English

Probability distributions with binomial moments

Probability 2014-06-04 v1 Combinatorics

Abstract

We prove that if p1p\geq 1 and 1rp1-1\leq r\leq p-1 then the binomial sequence (np+rn)\binom{np+r}{n}, n=0,1,...n=0,1,..., is positive definite and is the moment sequence of a probability measure ν(p,r)\nu(p,r), whose support is contained in [0,pp(p1)1p]\left[0,p^p(p-1)^{1-p}\right]. If p>1p>1 is a rational number and 1<rp1-1<r\leq p-1 then ν(p,r)\nu(p,r) is absolutely continuous and its density function Vp,rV_{p,r} can be expressed in terms of the Meijer GG-function. In particular cases Vp,rV_{p,r} is an elementary function. We show that for p>1p>1 the measures ν(p,1)\nu(p,-1) and ν(p,0)\nu(p,0) are certain free convolution powers of the Bernoulli distribution. Finally we prove that the binomial sequence (np+rn)\binom{np+r}{n} is positive definite if and only if either p1p\geq 1, 1rp1-1\leq r\leq p-1 or p0p\leq 0, p1r0p-1\leq r \leq 0. The measures corresponding to the latter case are reflections of the former ones.

Keywords

Cite

@article{arxiv.1309.0595,
  title  = {Probability distributions with binomial moments},
  author = {Wojciech Mlotkowski and Karol A. Penson},
  journal= {arXiv preprint arXiv:1309.0595},
  year   = {2014}
}
R2 v1 2026-06-22T01:19:33.168Z