Mathematics
K. Miller, S. Samko
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.