MathSciDoc: An Archive for Mathematician ∫

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 $[0,1]$, and we provide a simple analytic proof that for any real $p,r>0$, 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 $p\ge r$.

Completely monotone sequence, Fuss-Catalan numbers, complete Bernstein function, infinitely divisible, canonical sequence, exchangeable trials, concave distribution function, random matrices