From mboxrd@z Thu Jan 1 00:00:00 1970 Return-Path: Received: (qmail 27885 invoked by alias); 2 Jul 2008 17:56:33 -0000 Received: (qmail 27830 invoked by uid 22791); 2 Jul 2008 17:56:32 -0000 X-Spam-Check-By: sourceware.org Received: from proofpoint3.lanl.gov (HELO proofpoint3.lanl.gov) (204.121.3.28) by sourceware.org (qpsmtpd/0.31) with ESMTP; Wed, 02 Jul 2008 17:55:39 +0000 Received: from mailrelay1.lanl.gov (mailrelay1.lanl.gov [128.165.4.101]) by proofpoint3.lanl.gov (8.13.8/8.13.8) with ESMTP id m62HtaEC029317 for ; Wed, 2 Jul 2008 11:55:37 -0600 Received: from localhost (localhost.localdomain [127.0.0.1]) by mailrelay1.lanl.gov (Postfix) with ESMTP id 618D9161F23 for ; Wed, 2 Jul 2008 11:55:37 -0600 (MDT) X-CTN-5-Virus-Scanner: amavisd-new at mailrelay1.lanl.gov Received: from mailrelay1.lanl.gov (localhost.localdomain [127.0.0.1]) by mailrelay1.lanl.gov (Postfix) with ESMTP id 4EE561622D4 for ; Wed, 2 Jul 2008 11:55:37 -0600 (MDT) Received: from nis-mail.lanl.gov (nis-mail.lanl.gov [128.165.4.121]) by mailrelay1.lanl.gov (Postfix) with ESMTP id 4D8A3161F23 for ; Wed, 2 Jul 2008 11:55:37 -0600 (MDT) Received: from yks.lanl.gov (yks.lanl.gov [128.165.112.13]) by nis-mail.lanl.gov (Postfix) with ESMTP id B4D1F2A0042 for ; Wed, 2 Jul 2008 11:55:31 -0600 (MDT) Date: Wed, 02 Jul 2008 17:56:00 -0000 From: James Theiler To: gsl-discuss@sourceware.org Subject: Library for FT alpha-Stable ch.f. (fwd) Message-ID: MIME-Version: 1.0 Content-Type: TEXT/PLAIN; charset=US-ASCII X-CTN-5-MailScanner-Information: Please see http://network.lanl.gov/email/virus-scan.php X-CTN-5-MailScanner: Found to be clean X-CTN-5-MailScanner-From: jt@lanl.gov X-Proofpoint-Virus-Version: vendor=fsecure engine=4.65.7161:2.4.4,1.2.40,4.0.164 definitions=2008-07-02_07:2008-07-02,2008-07-02,2008-07-02 signatures=0 Mailing-List: contact gsl-discuss-help@sourceware.org; run by ezmlm Precedence: bulk List-Id: List-Subscribe: List-Archive: List-Post: List-Help: , Sender: gsl-discuss-owner@sourceware.org X-SW-Source: 2008-q3/txt/msg00000.txt.bz2 Hi Jean, thank you for your inquiry; i did not write the Levy code in GSL, but i am forwarding your email to the GSL discussion list in case others have opinions or suggestions. regards, jt -- James Theiler MS-B244, ISR-2, LANL; Los Alamos, NM 87544 Space and Remote Sensing Sciences; Los Alamos National Laboratory http://public.lanl.gov/jt ---------- Forwarded message ---------- Date: Wed, 2 Jul 2008 02:51:44 -0700 (PDT) From: Jean Hu To: jt@lanl.gov Subject: Library for FT alpha-Stable ch.f. Dear JT: I reading thru the source code for the Levy library written for GNU. The statistical model that we are studying is like alpha-stable as only the ch.f. is in closed form. It will be presented this autumn in Melbourne, AU. Have you already considered using Fast Fourier transform for the Fourier transform integral? p(x) dx = (1/(2 pi)) \int dt exp(- it x - |c t|^alpha) If so, was the Frequency Sampling Technique applied in FFT/IFFT adaptive to the alpha parameter for faster computation? Or was there a bound placed on alpha to imply out Nyquist frequency for your IFFT/FFT? I look forward to your input. Thank you for your time and consideration. Best regards, J.Hu