English

On generating functions of Hausdorff moment sequences

Classical Analysis and ODEs 2025-11-14 v4 Combinatorics Probability

Abstract

The class of generating functions for completely monotone sequences (moments of finite positive measures on [0,1][0,1]) has an elegant characterization as the class of Pick functions analytic and positive on (,1)(-\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][0,1]. Also we provide a simple analytic proof that for any real pp and rr with p>0p>0, the Fuss-Catalan or Raney numbers rpn+r(pn+rn)\frac{r}{pn+r}\binom{pn+r}{n}, n=0,1,n=0,1,\ldots are the moments of a probability distribution on some interval [0,τ][0,\tau] {if and only if} p1p\ge1 and pr0p\ge r\ge 0. The same statement holds for the binomial coefficients (pn+r1n)\binom{pn+r-1}n, n=0,1,n=0,1,\ldots. A corrigendum (Trans. Amer. Math.Soc., to appear) has been included as an appendix, correcting gaps in the proof of Lemma 3.

Keywords

Cite

@article{arxiv.1401.8052,
  title  = {On generating functions of Hausdorff moment sequences},
  author = {Jian-Guo Liu and Robert L. Pego},
  journal= {arXiv preprint arXiv:1401.8052},
  year   = {2025}
}

Comments

25 pages, LaTeX; Corrigendum added, to appear in Transactions Amer. Math. Soc

R2 v1 2026-06-22T02:58:18.064Z