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

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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

Original languageEnglish
Pages (from-to)2211-2224
Number of pages14
JournalProceedings of the American Mathematical Society
Volume151
Issue number5
Publication statusPublished - 1 May 2023
Peer-reviewedYes

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