Approximate double-transform inversion when time is one of the variables

DOI10.3150/23-BEJ1698MaRDI QIDQ6589577FDOQ6589577

Authors: R. W. Butler 

Publication date: 20 August 2024

Published in: Bernoulli (Search for Journal in Brave)

zbMATH Keywords

renewal theorysaddlepoint approximationrenewal reward processdouble transformresidue approximation

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Distribution theory (60Exx) Statistical distribution theory (62Exx)

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