On Mittag-Leffler distributions and related stochastic processes

DOI10.1016/J.CAM.2015.09.031MaRDI QIDQ898944zbMATH OpenOpenAlexFDO

Authors Thierry E. Huillet

Publication date 21 December 2015

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

Full work available at URL https://doi.org/10.1016/j.cam.2015.09.031

zbMATH Keywords

renewal processBolthausen-Sznitman coalescentstochastic growth modelsimmigration and self-decomposabilityMittag-Leffler random variables and processesNeveu branching process with infinite mean

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Self-similar stochastic processes (60G18) Renewal theory (60K05)

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Cited in

(17)

• On new mechanisms leading to heavy-tailed distributions related to the ones of Yule-Simon
• The evaluation of a weighted sum of Gauss hypergeometric functions and its connection with Galton-Watson processes
• Purely excessive functions and hitting times of continuous-time branching processes
• The tempered discrete Linnik distribution
• A converse to the neo-classical inequality with an application to the Mittag-Leffler function
• Truncated Mittag-Leffler distribution and superstatistics
• Discrete Mittag-Leffler distributions
• Controlled branching processes with continuous time
• A generalized Sibuya distribution
• On the Mittag-Leffler distributions
• On the log-concavity of the Wright function
• The computation of the probability density and distribution functions for some families of random variables by means of the Wynn-ρ accelerated Post-Widder formula
• Additional aspects of the generalized linear-fractional branching process
• On the numerical computation of the Mittag-Leffler function
• On the genealogy and coalescence times of Bienaymé–Galton–Watson branching processes
• Chance mechanisms involving Sibuya distribution and its relatives
• The Mittag-Leffler process and a scaling limit for the block counting process of the Bolthausen-Sznitman coalescent

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