Moment sequences and difference equations

Abstract

We recall the definition and properties of a moment sequence and show that all real sequences whose Hankel matrices have finite rank (see definition in the sequel) satisfy a homogeneous linear equation with constant coefficients. Then we analyze the cases in which a difference equation with constant coefficients and suitably chosen initial conditions and having as an input a positive moment sequence has a solution that is a positive moment sequence. We give one general simple result and give many examples illustrating the theory. The main result states that the roots of the odd multiplicity of the characteristic equation must lie outside the support of the measure that produces the moment sequence that is in the input and the initial conditions suitably chosen.