About this document
Laplace Transforms on Logarithmic Scales by Ciadel is a document available to read on EtoBox.
This interim report presents a new numerical method for computing Laplace transforms of probability distributions and their inversions using logarithmic scales. The method is particularly effective for heavy-tailed distributions such as lognormal and Weibull, allowing for efficient numerical computations of moment-generating functions. The report includes theoretical foundations, numerical examples, and applications in probability theory, demonstrating the advantages of this approach over traditional method
- Author
- Ciadel
- Language
- EN