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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Bibliographic Details
Published inStatistics & probability letters Vol. 185; p. 109436
Main Author Khartov, A.A.
Format Journal Article
LanguageEnglish
Published Elsevier B.V 01.06.2022
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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.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2022.109436