A proof of Askey's convexity conjecture
For $-1<\alpha\leq1/2$, let $J_\alpha$ be the Bessel function of the first kind and let $j_{\alpha,2}$ be its second positive zero. Define $\beta(\alpha)<\alpha+1$ by $$ \int_0^{j_{\alpha,2}}u^{-\beta(\alpha)}J_\alpha(u)\,du=0. $$ We prove that $\beta''(\alpha)>0$ for $-1<\alpha\leq1/2$, including the left second derivative at $\alpha=1/2$. The continuous extension $\beta(-1)=0$ is strictly convex on $[-1,1/2]$, strengthening Askey's 1993 convexity conjecture. The analytic argument uses a positive expansion of a primitive and a vanishing weighted sum. Increasing ratios of consecutive weights give a negative covariance term, while one comparison controls slope and curvature. The remaining algebraic step proves eight rational inequalities by finite exact polynomial calculations, reproduced in an appendix.