<div class="csl-bib-body">
<div class="csl-entry">Tomovski, Ž., Metzler, R., & Gerhold, S. (2022). Fractional characteristic functions, and a fractional calculus approach for moments of random variables. <i>Fractional Calculus and Applied Analysis</i>, <i>25</i>(4), 1307–1323. https://doi.org/10.1007/s13540-022-00047-x</div>
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dc.identifier.issn
1311-0454
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/139915
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dc.description.abstract
In this paper we introduce a fractional variant of the characteristic function of a random variable. It exists on the whole real line, and is uniformly continuous. We show that fractional moments can be expressed in terms of Riemann–Liouville integrals and derivatives of the fractional characteristic function. The fractional moments are of interest in particular for distributions whose integer moments do not exist. Some illustrative examples for particular distributions are also presented.
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dc.language.iso
en
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dc.publisher
SPRINGERNATURE
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dc.relation.ispartof
Fractional Calculus and Applied Analysis
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dc.rights.uri
http://creativecommons.org/licenses/by/4.0/
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dc.subject
Characteristic function
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dc.subject
Fractional calculus (primary)
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dc.subject
Fractional moments
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dc.subject
Mellin transform
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dc.subject
Mittag–Leffler function
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dc.title
Fractional characteristic functions, and a fractional calculus approach for moments of random variables