An Overview of Generalized Gamma Mittag–Leffler Model and Its Applications

Axioms

Seema S. Nair¹ 

[1] St. Gregorios College, Kottarakara, Kerala 691531, India; E-Mail

关键词: generalized Mittag–Leffler density and process;    gamma density;    Lévi density;    pathway model;    Tsallis statistics;    superstatistics;   

DOI  :  10.3390/axioms4030365

来源: mdpi

【 摘 要 】

Recently, probability models with thicker or thinner tails have gained more importance among statisticians and physicists because of their vast applications in random walks, Lvi process and time series. Apart from examining the properties, the matrix-variate analogue and the connection to fractional calculus are also explained. By using the pathway model of Mathai, the model is further generalized. Connections to Mittag–Leffler distributions and corresponding autoregressive processes are also discussed.

【 授权许可】

CC BY   
© 2015 by the authors; licensee MDPI, Basel, Switzerland.