Produit Beta-Gamma et r\'egularit\'e du signe

TL;DR

This paper investigates the total positivity and sign-regularity of a kernel related to the product of Beta and Gamma distributed variables, revealing conditions for infinite and finite order positivity.

Contribution

It characterizes the order of total positivity and sign-regularity of the kernel based on parameters, introducing a stairway diagram that delineates these properties.

Findings

Kernel is totally positive of infinite order if b or d are integers.

Sign-regularity of the kernel is finite and characterized by a stairway in the parameter space.

The stairway also determines sign-invariance of determinants linked to hypergeometric functions.

Abstract

We study the total positivity of the multiplicative convolution kernel T associated with the independent product of two random variables $B(a,b)$ and $\Gamma(c).$ This kernel is totally positive of infinite order if $b$ or $d = a+b -c$ are integers. Otherwise the sign-regularity of T has always a finite order, which is here computed. More precisely, for every $n\ge 1$ it is shown that T is totally positive of order $n + 1$ if and only if $(d,b)$ lies above a certain stairway ${\mathcal E}_n$ plotted in the upper half-plane. This stairway also characterizes the sign-invariance of several determinants associated with the confluent hypergeometric function of the second kind.