astralord/RandLib

Improve implementation for characteristic function of Log-normal distribution

astralord opened this issue · 0 comments

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