Completely monotone function
Summary
A completely monotone function is an infinitely differentiable function on whose derivatives alternate in sign: , , , and so on. It is the mirror image of an absolutely monotonic function under . By Bernstein's theorem, the completely monotone functions are exactly the Laplace transforms of positive measures on . This makes them central in probability and potential theory.
Further reading
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| Tag | VJ1NCNTEHD |
|---|---|
| URI | m2://VJ1NCNTEHD |
| Kind | concept |
| Writing | W0 stub |
| MSC | 26A48, 44A10 |
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