I’m trying to numerically invert this characteristic function
cf = (((-I)*t + n*(\[Lambda] + \[Mu]) - n*Sqrt[-4*\[Lambda]*\[Mu] + (I*t - n*(\[Lambda] + \[Mu]))^2/n^2])/(n*Sqrt[\[Lambda]*\[Mu]*\[Rho]]))^n/2^n
via a numerical Inverse Fourier Transform that looks like this…
Re[(1/(2*Pi))*NIntegrate[cf/. {\[Lambda] -> 0.5, \[Mu] -> 1, \[Rho] -> 0.5, n -> 5}, {t, -Infinity, 0, Infinity}, Method -> DoubleExponential]]
but I keep on getting errors that the integral cannot be evaluated at the boundaries.
Does anyone have recommendations on how to compute this thing so that I get numerical
values?
Thanks for your assistance.