A characterization of signed discrete infinitely divisible distributions

DOI10.1556/012.2017.54.4.1377MaRDI QIDQ4607855zbMATH OpenOpenAlexFDO

Authors Bo Li, G. Jay. Kerns, Huiming Zhang

Publication date 14 March 2018

Published in Studia Scientiarum Mathematicarum Hungarica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1701.03892

zbMATH Keywords

discrete pseudo compound Poisson distributionFeller's characterizationLevy-Khinchine representation

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)

Abstract: 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 infinitely divisible distributions, which are discrete pseudo compound Poisson (DPCP) distributions with connections to the L'evy-Wiener theorem. This is a special case of an open problem which is proposed by Sato(2014), Chaumont and Yor(2012). An analogous result involving characteristic functions is shown for signed integer-valued infinitely divisible distributions. We show that many distributions are DPCP by the non-zero p.g.f. property, such as the mixed Poisson distribution and fractional Poisson process. DPCP has some bizarre properties, and one is that the parameter $lambda$ in the DPCP class cannot be arbitrarily small.

Recommendations

• scientific article; zbMATH DE number 769219
• scientific article; zbMATH DE number 1990006
• Characterization of the special discrete distributions through infinite, noninfinite and finite divisibility
• scientific article; zbMATH DE number 4135114
• scientific article; zbMATH DE number 1160748
• Quasi-infinite divisibility of a class of distributions with discrete part
• On characterizations and infinite divisibility of recently introduced distributions
• A characterization of sign-symmetric Liouville-type distributions
• Characterizations of Certain Continuous Distributions

Cited in

(6)

• Sign distribution and absolutely divergent series
• COM-negative binomial distribution: modeling overdispersion and ultrahigh zero-inflated count data
• Spectral representations of quasi-infinitely divisible processes
• Compactness criteria for quasi-infinitely divisible distributions on the integers
• scientific article; zbMATH DE number 1990006 (Why is no real title available?)
• Some characterizations and properties of COM-Poisson random variables

This page was built for publication: A characterization of signed discrete infinitely divisible distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4607855)