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A probabilistic interpretation of complete monotonicity

✍ Scribed by Clark H. Kimberling


Book ID
105322991
Publisher
Springer
Year
1974
Tongue
English
Weight
559 KB
Volume
10
Category
Article
ISSN
0001-9054

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This paper gives a probabilistic interpretation of a class of ΓΏnite di erence schemes often referred to as the Γ‚-method. In particular, the present paper shows that for some parameter values the Γ‚-method can been seen as a binomial tree with a random time.

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The main object of this work is to give some conditions for a class of functions to be logarithmically completely monotonic. Our result is shown to be an extension of a result which was proven in the recent literature on this subject.