  A connection between fractional calculus and statistical distribution theory
has been established by the authors recently. Some extensions of the results to
matrix-variate functions were also considered. In the present article, more
results on matrix-variate statistical densities and their connections to
fractional calculus will be established. When considering solutions of
fractional differential equations, Mittag-Leffler functions and Fox H-function
appear naturally. Some results connected with generalized Mittag-Leffler
density and their asymptotic behavior will be considered. Reference is made to
applications in physics, particularly superstatistics and nonextensive
statistical mechanics.
