Formula for the Laplace transform of the projection of a distribution on the positive semiaxis and some of its applications

DOI10.1134/S0001434608110102zbMath1219.60013MaRDI QIDQ635631

Sergei Nagaev

Publication date: 20 August 2011

Published in: Mathematical Notes (Search for Journal in Brave)

zbMATH Keywords

Laplace transformCauchy integralprobability distributionharmonic measurerandom walkrenewal measurevitali theorem

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Laplace transform (44A10)

Related Items (2)

Problems in calculating moments and distribution functions of ladder heights ⋮ Exact expressions for the moments of ladder heights

Cites Work

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• On harmonic renewal measures
• Some theorems on harmonic renewal measures
• Harmonic Renewal Sequences and the First Positive Sum
• Harmonic renewal measures
• Harmonic renewal measures and bivariate domains of attraction in fluctuation theory

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