Produit Beta-Gamma et r\'egularit\'e du signe
classification
🧮 math.PR
math.CA
keywords
orderassociatedkernelpositivestairwaytotallyabovealways
read the original abstract
We study the total positivity of the multiplicative convolution kernel T associated with the independent product of two random variables $B(a,b)$ and $\Gamma(c).$ This kernel is totally positive of infinite order if $b$ or $d = a+b -c$ are integers. Otherwise the sign-regularity of T has always a finite order, which is here computed. More precisely, for every $n\ge 1$ it is shown that T is totally positive of order $n + 1$ if and only if $(d,b)$ lies above a certain stairway ${\mathcal E}_n$ plotted in the upper half-plane. This stairway also characterizes the sign-invariance of several determinants associated with the confluent hypergeometric function of the second kind.
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