Rates of uniform convergence in the real inversion theorem for
Laplace transforms
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Published:1999-01
Issue:1
Volume:125
Page:139-149
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ISSN:0305-0041
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Container-title:Mathematical Proceedings of the Cambridge Philosophical Society
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language:en
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Short-container-title:Math. Proc. Camb. Phil. Soc.
Author:
ADELL JOSÉ A.,SANGÜESA CARMEN
Abstract
We obtain sharp rates of uniform convergence in the real inversion
theorem for
Laplace transforms. This entails giving estimates of the Kolmogorov distance
between normalized Poisson mixtures and their mixing distribution. Our
approach
combines probabilistic representations in terms of gamma processes with
approximation-theoretic techniques.
Publisher
Cambridge University Press (CUP)
Subject
General Mathematics