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On generating functions of hausdorff moment sequences

Publication ,  Journal Article
Liu, JG; Pego, RL
Published in: Transactions of the American Mathematical Society
January 1, 2016

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 (−∞, 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 (Formula Presented) are the moments of a probability distribution on some interval [0, τ] if and only if p ≥ 1 and p ≥ r ≥ 0. The same statement holds for the binomial coefficients (Formula Presented).

Duke Scholars

Published In

Transactions of the American Mathematical Society

DOI

ISSN

0002-9947

Publication Date

January 1, 2016

Volume

368

Issue

12

Start / End Page

8499 / 8518

Related Subject Headings

  • General Mathematics
  • 4904 Pure mathematics
  • 4901 Applied mathematics
  • 0102 Applied Mathematics
  • 0101 Pure Mathematics
 

Citation

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Liu, J. G., & Pego, R. L. (2016). On generating functions of hausdorff moment sequences. Transactions of the American Mathematical Society, 368(12), 8499–8518. https://doi.org/10.1090/tran/6618
Liu, J. G., and R. L. Pego. “On generating functions of hausdorff moment sequences.” Transactions of the American Mathematical Society 368, no. 12 (January 1, 2016): 8499–8518. https://doi.org/10.1090/tran/6618.
Liu JG, Pego RL. On generating functions of hausdorff moment sequences. Transactions of the American Mathematical Society. 2016 Jan 1;368(12):8499–518.
Liu, J. G., and R. L. Pego. “On generating functions of hausdorff moment sequences.” Transactions of the American Mathematical Society, vol. 368, no. 12, Jan. 2016, pp. 8499–518. Scopus, doi:10.1090/tran/6618.
Liu JG, Pego RL. On generating functions of hausdorff moment sequences. Transactions of the American Mathematical Society. 2016 Jan 1;368(12):8499–8518.
Journal cover image

Published In

Transactions of the American Mathematical Society

DOI

ISSN

0002-9947

Publication Date

January 1, 2016

Volume

368

Issue

12

Start / End Page

8499 / 8518

Related Subject Headings

  • General Mathematics
  • 4904 Pure mathematics
  • 4901 Applied mathematics
  • 0102 Applied Mathematics
  • 0101 Pure Mathematics