On the density for sums of independent Mittag-Leffler variates with common order

Edmond Levy

Statistics & Probability Letters, 2021, vol. 179, issue C

Abstract: This note demonstrates a convenient approach to finding the density for the sum of independent Mittag-Leffler distributed random variables when they share a common order. The approach uses a well-known integral relation of the Mittag-Leffler function which lends itself to a divided difference interpretation for the convolution of such functions.

Keywords: Mittag-Leffler distribution; Divided differences; Convolutions (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1016/j.spl.2021.109211

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