Monte Carlo sampling given a Characteristic Function

W. T Shaw, J. M. (2009). Monte Carlo sampling given a Characteristic Function: Quantile Mechanics in Momentum Space.

Type

Unclassified

Intellectual base

Unclassified

Year

2009

Link

no authoritative link yet

Cited by

1 citation across 1 artifact.

Domain-specific

• Characteristic function (probability theory)
  • Fourier sign convention must be stated, every law has a characteristic function even without a density, moment derivatives require existence conditions and pointwise convergence to a continuous-at-zero limit is needed in the continuity theorem.

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Registry ID ref:d0f79e006851 · see in the full table