Related papers: Fractional absolute moments of heavy tailed distri…
Fractional statistical moments are utilized for various tasks of uncertainty quantification, including the estimation of probability distributions. However, an estimation of fractional statistical moments of costly mathematical models by…
In this paper we consider the electric multipole moments of fractal distribution of charges. To describe fractal distribution, we use the fractional integrals. The fractional integrals are considered as approximations of integrals on…
We propose an approach to compute the conditional moments of fat-tailed phenomena that, only looking at data, could be mistakenly considered as having infinite mean. This type of problems manifests itself when a random variable Y has a…
We evaluate the moments of some functions composed with the fractional part of $1/x$. We name them fractional moments. In particular, we obtain expressions for the fractional moments of some trigonometric functions, the Bernoulli…
First-passage probability estimation of high-dimensional nonlinear stochastic systems is a significant task to be solved in many science and engineering fields, but remains still an open challenge. The present paper develops a novel…
Expressions are given for the truncated fractional moments $E X_+^p$ of a general stable law. These involve families of special functions that arose out of the study of multivariate stable densities and probabilities. As a particular case,…
We present formulas for the (raw and central) moments and absolute moments of the normal distribution. We note that these results are not new, yet many textbooks miss out on at least some of them. Hence, we believe that it is worthwhile to…
We obtain new closed-form formulas for the moments and absolute moments of the variance-gamma distribution. We thus deduce new formulas for the moments and absolute moments of the product of two correlated zero mean normal random variables.
The moments of the heavy quark-parton distribution functions in a heavy pseudoscalar meson are calculated from QCD sum rules. Expanding these sum rules in the inverse heavy quark mass we obtain the heavy-mass limits of the moments.…
We introduce a novel method for obtaining a wide variety of moments of any random variable with a well-defined moment-generating function (MGF). We derive new expressions for fractional moments and fractional absolute moments, both central…
Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With…
As fractional diffusion equations can describe the early breakthrough and the heavy-tail decay features observed in anomalous transport of contaminants in groundwater and porous soil, they have been commonly employed in the related…
Fractional moments have been investigated by many authors to represent the density of univariate and bivariate random variables in different contexts. Fractional moments are indeed important when the density of the random variable has…
In the present article, a new method for the evaluation of fractional derivatives of arbitrary real order is proposed. Numerous but inequivalent formulations have been given in the past. Some of them exhibit unsatisfactory properties such…
In this paper we consider the gravitational field of fractal distribution of particles. To describe fractal distribution, we use the fractional integrals. The fractional integrals are considered as approximations of integrals on fractals.…
We develop a fully discrete scheme for time-fractional diffusion equations by using a finite difference method in time and a finite element method in space. The fractional derivatives are used in Caputo sense. Stability and error estimates…
We introduce a general notion of fractional (noninteger) derivative for functions defined on arbitrary time scales. The basic tools for the time-scale fractional calculus (fractional differentiation and fractional integration) are then…
We present explicit estimates of right and left tails and exact (up to universal, multiplicative constants) estimates of tails and moments of hitting times of Bessel processes. The latter estimates are obtained from more general estimates…
Data series generated by complex systems exhibit fluctuations on many time scales and/or broad distributions of the values. In both equilibrium and non-equilibrium situations, the natural fluctuations are often found to follow a scaling…
We define and study fractional versions of the well-known Gamma subordinator $\Gamma :=\{\Gamma (t),$ $t\geq 0\},$ which are obtained by time-changing $% \Gamma $ by means of an independent stable subordinator or its inverse. Their…