English

Some criteria of rational-infinite divisibility for probability laws

Probability 2024-09-16 v2

Abstract

We study the class Q\boldsymbol{Q} of distribution functions FF that have the property of rational-infinite divisibility: there exist some infinitely divisible distribution functions F1F_1 and F2F_2 such that F1=FF2F_1=F*F_2. The class Q\boldsymbol{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\boldsymbol{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.

Keywords

Cite

@article{arxiv.2305.14524,
  title  = {Some criteria of rational-infinite divisibility for probability laws},
  author = {A. A. Khartov},
  journal= {arXiv preprint arXiv:2305.14524},
  year   = {2024}
}