Timeline for Inverse Laplace transform to get CDF
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 15, 2017 at 20:26 | comment | added | Mateusz Kwaśnicki | @rajn: I am sorry, I do not know, I am not working in numerical maths. I would start by searching on numerical methods for evaluating the Fourier transform. | |
| Oct 15, 2017 at 17:08 | comment | added | turtle_in_mind | Oh ok. Thanks for the answer. Question: If I implement the last expression in display in a computer, how would I go about doing this? I’m using python. Would I be using Euler algorithm? | |
| Oct 14, 2017 at 6:52 | comment | added | Mateusz Kwaśnicki | @rajn: Yes, by inverting the Laplace transform. The correct expression is given in the last display in my answer. | |
| Oct 14, 2017 at 3:36 | comment | added | turtle_in_mind | I'm trying to find the inverse of $\phi_A(s)\phi_B(-s) / s $ evaluated at t = 0. Is that possible? | |
| Oct 13, 2017 at 18:06 | history | edited | Mateusz Kwaśnicki | CC BY-SA 3.0 |
typo
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| Oct 13, 2017 at 18:05 | comment | added | Mateusz Kwaśnicki | @rajn: I am sorry, but I do not understand your question. What kind of "inverse" are you asking about? | |
| Oct 13, 2017 at 17:38 | comment | added | turtle_in_mind | Hey Mateusz, thanks for you proof. So my main question is, am i supposed to evaluate that integral from $-\infty$ to positive $\infty$? I.e would i be taking inverse of 1/2 - (integral from negative infinity to infinity?) | |
| Oct 13, 2017 at 11:02 | history | answered | Mateusz Kwaśnicki | CC BY-SA 3.0 |