Unimodality of Boolean and monotone stable distributions
Takahiro Hasebe, Noriyoshi Sakuma
TL;DR
This paper classifies the mode structure of Boolean and monotone stable distributions, revealing that they are not always unimodal, and provides a detailed decomposition of these distributions.
Contribution
It offers a complete classification of the Lebesgue-Jordan decomposition and modes of Boolean and monotone stable distributions, highlighting their non-unimodality.
Findings
Distributions are not always unimodal.
Complete list of Lebesgue-Jordan decompositions.
Mode structures are fully characterized.
Abstract
We give a complete list of the Lebesgue-Jordan decomposition of Boolean and monotone stable distributions and a complete list of the mode of them. They are not always unimodal.
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Taxonomy
TopicsStochastic processes and financial applications · Probability and Risk Models · Bayesian Methods and Mixture Models