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A multiplicative short proof for the unimodality of stable densities


 
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1. Title Title of document A multiplicative short proof for the unimodality of stable densities
 
2. Creator Author's name, affiliation, country Thomas Simon; Université Lille 1
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Stable law; unimodality
 
3. Subject Subject classification 60E07; 60E15
 
4. Description Abstract 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) ANR-09-BLAN-0084-01 and CMCU-10G1503
 
7. Date (YYYY-MM-DD) 2011-10-19
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1672
 
10. Identifier Digital Object Identifier 10.1214/ECP.v16-1672
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 16
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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