A Laplace transform inversion method for probability distribution functions |
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| Authors: | Stephen G Walker |
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| Institution: | 1.Department of Mathematics,University of Texas,Austin,USA |
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| Abstract: | This paper introduces a new Laplace transform inversion method designed specifically for when the target function is a probability distribution function. In particular, we use fixed point theory and Mann type iterative algorithms to provide a means by which to estimate and sample from the target probability distribution. |
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