On the convolution of Mittag-Leffler distributions and its applications to fractional point processes

Kataria, Kuldeep Kumar and Vellaisamy, Palaniappan (2019) On the convolution of Mittag-Leffler distributions and its applications to fractional point processes. In: STOCHASTIC ANALYSIS AND APPLICATIONS, 37 (1). pp. 115-122.

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Abstract

We obtain the distribution of the sum of independent Mittag-Leffler (ML) random variables which are not necessarily identically distributed. Firstly we discuss the corresponding known result for independent and identically distributed ML random variables which follows as a special case of our result. Some applications of the obtained result to fractional point processes are also discussed.

Item Type:	Journal Article
Publication:	STOCHASTIC ANALYSIS AND APPLICATIONS
Publisher:	TAYLOR & FRANCIS INC
Additional Information:	The copyright for this article belongs to Taylor and Francis Inc.
Keywords:	Mittag-Leffler distribution; sums of independent random variables; fractional point processes
Department/Centre:	Division of Physical & Mathematical Sciences > Mathematics
Date Deposited:	20 May 2019 09:25
Last Modified:	27 May 2019 14:46
URI:	http://eprints.iisc.ac.in/id/eprint/62679

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