Mittag-leffler process

First-order autoregressive Mittag-Leffler process is studied. Methods for generating dependent (first-order autoregressive Markovian) sequences of random variables with Mittag-Leffier marginal distributions are discussed. Comparison of the first-order autoregressive Mittag-Leffler process with the first-order autoregressive exponential process of Gaver and Lewis [1] is done. As an application, the first-order autoregressive Mittag-Leffier process is fitted to weakly stream flows of the Kallada River in Kerala, India.