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Publication 14-CNA-001
On generating functions of Hausdorff moment sequences Jian-Guo Liu Robert L. Pego 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 $\frac{r}{pn+r}\binom{pn+r}{n}$, $n=0,1,\ldots$ are the moments of a probability distribution on some interval $[0,\tau]$ {if and only if} $p\ge1$ and $p\ge r\ge 0$. The same statement holds for the binomial coefficients $\binom{pn+r-1}n$, $n=0,1,\ldots$. Get the paper in its entirety as |
