A general analytical solution for calculating n-fold convolution power of exponential-sum distribution functions

DOI10.1016/S0096-3003(01)00267-3MaRDI QIDQ1855868zbMATH OpenOpenAlexFDO

Authors Naiyang Ma, R. P. King

Publication date 28 January 2003

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0096-3003(01)00267-3

zbMATH Keywords

convolutionLaplace transform

Mathematics Subject Classification ID

Set functions and measures on topological groups or semigroups, Haar measures, invariant measures (28C10) Laplace transform (44A10) Convolution as an integral transform (44A35) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Review text

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.

Cites work

• Complete multinomial expansions
• How to compute the n-fold convolution power of elementary functions without numerical integration
• scientific article; zbMATH DE number 3168165 (Why is no real title available?)
• scientific article; zbMATH DE number 52517 (Why is no real title available?)
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• Introduction to the Laplace transform
• Numerical Integration Using Sums of Exponential Functions

Cited in

(5)

• The \(n\)-fold convolution of generalized exponential-sum distribution functions
• A novel analytical scheme to compute the n-fold convolution of exponential-sum distribution functions
• The \(n\)-fold convolution of a finite mixture of densities
• Generalizations of Two-Sided Power Distributions and Their Convolution
• Discrete distributions based on inter arrival times with application to football data

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