Numerical inversion of Laplace transform on the real line of probability density functions
From MaRDI portal
Publication:1855062
DOI10.1016/S0096-3003(00)00068-0zbMath1024.65126MaRDI QIDQ1855062
Publication date: 28 January 2003
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
stabilityLaplace transformnumerical resultsmaximum entropynumerical inversiongeneralized moment problem
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- 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