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A Technique for Computing the PDFs and CDFs of Nonnegative Infinitely Divisible Random Variables
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- Journal:
- Journal of Applied Probability / Volume 48 / Issue 1 / March 2011
- Published online by Cambridge University Press:
- 14 July 2016, pp. 217-237
- Print publication:
- March 2011
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Numerical inversion for Laplace transforms of functions with discontinuities
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- Journal:
- Advances in Applied Probability / Volume 36 / Issue 2 / June 2004
- Published online by Cambridge University Press:
- 01 July 2016, pp. 616-642
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- June 2004
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