Semi-Mittag-Leffler distributions
Abstract:
The semi-Mittag-Leffler (SML)
distribution arises as the marginal of a stationary Markovian
process, and is a generalization of the well-known Mittag-Leffler
(ML) or positive Linnik distribution. Unlike the ML distribution,
which has been well established, few properties of the SML
distribution are discussed in the literature. In this paper, we
derive some more
characterizations of the SML and related distributions.
By using stochastic inequalities, we further
extend some characterizations, including Pitman and Yor's
(2003) result about the hyperbolic sine distribution.
2010 AMS Mathematics Subject Classification: Primary 62E10, 60E10, 60G10; Secondary 33E12, 42B10.
Keywords and phrases: semi-Mittag-Leffler
distribution, positive semi-stable
distribution, geometric infinite divisibility,
Laplace--Stieltjes transform, characterization of distributions, random summation.