Related papers: Gaussian Mills ratio is completely monotone

Consider the Mills ratio $f(x)=\big(1-\Phi(x)\big)/\phi(x), \, x\ge 0$, where $\phi$ is the density function of the standard Gaussian law and $\Phi$ its cumulative distribution.We introduce a general procedure to approximate $f$ on the…

We review various inequalities for Mills' ratio (1 - \Phi)/\phi, where \phi and \Phi denote the standard Gaussian density and distribution function, respectively. Elementary considerations involving finite continued fractions lead to a…

This note contains sufficient conditions for the probability density function of an arbitrary continuous univariate distribution, supported on $(0,\infty),$ such that the corresponding Mills ratio to be reciprocally convex (concave). To…

The inverse Mills ratio is $R:=\varphi/\Psi$, where $\varphi$ and $\Psi$ are, respectively, the probability density function and the tail function of the standard normal distribution. Exact bounds on $R(z)$ for complex $z$ with $\Re z\ge0$…

We study the projection of an element of fractional Gaussian noise onto its neighbouring elements. We prove some analytic results for the coefficients of this projection, in particular, we obtain recurrence relations for them. We also make…

This work includes a new characterization of the multivariate normal distribution. In particular, it is shown that a positive density function $f$ is Gaussian if and only if the $f(x+ y)/f(x)$ is convex in $x$ for every $y$. This result has…

We prove that the function $g(x)= 1 / \bigl( 1 - \cos(x) \bigr)$ is completely monotonic on $(0,\pi]$ and absolutely monotonic on $[\pi, 2\pi)$, and we determine the best possible bounds $\lambda_n$ and $\mu_n$ such that the inequalities $$…

We study a generalization of the Fr\'echet mean on metric spaces, which we call $\phi$-means. Our generalization is indexed by a convex function $\phi$. We find necessary and sufficient conditions for $\phi$-means to be finite and provide a…

Let $\psi(x)$ be the di-gamma function, the logarithmic derivative of the classical Euler's gamma function $\Gamma(x)$. In the paper, the author shows that the completely monotonic degree of the function $[\psi'(x)]^2+\psi''(x)$ is $4$,…

In this article, we study exponents which preserve complete monotonicity of functions on lattices. We prove that for any completely monotone function $f$ on a finite lattice, $f^\alpha$ is completely monotone for all $\alpha\geq c$, where…

Starting from the Davenport-Heilbronn function equation: $f(s) = X(s) f(1-s)$, we discover the four properties of the meromorphic function $X(s)$ defined as the ratio of the Davenport-Heilbronn functions: $\frac{f(s)}{f(1-s)} = X(s)$, and…

This paper systematically investigates the absolute monotonicity of two function families associated with the Gaussian hypergeometric function $F(a, b; c; x)$ (where $a,b,c\in\mathbb{R}_+$): $\mathcal{F}_p(x)=(1-x)^pF(a,b;c;x)$ and…

We use the relative modular operator to define a generalized relative entropy for any convex operator function g on the positive real line satisfying g(1) = 0. We show that these convex operator functions can be partitioned into convex…

We investigate conditions for logarithmic complete monotonicity of product ratios of gamma and q-gamma functions whose arguments are linear functions of the variable. We give necessary and sufficient conditions in terms of nonnegativity of…

A class of functions involving the divided differences of the psi function and the polygamma functions and originating from Kershaw's double inequality are proved to be completely monotonic. As applications of these results, the…

The Thue-Morse sequence (1, -1, -1, 1, -1, 1, 1, ...) can in a sense be naturally extended to a continuous function f called the Fabius function. It is shown how to determine the exact value of f(x) whenever x is the ratio between a…

This paper presents a comprehensive study of a class of functions which approximate 1/|x| for large x but which are finite at the origin. These functions arise naturally in the study of atoms in strong magnetic fields where the so-called…

This paper systematically investigates the analytic properties of the ratio $f(s)/f(1-s) = X(s)$ based on the Davenport-Heilbronn functional equation $f(s) = X(s)f(1-s)$. We propose a novel method to analyze the distribution of non-trivial…

We consider the following question: if a function of the form $\int_0^{\infty}\varphi(t)\, e^{-xt}dt$ is completely monotonic, is it then $\varphi\ge0$? It turns out that the question is related to a moment problem. In the end we apply…

A real arithmetic function f is multiplicatively monotonous if f (mn) -- f (m) has constant sign for m, n positive integers. Properties and examples of such functions are discussed, with applications to positive hermitian…