Total positivity in stable semigroups
Classical Analysis and ODEs
2014-12-02 v1 Probability
Abstract
We characterize the total positivity in space-time of real strictly stable semigroups. In the positive case, this solves a problem which had been raised by Karlin. In the drifted Cauchy case, this concludes a study which we had initiated in a previous paper. The case of isotropic stable semigroups is also investigated. We apply these results to the bell-shape and monotone likelihood properties of certain real stable densities.
Cite
@article{arxiv.1412.0132,
title = {Total positivity in stable semigroups},
author = {Thomas Simon},
journal= {arXiv preprint arXiv:1412.0132},
year = {2014}
}