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Mittag-leffler process

✍ Scribed by K. Jayakumar

Book ID
104351276
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
623 KB
Volume
37
Category
Article
ISSN
0895-7177

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✦ Synopsis

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

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