Quasi-infinite divisibility of a class of distributions with discrete part
Publikation: Beitrag in Fachzeitschrift › Forschungsartikel › Beigetragen › Begutachtung
Beitragende
Abstract
We consider distributions on R that can be written as the sum of a non-zero discrete distribution and an absolutely continuous distribution. We show that such a distribution is quasi-infinitely divisible if and only if its characteristic function is bounded away from zero, thus giving a new class of quasi-infinitely divisible distributions. Moreover, for this class of distributions we characterize the existence of the g-moment for certain functions g.
Details
Originalsprache | Englisch |
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Seiten (von - bis) | 2211-2224 |
Seitenumfang | 14 |
Fachzeitschrift | Proceedings of the American Mathematical Society |
Jahrgang | 151 |
Ausgabenummer | 5 |
Publikationsstatus | Veröffentlicht - 1 Mai 2023 |
Peer-Review-Status | Ja |