Numerical inversion of probability generating functions
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Publication:1200798
DOI10.1016/0167-6377(92)90050-DzbMath0758.60014OpenAlexW2013419272MaRDI QIDQ1200798
Publication date: 16 January 1993
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6377(92)90050-d
Characteristic functions; other transforms (60E10) Queueing theory (aspects of probability theory) (60K25) Probabilistic methods, stochastic differential equations (65C99)
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Uses Software
Cites Work
- Queue length distributions from probability generating functions via discrete Fourier transforms
- The Fourier-series method for inverting transforms of probability distributions
- An Inversion Technique for the Laplace Transform
- Asymptotic Methods in Enumeration
- On the Fast Fourier Transform Inversion of Probability Generating Functions
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