Inverse two-sided Laplace transform for probability density functions

DOI10.1016/S0377-0427(98)00013-2zbMath0932.65134MaRDI QIDQ1298492

Aldo Tagliani

Publication date: 5 October 1999

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

probability density functionnumerical inversionHamburger moment problemHankel determinantsentropy convergenceinverse two-sided Laplace transform

Mathematics Subject Classification ID

Laplace transform (44A10) Numerical methods for integral transforms (65R10) Moment problems (44A60)

Related Items (2)

Moment information for probability distributions, without solving the moment problem. II: Main-mass, tails and shape approximation ⋮ Maximum-entropy approach with higher moments for solving Fokker-Planck equation

Cites Work

• Numerical inversion of the Laplace transform: a survey and comparison of methods
• On the numerical inversion of the Laplace transform
• Maximum entropy in the finite Stieltjes and Hamburger moment problem
• Differentiation Formulas for Analytic Functions
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