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Article Dans Une Revue Electronic Communications in Probability Année : 2011

A multiplicative short proof for the unimodality of stable densities

Résumé

Revisiting an article by Chernin and Ibragimov on unimodality of stable laws, we show that their approach to deduce the general case from the extremal ones, whose completion contained an error as discovered later by Kanter, can be carried out successfully in considering Bochner's subordination and multiplicative strong unimodality. This short proof of the unimodality of all stable densities yields also a multiplicative counterpart to Yamazato's additive ones.

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hal-02474245 , version 1 (11-02-2020)

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Thomas Simon. A multiplicative short proof for the unimodality of stable densities. Electronic Communications in Probability, 2011, Electronic Communications in Probability, 16, pp.623-629. ⟨10.1214/ecp.v16-1672⟩. ⟨hal-02474245⟩
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