An operational calculus for probability distributions via Laplace transforms

DOI10.2307/1427914zbMath0845.60019MaRDI QIDQ4877462

Joseph Abate, Ward Whitt

Publication date: 16 September 1996

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/7e1ca5487245d6cdbc44ddb94246003f6edb7661

zbMATH Keywords

moments; cumulants; Lévy processes; subordination; random sums; Brownian motion; infinitely divisible distributions; theta functions; Bessel functions; renewal processes; \(M/M/1\) queue; complete monotonicity; first-passage times; Pollaczek-Khinchin formula; unimodal distributions; inverse Gaussian distributions; randomized random walk

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60E10: Characteristic functions; other transforms

60J99: Markov processes

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