On generating functions of Hausdorff moment sequences

Fuente: arXiv
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Hauptverfasser: Liu, Jian-Guo, Pego, Robert L.
Format: Preprint
Veröffentlicht: 2014
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author Liu, Jian-Guo
Pego, Robert L.
author_facet Liu, Jian-Guo
Pego, Robert L.
contents The class of generating functions for completely monotone sequences (moments of finite positive measures on $[0,1]$) has an elegant characterization as the class of Pick functions analytic and positive on $(-\infty,1)$. We establish this and another such characterization and develop a variety of consequences. In particular, we characterize generating functions for moments of convex and concave probability distribution functions on $[0,1]$. Also we provide a simple analytic proof that for any real $p$ and $r$ with $p>0$, the Fuss-Catalan or Raney numbers $\frac{r}{pn+r}\binom{pn+r}{n}$, $n=0,1,\ldots$ are the moments of a probability distribution on some interval $[0,τ]$ {if and only if} $p\ge1$ and $p\ge r\ge 0$. The same statement holds for the binomial coefficients $\binom{pn+r-1}n$, $n=0,1,\ldots$. A corrigendum (Trans. Amer. Math.Soc., to appear) has been included as an appendix, correcting gaps in the proof of Lemma 3.
format Preprint
id arxiv_https___arxiv_org_abs_1401_8052
institution arXiv
publishDate 2014
record_format arxiv
spellingShingle On generating functions of Hausdorff moment sequences
Liu, Jian-Guo
Pego, Robert L.
Classical Analysis and ODEs
Combinatorics
Probability
44A60 (Primary) 60E99, 62E10, 05A15 (Secondary)
The class of generating functions for completely monotone sequences (moments of finite positive measures on $[0,1]$) has an elegant characterization as the class of Pick functions analytic and positive on $(-\infty,1)$. We establish this and another such characterization and develop a variety of consequences. In particular, we characterize generating functions for moments of convex and concave probability distribution functions on $[0,1]$. Also we provide a simple analytic proof that for any real $p$ and $r$ with $p>0$, the Fuss-Catalan or Raney numbers $\frac{r}{pn+r}\binom{pn+r}{n}$, $n=0,1,\ldots$ are the moments of a probability distribution on some interval $[0,τ]$ {if and only if} $p\ge1$ and $p\ge r\ge 0$. The same statement holds for the binomial coefficients $\binom{pn+r-1}n$, $n=0,1,\ldots$. A corrigendum (Trans. Amer. Math.Soc., to appear) has been included as an appendix, correcting gaps in the proof of Lemma 3.
title On generating functions of Hausdorff moment sequences
topic Classical Analysis and ODEs
Combinatorics
Probability
44A60 (Primary) 60E99, 62E10, 05A15 (Secondary)
url https://arxiv.org/abs/1401.8052