On unimodal Lévy processes on the nonnegative integers (Q1203592)

A Lévy process \(X_ t\), \(t\geq 0\), is said to be unimodal if the distribution of \(X_ t\) is unimodal for all \(t\). It is known that the discrete self-decomposable processes are unimodal, and hence also the discrete stable processes [see reviewer and \textit{K. Van Harn}, Ann. Probab. 7, 893-899 (1979; Zbl 0418.60020)]. The author considers \(\mathbb{Z}_ +\)-valued Lévy processes with Lévy measure given by \(\nu(\{n\})=k_ n/n\), \(n=0,1,\dots,\) and he proves that the corresponding process is unimodal iff \(k_ 1\geq k_ 2\) and \(k_ 1k_ 3\leq k^ 2_ 1-k_ 1k_ 2+k^ 2_ 2\). Examples are given of independent, unimodal Lévy processes, the sum of which is, of course, again a Lévy process, but which is not unimodal. It is also shown that the Poisson mixture of an \(\mathbb{R}_ +\)-valued Lévy process is unimodal if and only if the mixing process is unimodal. There are connections with the work of Wolfe, Yamazato, Forst, and the reviewer.