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Consider the non-negative, integer valued random variable $X$, and its $i^{\text{th}}$ factorial moment $E_{i}[X]$. Then we have that $$ P(X=0) = \sum _{i=0}^{\infty} \frac{(-1)^i E_{r}[X]}{ i!} $$ See e.g B. Bollobás Random Graphs, Corollary 1.13, where this is demonstrated.

If these moments diverge with some parameter $x$ (which they may well do if $X$ counts e.g. subgraphs of a random graph as the number of nodes goes to infinity), for example consider they look like $$E_{i}[X](x) = \frac{ \left(3^{\frac{3 i}{2 i+4}} \left(x\sqrt{\pi } \right)^{\frac{i^2-3 i+2}{i+2}}\right)}{\sqrt{(i+2) 2^{i-1}}}$$

Then, to evaluate $\lim_{x \to \infty} P(X=0)$, we would need the limit of the following alternating sum (I start from $i=2$ as these expressions are only contributions to the moments, but they are all similar. Another contribution will start from $i=0$).

$$ f(x) = \sum _{i=2}^{\infty} \frac{(-1)^i \left(3^{\frac{3 i}{2 i+4}} \left(x\sqrt{\pi } \right)^{\frac{i^2-3 i+2}{i+2}}\right)}{\sqrt{(i+2) 2^{i-1}} i!} $$

So, I am looking at $\lim_{x \to \infty} f(x)$. Here is a plot of the sum and its partial sums.

enter image description here

It appears to be descending, and I know this is non-negative. So it is (in theory) going to zero, so long as it keeps descending?

The limit of the sum is difficult as most methods I can see don't involve sums of terms that diverge as $x \to \infty$. I can't swap the sum and the limit, for example, as one cannot with the limit of $e^{-x} = \sum_{i=0}^{\infty}\frac{(-1)^i x^i}{i!}$.

The main idea I can see is to try and upper bound the sum, and show that upper bound goes to zero, but does that mean I need to "upper bound the even (and so positive) terms, and lower bound the odd (and so negative) terms"? Does anyone have any advice on how to calculate $\lim_{x \to \infty} f(x)$?

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  • $\begingroup$ Does your summation start with $i=0$ or $i=2$? $\endgroup$ Commented Sep 25, 2022 at 12:43
  • $\begingroup$ It might be easier to find $P(X=0)$ from a description of $X$ (what is it?) than from the series expression. $\endgroup$ Commented Sep 25, 2022 at 13:36
  • $\begingroup$ Also, you should replace $r$ by $i$. $\endgroup$ Commented Sep 25, 2022 at 13:38
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    $\begingroup$ Certainly; just consider something like, say, $f : x \mapsto x^{-1} + 1$. On the other hand, if, for example, you know not just that $f'(x) < 0$ for all $x$ but that the logarithmic derivative $f'(x)f(x)^{-1}$ is bounded away from $0$, then $f(x) \to 0$. $\endgroup$
    – LSpice
    Commented Sep 25, 2022 at 18:22
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    $\begingroup$ Re, there's probably a name any analyst would recognise, but I don't know it. It's just using the mean-value theorem to observe that $\bigl(\ln(f)\bigr)'(x)$ negative and bounded away from $0$ implies that $\ln(f(x)) \to -\infty$. $\endgroup$
    – LSpice
    Commented Sep 25, 2022 at 19:40

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