On the Laplace transform of the lognormal distribution: analytic continuation and series approximations

DOI10.1016/j.cam.2021.113904zbMath1479.60038arXiv1803.05878OpenAlexW3208453339WikidataQ114201955 ScholiaQ114201955MaRDI QIDQ2059666

Justin Miles

Publication date: 14 December 2021

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

Full work available at URL: https://arxiv.org/abs/1803.05878

zbMATH Keywords

Laplace transformMellin transformcharacteristic functionanalytic continuationlognormal distributionseries approximation

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

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• On the Laplace transform of the lognormal distribution
• Generalized gamma convolutions and related classes of distributions and densities
• On the Lévy measure of the lognormal and the logCauchy distributions
• On lognormal random variables: I-the characteristic function
• On Sums of Lognormal Random Variables
• On the infinite divisibility of the lognormal distribution
• Approximating the Laplace transform of the sum of dependent lognormals
• The lognormal characteristic function

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