On the sum of independent generalized Mittag–Leffler random variables and the related fractional processes

DOI10.1080/07362994.2021.1890120zbMath1480.60100OpenAlexW3134119217MaRDI QIDQ5024371

Fabrizio Cinque

Publication date: 31 January 2022

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2021.1890120

zbMATH Keywords

Caputo derivativemultivariate Mittag-Leffler functionalternating processgeneralized Mittag-Leffler distributionstate-dependent process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (3)

A note on the conditional probabilities of the telegraph process ⋮ Some Poisson-based processes at geometric times ⋮ Analysis of fractional Cauchy problems with some probabilistic applications

Cites Work

• Unnamed Item
• The fractional Poisson process and the inverse stable subordinator
• Fractional non-linear, linear and sublinear death processes
• On a fractional linear birth-death process
• Poisson-type processes governed by fractional and higher-order recursive differential equations
• On Mittag-Leffler functions and related distributions
• A fractional generalization of the Poisson processes
• Fractional Poisson processes and related planar random motions
• Fractional Poisson process
• Time-fractional telegraph equations and telegraph processes with Brownian time
• Alternative forms of compound fractional Poisson processes
• On distributions of certain state-dependent fractional point processes
• On a fractional alternating Poisson process
• On random motions with velocities alternating at Erlang-distributed random times
• A fractional counting process and its connection with the Poisson process
• Multivariate analogue of generalized Mittag-Leffler function
• On a jump-telegraph process driven by an alternating fractional Poisson process
• State-Dependent Fractional Point Processes
• Mittag-Leffler Functions, Related Topics and Applications
• On the convolution of Mittag–Leffler distributions and its applications to fractional point processes

This page was built for publication: On the sum of independent generalized Mittag–Leffler random variables and the related fractional processes