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CATEGORIES:Isaac Newton Institute Seminar Series
SUMMARY:A fractional generalisation of the Dirichlet distr
ibution - Enrico Scalas (University of Sussex)
DTSTART;TZID=Europe/London:20220328T171500
DTEND;TZID=Europe/London:20220328T181500
UID:TALK170057AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/170057
DESCRIPTION:A generalisation of the Dirichlet distribution is
derived assuming that the $n$ partitions of the in
terval $[0\, W_n]$ are independent and identically
distributed random variables following the genera
lized Mittag-Leffler distribution. The expected va
lue and variance of the one-dimensional marginal a
re presented as well as the form of its probabilit
y density function. A related generalized Dirichle
t distribution is studied that provides a reasonab
le approximation for some values of the parameters
. The relation between this distribution and other
generalizations of the Dirichlet distribution is
discussed. Monte Carlo simulations of the one-dime
nsional marginals for both distributions are prese
nted.\nThe results of this talk were presented in
a paper in collaboration with Elvira Di Nardo and
Federico Polito:\nElvira Di Nardo\, Federico Polit
o\, Enrico Scalas\nA fractional generalisation of
the Dirichlet distribution and related distributio
ns\nFract. Calc. Appl. Anal.\, Vol. 24\, No 1 (202
1)\, pp. 112&ndash\;136\,DOI: 10.1515/fca-2021-000
6\nThese results are part of a wider research prog
ram on random exchange processes for the distribut
ion of wealth. This research program will be brief
ly introduced in my talk.
LOCATION:Seminar Room 2\, Newton Institute
CONTACT:
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