Submitted manuscript
Licence: Other
Research output: Working paper
}
TY - UNPB
T1 - Moment-sequence transforms
AU - Belton, Alexander
AU - Guillot, Dominique
AU - Khare, Apoorva
AU - Putinar, Mihai
PY - 2016/10/27
Y1 - 2016/10/27
N2 - We classify all functions which, when applied term by term, leave invariant the sequences of moments of positive measures on the real line. Rather unexpectedly, these functions are built of absolutely monotonic components, or reflections of them, with possible discontinuities at the endpoints. Even more surprising is the fact that functions preserving moments of three point masses must preserve moments of all measures. Our proofs exploit the semidefiniteness of the associated Hankel matrices and the complete monotonicity of the Laplace transforms of the underlying measures. We also examine transformers in the multivariable setting, which reveals a new class of piecewise absolutely monotonic functions.
AB - We classify all functions which, when applied term by term, leave invariant the sequences of moments of positive measures on the real line. Rather unexpectedly, these functions are built of absolutely monotonic components, or reflections of them, with possible discontinuities at the endpoints. Even more surprising is the fact that functions preserving moments of three point masses must preserve moments of all measures. Our proofs exploit the semidefiniteness of the associated Hankel matrices and the complete monotonicity of the Laplace transforms of the underlying measures. We also examine transformers in the multivariable setting, which reveals a new class of piecewise absolutely monotonic functions.
M3 - Working paper
BT - Moment-sequence transforms
PB - Arxiv
ER -