Positivity and continued fractions from the binomial transformation

Given a sequence of polynomials$\{x_k(q)\}_{k \ges 0}$, define the transformation$$y_n(q) = a^n\sum\limits_{i = 0}^n {\left( \matrix{n \cr i} \right)} b^{n-i}x_i(q)$$for$n\ges 0$. In this paper, we obtain the relation between the Jacobi continued fraction of the ordinary generating function ofyn(q) and that ofxn(q). We also prove that the transformation preservesq-TPr+1(q-TP) property of the Hankel matrix$[x_{i+j}(q)]_{i,j \ges 0}$, in particular forr= 2,3, implying ther-q-log-convexity of the sequence$\{y_n(q)\}_{n\ges 0}$. As applications, we can give the continued fraction expressions of Eulerian polynomials of typesAandB, derangement polynomials typesAandB, general Eulerian polynomials, Dowling polynomials and Tanny-geometric polynomials. In addition, we also prove the strongq-log-convexity of derangement polynomials typeB, Dowling polynomials and Tanny-geometric polynomials and 3-q-log-convexity of general Eulerian polynomials, Dowling polynomials and Tanny-geometric polynomials. We also present a new proof of the result of Pólya and Szegö about the binomial convolution preserving the Stieltjes moment property and a new proof of the result of Zhu and Sun on the binomial transformation preserving strongq-log-convexity.

DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED ON A MARTINGALE APPROXIMATION

The present paper deals with the distributions related to the fractional Brownian motion (fBm). In particular, we try to compute the distributions of (ratios of) its quadratic functionals, not by simulations, but by numerically inverting the associated characteristic functions (c.f.s). Among them is the fractional unit root distribution. It turns out that the derivation of the c.f.s based on the standard approaches used for the ordinary Bm is inapplicable. Here the martingale approximation to the fBm suggested in the literature is used to compute an approximation to the distributions of such functionals. The associated c.f. is obtained via the Fredholm determinant. Comparison of the first two moments of the approximate with true distributions is made, and simulations are conducted to examine the performance of the approximation. We also find an interesting moment property of the approximate fractional unit root distribution, and a conjecture is given that the same property will hold for the true fractional unit root distribution.