Generalization of the fractional Poisson distribution

DOI10.1515/FCA-2016-0045MaRDI QIDQ309295zbMATH OpenOpenAlexFDO

Authors Richard Herrmann

Publication date 7 September 2016

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

Full work available at URL https://arxiv.org/abs/1503.07187

zbMATH Keywords

fractional calculusMittag-Leffler functionsStirling numbersBell polynomialsfractional Poisson distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Bell and Stirling numbers (11B73) Fractional derivatives and integrals (26A33) Mittag-Leffler functions and generalizations (33E12)

Abstract: A generalization of the Poisson distribution based on the generalized Mittag-Leffler function $$ is proposed and the raw moments are calculated algebraically in terms of Bell polynomials. It is demonstrated, that the proposed distribution function contains the standard fractional Poisson distribution as a subset. A possible interpretation of the additional parameter $$ is suggested.

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(11)

• Research on application of fractional calculus in signal real-time analysis and processing in stock financial market
• A fractional generalization of the Dirichlet distribution and related distributions
• A note on Hadamard fractional differential equations with varying coefficients and their applications in probability
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• Flexible models for overdispersed and underdispersed count data
• A fractional generalization of the Poisson processes
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• Probability distribution built by Prabhakar function. Related Turán and Laguerre inequalities
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