Quasi-infinite divisibility and three-point probability laws (Q2684718)

A distribution function is quasi-infinitely divisible if and only if its characteristic function can be expressed as the ratio of the characteristic functions of two infinitely divisible distribution functions. In the present paper, the authors investigate conditions under which a three-point distribution is quasi-infinitely divisible. For a distribution supported on the three points \(0\), \(1\) and \(\alpha\), with corresponding masses \(p_0\), \(p_1\) and \(p_\alpha\) respectively, and characteristic function \(f\), conditions are given under which this distribution is (or is not) quasi-infinitely divisible. These conditions are given in terms of the parameters \(\alpha\), \(p_0\), \(p_1\) and \(p_\alpha\), as well as in terms of \(f\).