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Laplace Transforms of Improper Random Variables

Probability 2021-08-10 v2

Abstract

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

Keywords

Cite

@article{arxiv.2108.02058,
  title  = {Laplace Transforms of Improper Random Variables},
  author = {Janhavi Prabhu and Myron Hlynka},
  journal= {arXiv preprint arXiv:2108.02058},
  year   = {2021}
}

Comments

5 pages, 2 figures

R2 v1 2026-06-24T04:49:33.031Z