A proof of Bondesson's conjecture on stable densities

DOI10.1007/S11512-015-0216-0zbMATH Open1364.60027arXiv1411.3369OpenAlexW3104092293WikidataQ122873802 ScholiaQ122873802MaRDI QIDQ283971FDOQ283971

Authors: Pierre Bosch, Thomas Simon 

Publication date: 17 May 2016

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

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.

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

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

Cites Work

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Cited In (10)

• Total positivity in stable semigroups
• Moment problems related to Bernstein functions
• On the law of homogeneous stable functionals
• Analytical properties of generalized Gaussian distributions
• On the bell-shape of stable densities
• Title not available (Why is that?)
• A proof of the steepest increase conjecture of a phase-type density
• Some properties of the free stable distributions
• Density solutions to a class of integro-differential equations
• Title not available (Why is that?)

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