Approximation of probabilistic Laplace transforms and their inverses (Q1931258)
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scientific article; zbMATH DE number 6130514
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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