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On Approximating Two Distributions from a Single Complex-Valued Function
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Applied Mathematics·Volume 01 (2010)·Pages 439–445·Published 27 December 2010·DOI10.4236/am.2010.16058
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Abstract
We consider the problem of approximating two, possibly unrelated probability distributions from a single complex-valued function and its Fourier transform. We show that this problem always has a solution within a specified degree of accuracy, provided the distributions satisfy the necessary regularity conditions. We describe the algorithm and construction of and provide examples of approximating several pairs of distributions using the algorithm.
KeywordsProbability DistributionSinc ApproximationCardinal FunctionFourier TransformWavelet
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