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SUMMARY:Fractional characteristic functions and fractional moments - Zivor
 ad Tomovski (University of Ostrava)
DTSTART:20220222T153000Z
DTEND:20220222T160000Z
UID:TALK167795@talks.cam.ac.uk
DESCRIPTION:We introduce a fractional variant of the characteristic functi
 on of a random variable. It exists on the real whole line\, and isuniforml
 y continuos. We show that fractional moments can be expressed in terms of 
 Riemann-Liouville integrals and derivatives of the fractional characterist
 ic function. Fractional moments are of interest in particular for distribu
 tions whose integer moments do not exist. Some illustrative examples for p
 articular distributions will be also presented.
LOCATION:Seminar Room 1\, Newton Institute
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