A Random Number Generating Algorithm of the Characteristic Function

EasyChair Preprint 4548

Abstract

In today's world of economics, physics, engineering, medicine, etc., one of the issues to consider is the prediction of data based on previous observations. This prediction is done based on random number generation.

Keyphrases: Fourier transform, Monte Carlo method, characteristic function, simulation

@booklet{EasyChair:4548,
  author    = {Fatemeh Shahzamani Varnosfaderani},
  title     = {A Random Number Generating Algorithm of the Characteristic Function},
  howpublished = {EasyChair Preprint 4548},
  year      = {EasyChair, 2020}}