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Approximate real inversion formulas of the gaussian convolution

✍ Scribed by Saitoh, S.

Book ID
120341553
Publisher
Taylor and Francis Group
Year
2004
Tongue
English
Weight
119 KB
Volume
83
Category
Article
ISSN
0003-6811

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πŸ“œ SIMILAR VOLUMES

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## Abstract We provide short probabilistic proofs for a number of new and known real inversion formulas for the Laplace and for the Stieltjes transform.

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We first modify the known FFT based algorithm for approximate polynomial division (which is equivalent to inversion of triangular Toeplitz matrices) by replacing FFT by DST, Discrete Sine Transform. The algorithm remains as fast as before but avoids involving nonreal numbers where the input is real.