An operational calculus for probability distributions via Laplace transforms

DOI10.2307/1427914zbMath0845.60019OpenAlexW2024614061MaRDI QIDQ4877462

Joseph Abate, Ward Whitt

Publication date: 16 September 1996

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/7e1ca5487245d6cdbc44ddb94246003f6edb7661

zbMATH Keywords

momentscumulantsLévy processessubordinationrandom sumsBrownian motioninfinitely divisible distributionstheta functionsBessel functionsrenewal processes\(M/M/1\) queuecomplete monotonicityfirst-passage timesPollaczek-Khinchin formulaunimodal distributionsinverse Gaussian distributionsrandomized random walk

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Markov processes (60J99)

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