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In mathematics, the notions of an absolutely monotonic function and a completely monotonic function are two very closely related concepts. Both imply very strong monotonicity properties. Both types of functions have derivatives of all orders. In the case of an absolutely monotonic function, the function as well as its derivatives of all orders must be non-negative in its domain of definition which would imply that the function as well as its derivatives of all orders are monotonically increasing functions in the domain of definition. In the case of a completely monotonic function, the function and its derivatives must be alternately non-negative and non-positive in its domain of definition which would imply that function and its derivatives are alternately monotonically increasing and monotonically decreasing functions.
Such functions were first studied by S. Bernshtein in 1914 and the terminology is also due to him.[1][2][3] There are several other related notions like the concepts of almost completely monotonic function, logarithmically completely monotonic function, strongly logarithmically completely monotonic function, strongly completely monotonic function and almost strongly completely monotonic function.[4][5] Another related concept is that of a completely/absolutely monotonic sequence. This notion was introduced by Hausdorff in 1921.
The notions of completely and absolutely monotone function/sequence play an important role in several areas of mathematics. For example, in classical analysis they occur in the proof of the positivity of integrals involving Bessel functions or the positivity of Cesàro means of certain Jacobi series.[6] Such functions occur in other areas of mathematics such as probability theory, numerical analysis, and elasticity.[7]
A real valued function defined over an interval in the real line is called an absolutely monotonic function if it has derivatives of all orders and for all in .[1] The function is called a completely monotonic function if for all in .[1]
The two notions are mutually related. The function is completely monotonic if and only if is absolutely monotonic on where the interval obtained by reflecting with respect to the origin. (Thus, if is the interval then is the interval .)
In applications, the interval on the real line that is usually considered is the closed-open right half of the real line, that is, the interval .
The following functions are absolutely monotonic in the specified regions.[8]: 142–143
A sequence is called an absolutely monotonic sequence if its elements are non-negative and its successive differences are all non-negative, that is, if
where .
A sequence is called a completely monotonic sequence if its elements are non-negative and its successive differences are alternately non-positive and non-negative,[8]: 101 that is, if
The sequences and for are completely monotonic sequences.
Both the extensions and applications of the theory of absolutely monotonic functions derive from theorems.
The following is a selection from the large body of literature on absolutely/completely monotonic functions/sequences.
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