INFINITE-SERIES REPRESENTATIONS OF LAPLACE TRANSFORMS OF PROBABILITY DENSITY FUNCTIONS FOR NUMERICAL INVERSION
Author:
Affiliation:
1. AT&T retired
2. AT&T Labs
Publisher
The Operations Research Society of Japan
Subject
Management Science and Operations Research,General Decision Sciences
Link
https://www.jstage.jst.go.jp/article/jorsj/42/3/42_KJ00001201926/_pdf
Reference21 articles.
1. 1) ABATE J. Asymptotic analysis of tail probabilities based on the computation of moments. Ann. Appl. Prob.. (1995) vol.5, p.983-1007.
2. 2) ABATE J. An operational calculus for probability distributions via Laplace transforms. Adv. Appl. Prob.. (1996) vol.28, p.75-113.
3. 3) ABATE J. Modeling service-time distributions with non-exponential tails : beta mixtures of exponentials. Stochastic Models. (1999)
4. 4) ABATE J. Computing transforms for numerical inversion via continued fractions. INFORMS J. Computing. (1999)
5. 5) ABRAMOWITZ M. Handbook of Mathematical Functions. National Bureau of Standards. (1972)
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