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arxiv: 1002.3813 · v3 · pith:H2OPLVXAnew · submitted 2010-02-19 · 🧮 math.PR

On the unimodality of power transformations of positive stable densities

classification 🧮 math.PR
keywords alphalambdapositivestablealpha-characterizedcompletecusp
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Let $Z_\alpha$ be a positive $\alpha-$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 $F_{\alpha, r} (\lambda) = (\alpha \lambda^\alpha -r)e^{-\lambda^\alpha}/!/! ,$ such that $Z_\alpha^r$ is unimodal if and only if $(\alpha, r)\notin D.$

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