A Probabilistic Approach to the Convolution Transform

DOI10.4153/CMB-1981-032-5MaRDI QIDQ3948125zbMATH OpenFDO

Authors Louis-Paul Rivest

Publication date 1981

Published in Canadian Mathematical Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4153/CMB-1981-032-5

zbMATH Keywords

characteristic functionconvolution transformdistributionunimodal distribution

Mathematics Subject Classification ID

Convolution as an integral transform (44A35) Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10)

Cited in

(2)

• Analytical and simulation techniques for discounting binomial random sums
• A stochastic discounting model arising in competing risks management

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