Produit Beta-Gamma et régularité du signe

preprint2012arXivOpen access

Abstract

We study the total positivity of the multiplicative convolution kernel T associated with the independent product of two random variables B(a,b)B(a,b) and Γ(c).Γ(c). This kernel is totally positive of infinite order if bb or d=a+b−cd = 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≥1n\ge 1 it is shown that T is totally positive of order n+1n + 1 if and only if (d,b)(d,b) lies above a certain stairway En{\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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