Multiplicative strong unimodality for positive stable laws

preprint2010arXivOpen access

Abstract

It is known that real Non-Gaussian stable distributions are unimodal, not additive strongly unimodal, and multiplicative strongly unimodal in the symmetric case. By a theorem of Cuculescu-Theodorescu, the only remaining relevant situation for the multiplicative strong unimodality of stable laws is the one-sided. In this paper, we show that positive α−α-stable laws are multiplicative strongly unimodal iff α≤1/2.α\le 1/2.

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