file.pdf (435.68 kB)
Download file

On generating functions of Hausdorff moment sequences (14-CNA-001)

Download (435.68 kB)
journal contribution
posted on 25.02.2014, 00:00 authored by Jian-Guo Liu, Robert PegoRobert Pego

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 rpn+r(pn+rn), n=0,1,… 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 (pn+r−1n), n=0,1,….