Numerical Transform Inversion

The FourierSeries Method for Inverting Transforms of Probability
Distributions.
Queueing Systems, vol. 10, No. 1, 1992, pp. 588 (with Joseph Abate).
[published PDF]

Numerical Inversion of Probability Generating Functions.
Operations Research Letters, vol. 12,
No. 4, 1992, pp. 245251 (with Joseph Abate).
[published PDF]

Solving Probability Transform Functional Equations} for Numerical Inversion.
Operations Research Letters, vol. 12, 1992, pp. 275281 (with Joseph Abate).
[published PDF]

MultiDimensional Transform Inversion with Applications to the Transient M/G/1 Queue.
Annals of Applied Probability
vol. 4, 1994, pp. 719740
(with Gagan L. Choudhury and David M. Lucantoni).
[published PDF]

Numerical Inversion of Laplace Transforms of Probability Distributions.
ORSA Journal on Computing, vol. 7, 1995, pp. 3643 (with Joseph Abate).
[published PDF]

Asymptotic Analysis of Tail Probabilities Based on the
Computation of Moments.
Annals of Applied Probability,
vol. 5, 1995, pp. 9831007
(with Gagan L. Choudhury and David M. Lucantoni).
[published PDF]

An Operational Calculus for Probability Distributions Via Laplace Transforms.
Advances in Applied Probability,
vol. 28, 1996, pp. 75113.
[published PDF]

On the Laguerre Method for Numerically Inverting Laplace
Transforms.
INFORMS Journal on Computing,
vol. 8, 1996, pp. 413427
(with Joseph Abate and Gagan L. Choudhury).
[publishedPDF]

Probabilistic Scaling for the Numerical Inversion of
NonProbability Transforms.
INFORMS Journal on Computing,
vol. 9, No. 2, 1997, pp. 175184
(with Gagan L. Choudhury).
[PDF]
[published PDF]

Numerical Inversion of Multidimensional Laplace Transforms by the Laguerre Method.
Performance Evaluation, vol. 31, 1998, pp. 229243
(with Joseph Abate and Gagan L. Choudhury).
[published PDF]

An Introduction to Numerical Transform Inversion and its Application to Probability Models.
In Computational Probability,
W. Grassman (ed.), Kluwer, Boston, 1999, pp. 257323
(with Joseph Abate and Gagan Choudhury).
[PostScript]
[PDF]

InfiniteSeries Representations of Laplace Transforms of Probability Density Functions for Numerical Inversion.
Journal of Operations Research Society of Japan, vol. 42, No. 3,
September 1999, pp. 268285.
[published PDF]

Computing Laplace Transforms for Numerical Inversion Via Continued Fractions.
INFORMS Journal on Computing, vol. 11, No. 4, Fall 1999, pp. 394405.
[published PDF]

A Unified Framework for Numerically Inverting Laplace Transforms..
INFORMS Journal on Computing, vol. , No. , Fall 2005, pp.
[PDF]
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