On the density arising from the domain of attraction of an operator interpolating between sum and supremum: the -sun operator

DOI10.1016/J.JMAA.2023.127371MaRDI QIDQ6111110zbMATH OpenOpenAlexFDO

Authors Nicholas S. Witte, Priscilla Greenwood

Publication date 6 July 2023

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2011.14455

zbMATH Keywords

division and growth modelsextreme value distributionshypergeometric functionsMellin transformsRamanujan master theoremstochastic absorptionVolterra integral equations

Mathematics Subject Classification ID

Generalized hypergeometric series, ({}_pF_q) (33C20) Infinitely divisible distributions; stable distributions (60E07) Extreme value theory; extremal stochastic processes (60G70)

Abstract: We explore the analytic properties of the density function $h(x;gamma,alpha)$, $xin(0,infty)$, $gamma>0$, $0<alpha<1$ which arises from the domain of attraction problem for a statistic interpolating between the supremum and sum of random variables. The parameter $alpha$ controls the interpolation between these two cases, while $gamma$ parametrises the type of extreme value distribution from which the underlying random variables are drawn from. For $alpha=0$ the Fr'echet density applies, whereas for $alpha=1$ we identify a particular Fox H-function, which are a natural extension of hypergeometric functions into the realm of fractional calculus. In contrast for intermediate $alpha$ an entirely new function appears, which is not one of the extensions to the hypergeometric function considered to date. We derive series, integral and continued fraction representations of this latter function.

Recommendations

• A note on the -sun distribution
• On the domain of attraction of an operator between supremum and sum
• The domain of attraction of the \(\alpha\)-sun operator for type II and type III distributions
• On the density of the supremum of a stable process
• Analytic and asymptotic properties of Linnik's probability densities. I

Cites work

• A class of probability distributions that is closed with respect to addition as well as multiplication of independent random variables
• A functional differential equation arising in modelling of cell growth
• A note on the -sun distribution
• About extensions of generalized Apostol-type polynomials
• An absorption probability problem
• Apostol-Euler polynomials of higher order and Gaussian hypergeometric functions
• Asymptotic expansions of the hypergeometric function with two large parameters -- application to the partition function of a lattice gas in a field of traps
• Asymptotics and Mellin-Barnes integrals
• Asymptotics of the Gauss hypergeometric function with large parameters, I
• Basic theory
• Certain results on extended generalized -Gauss hypergeometric function
• Chance and Stability
• Complex gamma function with error control
• Density solutions to a class of integro-differential equations
• Determination of workspace and required initial position of free-flying space manipulator at target capture
• Extended \(\tau\)-hypergeometric functions and associated properties
• Extension of Euler's beta function
• Extension of Hardy's class for Ramanujan's interpolation formula and master theorem with applications
• Fast computation of the Gauss hypergeometric function with all its parameters complex with application to the Pöschl-Teller-Ginocchio potential wave functions
• Functional differential equations determining steady size distributions for populations of cells growing exponentially
• scientific article; zbMATH DE number 3884234 (Why is no real title available?)
• scientific article; zbMATH DE number 3141621 (Why is no real title available?)
• scientific article; zbMATH DE number 5305399 (Why is no real title available?)
• scientific article; zbMATH DE number 3824228 (Why is no real title available?)
• scientific article; zbMATH DE number 3947305 (Why is no real title available?)
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 3498321 (Why is no real title available?)
• scientific article; zbMATH DE number 3516003 (Why is no real title available?)
• scientific article; zbMATH DE number 1231230 (Why is no real title available?)
• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• scientific article; zbMATH DE number 1105191 (Why is no real title available?)
• scientific article; zbMATH DE number 3006488 (Why is no real title available?)
• scientific article; zbMATH DE number 3996744 (Why is no real title available?)
• scientific article; zbMATH DE number 3802727 (Why is no real title available?)
• scientific article; zbMATH DE number 3454265 (Why is no real title available?)
• scientific article; zbMATH DE number 936511 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• scientific article; zbMATH DE number 3088518 (Why is no real title available?)
• Integro-differential equations and generalized hypergeometric functions
• Limit distributions of norms of vectors of positive i. i. d. random variables
• On generalized stable and related laws
• On some connections between light tails, regular variation and extremes.
• On the domain of attraction of an operator between supremum and sum
• On the theory of convolution equations of the third kind
• Probabilistic method for a class of functional-differential equations
• Ramanujan summation of divergent series
• Solutions of the fractional reaction equation and the fractional diffusion equation
• Some limit theorems for an energy storage model
• Some results on a generalized hypergeometric function
• Stable probability distributions and their domains of attraction: A direct approach
• The domain of attraction of the \(\alpha\)-sun operator for type II and type III distributions
• The Lerch zeta function. I: Zeta integrals
• Univariate stable distributions. Models for heavy tailed data
• Volterra integral equations. An introduction to theory and applications

Cited in

(3)

• The domain of attraction of the \(\alpha\)-sun operator for type II and type III distributions
• A note on the -sun distribution
• An infinite product of incomplete beta function-type hypergeometric functions, and its probabilistic origins

This page was built for publication: On the density arising from the domain of attraction of an operator interpolating between sum and supremum: the \(\alpha\)-sun operator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6111110)