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Fractional extreme distributions

math.PR · 2019-08-01 · conditional · novelty 8.0

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 math.PR · 2019-08-01 · conditional · none · ref 3

    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.