Related papers: Mittag-Leffler Probability Density for Nonextensiv…
We study the Lp-integrated risk of some classical estimators of the density, when the observations are drawn from a strictly stationary sequence. The results apply to a large class of sequences, which can be non-mixing in the sense of…
We present a numerical method for the Monte Carlo simulation of uncoupled continuous-time random walks with a Levy alpha-stable distribution of jumps in space and a Mittag-Leffler distribution of waiting times, and apply it to the…
Standard statistical methods applied to matrix random variables often fail to describe the underlying structure in multiway data sets. In this paper we will discuss the concept of an array variate random variable and introduce a class of…
We aim to study Mittag-Leffler type functions of two variables ${{D}_{1}}\left( x,y \right),...,{{D}_{5}}\left( x,y \right)$ by analogy with the Appell hypergeometric functions of two variables. Moreover, we targeted functions…
We consider a dynamics generated by families of maps whose invariant density depends on a parameter a and where a itself obeys a stochastic or periodic dynamics. For slowly varying a the long-term behavior of iterates is described by a…
The problem of inferring the distribution of a random vector given that its norm is large requires modeling a homogeneous limiting density. We suggest an approach based on graphical models which is suitable for high-dimensional vectors. We…
We consider transport properties for a non-homogeneous persistent random walk, that may be viewed as a mean-field version of the L\'evy-Lorentz gas, namely a 1-d model characterized by a fat polynomial tail of the distribution of…
Standard present day large-scale structure (LSS) analyses make a major assumption in their Bayesian parameter inference --- that the likelihood has a Gaussian form. For summary statistics currently used in LSS, this assumption, even if the…
Time evolutions whose infinitesimal generator is a fractional time derivative arise generally in the long time limit. Such fractional time evolutions are considered here for random walks. An exact relationship is given between the…
Pollard used contour integration to show that the Mittag-Leffler function is the Laplace transform of a positive function, thereby proving that it is completely monotone. He also cited personal communication by Feller of a discovery of the…
We describe a complete theory for walk-based centrality indices in complex networks defined in terms of Mittag-Leffler functions. This overarching theory includes as special cases well-known centrality measures like subgraph centrality and…
In this paper, we introduce a delayed Mittag-Leffler type function. With the help of the delayed Mittag-Leffler type functions, we give an explicit formula of solutions to linear nonhomogeneous fractional time-delay Langevin equations…
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 consider a previously devised model describing Levy random walks (Phys. Rev E 79, 011110; 80, 031148, (2009)). It is demonstrated numerically that the given model describes Levy random walks with superdiffusive, ballistic, as well as…
Many classical variables (statistics) are selfdecomposable. They admit the random integral representations via L\'evy processes. In this note are given formulas for their background driving distribution functions (BDDF). This may be used…
Given a low frequency sample of an infinitely divisible moving average random field $\{\int_{\mathbb{R}^d} f(x-t)\Lambda(dx); \ t \in \mathbb{R}^d \}$ with a known simple function $f$, we study the problem of nonparametric estimation of the…
This work deals with the estimation of parameters of Mittag-Leffler (ML($\alpha, \sigma$)) distribution. We estimate the parameters of ML($\alpha, \sigma$) using empirical Laplace transform method. The simulation study indicates that 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…
A dynamical model based on a continuous addition of colored shot noises is presented. The resulting process is colored and non-Gaussian. A general expression for the characteristic function of the process is obtained, which, after a scaling…
Pathway idea is a switching mechanism by which one can go from one functional form to another, and to yet another. It is shown that through a parameter $\alpha$, called the pathway parameter, one can connect generalized type-1 beta family…