On some new moments of Gamma type (Q2197621): Difference between revisions

Let \(\mathbf{a}, \mathbf{b},\mathbf{c}\) and \(\mathbf{d}\) are four finite and possibly empty sets of positive numbers. Let \(D \left[\begin{array}{cc} \mathbf{a} & \mathbf{b} \\ \mathbf{c} & \mathbf{d}\end{array}\right]\) be the distribution of the positive random variable \(X\), if it exists, such that \[ {\mathbb E}[X^s] = \frac{(\mathbf{a})_s (\mathbf{b})_{-s}}{(\mathbf{c})_s (\mathbf{d})_{-s}} \] for every \(s \in (- \min(\mathbf{a}), \min(\mathbf{b}))\). In the paper it is given a characterization of the existence of such distributions in terms of the four finite sets \(\mathbf{a},\mathbf{b},\mathbf{c}\) and \(\mathbf{d}\) under certain additional assumptions on the above sets, namely the following two theorems are proved. Theorem 1. For every \(a, b, c, d > 0\) the distribution \[ D \left[\begin{array}{cc} {a} & {b} \\ {(c, d)} & - \end{array}\right] = D \left[\begin{array}{cc} {a} & {b} \\ {(d, c)} & - \end{array}\right] \] (a) exists if \(c + d \geq 3a + b + 1/2\) and \(\min(c, d) \geq \min(2a + b, a + 1/2)\), (b) does not exist if \(c + d < 3a + b + 1/2\) or \(\min(c, d) \leq a\). Theorem 2. For every \(a, b > 0\), there exists a non-increasing continuous function \(f_{a,b}\) defined on \([(3a+b)/2+1/4, \infty)\) such that \[ D \left[\begin{array}{cc} {a} & {b} \\ {(c, d)} & - \end{array}\right] \; exists\; \Leftrightarrow f_{a,b}(d) \leq c \leq d \; or\; f_{a,b}(c) \leq d \leq c. \] Moreover, (a) for \(u \in [(3a + b)/2 + 1/4, \max(2a + b, a + 1/2)]\), one has \(f_{a,b}(u) = 3a + b + 1/2 - u\). (b) for \(u > \max(2a + b, a + 1/2)]\), one has \(f_{a,b}(u) \in ]a, a + (a + b)/2(u . a)]\). In particular, one has \(f_{a,b}(u) \rightarrow a\) as \(u \rightarrow \infty\).