Numerical Approximation of Probability Mass Functions via the Inverse Discrete Fourier Transform-Reference-Cited by-同舟云学术

Numerical Approximation of Probability Mass Functions via the Inverse Discrete Fourier Transform

Published:2013-08-24 Issue:4 Volume:16 Page:1025-1038
ISSN:1387-5841
Container-title:Methodology and Computing in Applied Probability
language:en
Short-container-title:Methodol Comput Appl Probab

Author:

Warr Richard L.

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s11009-013-9366-3.pdf

Reference15 articles.

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2. Abate J, Whitt W (1992) The Fourier-series method for inverting transforms of probability distributions. Queueing Syst 10:5–88

3. Barbu VS, Limnios N (2008) Semi-Markov chains and hidden semi-Markov models toward applications: their use in reliability and DNA analysis. Springer, New York

4. Bellman RE, Kalaba RE, Lockett J (1966) Numerical inversion of the Laplace transform. American Elsevier, New York

5. Briggs WL, Henson VE (1995) The DFT: an owner’s manual for the discrete fourier transform. SIAM, Philadelphia

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