Numerical inversion of probability generating functions

DOI10.1016/0167-6377(92)90050-DzbMath0758.60014OpenAlexW2013419272MaRDI QIDQ1200798

Joseph Abate, Ward Whitt

Publication date: 16 January 1993

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(92)90050-d

zbMATH Keywords

probability generating functiondiscrete Fourier transformFourier series method

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Queueing theory (aspects of probability theory) (60K25) Probabilistic methods, stochastic differential equations (65C99)

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Uses Software

• UBASIC

Cites Work

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• Queue length distributions from probability generating functions via discrete Fourier transforms
• The Fourier-series method for inverting transforms of probability distributions
• An Inversion Technique for the Laplace Transform
• Asymptotic Methods in Enumeration
• On the Fast Fourier Transform Inversion of Probability Generating Functions
• Differentiation Formulas for Analytic Functions

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