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Jung Hun Han

Publications and source records attributed to Jung Hun Han.

3 recordsLinked to original sources

A New Family of Fractional Renewal Processes

Fractional renewal processes as a generalization of Poisson process are already in the literature. In this paper, by introducing a new concept of generalized density function, the authors construct new fractional renewal processes in the $α$-fractional space and show that it is another interesting and useful generalization of Poisson process.

math.ST

On the Levy density function

In this paper, we introduce the Levy density function as the limit of a generalized Mittag-Leffler density function. The fractional integral equation for the generalized Mittag-Leffler density function is also given. And the role of the Levy structure in the fractional calculus is described. Finally, a transformation is defined.

math.ST

One-sided Lévy stable distributions

In this paper, we show new representations of one-sided Lévy stable distributions for irrational Lévy indices of the type $\left(\frac{p}{q}\right)^{\frac{l_{2}}{l_{1}}}$ which are not covered in \cite{pg1} : for rational Lévy indices. Furthermore, other equivalent representations for a distribution of a rational Lévy index is described. We also give a simplest proof for the formulae which cover the cases for rational Lévy indices. Finally we introduce the concepts of Lévy smashing and Lévy-smashed gamma stochastic processes.

math.ST