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Truncation functions and Laplace transform

Author

Listed:
  • Yen, Ju-Yi
  • Yor, Marc

Abstract

We note the increase in the parameter c of the symmetrized Laplace transform of a random variable truncated at level c. We illustrate this remark for both the exponential and the uniform variables.

Suggested Citation

  • Yen, Ju-Yi & Yor, Marc, 2011. "Truncation functions and Laplace transform," Statistics & Probability Letters, Elsevier, vol. 81(3), pages 417-419, March.
  • Handle: RePEc:eee:stapro:v:81:y:2011:i:3:p:417-419
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