On the Unimodality of High Convolutions
Brockett, Patrick L. ; Kemperman, J. H. B.
Ann. Probab., Tome 10 (1982) no. 4, p. 270-277 / Harvested from Project Euclid
It has been conjectured, for any discrete density function $\{p_j\}$ on the integers, that there exists an $n_0$ such that the $n$-fold convolution $\{p_j\}^{\ast n}$ is unimodal for all $n \geq n_0$. A similar conjecture has been stated for continuous densities. We present several counterexamples to both of these conjectures. As a positive result, it is shown for a discrete density with a connected 3-point integer support that its $n$-fold convolution is fully unimodal for all sufficiently large $n$.
Publié le : 1982-02-14
Classification:  Unimodal distributions,  sums of i.i.d. random variables,  60E05,  60F05
@article{1176993933,
     author = {Brockett, Patrick L. and Kemperman, J. H. B.},
     title = {On the Unimodality of High Convolutions},
     journal = {Ann. Probab.},
     volume = {10},
     number = {4},
     year = {1982},
     pages = { 270-277},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993933}
}
Brockett, Patrick L.; Kemperman, J. H. B. On the Unimodality of High Convolutions. Ann. Probab., Tome 10 (1982) no. 4, pp.  270-277. http://gdmltest.u-ga.fr/item/1176993933/