On the density arising from the domain of attraction of an operator interpolating between sum and supremum: The -Sun operator

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS(2023)

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摘要
We explore the analytic properties of the density function h(x; gamma, alpha), x is an element of (0, infinity), gamma > 0, 0 < alpha < 1 which arises as a normed limit from the domain of attraction problem for an operator interpolating between the supremum and sum as applied to a sequence of i.i.d. non-negative random variables. The parameter alpha controls the interpolation between these two cases, while gamma further parametrises the type of distribution from which the underlying random variables are drawn. It is known that in the normed limit, for alpha = 0 the Frechet density arises, whereas for alpha = 1 the limit is a stable random variable which has the well-known identification with a particular Fox H-function. It is known [21] that for intermediate alpha an entirely new distribution function appears, which is not one of the extensions to the hypergeometric function considered to date. Here we derive series, integral and continued fraction representations of this latter function.(c) 2023 Elsevier Inc. All rights reserved.
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关键词
Extreme value distributions,Stochastic absorption,Division and growth models,Volterra integral equations,Mellin transforms,Ramanujan master theorem,Hypergeometric functions
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