Encyclopedia of Operations Research and Management Science

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

Laplace-stieltjes transform

Reference work entry
DOI: https://doi.org/10.1007/1-4020-0611-X_516
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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.

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© Kluwer Academic Publishers 2001

Authors and Affiliations

  1. 1.Robert H. Smith School of BusinessUniversity of MarylandCollege PartUSA
  2. 2.School of Information Technology & EngineeringGeorge Mason UniversityFairfaxUSA