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efta-02685614DOJ Data Set 11OtherEFTA02685614
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DOJ Data Set 11
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Moments of (x„)
The purpose of this subsection is to see if something can be said about the ratio
(I kk xk)/(lk xk) when {xk}kz, is a non-zero solution to the system
0 = (1 -q)Ezz, $a„X, - (q4)a, + di)x,
0 = qta„.lx„., - (q4)a„ + di,)x„.
(1.28)
with 4) a suitable constant. To this end, introduce by way of notation; = Ezz,4)a„x„. The
equations in (1.28) can be used to derive two expressions for x„, these being
•
Oak
X. = (q*ant+ do) (ILIA°, (oak +do )qtai xi for n 2 2.
•
Oak
X^ = (04 + 4) In
ist<" (qOak + 4) v n i nmr•, •
(1.29)
Note that 4) must be such that
1 .
I q Lie wk., (oak +dk) =
(1.30)
This last condition can be restated as saying that
and therefore
This tells us that
1„,2(q4);+d„); = q;
q; - (q41a,+d,)x, + Enz,(1,,xn = (N.
f ,,z, clax„ = (q4)a, +di) x1= (I -q); ,
(1.31)
(1.32)
(1.33)
where the left hand inequality comes via the n = 1 version of (1.29).
What is written in (1.33) is of at least two identities involving 'moments' of {x,}.
To elaborate, introduce a variable t and use (1.29) to see the equality between the
following two formal series:
E„,2 t" ((q4)a„+ d„) x„) = Z„,z, t°(q4m,,x„)
(1.35)
Let Q(t) denote the series Ent, tn(q4ia„x„) and let go(t) denote I,, in d.x,,. Then (1.35) says
that
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EFTA02685614
r' (2(t) + r' p(t) = Q(t)+ (qtal +di) xi
(1.36)
This in turn can be rewritten using (1.33) as
p(t) =(t- II) Q(0+ t (1 -q);
(1.37)
Taking t = 1 on both sides recovers (1.33): E„,, d„x„ = (I -q)c. Differentiating
once and setting t = I finds
Ew nd„xn = Q(1)+(l -q);.
To go further, use (1.31) to see that
= -E.I d„x„ + qc+(qtlmi+di)x, =q;
Granted this last equality, then (1.38) asserts that
En ind„x„=;.
This with (1.33) says that
Zia] nd.x.
L ai do. — (1-4)
(1.38)
(1.39)
(1.40)
(1.41)
In the case d„ = d for all n, this asserts what is conjectured by Martin.
Identities for `moments' of the form L a, nPd„x„ for p a 2 require knowing
something of the (p-l)'st derivative of Q at t = 1. I don't know any good way to obtain
these.
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