Answers are grounded in this paper and cite their sources.
A unified framework is established for the study of the computation of the distribution function from the characteristic function. A new approach to the proof of Gurland's and Gil-Pelaez's univariate inversion theorem is suggested. A multivariate inversion theorem is then derived using this technique.
No takes yet. Share an insight, caveat, or question.
Neil Shephard (1991) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: