English

Produit Beta-Gamma et r\'egularit\'e du signe

Probability 2012-07-30 v1 Classical Analysis and ODEs

Abstract

We study the total positivity of the multiplicative convolution kernel T associated with the independent product of two random variables B(a,b)B(a,b) and Γ(c).\Gamma(c). This kernel is totally positive of infinite order if bb or d=a+bcd = a+b -c are integers. Otherwise the sign-regularity of T has always a finite order, which is here computed. More precisely, for every n1n\ge 1 it is shown that T is totally positive of order n+1n + 1 if and only if (d,b)(d,b) lies above a certain stairway En{\mathcal E}_n plotted in the upper half-plane. This stairway also characterizes the sign-invariance of several determinants associated with the confluent hypergeometric function of the second kind.

Keywords

Cite

@article{arxiv.1207.6464,
  title  = {Produit Beta-Gamma et r\'egularit\'e du signe},
  author = {Thomas Simon},
  journal= {arXiv preprint arXiv:1207.6464},
  year   = {2012}
}
R2 v1 2026-06-21T21:42:25.949Z