Related papers: One dimensional stable probability density functio…
We consider here the recently proposed closed form formula in terms of the Meijer G-functions for the probability density functions $g_\alpha(x)$ of one-sided L\'evy stable distributions with rational index $\alpha=l/k$, with $0<\alpha<1$.…
Due to their flexibility, Fox-$H$ functions are widely studied and applied to many research topics, such as astrophysics, mechanical statistic, probability, etc. Well-known special cases of Fox-$H$ functions, such as Mittag-Leffler and…
Diffusion within porous media, such as biological tissues, exhibits departures from conventional Fick's laws, which could result in space-fractional diffusion. The paper considers a reaction-diffusion system with two spatial compartments --…
Multiplicative self-decomposable laws describe random variables that can be decomposed into a product of a scaled-down version of themselves and an independent residual term. Shanbhag et al.~(1977) have shown that the gamma distribution is…
We consider a previously proposed non-extensive statistical mechanics in which the entropy depends only on the probability, this was obtained from a f(\beta) distribution and its corresponding Boltzmann factor. We show that the first term…
Super-diffusion, characterized by a spreading rate $t^{1/\alpha}$ of the probability density function $p(x,t) = t^{-1/\alpha} p \left( t^{-1/\alpha} x , 1 \right)$, where $t$ is time, may be modeled by space-fractional diffusion equations…
We study lower and upper bounds for the density of a diffusion process in ${\mathbb{R}}^n$ in a small (but not asymptotic) time, say $\delta$. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate at the…
Let $V$ be a two sided random walk and let $X$ denote a real valued diffusion process with generator ${1/2}e^{V([x])}\frac{d}{dx}(e^{-V([x])}\frac{d}{dx})$. This process is known to be the continuous equivalent of the one dimensional random…
In this paper, some global existence and uniform asymptotic stability results for fractional functional differential equations are proved. It is worthy mentioning that when $\alpha=1$ the initial value problem (1.1) reduces to a classical…
In physics, density $\rho(\cdot)$ is a fundamentally important scalar function to model, since it describes a scalar field or a probability density function that governs a physical process. Modeling $\rho(\cdot)$ typically scales poorly…
Exact formulas are derived for the probability density functions of the sum and difference of two independent non-central gamma distributed random variables, with both series and integral representations of the density presented. These…
Let X,Y,B be three independent random variables such that $X$ has the same distribution function as Y B. Assume that B is a Beta random variable with positive parameters a,b and Y has distribution function H. Pakes and Navarro (2007) show…
We study the distribution and various properties of exponential functionals of hypergeometric Levy processes. We derive an explicit formula for the Mellin transform of the exponential functional and give both convergent and asymptotic…
The Holtsmark distribution has applications in plasma physics, for the electric-microfield distribution involved in spectral line shapes for instance, as well as in astrophysics for the distribution of gravitating bodies. It is one of the…
What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals $\tau$ distributed as a power-law $\sim \tau^{-(1+\alpha)};\alpha>0$? Modeling the stochastic process by diffusion and the…
In this work we obtain a Liouville theorem for positive, bounded solutions of the equation $$ (-\Delta)^s u= h(x_N)f(u) \quad \hbox{in }\mathbb{R}^{N} $$ where $(-\Delta)^s$ stands for the fractional Laplacian with $s\in (0,1)$, and the…
The notion of probability density for a random function is not as straightforward as in finite-dimensional cases. While a probability density function generally does not exist for functional data, we show that it is possible to develop the…
We derive the representative Bernstein measure of the density of $(X_{\alpha})^{-\alpha/(1-\alpha)}, 0 < \alpha < 1$, where $X_{\alpha}$ is a positive stable random variable, as a Fox-H function. When $1-\alpha = 1/j$ for some integer $j…
We consider the following stochastic space-time fractional diffusion equation with vanishing initial condition:$$ \partial^{\beta} u(t, x)=- \left(-\Delta\right)^{\alpha / 2} u(t, x)+ I_{0+}^{\gamma}\left[\dot{W}(t, x)\right],\quad…
We obtain the closed form expressions for the densities of the product, quotient, power and scalar multiple of independent stable subordinators. Similar results for the independent inverse stable subordinators are discussed. This is…