Encyclopedia of Operations Research and Management Science

2001 Edition
| Editors: Saul I. Gass, Carl M. Harris

Laplace-stieltjes transform

  • Saul I. Gass
  • Carl M. Harris
Reference work entry
DOI: https://doi.org/10.1007/1-4020-0611-X_516

For any function G(t) defined t ≥ 0 (like a cumulative probability distribution function), its Laplace-Stieltjes transform (LST) is defined as ∫0estdG(t), Re(s) > 0. When the function G(t) is differentiable, it follows that the LST is equivalent to the regular Laplace transform of the derivative, say g(t) = dG(t)/dt.

Copyright information

© Kluwer Academic Publishers 2001

Authors and Affiliations

  • Saul I. Gass
    • 1
  • Carl M. Harris
    • 2
  1. 1.Robert H. Smith School of BusinessUniversity of MarylandCollege PartUSA
  2. 2.School of Information Technology & EngineeringGeorge Mason UniversityFairfaxUSA