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Inverse \(Z\) transform for probability mass functions - MaRDI portal

Inverse \(Z\) transform for probability mass functions (Q2718105)

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scientific article; zbMATH DE number 1606314
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Inverse \(Z\) transform for probability mass functions
scientific article; zbMATH DE number 1606314

    Statements

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    19 June 2001
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    inverse \(Z\)-transform
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    probability mass functions
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    numerical inversion
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    maximum entropy principle
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    convergence
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    numerical results
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    Inverse \(Z\) transform for probability mass functions (English)
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    Here numerical inversion of one sided \(Z\) transform is considered. The approximate analytical form is obtained by resorting to maximum entropy principle so that the resulting approximating mass function satisfies the required probabilistic property of positivity. Some results concerning existence and convergence are reviewed. Some numerical results are also illustrated.
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