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Approximation of probabilistic Laplace transforms and their inverses - MaRDI portal

Approximation of probabilistic Laplace transforms and their inverses (Q1931258)

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scientific article; zbMATH DE number 6130514
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English
Approximation of probabilistic Laplace transforms and their inverses
scientific article; zbMATH DE number 6130514

    Statements

    Approximation of probabilistic Laplace transforms and their inverses (English)
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    25 January 2013
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    Laplace transform inversion
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    completely monotone functions
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    Kantorovich distance
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    numerical examples
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    law of positive random variables
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    Kantorovich/Wasserstein error
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    Kolmogorov-Smirnov error
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