A general analytical solution for calculating \(n\)-fold convolution power of exponential-sum distribution functions (Q1855868)
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scientific article; zbMATH DE number 1861240
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| English | A general analytical solution for calculating \(n\)-fold convolution power of exponential-sum distribution functions |
scientific article; zbMATH DE number 1861240 |
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A general analytical solution for calculating \(n\)-fold convolution power of exponential-sum distribution functions (English)
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28 January 2003
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The authors find an explicit formula for the \(n\)-fold convolution \(f*f*\cdots *f\) on \((0,\infty)\), where \(f(t)=\sum_{i=1}^m\alpha_ie^{-\lambda_it}\), and \(\alpha_i,\lambda_i\) are constants.
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convolution
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Laplace transform
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