A proof of Bondesson's conjecture on stable densities

DOI10.1007/s11512-015-0216-0zbMath1364.60027arXiv1411.3369OpenAlexW3104092293WikidataQ122873802 ScholiaQ122873802MaRDI QIDQ283971

Thomas Simon, Pierre Bosch

Publication date: 17 May 2016

Published in: Arkiv för Matematik (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.3369

zbMATH Keywords

\(\alpha\)-stable densitiesBondesson's conjectureself-similarity parameters

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)

Related Items (6)

Density solutions to a class of integro-differential equations ⋮ Some properties of the free stable distributions ⋮ Moment problems related to Bernstein functions ⋮ Analytical properties of generalized Gaussian distributions ⋮ On the law of homogeneous stable functionals ⋮ Total positivity in stable semigroups

Cites Work

• On univariate and bivariate generalized gamma convolutions
• On the infinite divisibility of inverse beta distributions
• A class of probability distributions that is closed with respect to addition as well as multiplication of independent random variables
• Generalized gamma convolutions and related classes of distributions and densities
• Further examples of GGC and HCM densities
• Comparing Fréchet and positive stable laws
• HCM Property and the Half-Cauchy Distribution
• Classes of infinitely divisible distributions and densities
• Some representations of stable random variables as products
• Unimodality of Hitting Times for Stable Processes
• Multiplicative strong unimodality for positive stable laws
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