A proof of Bondesson's conjecture on stable densities

DOI10.1007/S11512-015-0216-0MaRDI QIDQ283971zbMATH OpenOpenAlexWikidataFDO

Authors Pierre Bosch, Thomas Simon

Publication date 17 May 2016

Published in Arkiv för Matematik (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1411.3369

zbMATH Keywords

\(\alpha\)-stable densitiesBondesson's conjectureself-similarity parameters

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)

Abstract: We show that positive $alpha$-stable densities are hyperbolically completely monotone if and only if $alphale1/2$. This gives a positive answer to a question raised by L. Bondesson in 1977.

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Cited in

(13)

• Density solutions to a class of integro-differential equations
• On the bell-shape of stable densities
• Some properties of the free stable distributions
• Positive stable densities and the bell-shape
• Further examples of GGC and HCM densities
• Analytical properties of generalized Gaussian distributions
• scientific article; zbMATH DE number 482644 (Why is no real title available?)
• On the law of homogeneous stable functionals
• HCM property and the Half-Cauchy distribution
• Total positivity in stable semigroups
• scientific article; zbMATH DE number 168108 (Why is no real title available?)
• Moment problems related to Bernstein functions
• A proof of the steepest increase conjecture of a phase-type density

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