Some properties of the Kilbas-Saigo function

Abstract

We characterize the complete monotonicity of the Kilbas-Saigo function on the negative half-line. We also provide the exact asymptotics at $-\infty$, and uniform hyperbolic bounds are derived. The same questions are addressed for the classical Le Roy function. The main ingredient for the proof is a probabilistic representation of these functions in terms of the stable subordinator.

arXiv admin note: substantial text overlap with arXiv:1908.00584