Numerical inversion of the Mellin transform on the real line for heavy-tailed probability density functions
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Publication:1855757
DOI10.1016/S0096-3003(01)00114-XzbMath1026.60020OpenAlexW2098078127MaRDI QIDQ1855757
Publication date: 28 January 2003
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0096-3003(01)00114-x
Characteristic functions; other transforms (60E10) Special integral transforms (Legendre, Hilbert, etc.) (44A15) Entropy and other invariants, isomorphism, classification in ergodic theory (37A35) Numerical methods for integral transforms (65R10)
Cites Work
- Entropy-convergence in Stieltjes and Hamburger moment problem
- The ideas of P. L. Čebyšev and A. A. Markov in the theory of limiting values of integrals and their further development
- Maximum entropy in the generalized moment problem
- Recovering a probability density function from its Mellin transform
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