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Nonlocal Probability Theory: General Fractional Calculus Approach

Author

Listed:
  • Vasily E. Tarasov

    (Skobeltsyn Institute of Nuclear Physics, Lomonosov Moscow State University, 119991 Moscow, Russia
    Department of Physics, 915, Moscow Aviation Institute (National Research University), 125993 Moscow, Russia)

Abstract

Nonlocal generalization of the standard (classical) probability theory of a continuous distribution on a positive semi-axis is proposed. An approach to the formulation of a nonlocal generalization of the standard probability theory based on the use of the general fractional calculus in the Luchko form is proposed. Some basic concepts of the nonlocal probability theory are proposed, including nonlocal (general fractional) generalizations of probability density, cumulative distribution functions, probability, average values, and characteristic functions. Nonlocality is described by the pairs of Sonin kernels that belong to the Luchko set. Properties of the general fractional probability density function and the general fractional cumulative distribution function are described. The truncated GF probability density function, truncated GF cumulative distribution function, and truncated GF average values are defined. Examples of the general fractional (GF) probability distributions, the corresponding probability density functions, and cumulative distribution functions are described. Nonlocal (general fractional) distributions are described, including generalizations of uniform, degenerate, and exponential type distributions; distributions with the Mittag-Leffler, power law, Prabhakar, Kilbas–Saigo functions; and distributions that are described as convolutions of the operator kernels and standard probability density.

Suggested Citation

  • Vasily E. Tarasov, 2022. "Nonlocal Probability Theory: General Fractional Calculus Approach," Mathematics, MDPI, vol. 10(20), pages 1-82, October.
    • Handle: RePEc:gam:jmathe:v:10:y:2022:i:20:p:3848-:d:945180
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    Citations

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    Cited by:

    1. Vasily E. Tarasov, 2024. "General Fractional Economic Dynamics with Memory," Mathematics, MDPI, vol. 12(15), pages 1-24, August.
    2. Vasily E. Tarasov, 2023. "General Fractional Calculus in Multi-Dimensional Space: Riesz Form," Mathematics, MDPI, vol. 11(7), pages 1-20, March.
    3. Maryam Alkandari & Yuri Luchko, 2024. "Operational Calculus for the 1st-Level General Fractional Derivatives and Its Applications," Mathematics, MDPI, vol. 12(17), pages 1-23, August.
    4. Vasily E. Tarasov, 2023. "General Fractional Noether Theorem and Non-Holonomic Action Principle," Mathematics, MDPI, vol. 11(20), pages 1-35, October.
    5. Tarasov, Vasily E., 2023. "Nonlocal statistical mechanics: General fractional Liouville equations and their solutions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 609(C).
    6. Mohammed Al-Refai & Yuri Luchko, 2023. "The General Fractional Integrals and Derivatives on a Finite Interval," Mathematics, MDPI, vol. 11(4), pages 1-13, February.
    7. Vasily E. Tarasov, 2023. "Multi-Kernel General Fractional Calculus of Arbitrary Order," Mathematics, MDPI, vol. 11(7), pages 1-32, April.
    8. Anatoliy Martynyuk & Gani Stamov & Ivanka Stamova & Ekaterina Gospodinova, 2023. "Formulation of Impulsive Ecological Systems Using the Conformable Calculus Approach: Qualitative Analysis," Mathematics, MDPI, vol. 11(10), pages 1-15, May.

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