A problem of numerical inversion of implicitly defined Laplace transforms

DOI10.1016/S0898-1221(98)00148-5MaRDI QIDQ1806593zbMATH OpenFDO

Authors G. A. Frolov, M. Yu. Kitaev

Publication date 15 March 2000

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

zbMATH Keywords

busy periodruin probabilitiesimplicit functionsextrapolation to the limitnumerical inversion of Laplace transformsenhancement procedureFourier series inversion methodLaguerre series inversion methodMarkov-modulated systemsPost-Widder inversion method

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Laplace transform (44A10) Numerical methods for integral transforms (65R10) Numerical methods for ill-posed problems for integral equations (65R30)

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• Asymptotic upper and lower bounds for results of extrapolation methods
• Improvement of accuracy in numerical methods for inverting Laplace transforms based on the Post-Widder formula
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• Numerical Inversion of Laplace Transforms Using Laguerre Functions
• Numerical Inversion of Laplace Transforms of Probability Distributions
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• Solving probability transform functional equations for numerical inversion
• The Fourier-series method for inverting transforms of probability distributions
• The stochastic law of the busy period for a single-server queue with Poisson input

Cited in

(6)

• On posedness of the Laplace transform inversion problem
• Priority queueing systems: from probability generating functions to tail probabilities
• Solving probability transform functional equations for numerical inversion
• Extended Jacobi and Laguerre functions and their applications
• Improvement of accuracy in numerical methods for inverting Laplace transforms based on the Post-Widder formula
• An improvement to the Fourier series method for inversion of Laplace transforms applied to elastic and viscoelastic waves

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