Fractional Extensions of Jacobi Polynomials and Gauss Hypergeometric Function

2000 Mathematics Subject Classification: 26A33, 33C45

Densities with Spherical Level Sets in the Gauss-exponential Domain

2000 Mathematics Subject Classification: 60F05, 60B10.

Zolotarev's proof of Gauss reciprocity and Jacobi symbols

2000 Mathematics Subject Classification: Primary 11A15.

Further Generalization of Kobayashi's Gamma Function

In this paper, we introduce a further generalization of the gamma function involving Gauss hypergeometric function 2F1 (a, b; c; z)

Generalization of a Conjecture in the Geometry of Polynomials

In this paper we survey work on and around the following conjecture, which was first stated about 45 years ago: If all the zeros of an algebraic polynomial p (of degree n ≥ 2) lie in a disk with radius r, then, for each zero z1 of p, the disk with center z1 and radius r contains at least one zero of the derivative p′ . Until now, this conjecture has been proved for n ≤ 8 only. We also put the conjecture in a more general framework involving higher order derivatives and sets defined by the zeros of the polynomials.

On Two Saigo’s Fractional Integral Operators in the Class of Univalent Functions

2000 Mathematics Subject Classification: Primary 26A33, 30C45; Secondary 33A35

A Brief Story about the Operators of the Generalized Fractional Calculus

2000 Mathematics Subject Classification: 26A33, 33C60, 44A20

An Analog of the Tricomi Problem for a Mixed Type Equation with a Partial Fractional Derivative

Mathematics Subject Classification 2010: 35M10, 35R11, 26A33, 33C05, 33E12, 33C20.

Fractional Integration of the Product of Bessel Functions of the First Kind

Dedicated to 75th birthday of Prof. A.M. Mathai, Mathematical Subject Classification 2010:26A33, 33C10, 33C20, 33C50, 33C60, 26A09

Optimum Chemical Balance Weighing Design under Certain Condition

2000 Mathematics Subject Classification: 62K05, 05B05.

On the Lp-Norm Regression Models for Estimating Value-at-Risk

Analysis of risk measures associated with price series data movements and its predictions are of strategic importance in the financial markets as well as to policy makers in particular for short- and longterm planning for setting up economic growth targets. For example, oilprice risk-management focuses primarily on when and how an organization can best prevent the costly exposure to price risk. Value-at-Risk (VaR) is the commonly practised instrument to measure risk and is evaluated by analysing the negative/positive tail of the probability distributions of the returns (profit or loss). In modelling applications, least-squares estimation (LSE)-based linear regression models are often employed for modeling and analyzing correlated data. These linear models are optimal and perform relatively well under conditions such as errors following normal or approximately normal distributions, being free of large size outliers and satisfying the Gauss-Markov assumptions. However, often in practical situations, the LSE-based linear regression models fail to provide optimal results, for instance, in non-Gaussian situations especially when the errors follow distributions with fat tails and error terms possess a finite variance. This is the situation in case of risk analysis which involves analyzing tail distributions. Thus, applications of the LSE-based regression models may be questioned for appropriateness and may have limited applicability. We have carried out the risk analysis of Iranian crude oil price data based on the Lp-norm regression models and have noted that the LSE-based models do not always perform the best. We discuss results from the L1, L2 and L∞-norm based linear regression models. ACM Computing Classification System (1998): B.1.2, F.1.3, F.2.3, G.3, J.2.