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On the unimodality of power transformations of positive stable densities
Authors:Thomas Simon
Affiliation:Laboratoire Paul Painlevé, U. F. R. de Mathématiques, Université de Lille 1, 59655 Villeneuve d'Ascq Cedex, France
Abstract:Let Zα be a positive α‐stable random variable and $rin {mathbb {R}}.Let Zα be a positive α‐stable random variable and $rin {mathbb {R}}.$ We show the existence of an unbounded open domain D in [1/2, 1] × ( ? ∞, ?1/2] with a cusp at (1/2, ?1/2), characterized by the complete monotonicity of the function $F_{alpha ,r}(lambda ) = (alpha lambda ^alpha -r)e^{-lambda ^alpha }!! ,$ such that $Z_alpha ^r$ is unimodal if and only if (α, r)?D.
Keywords:Bernstein function  complete monotonicity  Kanter function  Mittag‐Leffler function  Positive stable distribution  unimodality  MSC (2010) 60E07  60E15  26A09
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