English
Related papers

Related papers: On Quasi-Infinitely Divisible Distributions with a…

200 papers

A quasi-infinitely divisible distribution on $\mathbb{R}$ is a probability distribution whose characteristic function allows a L\'evy-Khintchine type representation with a "signed L\'evy measure", rather than a L\'evy measure.…

Probability · Mathematics 2017-01-11 Alexander Lindner , Lei Pan , Ken-iti Sato

A quasi-infinitely divisible distribution on $\mathbb{R}^d$ is a probability distribution $\mu$ on $\mathbb{R}^d$ whose characteristic function can be written as the quotient of the characteristic functions of two infinitely divisible…

Probability · Mathematics 2021-01-08 David Berger , Merve Kutlu , Alexander Lindner

Inspired by the notion of quasi-infinite divisibility (QID), we introduce and study the class of freely quasi-infinitely divisible (FQID) distributions on $\mathbb{R}$, i.e. distributions which admit the free L\'{e}vy-Khintchine-type…

Probability · Mathematics 2022-03-10 Ikkei Hotta , Wojciech Młotkowski , Noriyoshi Sakuma , Yuki Ueda

A probability distribution $\mu$ on $\mathbb{R}^d$ is quasi-infinitely divisible if its characteristic function has the representation $\widehat{\mu} = \widehat{\mu_1}/\widehat{\mu_2}$ with infinitely divisible distributions $\mu_1$ and…

Probability · Mathematics 2021-03-10 Merve Kutlu

We consider distributions on $\mathbb{R}$ 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…

Probability · Mathematics 2022-04-21 David Berger , Merve Kutlu

Let $X^{(\mu)}(ds)$ be an $\mathbb{R}^d$-valued homogeneous independently scattered random measure over $\mathbb{R}$ having $\mu$ as the distribution of $X^{(\mu)}((t,t+1])$. Let $f(s)$ be a nonrandom measurable function on an open interval…

Probability · Mathematics 2007-07-05 Ken-iti Sato

We consider a new class $\boldsymbol{Q}$ of distribution functions $F$ that have the property of rational-infinite divisibility: there exist some infinitely divisible distribution functions $F_1$ and $F_2$ such that $F_1=F*F_2$. A…

Probability · Mathematics 2026-05-06 A. A. Khartov

Quasi-infinitely divisible (QID) distributions have been recently introduced by Lindner, Pan and Sato (\textit{Trans.~Amer.~Math.~Soc.}~\textbf{370}, 8483-8520 (2018)). A random variable $X$ is QID if and only if there exist two infinitely…

Probability · Mathematics 2020-09-23 Riccardo Passeggeri

The dual of an infinitely divisible distribution on $\mathbb{R}^d$ without Gaussian part defined in Sato, ALEA {\bf 3} (2007), 67--110, is renamed to the inversion. Properties and characterization of the inversion are given. A stochastic…

Probability · Mathematics 2012-04-10 Ken-iti Sato

We consider infinitely divisible distributions with symmetric L\'evy measure and study the absolute continuity of them with respect to the Lebesgue measure. We prove that if $\eta(r)=\int_{|x|\le r} x^2 \nu(dx)$ where $\nu$ is the L\'evy…

Probability · Mathematics 2016-06-24 Kasra Alishahi , Erfan Salavati

Given a probability distribution $\mu$ a set $\Lambda (\mu)$ of positive real numbers is introduced, so that $\Lambda (\mu)$ measures the "divisibility" of $\mu$. The basic properties of $\Lambda (\mu)$ are described and examples of…

Probability · Mathematics 2007-05-23 S. Albeverio , H. Gottschalk , J. -L. Wu

We show the equivalence of three properties for an infinitely divisible distribution: the subexponentiality of the density, the subexponentiality of the density of its L\'evy measure and the tail equivalence between the density and its…

Probability · Mathematics 2023-02-16 Muneya Matsui

We study a new class of so-called rational-infinitely (or quasi-infinitely) divisible probability laws on the real line. The characteristic functions of these distributions are ratios of the characteristic functions of classical infinitely…

Probability · Mathematics 2025-10-29 Alexey Khartov

Let $\mu$ be a probability measure (or corresponding random variable) such that all moments $\mu_n$ exist. Knowledge of the moments is not sufficient to determine infinite divisibility of the measure; we show also that infinitely divisible,…

Probability · Mathematics 2007-05-23 Aubrey Wulfsohn

To a higher Landau Level corresponds a generalization of the Poisson distribution arising from generalized coherent states. In this paper, we write down the atomic decomposition of this probability measure and expressed its weights through…

Probability · Mathematics 2015-02-18 Nizar Demni , Zouhair Mouayn

We study infinitely divisible (ID) distributions on the nonnegative half-line $\mathbb{R}_+$. The L\'{e}vy-Khintchine representation of such distributions is well-known. Our primary contribution is to cast the probabilistic objects and the…

Probability · Mathematics 2022-06-22 Nomvelo Sibisi

This study focuses on statistical inference for the class of quasi-infinitely divisible (QID) distributions, which was recently introduced by Lindner, Pan and Sato (2018). The paper presents a Fourier approach, based on the analogue of the…

Methodology · Statistics 2026-03-23 Vladimir Panov , Anton Ryabchenko

We study a new class of so-called quasi-infinitely divisible laws, which is a wide natural extension of the well known class of infinitely divisible laws through the L\'evy--Khinchine type representations. We are interested in criteria of…

Probability · Mathematics 2023-05-24 A. A. Khartov

Let $a(1) >0$, $a(n) \ge 0$ for $n \ge 2$ and $a(n) = O(n^\varepsilon)$ for any $\varepsilon >0$, and put $Z(\sigma + it):= \sum_{n=1}^\infty a(n) n^{-\sigma - it}$ where $\sigma , t \in {\mathbb{R}}$. In the present paper, we show that any…

Number Theory · Mathematics 2022-09-28 Takashi Nakamura

In this article, we give some reviews concerning negative probabilities model and quasi-infinitely divisible at the beginning. We next extend Feller's characterization of discrete infinitely divisible distributions to signed discrete…

Statistics Theory · Mathematics 2018-07-10 Huiming Zhang , Bo Li , G. Jay Kerns
‹ Prev 1 2 3 10 Next ›