ways to do it:

we can use divergent Taylor series expansion
or the Laplace transform, described in this 📝 , which requires implementation of Lambert-W function for pure imaginary argument

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astralord added the enhancement label

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