Matrix-Variate Statistical Distributions and Fractional Calculus

Mathai, A., and Haubold, H.. "Matrix-Variate Statistical Distributions and Fractional Calculus." Fractional Calculus and Applied Analysis 14.1 (2011): 138-155. <http://eudml.org/doc/219651>.

@article{Mathai2011,
abstract = {MSC 2010: 15A15, 15A52, 33C60, 33E12, 44A20, 62E15 Dedicated to Professor R. Gorenflo on the occasion of his 80th birthdayA connection between fractional calculus and statistical distribution theory has been established by the authors recently. Some extensions of the results to matrix-variate functions were also considered. In the present article, more results on matrix-variate statistical densities and their connections to fractional calculus will be established. When considering solutions of fractional differential equations, Mittag-Leffler functions and Fox H-function appear naturally. Some results connected with generalized Mittag-Leffler density and their asymptotic behavior will be considered. Reference is made to applications in physics, particularly super statistics and nonextensive statistical mechanics.},
author = {Mathai, A., Haubold, H.},
journal = {Fractional Calculus and Applied Analysis},
keywords = {Fractional Calculus; Matrix-Variate Statistical Distributions; Pathway Model; Fox H-Function; Mittag-Leffler Function; Lévy Density; Extended Beta Models; Krätzel Integral; fractional calculus; matrix-variate statistical distributions; pathway model; Fox H-function; Mittag-Leffler function; Lévy density; Krätzel integral; extended beta models},
language = {eng},
number = {1},
pages = {138-155},
publisher = {Institute of Mathematics and Informatics Bulgarian Academy of Sciences},
title = {Matrix-Variate Statistical Distributions and Fractional Calculus},
url = {http://eudml.org/doc/219651},
volume = {14},
year = {2011},
}

TY - JOUR
AU - Mathai, A.
AU - Haubold, H.
TI - Matrix-Variate Statistical Distributions and Fractional Calculus
JO - Fractional Calculus and Applied Analysis
PY - 2011
PB - Institute of Mathematics and Informatics Bulgarian Academy of Sciences
VL - 14
IS - 1
SP - 138
EP - 155
AB - MSC 2010: 15A15, 15A52, 33C60, 33E12, 44A20, 62E15 Dedicated to Professor R. Gorenflo on the occasion of his 80th birthdayA connection between fractional calculus and statistical distribution theory has been established by the authors recently. Some extensions of the results to matrix-variate functions were also considered. In the present article, more results on matrix-variate statistical densities and their connections to fractional calculus will be established. When considering solutions of fractional differential equations, Mittag-Leffler functions and Fox H-function appear naturally. Some results connected with generalized Mittag-Leffler density and their asymptotic behavior will be considered. Reference is made to applications in physics, particularly super statistics and nonextensive statistical mechanics.
LA - eng
KW - Fractional Calculus; Matrix-Variate Statistical Distributions; Pathway Model; Fox H-Function; Mittag-Leffler Function; Lévy Density; Extended Beta Models; Krätzel Integral; fractional calculus; matrix-variate statistical distributions; pathway model; Fox H-function; Mittag-Leffler function; Lévy density; Krätzel integral; extended beta models
UR - http://eudml.org/doc/219651
ER -