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On the convolution of Mittag–Leffler distributions and its applications to fractional point processes |
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| Authors: | Kuldeep Kumar Kataria Palaniappan Vellaisamy |
| Institution: | 1. Department of Mathematics, Indian Institute of Science, Bangalore, India;2. Department of Mathematics, Indian Institute of Technology Bombay, Powai, Mumbai, India |
| Abstract: | We obtain the distribution of the sum of independent Mittag–Leffler (ML) random variables which are not necessarily identically distributed. Firstly we discuss the corresponding known result for independent and identically distributed ML random variables which follows as a special case of our result. Some applications of the obtained result to fractional point processes are also discussed. |
| Keywords: | Mittag–Leffler distribution sums of independent random variables fractional point processes |