Asymptotic and structural properties of special cases of the Wright function arising in probability theory

DOI10.1007/S10986-016-9324-1MaRDI QIDQ317151zbMATH OpenOpenAlexFDO

Authors Richard B. Paris, Vladimir Vinogradov

Publication date 30 September 2016

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1508.00863, https://rke.abertay.ac.uk/en/publications/aead89a2-e04f-42c3-b8c4-cb6a66b7a556

zbMATH Keywords

asymptoticsconfluent hypergeometric functionAiry functionBessel functionsWhittaker functionWright functionalgebraic expansionsexponentially small expansionsmultiplication propertyreflection principleStokes lines

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07) Generalized hypergeometric series, ({}_pF_q) (33C20) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Asymptotic expansions of solutions to ordinary differential equations (34E05) Other hypergeometric functions and integrals in several variables (33C70)

Abstract: This analysis paper presents previously unknown properties of some special cases of the Wright function whose consideration is necessitated by our work on probability theory and the theory of stochastic processes. Specifically, we establish new asymptotic properties of the particular Wright function [{}_1Psi_1( ho,k; ho,0;x)= sum_{n=0}^inftyfrac{Gamma(k+ ho n)}{Gamma( ho n)},frac{x^n}{n!}qquad (|x|<infty)] when the parameter $hoin(-1,0)cup(0,infty)$ and the argument $x$ is real. In the probability theory applications, which are focused on studies of the Poisson-Tweedie mixtures, the parameter $k$ is a non-negative integer. Several representations involving well-known special functions are given for certain particular values of $ho$. The asymptotics of ${}_{1}Ps{i}_1(ho,k;ho,0;x)$ are obtained under numerous assumptions on the behavior of the arguments $k$ and $x$ when the parameter $ho$ is both positive and negative. We also provide some integral representations and structural properties involving the `reduced' Wright function ${}_{0}Ps{i}_1(-!!!-;ho,0;x)$ with $hoin(-1,0)cup(0,infty)$, which might be useful for the derivation of new properties of members of the power-variance family of distributions. Some of these imply a reflection principle that connects the functions ${}_{0}Ps{i}_1(-!!!-;pmho,0;cdot)$ and certain Bessel functions. Several asymptotic relationships for both particular cases of this function are also given. A few of these follow under additional constraints from probability theory results which, although previously available, were unknown to analysts.

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Cited in

(13)

• The evaluation of a weighted sum of Gauss hypergeometric functions and its connection with Galton-Watson processes
• Wright functions of the second kind and Whittaker functions
• On the Mellin transform of a product of two Fox-Wright psi functions
• Subdiffusion in the presence of reactive boundaries: a generalized Feynman-Kac approach
• On Poisson-Tweedie mixtures
• Geometric branching reproduction Markov processes
• On the asymptotics of Wright functions of the second kind
• Asymptotic analysis of the Wright function with a large parameter
• On the log-concavity of the Wright function
• On inverse-gamma distribution delayed by Poisson process
• New properties and representations for members of the power-variance family. I
• Phillips model with exponentially distributed lag and power-law memory
• Wright function in the solution to the Kolmogorov equation of the Markov branching process with geometric reproduction of particles

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