## Thursday, May 3, 2012

### Moments again

I am now interested in a weaker  question than  in the previous post. Suppose $w:[0,\infty)\to[0,\infty)$  is smooth and fast decaying at $\infty$. Assume that $w$ is not identically zero. Consider the moments

$$I_k(w)= \int_0^\infty t^k w(t) dt, \;\; k\in\mathbb{Z}_{\geq 0},$$

and set

$$R_k(w):=\frac{I_k(w)^2}{I_{k-2}(w) I_{k+2}(w)}.$$

The Cauchy inequality implies that $R_k\leq 1$.

Question 1.   Is it true that  that $R_k$ has a limit as $k\to \infty$?     Are there any simple conditions on $w$ guaranteeing the existence of such limits? I will denote by $R_\infty(w)$ this limit, whenever it exists.

Question 2.    We know that $R_\infty(w)\in [0,1]$.  Are there additional constraints on $R_\infty$?

May 3, 2012    I have found out the following simple examples  from Mikael de  la Salle,  suggesting a negative answer to  Question 2.

Example 1. Suppose that

$$w(r)= e^{-(\log r)\log(\log r)},\;\;r\geq 1.$$

Then

$$I_k(w)\sim J_k:= \int_1^\infty r^k e^{-(\log r)\log (\log r)} dr\;\; \mbox{as k\to\infty}.$$

Using the substitution  $r=e^t$ we deduce

$$J_k =\int_0^\infty e^{(k+1)t-t\log t} dt.$$

We  will investigate the large $\lambda$ asymptotics of the   integral

$$T_\lambda=\int_0^\infty e^{-\phi_\lambda(t)} dt,\;\;\phi_\lambda(t)=\lambda t- t\log t. \tag{T}$$

Note that

$$\phi_\lambda'(t)=\lambda -\log t -1,\;\; \phi_\lambda''(t)=-\frac{1}{t}.$$

Thus $\phi_\lambda(t)$ has a unique critical point

$$\tau=\tau(\lambda):= e^{\lambda-1}.$$

We make the change in variables $t=\tau s$ in (T). Observe that

$$\lambda e^{\lambda-1}s-e^{\lambda-1}s \log(e^{\lambda-1} s)= e^{\lambda-1}s-(\lambda-1)e^{\lambda-1}s -e^{\lambda-1} \log s =e^{\lambda-1}s(1-\log s).$$

and we deduce

$$T_\lambda= \tau \int_0^\infty e^{-\tau h(s)} ds,\;\;h(s) = s(\log s-1)$$

The  asymptotics of the last integral can be determined   using  the Laplace method and we have

$$T_\lambda \sim \tau e^{-\tau h(1)} \sqrt{\frac{2\pi}{\tau h''(1)}}=\sqrt{2\pi\tau} e^\tau.$$

This shows that  for this weight  we have

$$\lim_{k\to\infty} R_k(w) =0.$$

Example 2. Suppose that

$$w(r)= \exp\bigl(-C(\log r)^2\;\bigr), \;\; C>0, \;\;r>1$$

Then  as $k\to \infty$

$$I_k(w)\sim\int_0^\infty r^k \exp\bigl(\;-C(\log r)^2\;\bigr)dr=\int_0^\infty e^{(k+1) t-C t^2} dt.$$

Again, set

$$T_\lambda= \int_0^\infty e^{-\phi_\lambda(t)} dt,\;\;\phi_\lambda(t)=Ct^2-\lambda t.$$

Note that

$$\phi_\lambda'(t)= 2Ct -\lambda.$$

The function $\phi_\lambda$ has a unique critical point

$$\tau(\lambda)=\frac{\lambda}{2C}.$$

Observe that

$$\phi_\lambda(\tau s)=\frac{\lambda^2}{4C}\left( s^2- 2 s\right).$$

$$T_\lambda= \tau(\lambda)\int_0^\infty e^{-\frac{\lambda^2}{4C}(s^2-2s)} ds,$$

We set $g(s)=s^2-2s.$ Using Laplace method again we deduce

$$T_\lambda\sim \tau(\lambda)e^{-g(1)\frac{\lambda^2}{4C}}\sqrt{ \frac{8C\pi}{\lambda^2 g_a''(1)}} = \sqrt{\frac{\pi}{C}} \times \exp\left(\; \frac{\lambda^2}{2C}\;\right).$$

We can now show that

$$\log R_k(w)\sim -\frac{4}{C}.$$ Thus $R_\infty(w)$ can have any value  in $[0,1]$.