Work

Some criteria of rational-infinite divisibility for probability laws

Year: 2025

Type: article

Abstract: We study the class Q of distribution functions F that have the property of rational-infinite divisibility: there exist some infinitely divisible distribution functions F1 and F2 such that F1=F∗F2. The class Q is a wide natural extension of the fundamental class of infinitely divisible distribution functions. We are interested in general conditions to belong to the class Q in terms of characteristic functions. We obtain criteria that seem to be convenient for the application for some cases, and we illustrate it by several examples in the paper.

Source: Electronic Journal of Probability

DOI: 10.1214/25-ejp1368

Author: Alexey Khartov

Institutions: Russian Academy of Sciences, Institute for Information Transmission Problems

Language: English

Topic: Probability and Statistical Research

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: gold

Estimated APC paid: $675

Funder: Ministry of Science and Higher Education of the Russian Federation