An Introduction to Complex Analysis and the Laplace Transform

2021 ◽  
Author(s):  
Vladimir Eiderman
Keyword(s):  
Laplace Transform ◽  
Complex Analysis ◽  
The Laplace Transform

M/M/∞ transience revisited

1997 ◽  
Vol 34 (04) ◽  
pp. 1061-1067 ◽  
Author(s):  
J. Preater
Keyword(s):  
Laplace Transform ◽  
Joint Distribution ◽  
Busy Period ◽  
Complex Analysis ◽  
Transient Characteristics ◽  
The Laplace Transform ◽  
Swept Area ◽  
The Way

We take a fresh look at some transient characteristics of an M/M/∞ queue, studied previously by Guillemin and Simonian using delicate complex analysis. Along the way we obtain the Laplace transform of the joint distribution of the duration, number of arrivals and swept area associated with a busy period of an M/M/1 queue.

Continued Fraction Analysis of the Duration of an Excursion in an M/M/∞ System

1998 ◽  
Vol 35 (01) ◽  
pp. 165-183
Author(s):  
Fabrice Guillemin ◽  
Didier Pinchon
Keyword(s):  
Laplace Transform ◽  
Hypergeometric Functions ◽  
Continued Fraction ◽  
Complex Analysis ◽  
Markov Property ◽  
Random Variable ◽  
Charlier Polynomials ◽  
Kummer’S Function ◽  
The Laplace Transform ◽  
Strong Markov

We show in this paper how the Laplace transform θ* of the duration θ of an excursion by the occupation process {Λ t } of an M/M/∞ system above a given threshold can be obtained by means of continued fraction analysis. The representation of θ* by a continued fraction is established and the [m−1/m] Padé approximants are computed by means of well known orthogonal polynomials, namely associated Charlier polynomials. It turns out that the continued fraction considered is an S fraction and as a consequence the Stieltjes transform of some spectral measure. Then, using classic asymptotic expansion properties of hypergeometric functions, the representation of the Laplace transform θ* by means of Kummer's function is obtained. This allows us to recover an earlier result obtained via complex analysis and the use of the strong Markov property satisfied by the occupation process {Λ t }. The continued fraction representation enables us to further characterize the distribution of the random variable θ.

M/M/∞ transience revisited

1997 ◽  
Vol 34 (4) ◽  
pp. 1061-1067 ◽  
Author(s):  
J. Preater
Keyword(s):  
Laplace Transform ◽  
Joint Distribution ◽  
Busy Period ◽  
Complex Analysis ◽  
Transient Characteristics ◽  
The Laplace Transform ◽  
Swept Area ◽  
The Way

We take a fresh look at some transient characteristics of an M/M/∞ queue, studied previously by Guillemin and Simonian using delicate complex analysis. Along the way we obtain the Laplace transform of the joint distribution of the duration, number of arrivals and swept area associated with a busy period of an M/M/1 queue.

Continued Fraction Analysis of the Duration of an Excursion in an M/M/∞ System

1998 ◽  
Vol 35 (1) ◽  
pp. 165-183 ◽  
Author(s):  
Fabrice Guillemin ◽  
Didier Pinchon
Keyword(s):  
Laplace Transform ◽  
Hypergeometric Functions ◽  
Continued Fraction ◽  
Complex Analysis ◽  
Markov Property ◽  
Random Variable ◽  
Charlier Polynomials ◽  
Kummer’S Function ◽  
The Laplace Transform ◽  
Strong Markov

We show in this paper how the Laplace transform θ* of the duration θ of an excursion by the occupation process {Λt} of an M/M/∞ system above a given threshold can be obtained by means of continued fraction analysis. The representation of θ* by a continued fraction is established and the [m−1/m] Padé approximants are computed by means of well known orthogonal polynomials, namely associated Charlier polynomials. It turns out that the continued fraction considered is an S fraction and as a consequence the Stieltjes transform of some spectral measure. Then, using classic asymptotic expansion properties of hypergeometric functions, the representation of the Laplace transform θ* by means of Kummer's function is obtained. This allows us to recover an earlier result obtained via complex analysis and the use of the strong Markov property satisfied by the occupation process {Λt}. The continued fraction representation enables us to further characterize the distribution of the random variable θ.

The extinction time of a general birth and death process with catastrophes

1986 ◽  
Vol 23 (04) ◽  
pp. 851-858 ◽  
Author(s):  
P. J. Brockwell
Keyword(s):  
Laplace Transform ◽  
Size Distribution ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Death Process ◽  
Extinction Time ◽  
Birth And Death Process ◽  
Different Types ◽  
The Laplace Transform ◽  
Necessary And Sufficient

The Laplace transform of the extinction time is determined for a general birth and death process with arbitrary catastrophe rate and catastrophe size distribution. It is assumed only that the birth rates satisfyλ0= 0,λj> 0 for eachj> 0, and. Necessary and sufficient conditions for certain extinction of the population are derived. The results are applied to the linear birth and death process (λj=jλ, µj=jμ) with catastrophes of several different types.

The Resolvent Operator

2017 ◽  
Author(s):  
Charles L. Epstein ◽  
Rafe Mazzeo
Keyword(s):  
Cauchy Problem ◽  
Heat Equation ◽  
Laplace Transform ◽  
Heat Kernel ◽  
Resolvent Operator ◽  
Contour Integration ◽  
Resolvent Kernel ◽  
The Laplace Transform ◽  
Elliptic Estimates ◽  
The Resolvent Operator

This chapter describes the construction of a resolvent operator using the Laplace transform of a parametrix for the heat kernel and a perturbative argument. In the equation (μ‎-L) R(μ‎) f = f, R(μ‎) is a right inverse for (μ‎-L). In Hölder spaces, these are the natural elliptic estimates for generalized Kimura diffusions. The chapter first constructs the resolvent kernel using an induction over the maximal codimension of bP, and proves various estimates on it, along with corresponding estimates for the solution operator for the homogeneous Cauchy problem. It then considers holomorphic semi-groups and uses contour integration to construct the solution to the heat equation, concluding with a discussion of Kimura diffusions where all coefficients have the same leading homogeneity.

scholarly journals Algebraic inversion of the Laplace transform

2005 ◽  
Vol 50 (1-2) ◽  
pp. 179-185 ◽  
Author(s):  
P.G. Massouros ◽  
G.M. Genin
Keyword(s):  
Laplace Transform ◽  
The Laplace Transform
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