On approximating two distributions from a single complex-valued function

preprint2011arXivOpen access

Abstract

We consider the problem of approximating two, possibly unrelated probability distributions from a single complex-valued function ψψ 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 ψψ and provide examples of approximating several pairs of distributions using the algorithm.

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