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Discrete Mittag-Leffler distributions - MaRDI portal

Discrete Mittag-Leffler distributions (Q1892960)

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scientific article; zbMATH DE number 768776
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Discrete Mittag-Leffler distributions
scientific article; zbMATH DE number 768776

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    Discrete Mittag-Leffler distributions (English)
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    15 January 1996
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    A probability distribution with the generating function \(G(z) = (1 + c(1 - z)^\alpha)^{-1}\), \(0 < \alpha < 1\), \(0 < p < 1\), \(p = (1 + c)^{- 1}\), is called the discrete Mittag-Leffler distribution. Properties of these distributions are studied and the first order autoregressive discrete Mittag-Leffler process is developed.
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    Mittag-Leffler distributions
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    autoregressive process
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