Kuttner’s problem and a Pólya type criterion for characteristic functions (Q4955755)

Pólya (1949) proved the following result: Let \[ f \text{ be a continuous, real-valued function on }[0,\infty)\text{ with }f(0)= 1\text{ and }f(x)\to 0\text{ as }x\to\infty.\tag{*} \] Further, let \(f\) be convex. Then \[ g(t)\equiv f(|t|)\tag{**} \] is the characteristic function (cf) of an absolutely continuous, symmetric probability distribution. \textit{Z. Sasvari} [Proc. Am. Math. Soc. 126, No. 3, 711-713 (1998; Zbl 0895.42002)] provided a simple proof of this result. It is known that Pólya type cf's are not differentiable at \(t=0\) implying that the variance of the corresponding distribution is infinity. In terms of rv's, \(g(t)\) is the cf of the product rv \(RX\), where \(X\) has the pdf \(p(x)= (1-\cos x)/(\pi x^2)\) and \(R\) and \(X\) are independent. A similar criterion but leading to a finite variance is developed in this paper (Theorem 1.2): Let \(f\) satisfy (*). Further, \[ \text{let }f\text{ have two continuous derivatives and }(\sqrt tf'(\sqrt t)- f'(\sqrt t))/t\text{ be convex.}\tag \(\#\) \] Then (**) is true. In terms of rv's, this is the cf of \(RX\), where \(X\) has the pdf \(p(x)= 60(x\cos(x/2)- 2\sin(x/2))^2/(\pi x^6)\). It is easy to verify that when \(f\) has four continuous derivatives, condition \((\#)\) is equivalent to \(t^3 f^{(4)}- 4t^2 f^{(3)}+ 8tf''- 8f'> 0\) for \(t> 0\). Examples: \[ (1)\qquad g(t)= \ln(|t|+ e)/(|t|+ 1);\qquad (2)\qquad g(t)= 1/(1+|t|^b),\;b\geq 0; \] \[ (3) \qquad g(t)= 1/(1+|t|^b),\;0< b\leq 1.877; \] \[ (4)\quad g(t)= (1+|t|+ ct^2) \exp(-|t|),\;0< c\leq 1/4;\quad (5)\quad g(t)= (1-|t|)^3_+(1+ 3|t|). \] Here \(x^b_+\) is \(x^b\) or \(0\) according as \(x> 0\) or \(x\leq 0\). Examples (1) and (2) satisfy Pólya's criterion; (3) satisfies Pólya only if \(c\leq 1\); (4) and (5) do not satisfy Pólya but satisfy Theorem 1.2. A related problem is also considered: for what values of \(a> 0\) and \(b>0\) is \(g_{a,b}(t)= (1-|t|^a)^b+ a\)? \textit{Kuttner} [J. Lond. Math. Soc. (1944)] proved that \(a< 2\) is a necessary condition and conjectured that it is a cf for \(b\geq k(a)\) for \(0< a< 2\). Here, the function \(k(a)\) has the property that \(k\) is continuous, strictly increasing and unbounded, \(k(1)= 1\), and is bounded below by a positive number. Further, \(k(a)> a\) for \(a\neq 1\). The present author sharpens these results as follows: 1. Let \(k(a)\), \(0< a< 2\), denote Kuttner's function. Then \[ k(a)\geq-\ln(\cos(\pi/(n+ 1)))/(a\ln(n)- \ln(n^a- 1)) \] for \(n= 2,3,\dots\). 2. Let \(f_{a,b}(t)= (1- t^a)^b_+\), \(t\geq 0\). Then \(f_{a,3}(t)\) satisfies the conditions of Theorem 1.2 (see above) iff \(a\leq 5/3\). In particular, \(k(5/3)\leq 3\) for Kuttner's function. The same approach applied to the general function \(f_{a,b}\) leads to further upper bounds for \(k(a)\). These lower and upper bounds are summarized in a table.