2008
DOI: 10.1239/jap/1214950365
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Laplace Transforms of Probability Distributions and Their Inversions are Easy on Logarithmic Scales

Abstract: It is shown that, when expressing arguments in terms of their logarithms, the Laplace transform of a function is related to the antiderivative of this function by a simple convolution. This allows efficient numerical computations of moment generating functions of positive random variables and their inversion. The application of the method is straightforward, apart from the necessity to implement it using high-precision arithmetics. In numerical examples the approach is demonstrated to be particularly useful fo… Show more

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Cited by 14 publications
(5 citation statements)
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“…Prato et al 2006). Following Rossberg (2008), we rewrite the Laplace transform (Equation (5)) via the convolution integral, which will allow efficient numerical computations of nV F via ξ(T ) and vice versa. Using the change of variables s = exp(y) and t = exp(−x), let us rewrite Equation (5) in the following form: (4) can be similarly brought into the form of Equation (5) using the variable change…”
Section: Reconstruction Of Electron Distribution Function From Dem(t)mentioning
confidence: 99%
“…Prato et al 2006). Following Rossberg (2008), we rewrite the Laplace transform (Equation (5)) via the convolution integral, which will allow efficient numerical computations of nV F via ξ(T ) and vice versa. Using the change of variables s = exp(y) and t = exp(−x), let us rewrite Equation (5) in the following form: (4) can be similarly brought into the form of Equation (5) using the variable change…”
Section: Reconstruction Of Electron Distribution Function From Dem(t)mentioning
confidence: 99%
“…N (φ) for gamma, sectional and lognormal NPDFs is shown in Table 1. For the Lognormal distribution N (φ) is approximated using N (φ) ∝ 1/φ 0 n(ξ ) dξ (Rossberg, 2008) which is accurate to within 5 % for σ ϕ > 3, when compared against the direct numerical solution of Eq. (3) (not shown).…”
Section: General Theorymentioning
confidence: 99%
“…2.1, is the gamma function, and f a,k represents the fraction of the aerosol population with cumulative ice nucleation probability below 1 − exp(−ξ kφ ). The lognormal N (φ) is approximated using N (φ) ∝ 1/φ 0 n(ξ ) dξ (Rossberg, 2008).…”
Section: The Nature Of N(ξ ) In Deposition Ice Nucleationmentioning
confidence: 99%
“…Efficient computation of the Laplace transform of other ubiquitous probability distributions of interevent statistics of renewal processes, such as the Weibull or Pareto distributions, is an open area of research, for example, see Ref. [33].…”
Section: Generalized Montroll-weiss Equation: Beyond Markovmentioning
confidence: 99%