Laplace Transforms of Improper Random Variables

2021/08/04 by Prabhu, Janhavi, Hlynka, Myron
#FOS: Mathematics #Primary 60K25 Secondary 44A10 #Probability (math.PR)

paper · doi:10.48550/arxiv.2108.02058

Abstract

The probabilistic interpretation of Laplace transforms is used to help to describe the Laplace Transform L(s) of improper random variables. In particular, busy periods in queueing models are examined. The value of L(0) is explained in certain special cases.

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