关于半mittag - leffler分布

IF 0.4 4区数学 Q4 STATISTICS & PROBABILITY

Probability and Mathematical Statistics-Poland Pub Date : 2022-01-01 DOI:10.37190/0208-4147.00055

Gwo Dong Lin, Chin-Yuan Hu

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引用次数: 0

摘要

．半Mittag-Leffler (SML)分布产生于平稳马尔可夫过程的边缘，是著名的Mittag-Leffler (ML)或正林尼克分布的推广。与ML分布不同的是，SML分布的性质在文献中很少被讨论。在本文中，我们得到了SML和相关分布的更多特征。通过使用随机不等式，我们进一步扩展了一些特征，包括Pitman和Yor(2003)关于双曲正弦分布的结果。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On the Semi-Mittag-Leffler Distributions

. The semi-Mittag-Lefﬂer (SML) distribution arises as the marginal of a stationary Markovian process, and is a generalization of the well-known Mittag-Lefﬂer (ML) or positive Linnik distribution. Unlike the ML distribution, which has been well established, few properties of the SML distribution are discussed in the literature. In this paper, we derive some more characterizations of the SML and related distributions. By using stochastic inequalities, we further extend some characterizations, including Pitman and Yor’s (2003) result about the hyperbolic sine distribution.

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来源期刊

Probability and Mathematical Statistics-Poland STATISTICS & PROBABILITY-

CiteScore

0.70

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： PROBABILITY AND MATHEMATICAL STATISTICS is published by the Kazimierz Urbanik Center for Probability and Mathematical Statistics, and is sponsored jointly by the Faculty of Mathematics and Computer Science of University of Wrocław and the Faculty of Pure and Applied Mathematics of Wrocław University of Science and Technology. The purpose of the journal is to publish original contributions to the theory of probability and mathematical statistics.