On generating functions of Hausdorff moment sequences

DOI10.1090/TRAN/6618MaRDI QIDQ2822708zbMATH OpenOpenAlexFDO

Authors Jian-Guo Liu, Robert L. Pego

Publication date 4 October 2016

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1401.8052

zbMATH Keywords

binomial coefficientscanonical sequencecomplete Bernstein functioncompletely monotone sequenceconcave distribution functionexchangeable trialsFuss-Catalan numbersHausdorff moment probleminfinitely divisiblerandom matricesRaney numbers

Mathematics Subject Classification ID

Factorials, binomial coefficients, combinatorial functions (05A10) Exact enumeration problems, generating functions (05A15) Random matrices (algebraic aspects) (15B52) Moment problems (44A60) Distribution theory (60E99)

Abstract: 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 $$, $n=0,1,ldots$ are the moments of a probability distribution on some interval $[0,au]$ {if and only if} $pge1$ and $pgerge0$. The same statement holds for the binomial coefficients $$, $n=0,1,ldots$.

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Cited in

(36)

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