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Total positivity in stable semigroups

2014/11/29 by Simon, Thomas
#Classical Analysis and ODEs (math.CA) #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1412.0132

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.

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