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On the density for sums of independent Mittag-Leffler variates with common order

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  • Levy, Edmond

Abstract

This note demonstrates a convenient approach to finding the density for the sum of independent Mittag-Leffler distributed random variables when they share a common order. The approach uses a well-known integral relation of the Mittag-Leffler function which lends itself to a divided difference interpretation for the convolution of such functions.

Suggested Citation

  • Levy, Edmond, 2021. "On the density for sums of independent Mittag-Leffler variates with common order," Statistics & Probability Letters, Elsevier, vol. 179(C).
    • Handle: RePEc:eee:stapro:v:179:y:2021:i:c:s0167715221001735
    DOI: 10.1016/j.spl.2021.109211
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    References listed on IDEAS

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    1. R. Pillai, 1990. "On Mittag-Leffler functions and related distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(1), pages 157-161, March.
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