Math 2.0

Real functions Definition

Completely monotone function

Builds on Smooth functionHigher derivative

Definition

Let f ⁣:(0,∞)→ℝf \colon (0, \infty) \to \R be infinitely differentiable, and let f(k)f^{(k)} be its derivative of order kk, with f(0)=ff^{(0)} = f. The function ff is completely monotone if (−1)kf(k)(x)≥0(-1)^k f^{(k)}(x) \ge 0 for every integer k≥0k \ge 0 and every x>0x > 0.

Remarks

Example: f(x)=1/xf(x) = 1/x is completely monotone, since f(k)(x)=(−1)kk! x−k−1f^{(k)}(x) = (-1)^k k! \, x^{-k-1} and so (−1)kf(k)(x)=k! x−k−1>0(-1)^k f^{(k)}(x) = k! \, x^{-k-1} > 0. Non-example: g(x)=e−x2g(x) = e^{-x^2} satisfies the conditions for k=0k = 0 and k=1k = 1, but g′′(x)=(4x2−2)e−x2<0g''(x) = (4 x^2 - 2) e^{-x^2} < 0 for 0<x<1/20 < x < 1/\sqrt{2}, so the condition fails for k=2k = 2. Sums, products and positive multiples of completely monotone functions are completely monotone. The same definition is used on other open intervals; on [0,∞)[0, \infty) one also asks that ff be continuous at 00. The function ff is completely monotone on (0,∞)(0, \infty) if and only if x↦f(−x)x \mapsto f(-x) is absolutely monotonic on (−∞,0)(-\infty, 0).

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Further reading

  1. Web https://en.wikipedia.org/wiki/Bernstein%27s_theorem_on_monotone_functions
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DefinesCompletely monotone function
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