# Numerical evaluation of the Lambert W function and application to generation of generalized Gaussian noise with exponent 1/2

@article{ChapeauBlondeau2002NumericalEO, title={Numerical evaluation of the Lambert W function and application to generation of generalized Gaussian noise with exponent 1/2}, author={François Chapeau-Blondeau and Abdelilah Monir}, journal={IEEE Trans. Signal Process.}, year={2002}, volume={50}, pages={2160-2165} }

We address the problem of synthesizing a generalized Gaussian noise with exponent 1/2 by means of a nonlinear memoryless transformation applied to a uniform noise. We show that this transformation is expressable in terms of a special function known under the name of the Lambert W function. We review the main methods for numerical evaluation of the relevant branch of the (multivalued) Lambert W function with controlled accuracy and complement them with an original rational function approximation…

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