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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…

Probability · Mathematics 2010-04-27 Rudolf Gorenflo

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…

Numerical Analysis · Mathematics 2021-12-10 Francesca Arrigo , Fabio Durastante

The Humbert-Bessel are multi-index functions with various applications in electromagnetism. New families of functions sharing some similarities with Bessel functions are often introduced in the mathematical literature, but at a closer…

Functional Analysis · Mathematics 2012-12-19 D. Babusci , G. Dattoli , E. Di Palma , E. N. Petropoulou

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…

Statistics Theory · Mathematics 2020-04-28 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt

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…

Statistics Theory · Mathematics 2018-02-23 Richard Herrmann

This paper uses convolutions of the gamma density and the one-sided stable density to construct higher level densities. The approach is applied to constructing a 4-parameter Mittag-Leffler density, whose Laplace transform is a corresponding…

Probability · Mathematics 2024-07-24 Nomvelo Karabo Sibisi

This paper is a brief review of recent developments in random matrix theory. Two aspects are emphasized: the underlying role of integrable systems and the occurrence of the distribution functions of random matrix theory in diverse areas of…

Mathematical Physics · Physics 2007-05-23 Craig A. Tracy , Harold Widom

A connection between fractional calculus and statistical distribution theory has been established by the authors recently. Some extensions of the results to matrix-variate functions were also considered. In the present article, more results…

Statistical Mechanics · Physics 2011-03-01 A. M. Mathai , H. J. Haubold

This paper is devoted to a fractional generalization of the Dirichlet distribution. The form of the multivariate distribution is derived assuming that the $n$ partitions of the interval $[0,W_n]$ are independent and identically distributed…

Probability · Mathematics 2021-02-17 Elvira Di Nardo , Federico Polito , Enrico Scalas

Multitudinous probabilistic and combinatorial objects are associated with generating functions satisfying a composition scheme $F(z)=G(H(z))$. The analysis becomes challenging when this scheme is critical (i.e., $G$ and $H$ are…

Probability · Mathematics 2024-12-06 Cyril Banderier , Markus Kuba , Michael Wallner

In this article, we introduce Mittag-Leffler L\'evy process and provide two alternative representations of this process. First, in terms of Laplace transform of the marginal densities and next as a subordinated stochastic process. Both…

Probability · Mathematics 2016-02-05 Arun Kumar , N. S. Upadhye

The particle distribution function that describes two interpenetrating plasma streams is re-investigated. It is shown how, based on the Maxwell-Boltzmann-J\"uttner distribution function that has been derived almost a century ago, a…

High Energy Astrophysical Phenomena · Physics 2013-06-17 R. C. Tautz

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…

Probability · Mathematics 2016-06-28 Victor Korolev , Alexander Zeifman

We define an analogue of the classical Mittag-Leffler function which is applied to two variables, and establish its basic properties. Using a corresponding single-variable function with fractional powers, we define an associated fractional…

Classical Analysis and ODEs · Mathematics 2021-05-03 Arran Fernandez , Cemaliye Kürt , Mehmet Ali Özarslan

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…

Methodology · Statistics 2026-01-13 Monika S. Dhull

We investigate a two-parameter entropy introduced by Schw\"{a}mmle and Tsallis and obtain its probability distribution in the canonical ensemble. The probability distribution is given in terms of the Lambert W-function which has been used…

Statistical Mechanics · Physics 2008-09-09 Somayeh Asgarani , Behrouz Mirza

Although the specification of bivariate probability models using a collection of assumed conditional distributions is not a novel concept, it has received considerable attention in the last decade. In this study, a bivariate…

Methodology · Statistics 2025-03-20 Indranil Ghosh , Mina Norouzirad , Filipe J. Marques

In this paper we present a flexible bivariate distribution specified by a quantile function. The distribution contains as special cases new bivariate exponential, Pareto I, Pareto II, beta, power, log logistic and uniform distributions and…

Other Statistics · Statistics 2025-03-17 Shifna P R , N. Unnikrishnan Nair , S. M. Sunoj

We propose a new class of transforms that we call {\it Lehmer Transform} which is motivated by the {\it Lehmer mean function}. The proposed {\it Lehmer transform} decomposes a function of a sample into their constituting statistical…

Machine Learning · Statistics 2018-05-15 Masoud Ataei , Shengyuan Chen , Xiaogang Wang

This is the first installment in a series of papers devoted to examining certain aspects of the asymptotic value distribution and distribution of zeros manifested by members of a broad class of linear combinations of L-functions in the…

Number Theory · Mathematics 2013-11-20 D. A. Hejhal