Mittag-leffler process

Authors:
K. Jayakumar
Affiliations:
Department of Statistics, University of Calicut Kerala-673 635, India
Venue:
Mathematical and Computer Modelling: An International Journal
Year:
2003

Citing 0
Cited 1

Beyond the Poisson renewal process: A tutorial survey

Journal of Computational and Applied Mathematics

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Abstract

First-order autoregressive Mittag-Leffler process is studied. Methods for generating dependent (first-order autoregressive Markovian) sequences of random variables with Mittag-Leffier marginal distributions are discussed. Comparison of the first-order autoregressive Mittag-Leffler process with the first-order autoregressive exponential process of Gaver and Lewis [1] is done. As an application, the first-order autoregressive Mittag-Leffier process is fitted to weakly stream flows of the Kallada River in Kerala, India.