A multiplicative short proof for the unimodality of stable densities - Université de Lille
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.

Mots clés

Fichier principal
Vignette du fichier
ShortMulti.pdf (208.84 Ko) Télécharger le fichier
Origine Fichiers éditeurs autorisés sur une archive ouverte
Loading...

Dates et versions

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

Licence

Identifiants

Citer

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⟩
28 Consultations
105 Téléchargements

Altmetric

Partager

More