scientific article; zbMATH DE number 1766733

DOI10.1016/S0453-4514(99)80019-2MaRDI QIDQ4538148zbMATH OpenOpenAlexFDO

Authors Joseph Abate, Ward Whitt

Publication date 11 July 2002

Published in Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0453-4514(99)80019-2

zbMATH Keywords

Erlang probability density functionsexponential probability density functionsinfinite-series representationsLaguerre functions probability density functions

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10)

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• The Fourier-series method for inverting transforms of probability distributions
• Inverse Laplace transform for heavy-tailed distributions.
• The small-mass limit and white-noise limit of an infinite dimensional generalized Langevin equation
• Exact evaluation of infinite series using double Laplace transform technique
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• Relaxation time for the discrete \(D/G/1\) queue
• Accurate and robust splitting methods for the generalized Langevin equation with a positive prony series memory kernel
• Gibbsian dynamics and the generalized Langevin equation
• Laplace transform inversion and passage-time distributions in Markov processes
• Computing Laplace Transforms for Numerical Inversion Via Continued Fractions
• On the condensed density of the generalized eigenvalues of pencils of Gaussian random matrices and applications
• PIECEWISE POLYNOMIAL APPROXIMATIONS FOR HEAVY-TAILED DISTRIBUTIONS IN QUEUEING ANALYSIS
• The generalized Langevin equation with power-law memory in a nonlinear potential well
• A technique for computing the PDFs and CDFs of nonnegative infinitely divisible random variables
• Multiple subordinated modeling of asset returns: implications for option pricing
• A generalization of Bartlett's decomposition
• The Smoluchowski-Kramer approximation of a generalized Langevin equation with state-dependent damping
• The small-parameter limit of the generalized Langevin equation

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