Hi, I'm trying to invert the "Pollaczek-Khinchine" Laplace transform when it is rational
This works for me at degree 2:
var('x,s')
Fx = (1/6*exp(-2*x)+5/6*exp(-6*x));rho=2/3
print('Hyperexponential claims:',Fx)
R.<s> = PolynomialRing(QQbar)#when all coefficients are not integer, use CC
FF = R.fraction_field()
L_F=laplace(Fx,x,s)#Laplace transform of F
#Compute Pollackek-Khinchine (PK) formula L_rui for the Laplace transform (LT) of ruin probability
m1=L_F(s=0)
fe=L_F/m1
Fe=(1-fe)/s
L_rui=rho*Fe/(1-rho*fe)
show(L_rui.simplify_full())
inverse_laplace(SR(L_rui),s,u)
but not at degree 3, since I do not know how to use partial_fraction_decomposition, and then to switch to RR numbers and then invert .
If I start in R. = PolynomialRing(RR), for an already known LT, everything is fine. But, a certain simplification by s in PK formula will become impossible due to rounding errors, so I am forced to start with R. = PolynomialRing(QQbar)
After obtaining the partial_fraction_decomposition, I must apply RR to all numbers , but I do not manage to do it. Without that conversion, inverse_laplace won't work
