A Cram\'er--Wold device for infinite divisibility of $\mathbb{Z}^d$-valued distributions
Probability
2020-11-18 v1
Abstract
We show that a Cram\'er--Wold device holds for infinite divisibility of -valued distributions, i.e. that the distribution of a -valued random vector is infinitely divisible if and only if is infinitely divisible for all , and that this in turn is equivalent to infinite divisibility of for all . A key tool for proving this is a L\'evy--Khintchine type representation with a signed L\'evy measure for the characteristic function of a -valued distribution, provided the characteristic function is zero-free.
Keywords
Cite
@article{arxiv.2011.08530,
title = {A Cram\'er--Wold device for infinite divisibility of $\mathbb{Z}^d$-valued distributions},
author = {David Berger and Alexander Lindner},
journal= {arXiv preprint arXiv:2011.08530},
year = {2020}
}