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arXiv · 2108.02058

Laplace Transforms of Improper Random Variables

Janhavi Prabhu·Myron Hlynka
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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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Janhavi Prabhu, Myron Hlynka. 2021-08-04. Laplace Transforms of Improper Random Variables. https://arxiv.org/abs/2108.02058

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