Sciweavers

3 search results - page 1 / 1
» Numerical Inversion of Multidimensional Laplace Transforms b...
Sort
View
PE
1998
Springer
84views Optimization» more  PE 1998»
13 years 4 months ago
Numerical Inversion of Multidimensional Laplace Transforms by the Laguerre Method
Joseph Abate, Gagan L. Choudhury, Ward Whitt
ICC
2009
IEEE
13 years 11 months ago
A Laplace Transform-Based Method to Stochastic Path Finding
—Finding the most likely path satisfying a requested additive Quality-of-Service (QoS) value, such as delay, when link metrics are defined as random variables by known probabili...
Suleyman Uludag, Ziyneti Elif Uludag, Klara Nahrst...
WSC
2007
13 years 7 months ago
Sensitivity estimates from characteristic functions
We investigate the application of the likelihood ratio method (LRM) for sensitivity estimation when the relevant density for the underlying model is known only through its charact...
Paul Glasserman, Zongjian Liu