Probabilistic Scaling for the Numerical Inversion of Nonprobability Transforms

DOI10.1287/IJOC.9.2.175MaRDI QIDQ4354938zbMATH OpenOpenAlexFDO

Authors Gagan L. Choudhury, Ward Whitt

Publication date 17 September 1997

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/783466ccabf8ac476e7b7b9591a4d23fb39ea40c

zbMATH Keywords

Fourier-series methodgenerating functionsLaplace transformsnonprobability functionsprobability density functionsscaling

Mathematics Subject Classification ID

Laplace transform (44A10) Numerical methods for integral transforms (65R10) Numerical methods for ill-posed problems for integral equations (65R30)

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