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arXiv:2108.02058 [math.PR]AbstractReferencesReviewsResources

Laplace Transforms of Improper Random Variables

Janhavi Prabhu, Myronb Hlynka

Published 2021-08-04Version 1

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.

Comments: 5 pages, 2 figures
Categories: math.PR
Subjects: 60K25, 44A10
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