Stieltjes functions of finite order and hyperbolic monotonicity

Lennart Bondesson, Thomas Simon

Published 2016-04-18Version 1

A class of Stieltjes functions of finite type is introduced. These satisfy Widder's conditions on the successive derivatives up to some finite order, and are not necessarily smooth. We show that such functions have a unique integral representation, along some generic kernel which is a truncated Laurent series approximating the standard Stieltjes kernel. We then obtain a two-to-one correspondence, via the logarithmic derivative, between these functions and a subclass of hyperbolically monotone functions of finite type. This correspondence generalizes a representation of HCM functions in terms of two Stieltjes transforms earlier obtained by the first author.