Distributions of class \(L_{\alpha}\) (Q797208)

For a constant \(\alpha\), 0\(\leq \alpha \leq 1\), let \(L_{\alpha}\) denote the class of infinitely divisible distributions with characteristic functions (ch.f.) of the form \(f(t)=\exp \{iat-{1\over2}\sigma^ 2t^ 2+\lambda(t)\},\) where a and \(\sigma\) are positive constants and \(\lambda(t)=\int^{\infty}_{-\infty}\{\exp(itx)-1-itx(1+x^ 2)^{- 1}k(x)dx\},\) k(x) being a non-negative function, non-decreasing in (- \(\infty,0)\) and nonincreasing in \((0,\infty)\) with \(\int_{| x|>1}| x|^{-\alpha}k(x)dx<\infty,\quad \int_{| x|<1}| x|^{2-\alpha}k(x)dx<\infty.\) Note that for \(\alpha =1\), \(L_ 1\) coincides with the classical class L. The authors prove that the class \(L_{\alpha}\) has the following properties which are similar to the corresponding properties of L: (a) A ch.f. \(f\in L_{\alpha}\), 0\(\leq \alpha \leq 1\), if and only if for any r, \(0<r<1\), there exists a ch.f. \(f_ r\) such that \(f(t)=f^{r^{1- \alpha}}(rt)f_ r(t)\) for all t. (b) A ch.f. \(f\in L_{\alpha}\), \(0<\alpha<1\) if and only if there exists a sequence \(\{f_ n\}\) of ch.f.'s without zeros such that \(\{f_ k(t/n)\), \(k\leq n\); \(n=1,2,...\}\) is a uniformly asymptotically negligible system and as \(n\to \infty\), \(\prod^{n}_{k=1}\{f_ k(t/n)\}^{k/n^{1-\alpha}}\to f(t)\) uniformly on any finite interval. It has also been shown that distributions belonging to \(L_{\alpha}\), \(0<\alpha<1\), need not be unimodal.