English

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 Zd\mathbb{Z}^d-valued distributions, i.e. that the distribution of a Zd\mathbb{Z}^d-valued random vector XX is infinitely divisible if and only if L(aTX)\mathcal{L}(a^T X) is infinitely divisible for all aRda\in \mathbb{R}^d, and that this in turn is equivalent to infinite divisibility of L(aTX)\mathcal{L}(a^T X) for all aN0da\in \mathbb{N}_0^d. 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 Zd\mathbb{Z}^d-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}
}