Computing Laplace Transforms for Numerical Inversion Via Continued Fractions
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Publication:4427383
DOI10.1287/ijoc.11.4.394zbMath1039.65512MaRDI QIDQ4427383
Publication date: 6 November 2003
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/0a19d006e633aa8373a0e364d328e30de6405d8e
convergence; Laplace transforms; probability density functions; inversion algorithm; queueing models; birth-and-death processes; continued-fraction representations
60K25: Queueing theory (aspects of probability theory)
44A10: Laplace transform
65R10: Numerical methods for integral transforms
60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
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