2016
DOI: 10.1007/s00365-016-9337-3
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Total Positivity in Stable Semigroups

Abstract: We characterize the total positivity in space-time of strictly stable semigroups on R. In the positive case, this solves a problem that had been raised by Karlin.In the drifted Cauchy case, this concludes a study that we initiated in a previous paper. The case of the isotropic stable semigroup on R d is also investigated. We apply these results to the bell-shape and monotone likelihood properties of certain stable densities.

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“…for every n ≥ 1, the case n = 0 being evaluated in the above (12). Plugging all these expressions into (13) and switching the two finite sums, we get…”
Section: (B)mentioning
confidence: 99%
“…for every n ≥ 1, the case n = 0 being evaluated in the above (12). Plugging all these expressions into (13) and switching the two finite sums, we get…”
Section: (B)mentioning
confidence: 99%