Computing Laplace Transforms for Numerical Inversion Via Continued Fractions

DOI10.1287/ijoc.11.4.394zbMath1039.65512OpenAlexW1981917927MaRDI QIDQ4427383

Joseph Abate, Ward Whitt

Publication date: 6 November 2003

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/0a19d006e633aa8373a0e364d328e30de6405d8e

zbMATH Keywords

convergenceLaplace transformsprobability density functionsinversion algorithmqueueing modelsbirth-and-death processescontinued-fraction representations

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Laplace transform (44A10) Numerical methods for integral transforms (65R10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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