A fractional generalization of the Dirichlet distribution and related distributions

DOI10.1515/FCA-2021-0006zbMath1474.60030arXiv2101.04481OpenAlexW3120854186MaRDI QIDQ2020227

Federico Polito, Enrico Scalas, Elvira di Nardo

Publication date: 23 April 2021

Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.04481

zbMATH Keywords

wealth distributionfractional Poisson processgeneralized Dirichlet distributionpower-law tailsfractional Dirichlet distributionthree-parameter Mittag-Leffler functions

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Probability distributions: general theory (60E05) Mittag-Leffler functions and generalizations (33E12)

Related Items (1)

Analytical solutions for fractional partial delay differential-algebraic equations with Dirichlet boundary conditions defined on a finite domain

Uses Software

• mlrnd

Cites Work

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