Journal
STOCHASTIC ANALYSIS AND APPLICATIONS
Volume 37, Issue 1, Pages 115-122Publisher
TAYLOR & FRANCIS INC
DOI: 10.1080/07362994.2018.1538803
Keywords
Mittag-Leffler distribution; sums of independent random variables; fractional point processes
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Funding
- NBHM Postdoctoral fellowship, DAE, Govt. of India
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We obtain the distribution of the sum of independent Mittag-Leffler (ML) random variables which are not necessarily identically distributed. Firstly we discuss the corresponding known result for independent and identically distributed ML random variables which follows as a special case of our result. Some applications of the obtained result to fractional point processes are also discussed.
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