A criterion of quasi-infinite divisibility for discrete laws
We consider arbitrary discrete probability laws on the real line. We obtain a criterion of their belonging to a new class of quasi-infinitely divisible laws, which is a wide natural extension of the class of well known infinitely divisible laws through the Lévy type representations.
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Published in | Statistics & probability letters Vol. 185; p. 109436 |
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Main Author | |
Format | Journal Article |
Language | English |
Published |
Elsevier B.V
01.06.2022
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Subjects | |
Online Access | Get full text |
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Summary: | We consider arbitrary discrete probability laws on the real line. We obtain a criterion of their belonging to a new class of quasi-infinitely divisible laws, which is a wide natural extension of the class of well known infinitely divisible laws through the Lévy type representations. |
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ISSN: | 0167-7152 1879-2103 |
DOI: | 10.1016/j.spl.2022.109436 |