Moment-sequence transforms

Belton, Alexander and Guillot, Dominique and Khare, Apoorva and Putinar, Mihai (2016) Moment-sequence transforms. Working Paper. Arxiv.

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Abstract

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.

Item Type:
Monograph (Working Paper)
ID Code:
144287
Deposited By:
Deposited On:
26 May 2020 15:30
Refereed?:
No
Published?:
Published
Last Modified:
09 Sep 2020 23:54