On the random gamma function: theory and computing

DOI10.1016/J.CAM.2017.11.045MaRDI QIDQ1743926zbMATH OpenOpenAlexFDO

Authors L. Villafuerte, Carlos A. dos Santos Braumann, Juan Cortés, L. Jódar

Publication date 16 April 2018

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10251/121427

zbMATH Keywords

mean fourth stochastic calculusmean square stochastic calculusrandom gamma functionstochastic computations

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Numerical solutions to stochastic differential and integral equations (65C30) Random operators and equations (aspects of stochastic analysis) (60H25)

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Cited in

(13)

• A Stochastic Approach to the Gamma Function
• Computation of matrix gamma function
• Investigation for the k -analogue of τ -Gauss hypergeometric matrix functions and associated fractional calculus
• On certain properties and expansions of zeta matrix function, digamma matrix function and polygamma matrix function
• scientific article; zbMATH DE number 3883485 (Why is no real title available?)
• On degenerate gamma matrix functions and related functions
• A reduction formula for the hypergeometric function using gamma random variables
• On exact simulation algorithms for some distributions related to Jacobi theta functions
• A general inverse matrix series relation and associated polynomials. II
• Solving random fractional second-order linear equations via the mean square Laplace transform: theory and statistical computing
• Degenerate analogues of Euler zeta, digamma, and polygamma functions
• On some new moments of Gamma type
• scientific article; zbMATH DE number 482627 (Why is no real title available?)

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