Translator Disclaimer
2011 A multiplicative short proof for the unimodality of stable densities
Thomas Simon
Author Affiliations +
Electron. Commun. Probab. 16: 623-629 (2011). DOI: 10.1214/ECP.v16-1672

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.

Citation

Download Citation

Thomas Simon. "A multiplicative short proof for the unimodality of stable densities." Electron. Commun. Probab. 16 623 - 629, 2011. https://doi.org/10.1214/ECP.v16-1672

Information

Accepted: 19 October 2011; Published: 2011
First available in Project Euclid: 7 June 2016

zbMATH: 1244.60017
MathSciNet: MR2846655
Digital Object Identifier: 10.1214/ECP.v16-1672

Subjects:
Primary: 60E07
Secondary: 60E15

Keywords: Stable law, Unimodality

JOURNAL ARTICLE
7 PAGES


SHARE
Back to Top