Approximate double-transform inversion when time is one of the variables

DOI10.3150/23-BEJ1698MaRDI QIDQ6589577zbMATH OpenFDO

Authors R. W. Butler

Publication date 20 August 2024

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3150/23-BEJ1698

zbMATH Keywords

double transformrenewal reward processrenewal theoryresidue approximationsaddlepoint approximation

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Distribution theory (60Exx) Statistical distribution theory (62Exx)

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Cited in

(1)

• Distribution theory for dependent renewal-reward processes and their first-passage times using saddlepoint and residue expansions

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