In this paper we consider suitable families of power series distributed random variables, and we study their asymptotic behavior in the fashion of large (and moderate) deviations. We also present two examples of fractional counting processes, where the normalizations of the involved power series distributions can be expressed in terms of the Prabhakar function. The first example allows to consider the counting process in cite{PoganyTomovski}, the second one is inspired by a model studied in cite{GarraOrsingherPolito}.

Macci, C., Pacchiarotti, B., Villa, E. (2022). Asymptotic results for families of random variables having power series distributions. MODERN STOCHASTICS: THEORY AND APPLICATIONS, 9(2), 207-228 [10.15559/21-VMSTA198].

Asymptotic results for families of random variables having power series distributions

Macci, Claudio;Pacchiarotti, Barbara;
2022-01-01

Abstract

In this paper we consider suitable families of power series distributed random variables, and we study their asymptotic behavior in the fashion of large (and moderate) deviations. We also present two examples of fractional counting processes, where the normalizations of the involved power series distributions can be expressed in terms of the Prabhakar function. The first example allows to consider the counting process in cite{PoganyTomovski}, the second one is inspired by a model studied in cite{GarraOrsingherPolito}.
2022
Pubblicato
Rilevanza internazionale
Articolo
Esperti anonimi
Settore MAT/06 - PROBABILITA' E STATISTICA MATEMATICA
English
Con Impact Factor ISI
fractional counting processes; large deviations; moderate deviations; Mittag-Leffler functions
Macci, C., Pacchiarotti, B., Villa, E. (2022). Asymptotic results for families of random variables having power series distributions. MODERN STOCHASTICS: THEORY AND APPLICATIONS, 9(2), 207-228 [10.15559/21-VMSTA198].
Macci, C; Pacchiarotti, B; Villa, E
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/298679
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