On the Mittag-Leffler distributions (Q1298910)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Mittag-Leffler distributions |
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On the Mittag-Leffler distributions (English)
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4 May 2000
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The aim of the paper is to study some fundamental properties of the Mittag-Leffler distributions. The main results obtained are the following: (1) The author proves that the Mittag-Leffler distributions belong to the class of distributions with complete monotone derivative. (2) Tail behaviour of the distribution is investigated, as well as the explicit expression for the moments of all orders. (3) Using the corresponding density function, some inverse Laplace transforms given in the literature are corrected. (4) The moments of negative (integral) orders are used to characterize the positive stable distributions with the exponent \(\alpha\in [1/3,1]\).
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Mittag-Leffler
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Laplace transform
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completely monotonic functions
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positive stable distribution
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LΓ©vy measure
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