Stieltjes moment sequences and positive definite matrix sequences

For a certain constant (a little less than ), every function satisfying , , is a Stieltjes indeterminate Stieltjes moment sequence. For every indeterminate moment sequence there is a positive definite matrix sequence which is not of positive type and which satisfies , . For a certain constant (a little greater than ), for every function satisfying , , there is a convolution semigroup of measures on , with moments of all orders, such that , , and for every such convolution semigroup the measure is Stieltjes indeterminate for all .

     

Stieltjes moment problem and fractional moments

Stieltjes moment problem is considered and a solution, consisting of the use of fractional moments, is proposed. More precisely, a determinate Stieltjes moment problem, whose corresponding Hamburger moment problem is determinate too, is investigated in the setup of Maximum Entropy. Condition number in entropy calculation is provided endowing both Stieltjes moment problem existence conditions and Hamburger moment problem determinacy conditions by a geometric meaning. Then the resorting to fractional moments is considered; numerical aspects are investigated and a stable algorithm for calculating fractional moments from integer moments is proposed.     

The Euler and Springer numbers as moment sequences

I study the sequences of Euler and Springer numbers from the point of view of the classical moment problem.     

A note on the two-sided two-dimensional moment problem

It is shown that there is a positive semidefinite two-sided two-dimensional sequence f, which is not a moment sequence, such that log f(2m,2n) =O(m ² + n ²) as (m,n) →∞. This revised version was published online in June 2006 with corrections to the Cover Date.     

Natural solutions of rational Stieltjes moment problems

In the strong or two-point Stieltjes moment problem, one has to find a positive measure on [0,∞) for which infinitely many moments are prescribed at the origin and at infinity. Here we consider a multipoint version in which the origin and the point at infinity are replaced by sequences of points that may or may not coincide. In the indeterminate case, two natural solutions μ₀ and μ_∞ exist that can be constructed by a limiting process of approximating quadrature formulas. The supports of these natural solutions are disjoint (with possible exception of the origin). The support points are accumulation points of sequences of zeros of even and odd indexed orthogonal rational functions. These functions are recursively computed and appear as denominators in approximants of continued fractions. They replace the orthogonal Laurent polynomials that appear in the two-point case. In this paper we consider the properties of these natural solutions and analyze the precise behavior of which zero sequences converge to which support points.     

The Schur algorithm for an indefinite Stieltjes moment problem

The nondegenerate truncated indefinite Stieltjes moment problem in the class of generalized Stieltjes functions is considered. To describe the set of solutions of this problem we apply the Schur step‐by‐step algorithm, which leads to the expansion of these solutions in generalized Stieltjes continuous fractions studied recently in [11]. Explicit formula for the resolvent matrix in terms of generalized Stieltjes polynomials is found.     

Stieltjes Perfect Semigroups are Perfect

An abelian *-semigroup S is perfect (resp. Stieltjes perfect) if every positive definite (resp. completely so) function on S admits a unique disintegration as an integral of hermitian multiplicative functions (resp. nonnegative such). We prove that every Stieltjes perfect semigroup is perfect. The converse has been known for semigroups with neutral element, but is here shown to be not true in general. We prove that an abelian *-semigroup S is perfect if for each s ∈ S there exist t ∈ S and m, n ∈ ℕ₀ such that m + n ≥ 2 and s + s* = s* + mt + nt*. This was known only with s = mt + nt* instead. The equality cannot be replaced by s + s* + s = s + s* + mt + nt* in general, but for semigroups with neutral element it can be replaced by s + p(s + s*) = p(s + s*) + mt + nt* for arbitrary p ∈ ℕ (allowed to depend on s).     

Linear continuous operators for the Stieltjes moment problem in Gelfand–Shilov spaces

We obtain linear continuous operators providing a solution to the Stieltjes moment problem in the framework of Gelfand–Shilov spaces of rapidly decreasing smooth functions. The construction rests on an interpolation procedure due to R. Estrada for general rapidly decreasing smooth functions, and adapted by S.-Y. Chung, D. Kim and Y. Yeom to the case of Gelfand–Shilov spaces. It requires a linear continuous version of the so-called Borel–Ritt–Gevrey theorem in asymptotic theory.     

On totally positive sequences and functions

Let a>0 be a fixed number. A function f:R→R is said to be a-shift-generating (a-SG) if for every x∈R, is a totally positive sequence and it does not coincide with a sequence of the form , where A?0 and λ>0. In this paper, we describe all a-SG functions and obtain a new characterization of totally positive functions in the terms of a-SG functions. In addition, using characteristic properties of a-SG functions, we generalize the famous Jacobian identity in theory of elliptic functions.     

On the Stieltjes moment problem on semigroups

We characterize finitely generated abelian semigroups such that every completely positive definite function (a function all of whose shifts are positive definite) is an integral of nonnegative miltiplicative real-valued functions (called nonnegative characters).     

On powers of Stieltjes moment sequences,II

We consider the set of Stieltjes moment sequences, for which every positive power is again a Stieltjes moment sequence, and prove an integral representation of the logarithm of the moment sequence in analogy to the Lévy–Khintchine representation. We use the result to construct product convolution semigroups with moments of all orders and to calculate their Mellin transforms. As an application we construct a positive generating function for the orthonormal Hermite polynomials.     

A transformation from Hausdorff to Stieltjes moment sequences

We introduce a non-linear injective transformation τ from the set of non-vanishing normalized Hausdorff moment sequences to the set of normalized Stieltjes moment sequences by the formulaT[(a _n ) _n=1 ^∞ ] _n = 1/a₁ ...a _n . Special cases of this transformation have appeared in various papers on exponential functionals of Lévy processes, partly motivated by mathematical finance. We give several examples of moment sequences arising from the transformation and provide the corresponding measures, some of which are related toq-series.     

Tauberian Theorem for the Stieltjes Transform

Under weak constraints on the positive functions to be compared, we derive their asymptotic equivalence at infinity as a consequence of the asymptotic equivalence of their Stieltjes transforms at infinity.     

Asymptotic properties of the moment convergence for NA sequences

It is well-known that the complete convergence theorem for i.i.d. random variables has been an active topic since the famous work done by Hsu and Robbins [6]. Chow [4] obtained a moment version of Hsu and Robbins series. However, the series tends to infinity whenever ε goes to zero, so it is of interest to investigate the asymptotic behavior of the series as ε goes to zero. This note gives some limit theorems of the series generated by moments for NA random variables.     

Stieltjes polynomials and Lagrange interpolation

Bounds are proved for the Stieltjes polynomial , and lower bounds are proved for the distances of consecutive zeros of the Stieltjes polynomials and the Legendre polynomials . This sharpens a known interlacing result of Szegö. As a byproduct, bounds are obtained for the Geronimus polynomials . Applying these results, convergence theorems are proved for the Lagrange interpolation process with respect to the zeros of , and for the extended Lagrange interpolation process with respect to the zeros of in the uniform and weighted norms. The corresponding Lebesgue constants are of optimal order.

     

First-order non-homogeneous q-difference equation for Stieltjes function characterizing q-orthogonal polynomials

In this paper, we give a characterization of some classical q-orthogonal polynomials in terms of a difference property of the associated Stieltjes function, i.e. this function solves a first-order non-homogeneous q-difference equation. The solutions of the aforementioned q-difference equation (given in terms of hypergeometric series) for some canonical cases, namely, q-Charlier, q-Kravchuk, q-Meixner and q-Hahn, are worked out.     

Hamburger Moment Sequences in Combinatorics

We show that many well-known counting coefficients in combinatorics are Hamburger moment sequences in certain unified approaches and that Hamburger moment sequences are infinitely convex. We introduce the concept of the q-Hamburger moment sequence of polynomials and present some examples of such sequences of polynomials. We also suggest some problems and conjectures.     

Total positivity and Toda flow

A real matrix AM_n is TP (totally positive) if all its minors are nonnegative; NTP, if it is non-singular and TP; STP, if it is strictly TP; O (oscillatory) if it is TP and a power A^m is STP. We consider the Toda flow of a symmetric matrix A(t), and show that if A(0) is one of TP, NTP, STP or O, then A(t) is TP, NTP, STP or O, respectively.