Mathematics

K. Miller, S. Samko

2001.12.1INTEGRAL TRANSFORMS AND SPECIAL FUNCTIONS

DOI: 10.1080/10652460108819360

tlooto Summary

Completely monotonic functions have properties useful in probability theory and are related to Laplace transforms of infinitely divisible distributions.

Abstract

In this expository article we survey some properties of completely monotonic functions and give various examples, including some famous special functions. Such function are useful, for example, in probability theory. It is known, [1, p.450], for example, that a function w is the Laplace transform of an infinitely divisible probability distribution on (0,∞), if and only if w = e-h , where the derivative of h is completely monotonic and h(0+) = 0.

Citation format

MILLER, K.; SAMKO, S. Completely monotonic functions. INTEGRAL TRANSFORMS AND SPECIAL FUNCTIONS, 2001, 12: 389–402.