The Fourier-series method for inverting transforms of probability distributions

DOI10.1007/BF01158520zbMath0749.60013OpenAlexW2079491906MaRDI QIDQ1183689

Publication date: 28 June 1992

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01158520

zbMATH Keywords

generating functions Laplace transforms Fourier-series method numerically inverting characteristic functions

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Probabilistic methods, stochastic differential equations (65C99)

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