A multiplicative short proof for the unimodality of stable densities

Thomas Simon (Université Lille 1)

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.

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Pages: 623-629

Publication Date: October 19, 2011

DOI: 10.1214/ECP.v16-1672

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