Convex order for convolution polynomials of Borel measures

Abstract

We give necessary and sufficient conditions for Borel measures to satisfy the inequality introduced by Komisarski, Rajba (2018). This inequality is a generalization of the convex order inequality for binomial distributions, which was proved by Mrowiec, Rajba, W\k{a}sowicz (2017), as a probabilistic version of the inequality for convex functions, that was conjectured as an old open problem by I.~Ra\c{s}a. We present also further generalizations using convex order inequalities between convolution polynomials of finite Borel measures. We generalize recent results obtained by B.~Gavrea (2018) in the discrete case to general case. We give solutions to his open problems and also formulate new problems.