On decomposition problem for distribution functions of class $\boldsymbol{Q}$
Abstract
We consider a new class of distribution functions that have the property of rational-infinite divisibility: there exist some infinitely divisible distribution functions and such that . A distribution function of the class 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 , being a natural extension of the class 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 and with some distribution functions and , then and ? There are some positive results under special assumptions on the type of . 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 .
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}
}