arXiv subjects

K. K. Kataria

Publications and source records attributed to K. K. Kataria.

29 records · Page 2Linked to original sources

arXiv2020

Mixed fractional Risk Process

In this paper, we introduce a risk process, namely, the mixed fractional risk process (MFRP) in which the number of claims in the associated claim process are modelled using the mixed fractional Poisson process (MFPP). The covariance structure of the MFRP is studied and its long-range dependence property has been established. Also, we show that the increments of MFRP exhibit the short-range dependence property. Another fractional risk process based on the MFPP is introduced which we call as the MFRP-II. It differs from the MFRP in terms of premium. Its ruin probabilities in the case of exponential and subexponential distributions of claim sizes are obtained.

math.PR↗

arXiv2020

On the Long-Range Dependence of Mixed Fractional Poisson Process

In this paper, we show that the mixed fractional Poisson process (MFPP) exhibits the long-range dependence (LRD) property. It is proved by establishing an asymptotic result for the covariance of inverse mixed stable subordinator. Also, it is shown that the increments of the MFPP, namely, the mixed fractional Poissonian noise (MFPN) has the short-range dependence (SRD) property.

math.PR↗

arXiv2018

On Distributions of Certain State Dependent Fractional Point Processes

We obtain the explicit expressions for the state probabilities of various state dependent fractional point processes recently introduced and studied by Garra et al. (2015). The inversion of the Laplace transforms of the state probabilities of such processes is rather cumbersome and involved. We employ the Adomian decomposition method to solve the difference differential equations governing the state probabilities of these state dependent processes. The distributions of some convolutions of the Mittag-Leffler random variables are derived as special cases of the obtained results.

math.PR↗

arXiv2017

Correlation between Adomian and Partial Exponential Bell Polynomials

We obtain some recurrence relationships among the partition vectors of the partial exponential Bell polynomials. On using such results, the $n$-th Adomian polynomial for any nonlinear operator can be expressed explicitly in terms of the partial exponential Bell polynomials. Some new identities for the partial exponential Bell polynomials are obtained by solving certain ordinary differential equations using Adomian decomposition method.

math.CO↗

arXiv2017

Simple Parametrization Methods for Generating Adomian Polynomials

In this paper, we discuss two simple parametrization methods for calculating Adomian polynomials for several nonlinear operators, which utilize the orthogonality of functions einx, where n is an integer. Some important properties of Adomian polynomials are also discussed and illustrated with examples. These methods require minimum computation, are easy to implement, and are extended to multivariable case also. Examples of different forms of nonlinearity, which includes the one involved in the Navier Stokes equation, is considered. Explicit expression for the n-th order Adomian polynomials are obtained in most of the examples.

math-ph↗

arXiv2017

Saigo Space-Time Fractional Poisson Process via Adomian Decomposition Method

We obtain the state probabilities of various fractional versions of the classical homogeneous Poisson process using an alternate and simpler method known as the Adomian decomposition method (ADM). Generally these state probabilities are obtained by evaluating probability generating function using Laplace transform. A generalization of the space and time fractional Poisson process involving the Caputo type Saigo differential operator is introduced and its state probabilities are obtained using ADM.

math.PR↗

arXiv2016

On Densities of the Product, Quotient and Power of Independent Subordinators

We obtain the closed form expressions for the densities of the product, quotient, power and scalar multiple of independent stable subordinators. Similar results for the independent inverse stable subordinators are discussed. This is achieved by expressing the densities of stable and inverse stable subordinators in terms of the Fox's $H$-function.

math.PR↗

arXiv2016

A Probabilistic Proof of the Multinomial Theorem

In this note, we give an alternate proof of the multinomial theorem using a probabilistic approach. Although the multinomial theorem is basically a combinatorial result, our proof may be simpler for a student familiar with only basic probability concepts.

math.GM↗

arXiv2015

The I-Function Distribution and its Extensions

In this paper we introduce a new probability distribution on (0,1), associated with the I-function, namely, the I-function distribution. This distribution generalizes several known distributions with positive support. It is also shown that the distribution of products, quotients and powers of independent I-function variates are I-function variates. Another distribution called the I-function inverse Gaussian distribution is also introduced and studied.

math.PR↗

arXiv2014

Some Fractional Calculus results associated with the $I$-Function

The effect of Marichev-Saigo-Maeda (MSM) fractional operators involving third Appell function on the $I$ function is studied. It is shown that the order of the $I$-function increases on application of these operators to the power multiple of the $I$-function. The Caputo-type MSM fractional derivatives are introduced and studied for the $I$-function. As special cases, the corresponding assertions for Saigo and Erdélyi-Kober fractional operators are also presented. The results obtained in this paper generalize several known results obtained recently in the literature.

math.CA↗

arXiv2014

The Generalized $K$-Wright Function and Marichev-Saigo-Maeda Fractional Operators

In this paper, the generalized fractional operators involving Appell's function $F_3$ in the kernel due to Marichev-Saigo-Maeda are applied to the generalized $K$-Wright function. These fractional operators when applied to power multipliers of the generalized $K$-Wright function ${}_{p}Ψ^k_q$ yields a higher ordered generalized $K$-Wright function, namely, ${}_{p+3}Ψ^k_{q+3}$. The Caputo-type modification of Marichev-Saigo-Maeda fractional differentiation is introduced and the corresponding assertions for Saigo and Erdélyi-Kober fractional operators are also presented. The results derived in this paper generalize several recent results in the theory of special functions.

math.CA↗