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In the first part of this paper, we express the generalized Bessel function associated with dihedral systems and a constant multiplicity function as a infinite series of confluent Horn functions. The key ingredient leading to this…
We study the analytical properties of the Laplace transform of the lognormal distribution. Two integral expressions for the analytic continuation of the Laplace transform of the lognormal distribution are provided, one of which takes the…
From a suitable integral representation of the Laplace transform of a positive semi-definite quadratic form of independent real random variables with not necessarily identical densities a univariate integral representation is derived for…
Introducing the discrete probability distribution by means of the Prabhakar (or the three--parameter Mittag--Leffler) function, we establish explicit expressions for raw and factorial moments and also general fractional order moments.…
We analyse some peculiar properties of the function of the Mittag-Leffler (M-L) type, $e_\alpha(t):= E_\alpha(-t^\alpha)$ for $0 <\alpha < 1$ and $t > 0$, which is known to be completely monotone (CM) with a non negative spectrum of…
The Mittag-Leffler function $E_{\alpha}$ being a natural generalization of the exponential function, an infinite-dimensional version of the fractional Poisson measure would have a characteristic functional \[ C_{\alpha}(\phi)…
This paper proposes a global Pad\'{e} approximation of the generalized Mittag-Leffler function $E_{\alpha,\beta}(-x)$ with $x\in[0,+\infty)$. This uniform approximation can account for both the Taylor series for small arguments and…
With the increasing importance of the Mittag-Leffler function in the physical applications, these days many researchers are studying various generalizations and extensions of the Mittag-Leffler function. In this paper efforts are made to…
We revisit the Mittag-Leffler functions of a real variable $t$, with one, two and three order-parameters $\{\alpha, \beta, \gamma\}$, as far as their Laplace transform pairs and complete monotonicty properties are concerned. These…
We introduce a compositional framework for convex analysis based on the notion of convex bifunction of Rockafellar. This framework is well-suited to graphical reasoning, and exhibits rich dualities such as the Legendre-Fenchel transform,…
We present a method of generation of exact and explicit forms of one-sided, heavy-tailed Levy stable probability distributions g_{\alpha}(x), 0 \leq x < \infty, 0 < \alpha < 1. We demonstrate that the knowledge of one such a distribution…
We review the function theoretical properties of the Mittag-Leffler function $E_{a,b}\left( z\right) $ in a self-contained manner, but also add new results; more than half is new!
This paper is devoted to the study of the $M$-Wright function ($M_{\alpha}(t)$) which is the inverse Laplace transform of the single-parameter Mittag-Leffler (ML) function ($E_{\alpha}(-s)$). Because $E_{\alpha}(-s)$ can be viewed as the…
A generalization of the Poisson distribution based on the generalized Mittag-Leffler function $E_{\alpha, \beta}(\lambda)$ is proposed and the raw moments are calculated algebraically in terms of Bell polynomials. It is demonstrated, that…
The Mittag-Leffler function is computed via a quadrature approximation of a contour integral representation. We compare results for parabolic and hyperbolic contours, and give special attention to evaluation on the real line. The main point…
We present some product representations for random variables with the Linnik, Mittag-Leffler and Weibull distributions and establish the relationship between the mixing distributions in these representations. The main result is the…
Hyperbolic complete monotonicity property ($\mathrm{HCM}$) is a way to check if a distribution is a generalized gamma ($\mathrm{GGC}$), hence is infinitely divisible. In this work, we illustrate to which extent the Mittag-Leffler functions…
The paper explores various special functions which generalize the two-parametric Mittag-Leffler type function of two variables. Integral representations for these functions in different domains of variation of arguments for certain values…
We prove that certain quotients of entire functions are characteristic functions. Under some conditions, the probability measure corresponding to a characteristic function of that type has a density which can be expressed as a generalized…
Continuous dually epi-translation invariant valuations on convex functions are characterized in terms of the Fourier-Laplace transform of the associated Goodey-Weil distributions. This description is used to obtain integral representations…