On moment sequences and infinitely divisible sequences (Q1116163)

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scientific article; zbMATH DE number 4088609
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On moment sequences and infinitely divisible sequences
scientific article; zbMATH DE number 4088609

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    On moment sequences and infinitely divisible sequences (English)
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    1988
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    Let \(u_ 0=1,u_ 1,u_ 2,..\). and \(r_ 0,r_ 1,..\). be two sequences of real numbers related by \[ (n+1)u_{n+1}=\sum^{n}_{k=0}u_ kr_{n-k},\quad n=0,1,... \] Such sequences arise in connection with infinitely divisible distributions on the set of non-negative integers. Further let M(\({\mathbb{R}})\) be the space of all moment sequences \(m_ n=\int x^ n\mu (dx)\), \(n=1,2,..\). of non-negative measures \(\mu\) on \({\mathbb{R}}\), and \(M^*({\mathbb{R}})\) the subset of those associated with an absolutely continuous \(\mu\). The main result of the paper states that \((u_{n+1})\in M({\mathbb{R}})\) and \((r_ n/(n+1))\in M^*({\mathbb{R}})\) are equivalent, and gives similar results for measures \(\mu\) concentrated on \({\mathbb{R}}_+\) and the unit interval.
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    moment sequences
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    infinitely divisible distributions
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