On Mittag-Leffler distributions and related stochastic processes
نویسندگان
چکیده
منابع مشابه
On Mittag-Leffler distributions and related stochastic processes
Random variables with Mittag-Leffler distribution can take values either in the set of non-negative integers or in the positive real line. There can be of two different types, one (type-1) heavy-tailed with index α ∈ (0, 1), the other (type-2) possessing all its moments. We investigate various stochastic processes where they play a key role, among which: the discrete space/time Neveu branching ...
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Let C be a category with strong monomorphic strong coimages, that is, every morphism ƒ of C factors as ƒ = u ° g so that g is a strong epimorphism and u is a strong monomorphism and this factorization is universal. We define the notion of strong Mittag-Leffler property in pro-C. We show that if ƒ : X → Y is a level morphism in pro-C such that ( ) p Y ! " is a strong epimorphism for all β > α, t...
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After sketching the basic principles of renewal theory we discuss the classical Poisson process and offer two other processes, namely the renewal process of Mittag-Leffler type and the renewal process of Wright type, so named by us because special functions of Mittag-Leffler and of Wright type appear in the definition of the relevant waiting times. We compare these three processes with each oth...
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After sketching the basic principles of renewal theory we discuss the classical Poisson process and offer two other processes, namely the renewal process of Mittag-Leffler type and the renewal process of Wright type, so named by us because special functions of Mittag-Leffler and of Wright type appear in the definition of the relevant waiting times. We compare these three processes with each oth...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2016
ISSN: 0377-0427
DOI: 10.1016/j.cam.2015.09.031