Related papers: Mittag-Leffler Probability Density for Nonextensiv…
In this paper we define the class of matrix Mittag-Leffler distributions and study some of its properties. We show that it can be interpreted as a particular case of an inhomogeneous phase-type distribution with random scaling factor, and…
Our aim in this report is to investigate the asymptotic behavior of Mittag-Leffler functions. We give some estimates involving the Mittag-Leffler functions and their derivatives.
We introduce a persistent random walk model for the stochastic transport of particles involving self-reinforcement and a rest state with Mittag-Leffler distributed residence times. The model involves a system of hyperbolic partial…
In this article we review recent generalisations of the central limit theorem for the sum of specially correlated (or q-independent) variables, focusing on q greater or equal than 1. Specifically, this kind of correlation turns the…
In reaction rate theory, in input-output type models and in reaction-diffusion problems when the total derivatives are replaced by fractional derivatives the solutions are obtained in terms of Mittag-Leffler functions and their…
Probability distribution theory helps in studying the impact of various dimensions in life while the Mittag-Leffler function and bicomplex are used in electromagnetism, quantum mechanics, and signal theory. Considering the importance of…
A generalization of the classic Gaussian random variable to the family of Multi- Gaussian (MG) random variables characterized by shape parameter M > 0, in addition to the mean and the standard deviation, is introduced. The probability…
It is noticed that a certain transform of the Mittag-Leffler function Ea is completely monotone for a in [1,2]. Using the explicit expressions of its Bernstein density, an identity in law between suprema of completely asymmetric Levy…
In this paper we investigate the form factors of paths for a class of non Gaussian processes. These processes are characterized in terms of the Mittag-Leffler function. In particular, we obtain a closed analytic form for the form factors,…
We establish a new natural extension of Mittag-Leffler function with three variables which is so called "trivariate Mittag-Leffler function". The trivariate Mittag-Leffler function can be expressed via complex integral representation by…
In this article we review the standard versions of the Central and of the Levy-Gnedenko Limit Theorems, and illustrate their application to the convolution of independent random variables associated with the distribution known as…
In this paper, we introduce a new distribution generated by Lindley random variable which offers a more flexible model for modelling lifetime data. Various statistical properties like distribution function, survival function, moments,…
The Levy-type distributions are derived using the principle of maximum Tsallis nonextensive entropy both in the full and half spaces. The rates of convergence to the exact Levy stable distributions are determined by taking the N-fold…
Probability distributions defined on the half space are known to be quite different from those in the full space. Here, a nonextensive entropic treatment is presented for the half space in an analytic and self-consistent way. In this…
We consider a class of non-conjugate priors as a mixing family of distributions for a parameter (e.g., Poisson or gamma rate, inverse scale or precision of an inverse-gamma, inverse variance of a normal distribution) of an exponential…
Gaussian process-based latent variable models are flexible and theoretically grounded tools for nonlinear dimension reduction, but generalizing to non-Gaussian data likelihoods within this nonlinear framework is statistically challenging.…
The main contribution of this paper is the use of probability theory to prove that the three-parameter Mittag-Leffler function is the Laplace transform of a distribution and thus completely monotone. Pollard used contour integration to…
Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the product $XY$ is derived. Some basic distributional properties are also derived, including…
We discuss some applications of the Mittag-Leffler function and related probability distributions in the theory of renewal processes and continuous time random walks. In particular we show the asymptotic (long time) equivalence of a generic…
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…