Probability distributions with binomial moments

preprint2013arXivOpen access

Abstract

We prove that if p≥1p\geq 1 and −1≤r≤p−1-1\leq r\leq p-1 then the binomial sequence (np+rn)\binom{np+r}{n}, n=0,1,...n=0,1,..., is positive definite and is the moment sequence of a probability measure ν(p,r)ν(p,r), whose support is contained in [0,pp(p−1)1−p]\left[0,p^p(p-1)^{1-p}\right]. If p>1p>1 is a rational number and −1<r≤p−1-1<r\leq p-1 then ν(p,r)ν(p,r) is absolutely continuous and its density function Vp,rV_{p,r} can be expressed in terms of the Meijer GG-function. In particular cases Vp,rV_{p,r} is an elementary function. We show that for p>1p>1 the measures ν(p,−1)ν(p,-1) and ν(p,0)ν(p,0) are certain free convolution powers of the Bernoulli distribution. Finally we prove that the binomial sequence (np+rn)\binom{np+r}{n} is positive definite if and only if either p≥1p\geq 1, −1≤r≤p−1-1\leq r\leq p-1 or p≤0p\leq 0, p−1≤r≤0p-1\leq r \leq 0. The measures corresponding to the latter case are reflections of the former ones.

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