English

On decomposition problem for distribution functions of class $\boldsymbol{Q}$

Probability 2024-12-30 v1

Abstract

We consider a new 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. A distribution function of the class Q\boldsymbol{Q} is quasi-infinitely divisible in the sense that its characteristic function admits the L\'evy--Khinchine type representation with a ``signed spectral measure''. The class Q\boldsymbol{Q}, being a natural extension of the class I\boldsymbol{I} of infinitely divisible distribution functions, is actively studied now and it finds various applications. In 2018, Lindner, Pan and Sato formulated the open question: is it true that if FQF\in\boldsymbol{Q} and F=F1F2F=F_1*F_2 with some distribution functions F1F_1 and F2F_2, then F1QF_1\in\boldsymbol{Q} and F2QF_2\in\boldsymbol{Q}? There are some positive results under special assumptions on the type of FF. In this paper, we answer the question in a general setting without any additional assumptions. We also consider the same question but with the stronger assumption that FIF\in\boldsymbol{I}.

Keywords

Cite

@article{arxiv.2412.18915,
  title  = {On decomposition problem for distribution functions of class $\boldsymbol{Q}$},
  author = {A. A. Khartov},
  journal= {arXiv preprint arXiv:2412.18915},
  year   = {2024}
}
R2 v1 2026-06-28T20:48:46.490Z