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University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Fractional characteristic functions and fractional moments

## Fractional characteristic functions and fractional momentsAdd to your list(s) Download to your calendar using vCal - Zivorad Tomovski (University of Ostrava)
- Tuesday 22 February 2022, 15:30-16:00
- Seminar Room 1, Newton Institute.
If you have a question about this talk, please contact nobody. FD2W01 - Deterministic and stochastic fractional diﬀerential equations and jump processes We introduce a fractional variant of the characteristic function of a random variable. It exists on the real whole line, and isuniformly continuos. We show that fractional moments can be expressed in terms of Riemann-Liouville integrals and derivatives of the fractional characteristic function. Fractional moments are of interest in particular for distributions whose integer moments do not exist. Some illustrative examples for particular distributions will be also presented. This talk is part of the Isaac Newton Institute Seminar Series series. ## This talk is included in these lists:- All CMS events
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