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In real analysis, a branch of mathematics, Bernstein's theorem states that every real-valued function on the half-line [0, ∞) that is totally monotone is a mixture of exponential functions. In one important special case the mixture is a weighted average, or expected value. Total monotonicity (sometimes also complete monotonicity) of a function f means that f is continuous on [0, ∞), infinitely differentiable on (0, ∞), and satisfies for all nonnegative integers n and for all t > 0. Another convention puts the opposite inequality in the above definition.

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