Statistical Distribution Theory and Fractional Calculus
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Résumé
This is an overview paper. This paper is an attempt to show that fractional calculus can be reached through statistical distribution theory. This paper brings together results on fractional integrals and fractional derivatives of the first and second kinds in the real and complex domains in the scalar, vector, and matrix-variate cases, and shows that all these results can be reached through statistical distribution theory. It is shown that the whole area of fractional integrals can be reached through distributions of products and ratios in the scalar variable case and distributions of symmetric products and symmetric ratios in the matrix-variate cases. While summarizing the materials, the real domain results are also listed side by side with the complex domain results so that a comparative study is possible. Fractional integrals and derivatives in the real domain mean that the parameters involved could be real or complex with appropriate conditions, the arbitrary function is real-valued, and the variables involved are all real. These in the complex domain mean that the parameters could be real or complex and the arbitrary function is still real-valued but the variables involved are in the complex domain. Fully complex domain means the variables as well as the arbitrary function are in the complex domain. Most of the materials on fractional integrals and fractional derivatives involving a single matrix or a number of matrices in the real or complex domain are of this author. Slight modifications of the results, compared with the published works in various papers, are there in various sections. In the paragraph on notations, the lemmas that are taken from this author’s own book on Jacobians are common with published works and hence the similarity index with this author’s works will be high. Section Matrix-Variate Joint Distributions and Fractional Integrals in Many Matrix-Variate Cases material on a statistical approach to Kiryakova’s multi-index fractional integral and its extension to the real scalar case of second kind integrals as well as extensions of first and second kind integrals to real and complex matrix-variate cases are believed to be new. Matrix differential operators are introduced in Section Fractional Derivatives and, with the help of these operators, fractional derivatives are constructed from the corresponding fractional integrals. These operators are applicable in a large variety of functions. Applicability is shown through identities created from scale transformed gamma random variables. Some concluding remarks are given and some open problems are pointed out in Section Concluding Remarks.
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| Catégorie | Codex | Gemma |
|---|---|---|
| Métarecherche | 0,000 | 0,001 |
| Méta-épidémiologie (sens strict) | 0,000 | 0,000 |
| Méta-épidémiologie (sens large) | 0,000 | 0,000 |
| Bibliométrie | 0,000 | 0,000 |
| Études des sciences et des technologies | 0,000 | 0,000 |
| Communication savante | 0,000 | 0,000 |
| Science ouverte | 0,000 | 0,000 |
| Intégrité de la recherche | 0,000 | 0,000 |
| Charge utile insuffisante (le modèle a refusé de juger) | 0,001 | 0,000 |
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