Convexity and monotonicity of the probability mass function of the Poisson distribution of order $k$

Abstract

This note focuses on the properties of two blocks of elements of the probability mass function (pmf) of the Poisson distribution of order $k\ge2$. The first block is the elements for $n\in[1,k]$ and the second block is the elements for $n\in[k+1,2k]$. It is proved that elements in the first block form an ``absolutely monotonic sequence'' by which is meant that all the finite differences of the sequence are positive. Next, the properties of the elements in the second block are analyzed. It is shown that for sufficiently small $\lambda>0$, the sequence of elements for $n\in[k+1,2k]$ is strictly decreasing and also concave. The purpose of the analysis is to help determine a supremum value for $\lambda$, such that the pmf of the Poisson distribution of order $k\ge2$ decreases strictly for all $n \ge k$. A conjectured criterion for the supremum is given. Numerical calculations indicate it is the optimal bound, i.e.~the supremum. In addition, a simple expression is proposed, based on numerical calculation, which is sufficient (but not necessary) and is a good approximation for the supremum.