Quasi-infinite divisibility of a class of distributions with discrete part
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Contributors
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 language | English |
|---|---|
| Pages (from-to) | 2211-2224 |
| Number of pages | 14 |
| Journal | Proceedings of the American Mathematical Society |
| Volume | 151 |
| Issue number | 5 |
| Publication status | Published - 1 May 2023 |
| Peer-reviewed | Yes |