Discrete Mittag-Leffler distributions. (English) Zbl 0829.60010
A probability distribution with the generating function \(G(z) = (1 + c(1 - z)^\alpha)^{-1}\), \(0 < \alpha < 1\), \(0 < p < 1\), \(p = (1 + c)^{- 1}\), is called the discrete Mittag-Leffler distribution. Properties of these distributions are studied and the first order autoregressive discrete Mittag-Leffler process is developed.
Reviewer: N.Kalinauskaitė (Vilnius)
MSC:
| 60E05 | Probability distributions: general theory |
References:
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