Abstract
In this paper, the authors review and survey some results published since 2020 about (complete) monotonicity, inequalities, and their necessary and sufficient conditions for several newly introduced functions involving polygamma functions and originating from the estimation of the sectional curvature of the Fisher–Rao geometry of the Dirichlet distributions in the two-dimensional case.
Keywords:
sectional curvature; polygamma function; inequality; complete monotonicity; necessary and sufficient condition; lower bound; majorization MSC:
primary 33B15; secondary 26A48; 26D07; 26D15; 53B12; 58D17
1. Fisher–Rao Geometry of Dirichlet Distributions
In the electronic arXiv preprints [1,2] and their formally published version [3], the authors investigated the geometry induced by the Fisher–Rao metric on the parameter space of the Dirichlet distributions in statistics theory, showed that the parameter space is a Hadamard manifold (that is, the manifold is geodesically complete and has negative sectional curvature everywhere), and demonstrated that the Fréchet mean of a set of the Dirichlet distributions is uniquely defined in the geometry. The papers [1,2,3] have been cited in [4,5,6,7,8,9,10,11,12,13,14,15,16]. This means that the papers [1,2,3] have attracted great interest from more and more mathematicians in a short time. The research has been related, or connected, or applied to several areas or subjects in mathematics and applied sciences such as differential geometry, machine learning, mathematical software, methodology, probability, and statistics theory.
In the two-dimensional case of beta distributions, let denote the first quadrant on and let
be the Fisher–Rao metric defined on M. The sectional curvature of the Hadamard manifold M was given in [3] (Proposition 14) by
where and is the logarithmic derivative of the classical Euler gamma function for (see [17] (Section 6.4)). The asymptotic behavior of the sectional curvature was given in [3] (Proposition 15) by
Based on these limits and strong numerical evidence, the authors conjectured that the negative sectional curvature is bounded from below by .
2. Complete Monotonicity
A real function defined on an interval is said to be of complete monotonicity if and only if for all and . (See [18] (Chapter XIII), [19] (Chapter 1), and [20] (Chapter IV)).
In the paper [13], the author showed the analyticity of the sectional curvature as a two-variable function on M, alternatively recovered the above limits in (1)–(4), separately considered the functions at the very right ends in (1) and (2), showed that the function
appearing in (1) is decreasing from onto , found sufficient and necessary conditions on for the function
and its additive inverse to be of complete monotonicity on , and derived a sharp two-sided inequality
in the sense that the scalars and cannot be replaced by any larger and smaller ones, respectively.
In order to prove the analyticity mentioned above, the author utilized the following known results:
- For and , the polygamma function has the integral representationSee [17] (p. 260, 6.4.1).
- For and , the two-sided inequalityis valid. See [21] (Corollary 2.3), [22] (Section 3.5), or [23] (Equation (1.4)).
- A real function is called to be sub-additive on an interval I if is valid for all with . If , then the real function is said to be super-additive on the interval I. A real-variable function is called star-shaped if for and . Among star-shaped, convex, and super-additive functions, the following relations hold:
- (a)
- If the function is convex on with , then it is star-shaped.
- (b)
- If the function is star-shaped, then it is super-additive.
See [24] (Chapter 16) and [25] (Section 3.4). By these connections, we conclusively obtain that the reciprocal is super-additive. - The polygamma function for is a single-valued analytic function over the entire complex plane, except at the points where it possesses poles of order . See [17] (p. 260, 6.4.1).
In order to alternatively recover the limits in (1)–(4), the first author of this article wrote the sectional curvature as
made use of the limits
and
in [23] (p. 769) and several other articles authored by the first author and his coauthors in recent decades, employed the relation
in [17] (p. 260, 6.4.6), and utilized the asymptotic expansion
in [17] (p. 260, 6.4.11), where is generated by
The decreasing property of the function in (5), the sufficient and necessary conditions for the functions in (6) to be of complete monotonicity on , and the two-sided inequality (7) are new, important, and ultimate results of the paper [13].
Theorem 1
([13] (Theorem 4)). The function in (5) is decreasing from onto . The function in (6) is of complete monotonicity on if and only if , while the function is of complete monotonicity on if and only if . The two-sided inequality (7) is valid and sharp in the sense that the numbers and cannot be replaced by any larger and smaller ones, respectively.
Proof.
This is a sketch of the original proof of [13] (Theorem 4). The decreasing property of the function in (5) follows from [23] (Theorem 2), which reads that the function for decreases from onto .
Making use of the integral representation (8) and integrating by parts yield
and
Adding (8) for to (16) gives
If the function is of complete monotonicity on , then its first derivative
which is equivalent to , where we used (14), (15), (17), and the asymptotic expansion (12). Similarly, if the function is of complete monotonicity on , then , where we used (14), (17), and the limit (10). In short, the necessary condition for to be of complete monotonicity on is , while the necessary condition for to be of complete monotonicity on is .
Using Formula (11) and direct computing result in
and
Then, by virtue of the integral representation (8) for and
in [17] (p. 255, 6.1.1), we obtain
Consequently, the function , and then the difference , is a completely monotonic function on . Hence, we have
for . By induction, it follows that
It is not difficult to see that as for all . Accordingly, we obtain on for all ; that is, the function is of complete monotonicity on . Hence, we have
for . By induction, it follows that
It is not difficult to see that as . This means that on for all . In other words,
which inductively reduces to
for all . From the integral representation (8) and Formulas (14) and (16), it is clear that as for all . This means that on for all . In other words, the function is of complete monotonicity on .
When , since
and, by virtue of (14),
is of complete monotonicity on , from the fact that the product of any finitely many completely monotonic functions is still of complete monotonicity, it follows that, when , the function is of complete monotonicity on . As a result, the condition is sufficient for the function to be of complete monotonicity on .
The complete monotonicity of implies , which is equivalent to the left-hand side of the two-sided inequality (7), on .
Similarly, we can prove that the function is of complete monotonicity on , and then the function is of complete monotonicity on for all . Consequently, the condition is sufficient for the function to be of complete monotonicity on .
The completely monotonic property of means , which is equivalent to the right-hand side of the two-sided inequality (7), on .
In [26] (Section 4), alternative proofs of sufficient and necessary conditions in Theorem 1 were given.
3. A Generalization of a Two-Sided Inequality
In [26], the two-sided inequality (7) was generalized as follows.
Theorem 2
([26] (Theorem 1.1)). For , let
on . Then the following conclusions are valid:
- 1.
- The function is decreasing on if and only if , with the limits
- 2.
- If , the function is increasing on , with the limits
- 3.
- The two-sided inequality (7) is true and sharp in the sense that the numbers and cannot be replaced by any larger and smaller ones, respectively.
The proof of Theorem 2 depends on the convolution theorem for the Laplace transforms in [20] (pp. 91–92), Bernstein’s theorem [20] (p. 161, Theorem 12b), [27] (Theorem 6.1), and the following newly-established lemma.
Lemma 1
([26] (Lemma 2.3)). Let
Then the following conclusions are valid:
- 1.
- The function
- (a)
- satisfies the identity on .
- (b)
- is infinitely differentiable on , increasing from onto , convex on , concave on , and logarithmically concave on .
- 2.
- The function is increasing from onto and decreasing from onto .
- 3.
- The two-sided inequality is valid on and sharp in the sense that the lower bound 1 and the upper bound 2 cannot be replaced by any larger scalar and any smaller scalar, respectively.
- 4.
- For any fixed , the function is increasing in .
4. A Generalization of Two Theorems
In [28], the author introduced a new function:
By this notation, the functions and in (6) and (19) and the two-sided inequality (7) can be reformulated in terms of and its first derivative as
In [28], the author generalized the functions and as
and
for and on . These functions are analogues of some functions surveyed in the expository article [22].
The main results obtained in [28] are the following two theorems.
Theorem 3
([28] (Theorem 2)). Let and .
- 1.
- The function is of complete monotonicity on if and only if .
- 2.
- The function is of complete monotonicity on if and only if .
Theorem 4
([28] (Theorem 3)). Let and .
- 1.
- The function is decreasing on if and only if , with the limitsand
- 2.
- If , the function is increasing on , with the limits
- 3.
- The two-sided inequalityis valid on and sharp in the sense that the lower and upper bounds cannot be replaced by any larger and smaller numbers, respectively.
There were two proofs of Theorem 3. The proofs of these two theorems relied on Lemma 1, the convolution theorem for the Laplace transforms in [20] (pp. 91–92), Bernstein’s theorem [20] (p. 161, Theorem 12b), [27] (Theorem 6.1), the limits
for in [28] (Lemma 2), and the following lemma.
Lemma 2
([28] (Lemma 6)). For , the function
is decreasing on , with and . Equivalently, the function
is increasing in , with and .
The proof of Lemma 2 is included in the proofs of [29] (Lemma 2.5) and [30] (Lemma 2.6). The proofs of Theorems 3 and 4 and the limits in (25) used the integral representation in (21).
By the way, the preprint [30] has been accepted by Demonstratio Mathematica on 21 December 2023 when the authors are proofreading this article.
5. Further Generalizations
For and , let
and
It is clear that , , and , which are defined in (6), (23), and (24), respectively.
In the paper [30], the convolution theorem for the Laplace transforms in [20] (pp. 91–92), Bernstein’s theorem in [20] (p. 161, Theorem 12b), the limits in (25), and a monotonicity rule for the ratio of two Laplace transforms in [31] (Lemma 4) were utilized. Moreover, the following two lemmas were newly established.
Lemma 3
([30] (Lemma 3)). Let such that .
- 1.
- When , the functionis positive.
- 2.
- For such that , the sequence is positive.
Lemma 4
([30] (Lemma 4)). For fixed , the ratio is increasing in v and maps from onto , where is defined by (20).
The main results of the paper [30] are the following decreasing property, complete monotonicity, and sufficient and necessary conditions.
Theorem 5
([30] (Theorem 1)). For , the function defined in (26) is decreasing in u from onto the interval . Consequently, for , the two-sided inequality
is valid on and sharp in the sense that the lower and upper bounds cannot be replaced by any larger and smaller numbers, respectively.
Theorem 6
([30] (Theorem 2)). Let and .
- 1.
- The function is of complete monotonicity on if and only if .
- 2.
- The function is of complete monotonicity on if and only if .
- 3.
- The two-sided inequality (27) is valid on and sharp in the sense that the lower and upper bounds cannot be replaced by any larger and smaller numbers, respectively.
The proofs of these two theorems are also based on the proof of [13] (Theorem 4) (that is, Theorem 1 above). In other words, the starting point of the proofs of Theorems 5 and 6 is the integral representation (21) for .
6. Three New Functions Involving Polygamma Functions
In [29], with the help of the function in (22), the author introduced three new functions
and
on , where and .
The main results of the paper [29] were stated in the following theorems.
Theorem 7
([29] (Theorem 3.1)). For and ,
- 1.
- the function is of complete monotonicity on if and only if ;
- 2.
- the function is of complete monotonicity on if and only if .
Theorem 8
([29] (Theorem 4.1)). Let and .
- 1.
- The function is decreasing on if and only if .
- 2.
- The function is increasing on if .
- 3.
- The function is increasing on only if
- 4.
- The limitsandare valid.
- 5.
- The two-sided inequalityis valid on and sharp in the sense that the lower and upper bounds cannot be replaced by any greater and smaller numbers, respectively.
The proofs of these two theorems employed the recursive relation (11), the asymptotic expansion (12), the convolution theorem for the Laplace transforms in [20] (pp. 91–92), [27] (Theorem 6.1), Lemma 2 recited above, the limits
and
in [29] (Lemma 2.2), and the following lemma.
Lemma 5
([29] (Lemma 2.1)). Let
Then the following conclusions are valid:
- 1.
- The function is decreasing from onto .
- 2.
- The function is logarithmically concave on .
- 3.
- The function is even on , decreasing from onto , and increasing from onto .
- 4.
- For any fixed , the function is increasing in .
Lemmas 1, 4, and 5 are connected via the relation .
7. Further Consideration of a Function
In the paper [32,33], the author noticed that the completely monotonic function defined in (28) and expressed by (34) had been studied in [34] (Theorem 1), which reads that the function is of complete monotonicity on if and only if . In other words, the completely monotonic degree of the function with respect to u on is 2. For more information on the notion of completely monotonic degrees, please refer to [27] and the closely related references therein.
In the paper [32], the author introduced two functions
and
on , where and is a scalar dependent of . It is clear that and with and , where and are defined in (29) and (30).
The convolution theorem for the Laplace transforms in [20] (pp. 91–92), Bernstein’s theorem in [20] (p. 161, Theorem 12b), the limits in (31) and (32), and the monotonicity rule for the ratio of two Laplace transforms in [31] (Lemma 4) were employed once again. Meanwhile, Lemma 5 was generalized as the following theorem.
Lemma 6
- 1.
- The function is infinitely differentiable, positive, and even on , is increasing on , and is decreasing on .
- 2.
- For fixed , the ratio is even in and decreasing in v from onto .
Lemmas 1, 4, 5, and 6 are linked to each other via .
The main results of [32] are the two theorems below.
Theorem 9
- 1.
- if , onto the interval ;
- 2.
- if , onto the interval ;
- 3.
- if , onto the interval ;
- 4.
- if , onto the interval ;
- 5.
- if , onto the interval ;
- 6.
- if , onto the interval
Consequently, for , the two-sided inequality
is valid on and sharp in the sense that the lower and upper bounds cannot be replaced by any larger and smaller numbers, respectively.
Theorem 10
([32] (Theorem 4.1)). Let .
- 1.
- The function is of complete monotonicity on if and only if ;
- 2.
- The function is of complete monotonicity on if and only if .
The proofs of Theorems 9 and 10 start out from the integral representation (34).
8. Lower Bound of Sectional Curvature
In [1] (Proposition 5) and [3] (Theorem 6), the sectional curvature was proved to be negative and bounded from below.
Conjecture 1
([2] (pp. 12–13) and [3] (p. 14)). For , the sectional curvature :
- 1.
- has a lower bound , namely, ;
- 2.
- is decreasing in both u and v.
In the papers [12,35], the author considered the function
on and proved the sharp two-sided inequality
which confirms the first conjecture in Conjecture 1 along the ray line on M.
For proving the two-sided inequality (37), the author used the duplication formula
in [17] (p. 259, 6.3.8). Moreover, the author used the integral representation (8), the convolution theorem for the Laplace transforms in [20] (pp. 91–92), the limits (9), (10), and (25), [27] (Theorem 6.1), Lemma 2 mentioned above, and the author also established the following three lemmas.
Lemma 7
([12] (Lemma 2.3)). For , the function
is increasing in , with limits
Lemma 8
([12] (Lemma 2.4)). For and , we have
For and , we have
and
Lemma 9
([35] (Lemma 2.3)). Let
Then the following conclusions are valid:
- 1.
- The function :
- (a)
- satisfies the identity on ;
- (b)
- is infinitely differentiable on , increasing from onto , convex on , and logarithmically concave on .
- 2.
- The function is increasing from onto and decreasing from onto .
- 3.
- The two-sided inequality is valid on and sharp in the sense that the lower bound 0 and the upper bound 1 cannot be replaced by any larger scalar and any smaller scalar, respectively.
- 4.
- For any fixed , the function is increasing in .
Lemmas 1, 4–6, and 9 are connected to each other via the differential relations and .
It is easy to see that is the generating function of the classical Bernoulli numbers for ; see the series expansion (13). A more general function for and its reciprocal have been being systematically investigated and extensively applied by the first author and his coauthors from the late 1990s to present. The first two papers about this topic are available at https://doi.org/10.1006/jmaa.1997.5318 (accessed 19 September 2023) and https://doi.org/10.1090/S0002-9939-98-04442-6 (accessed 19 September 2023), published while the first author was a PhD student at the University of Science and Technology of China. The latest two papers are published in Applied and Computational Mathematics at https://doi.org/10.30546/1683-6154.22.4.2023.443 (accessed on 19 September 2023) and in the Electronic Research Archive with the title "Three identities and a determinantal formula for differences between Bernoulli polynomials and numbers" with the doi code https://doi.org/10.3934/era.2024011 (accessed 19 September 2023) by Cao, López-Bonilla and the first author of this article.
Theorem 11
([12] (Theorem 3.1)). Let be integers such that and let
for and .
- 1.
- For , the function is of complete monotonicity in if and only if
- 2.
- For , the function is of complete monotonicity in if and only if .
- 3.
- The two-sided inequalityfor and the two-sided inequalityfor with and are valid on and sharp in the sense that the lower and upper bounds cannot be replaced by any larger and smaller scalars, respectively.
Theorem 12
([12] (Theorem 3.2) and [35] (Theorem 1.1)). For and , let
Then the following conclusions are true:
- 1.
- The function is of complete monotonicity on if and only if .
- 2.
- The function is of complete monotonicity on if and only if .
- 3.
- The function is decreasing on if and only if .
- 4.
- The function is increasing on if and only if .
- 5.
- The following limits are valid:and
- 6.
- The two-sided inequalityis valid on and sharp in the sense that the lower and upper bounds cannot be replaced by any greater and smaller numbers, respectively.
Theorem 13
([12] (Theorem 4.1) and [35] (Theorem 1.2)). If and only if , the function
is of complete monotonicity on . Consequently, the two-sided inequality
is valid on and sharp in the sense that the lower bound 0 and the upper bound 2 cannot be replaced by any greater number and any smaller number.
Finally, the author concluded the following theorem.
Theorem 14
In [11] (Sections 1 and 5), via the notion of majorization, the author reformulated and alternatively proved Theorem 11 above (that is, [12] (Theorem 3.1)) once again.
9. First Results by Majorization
Let
An n-tuple is said to strictly majorize (denoted by ) if
for , where and are rearrangements of and in descending order. See [24] (p. 8 and p. 80, Definition A.1) or the papers [36,37,38].
In [11], the author introduced the following two functions
for such that on . It is clear that for .
In order to study properties of the functions and , the author employed the integral representation (8), the convolution theorem for the Laplace transforms [20] (pp. 91–92), Bernstein’s theorem [20] (p. 161, Theorem 12b), the limits in (9) and (10), the monotonicity rule for the ratio of two functions [39] (pp. 10–11, Theorem 1.25), and the monotonicity rule for the ratio of two Laplace transforms (see [31] (Lemma 4) and [40] (Section 3)). The author generalized Lemma 9 as follows.
Lemma 10
- 1.
- For fixed , the ratio is decreasing in v from onto .
- 2.
- For and , the mixed second-order partial derivative
Lemmas 1, 4–6, 9, and 10 are connected to each other via the differential relations and .
In order to study properties of the functions and , the author showed the following lemma.
Lemma 11
([11] (Lemma 8)). For such that , the function
is increasing in .
More importantly, the author created a new monotonicity rule for the ratio of two parametric integrals.
Lemma 12
([11] (Lemma 9 and Remark 15) and [41] (Remark 7.2)). Let the functions , , and be integrable in . If the ratios and are both increasing or both decreasing in , then the ratio
is increasing in v; if one of the ratios and is increasing and the other is decreasing in , then the ratio is decreasing in v.
Lemma 12 has been applied in [33,42,43,44] and generalized in [45,46,47]. There have been a number of papers, plenty of studies in the literature, and many mathematicians contributing to various monotonicity rules, and we just take two examples [48,49] here.
Aside from the alternative proof of Theorem 11 above (that is, [12] (Theorem 3.1)), the remaining main results in [11] are included in the following theorems.
Theorem 15
Theorem 16
([11] (Theorem 12)). For with the majorizing relation , the ratio defined in (41) is decreasing from onto the interval . Consequently, for with , the two-sided inequality (40), that is,
is valid on and sharp in the sense that the lower and upper bounds cannot be replaced by any larger and smaller scalars, respectively.
10. Second Results by Majorization
In [42], the author considered the function
on , where are integers such that , the scalar is dependent of , and is defined by (22).
For discovering the sufficient and necessary conditions for the function in (42) to be of complete monotonicity on , the author made use of Lemma 11, the convolution theorem for Laplace’s transforms [20] (pp. 91–92), Bernstein’s theorem [20] (p. 161, Theorem 12b), and the last property in Lemma 1. Meanwhile, the author proved a new lemma below.
Lemma 13
([42] (Lemma 4)). For with , the inequality is valid.
The main results of the paper [42] were stated in the following theorem.
Theorem 17
([42] (Theorem 1)). Let be integers such that .
- 1.
- 2.
- The function is of complete monotonicity on if and only if ;
- 3.
- The two-sided inequality
is valid on and the right-hand-side inequality is sharp in the sense that the number cannot be replaced by any smaller one.
The proof of Theorem 17 starts off from the integral representation (21) for .
11. Third Results by Majorization
In the paper [33], the author introduced
on , where such that , the quantity is a scalar dependent of , and is defined in (28).
Making use of the convolution theorem of Laplace transforms in [20] (pp. 91–92), Bernstein’s theorem in [20] (p. 161, Theorem 12b), Lemmas 11 and 13, [27] (Theorem 6.1), and the logarithmic concavity of in Lemma 5, the author discovered the following sufficient and necessary conditions.
Theorem 18
([33] (Theorem 3.1)). Let such that .
- 1.
- 2.
- The function is of complete monotonicity on if and only if .
- 3.
- The two-sided inequalityis valid on and the right-hand-side inequality is sharp in the sense that the number cannot be replaced by any smaller one.
The integral representation (34) is the starting point of the proof of Theorem 18 above.
12. Yang–Tian’s Investigations on Qi’s Guesses and Problems
There are a number of guesses and problems proposed in the eleven papers in [11,12,13,26,28,29,30,32,33,35,42].
For and two non-negative integer tuples and , let
on , where we denote for our own convenience. It is clear that
The author proposed in [11] (Remark 19) a problem as follows.
Problem 1
([11] (Remark 19)). For , discuss sufficient and necessary conditions on such that the function and its additive inverse are completely monotonic on , respectively.
Meanwhile, the author also proposed in [11] (Remark 19) a guess as follows.
Guess 1
([11] (Remark 19)). If , the function is increasing from onto the interval
In [50] (Corollaries 6 and 8), Yang and Tian solved Problem 1. See also [50] (Remark 9).
In [51] (Theorem 3 and Corollary 1), Yang and Tian gave an answer to Guess 1. In [51] (Theorem 1), they generalized the above Theorem 15 (that is, [11] (Theorem 11)). In [51] (Theorem 2), they provided an equivalence of the above Theorem 16 (that is, [11] (Theorem 12)). In [51] (Theorem 4), Yang and Tian generalized a part of [12] (Theorem 3.2).
13. An Open Problem Related to the Lower Bound of Sectional Curvature
We now propose an open problem related to the conjecture that the negative sectional curvature is lower-bounded by .
Problem 2.
For fixed and , the function is convex on .
This problem looks simple. However, factually, it is not easy or trivial in practice. This problem was even posted at the sites https://mathoverflow.net/q/396837 (accessed on 18 September 2023) and https://www.researchgate.net/post/How_to_prove_convexity_of_a_simple_function_involving_a_ratio_of_two_polygamma_functions (accessed on 18 September 2023).
If Problem 2 were solved for the special case , then the sectional curvature defined in (36) would be decreasing in , and then the second claim in Conjecture 1 would be confirmed along the half-line on M.
14. Conclusions
Several of the articles [11,12,13,26,28,29,30,32,33,35,42] have been cited by the papers [4,16,46,50,51,52,53,54,55,56,57,58], in which the first author is not an author. The articles [4,59] are siblings.
Except for the guess and problem proposed in [11] (Remark 19), which have been answered and solved in [50,51], many other guesses and problems proposed in the articles [11,12,13,26,28,29,30,32,33,35,42] still remain open and unsolved.
Author Contributions
Conceptualization, F.Q. and R.P.A.; methodology, F.Q. and R.P.A.; software, F.Q. and R.P.A.; validation, F.Q. and R.P.A.; formal analysis, F.Q. and R.P.A.; investigation, F.Q. and R.P.A.; resources, F.Q. and R.P.A.; data curation, F.Q. and R.P.A.; writing—original draft preparation, F.Q. and R.P.A.; writing—review and editing, F.Q. and R.P.A.; visualization, F.Q. and R.P.A.; supervision, F.Q. and R.P.A.; project administration, F.Q. and R.P.A.; funding acquisition, F.Q. and R.P.A. All authors have read and agreed to the published version of the manuscript.
Funding
This research received no external funding.
Data Availability Statement
Data are contained within the article.
Acknowledgments
The authors are thankful to the anonymous referees for their careful corrections, helpful suggestions, and valuable comments on the original version of this article.
Conflicts of Interest
The authors declare no conflicts of interest.
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