A general analytical solution for calculating n-fold convolution power of exponential-sum distribution functions
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摘要
In this paper, a general analytical solution for calculating n-fold convolution power of exponential-sum distribution functions is developed by means of Laplace transform technique. In principle, the formulae presented in this paper provide complete solution for any number of exponentials and any folds of convolution power. Testing results show that those formulae are correct.
论文关键词:n-fold convolution,Exponential-sum distribution functions,Laplace transform
论文评审过程:Available online 25 September 2001.
论文官网地址:https://doi.org/10.1016/S0096-3003(01)00267-3