On the Fast Fourier Transform Inversion of Probability Generating Functions

DOI10.1093/imamat/22.3.275zbMath0394.65053OpenAlexW2162877069MaRDI QIDQ4176930

James K. Cavers

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1093/imamat/22.3.275

zbMATH Keywords

Fast Fourier TransformErrorsInvert Z TransformsNumerical Tool in Queuing and Other Statistical AnalysisProbability Generating FunctionsRound-Off

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Numerical methods for trigonometric approximation and interpolation (65T40) Probabilistic methods, stochastic differential equations (65C99)

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