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Numerical inversion of Laplace transform on the real line of probability density functions

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Publication:1855062
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DOI10.1016/S0096-3003(00)00068-0zbMath1024.65126MaRDI QIDQ1855062

Aldo Tagliani

Publication date: 28 January 2003

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


zbMATH Keywords

stabilityLaplace transformnumerical resultsmaximum entropynumerical inversiongeneralized moment problem


Mathematics Subject Classification ID

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




Cites Work

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  • Numerical inversion of the Laplace transform: a survey and comparison of methods
  • I-divergence geometry of probability distributions and minimization problems
  • Hausdorff moment problem and maximum entropy: A unified approach
  • A new method of inversion of the Laplace transform
  • Generation of Finite Difference Formulas on Arbitrarily Spaced Grids
  • A maximum entropy method for inverting Laplace transforms of probability density functions
  • Convergence of Best Entropy Estimates
  • Geometry of moment spaces
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