Quasi-infinite divisibility of a class of distributions with discrete part

Publikation: Beitrag in FachzeitschriftForschungsartikelBeigetragenBegutachtung

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

OriginalspracheEnglisch
Seiten (von - bis)2211-2224
Seitenumfang14
FachzeitschriftProceedings of the American Mathematical Society
Jahrgang151
Ausgabenummer5
PublikationsstatusVeröffentlicht - 1 Mai 2023
Peer-Review-StatusJa

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