Inverse two-sided Laplace transform for probability density functions

DOI10.1016/S0377-0427(98)00013-2MaRDI QIDQ1298492zbMATH OpenFDO

Authors Aldo Tagliani

Publication date 5 October 1999

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

numerical inversionprobability density functionentropy convergenceHankel determinantsHamburger moment probleminverse two-sided Laplace transform

Mathematics Subject Classification ID

Laplace transform (44A10) Numerical methods for integral transforms (65R10) Moment problems (44A60)

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Cites work

• scientific article; zbMATH DE number 3181396 (Why is no real title available?)
• scientific article; zbMATH DE number 51089 (Why is no real title available?)
• scientific article; zbMATH DE number 3241743 (Why is no real title available?)
• Differentiation Formulas for Analytic Functions
• Maximum entropy in the finite Stieltjes and Hamburger moment problem
• Numerical inversion of the Laplace transform: a survey and comparison of methods
• On the numerical inversion of the Laplace transform

Cited in

(6)

• A maximum entropy method for inverting Laplace transforms of probability density functions
• Inverse Laplace transform for heavy-tailed distributions.
• Moment information for probability distributions, without solving the moment problem. II: Main-mass, tails and shape approximation
• Numerical inversion of Laplace transform on the real line of probability density functions
• Maximum-entropy approach with higher moments for solving Fokker-Planck equation
• Numerical inversion of Laplace transform on the real line from expected values

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