关于正稳定密度幂变换的单峰性
On the unimodality of power transformations of positive stable densities
摘要:
设$Z_α$是正的$α-$稳定随机变量,$r\in{\bf R}.$证明了在$[1/2,1]\times{\bf R}$中存在一个无界开域$D$,其尖点在$(1/2,-1/2)$,其特征在于函数$F_{α, r} (λ) = (αλ^α-r)e^{-λ^α}/!/! ,$的完全单调性使得$Z_α^r$是单峰的当且仅当$(α, r)\notin D.$
英文摘要:
Let $Z_α$ be a positive $α-$stable random variable and $r\in{\bf R}.$ We show the existence of an unbounded open domain $D$ in $[1/2,1]\times{\bf R}$ with a cusp at $(1/2,-1/2)$, characterized by the complete monotonicity of the function $F_{α, r} (λ) = (αλ^α-r)e^{-λ^α}/!/! ,$ such that $Z_α^r$ is unimodal if and only if $(α, r)\notin D.$
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