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math.PR2026
Bernstein Functions at Work: Coalescents, Copulas, and Subordination
Domingos S. P. Salazar
Several positivity questions in stochastic processes, dependence modeling, fractional analysis, and renewal theory reduce to a common recognition task: after normalization, identif…
math.PR2026
A Bessel-zero obstruction to hyperbolic complete monotonicity of noncentral chi-square densities
Domingos S. P. Salazar
Baricz, Prabhu K, Singh and Vijesh asked for the optimal hyperbolically completely monotone (HCM) range of the noncentral chi-square density. The problem was motivated by the gap b…
math.PR2026
Stable size-biasing and the positive scale-mixture order of generalized Gaussian laws
Domingos S. P. Salazar
Let be the centered unit-scale generalized Gaussian random variable with density proportional to . We prove that, for , there exists a str…