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