On the semi-Mittag-Leffler distributions

• Autorzy: Lin Gwo Dong , Hu Chin-Yuan

Identyfikatory

DOI

10.37190/0208-4147.00055

• Języki publikacji: EN

Abstrakty

EN

The semi-Mittag-Leffler (SML) distribution arises as the marginal of a stationary Markovian process, and is a generalization of the well-known Mittag-Leffler (ML) or positive Linnik distribution. Unlike the ML distribution, which has been well established, few properties of the SML distribution are discussed in the literature. In this paper, we derive some more characterizations of the SML and related distributions. By using stochastic inequalities, we further extend some characterizations, including Pitman and Yor’s (2003) result about the hyperbolic sine distribution.

Słowa kluczowe

EN

semi-Mittag-Leffler distribution; positive semistable distribution; geometric infinite divisibility; Laplace–Stieltjes transform; characterization of distributions; random summation

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2022
• Tom: Vol. 42, Fasc. 1
• Strony: 81--9
• Opis fizyczny: Bibliogr. 32 poz.

Twórcy

autor

Lin Gwo Dong

• Social and Data Science Research Center, Hwa-Kang Xing-Ye Foundation, Taipei 10659
• Institute of Statistical Science, Academia Sinica, Taipei 11529, Taiwan

autor

Hu Chin-Yuan

• National Changhua University of Education, Changhua 50058, Taiwan

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