How well does the finite Fourier transform approximate the Fourier transform?
DOI10.1002/CPA.20064zbMATH Open1079.65139OpenAlexW2028429604MaRDI QIDQ5695864FDOQ5695864
Authors: Charles L. Epstein
Publication date: 6 October 2005
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cpa.20064
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error boundsFourier coefficientsdiscrete Fourier transformperiodic functionpiecewise continuous function
Numerical methods for trigonometric approximation and interpolation (65T40) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Fourier coefficients, Fourier series of functions with special properties, special Fourier series (42A16) Numerical methods for discrete and fast Fourier transforms (65T50)
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- A sharp error estimate for numerical Fourier fransform of band-limited functions based on windowed samples
- Estimation of regime-switching diffusions via Fourier transforms
- Gordon's conjecture 3: Fourier transforms in the hyperfinite setting
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