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Chapter 11: Laplace Transforms

Chapter 11: Laplace Transforms

pp. 198-208

Authors

Mor Harchol-Balter, Carnegie Mellon University, Pennsylvania
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Summary

In Chapter 6, we covered a type of generating function known as the z-transform, which is particularly well suited to discrete, integer-valued, random variables. In this chapter, we will introduce a new type of generating function, called the Laplace transform, which is particularly well suited to common continuous random variables.

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