Numerical Transform Inversion
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The Fourier-Series Method for Inverting Transforms of Probability
Distributions.
Queueing Systems, vol. 10, No. 1, 1992, pp. 5-88 (with Joseph Abate).
[published PDF]
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Numerical Inversion of Probability Generating Functions.
Operations Research Letters, vol. 12,
No. 4, 1992, pp. 245-251 (with Joseph Abate).
[published PDF]
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Solving Probability Transform Functional Equations} for Numerical Inversion.
Operations Research Letters, vol. 12, 1992, pp. 275-281 (with Joseph Abate).
[published PDF]
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Multi-Dimensional Transform Inversion with Applications to the Transient M/G/1 Queue.
Annals of Applied Probability
vol. 4, 1994, pp. 719-740
(with Gagan L. Choudhury and David M. Lucantoni).
[published PDF]
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Numerical Inversion of Laplace Transforms of Probability Distributions.
ORSA Journal on Computing, vol. 7, 1995, pp. 36-43 (with Joseph Abate).
[published PDF]
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Asymptotic Analysis of Tail Probabilities Based on the
Computation of Moments.
Annals of Applied Probability,
vol. 5, 1995, pp. 983-1007
(with Gagan L. Choudhury and David M. Lucantoni).
[published PDF]
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An Operational Calculus for Probability Distributions Via Laplace Transforms.
Advances in Applied Probability,
vol. 28, 1996, pp. 75-113.
[published PDF]
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On the Laguerre Method for Numerically Inverting Laplace
Transforms.
INFORMS Journal on Computing,
vol. 8, 1996, pp. 413-427
(with Joseph Abate and Gagan L. Choudhury).
[publishedPDF]
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Probabilistic Scaling for the Numerical Inversion of
Non-Probability Transforms.
INFORMS Journal on Computing,
vol. 9, No. 2, 1997, pp. 175-184
(with Gagan L. Choudhury).
[PDF]
[published PDF]
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Numerical Inversion of Multidimensional Laplace Transforms by the Laguerre Method.
Performance Evaluation, vol. 31, 1998, pp. 229-243
(with Joseph Abate and Gagan L. Choudhury).
[published PDF]
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An Introduction to Numerical Transform Inversion and its Application to Probability Models.
In Computational Probability,
W. Grassman (ed.), Kluwer, Boston, 1999, pp. 257-323
(with Joseph Abate and Gagan Choudhury).
[PostScript]
[PDF]
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Infinite-Series 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. 268-285.
[published PDF]
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Computing Laplace Transforms for Numerical Inversion Via Continued Fractions.
INFORMS Journal on Computing, vol. 11, No. 4, Fall 1999, pp. 394-405.
[published PDF]
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A Unified Framework for Numerically Inverting Laplace Transforms..
INFORMS Journal on Computing, vol. , No. , Fall 2005, pp.
[PDF]
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