Related papers: Fractional moments
Several convenient methods for calculation of fractional absolute moments are given with application to heavy tailed distributions. We use techniques of fractional differentiation to obtain formulae for $E[|X-\mu|^\gamma]$ with $1<\gamma<2$…
In this review, we present some fundamental classical and quantum phenomena in view of time fractional formalism. Time fractional formalism is a very useful tool in describing systems with memory and delay. We hope that this study can…
Denote by {$\times$} the fractional part. We establish several new metrical results on the distribution properties of the sequence ({x n }) n$\ge$1. Many of them are presented in a more general framework, in which the sequence of functions…
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 relate the convergence of time-changed processes driven by fractional equations to the convergence of corresponding Dirichlet forms. The fractional equations we dealt with are obtained by considering a general fractional operator in…
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…
Properties satisfied by the moments of the partial non-central chi-square distribution function, also known as Nuttall Q-functions, and methods for computing these moments are discussed in this paper. The Nuttall Q-function is involved in…
This paper is concerned with the study of the fractional finite sums theory. We present the classes of functions for which it is possible to characterize the constant related to the derivative of fractional sums (denominated by essence of a…
We Define moments of partitions of integers, and show that they appear in higher order derivatives of certain combinations of functions.
We introduce a natural definition for sums of the form \[ \sum_{\nu=1}^x f(\nu) \] when the number of terms x is a rather arbitrary real or even complex number. The resulting theory includes the known interpolation of the factorial by the…
This paper presents the fractional trigonometric functions in complex-valued space and proposes a short outline of local fractional calculus of complex function in fractal spaces.
We calculate the fractional Laplacian for functions of the form $u(x)=(1-|x|^2)_+^p$ and $v(x)=x_d u(x)$. As an application, we estimate the first eigenvalues of the fractional Laplacian in a ball.
In this article, we propose new proportional fractional operators generated from local proportional derivatives of a function with respect to another function. We present some properties of these fractional operators which can be also…
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…
The moments of Bessel functions and Bessel-trigonometric functions play a basic role in many practical problems and numerical analysis. This paper presents a complete analysis for these moments based on the recursive relations of Bessel…
In some non-regular statistical estimation problems, the limiting likelihood processes are functionals of fractional Brownian motion (fBm) with Hurst's parameter H; 0 < H <=? 1. In this paper we present several analytical and numerical…
In this paper, we introduce a new method for calculating fractional integrals and differentials. The method involves an equation that we have obtained from infinite applied integration by parts. The equation works for special class of…
We investigate the moment and the distribution of $L(1,\x_P),$ where $\x_P$ varies over quadratic characters associated to irreducible polynomials $P$ of degree $2g+1$ over $\mathbb{F}_q[T]$ as $g\to\infty$. In the first part of the paper…
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…
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…