Approximation of probabilistic Laplace transforms and their inverses

DOI10.2140/CAMCOS.2012.7.231zbMath1259.65206OpenAlexW2062455382MaRDI QIDQ1931258

Guillaume Coqueret

Publication date: 25 January 2013

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

Full work available at URL: http://msp.org/camcos/2012/7-2/p03.xhtml

zbMATH Keywords

numerical examplesLaplace transform inversioncompletely monotone functionsKantorovich distanceKantorovich/Wasserstein errorKolmogorov-Smirnov errorlaw of positive random variables

Mathematics Subject Classification ID

Laplace transform (44A10) Numerical methods for integral transforms (65R10) Numerical methods for inverse problems for integral equations (65R32) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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