Fractional Weibull, Fréchet, and Gumbel distributions are characterized as unique solutions to fractional differential equations, with representations via α-stable subordinators and new analytic properties for the associated special functions.
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Fractional extreme distributions
Fractional Weibull, Fréchet, and Gumbel distributions are characterized as unique solutions to fractional differential equations, with representations via α-stable subordinators and new analytic properties for the associated special functions.