On a denseness result for quasi-infinitely divisible distributions

Publication date 12 November 2021

Abstract: A probability distribution

m u

on

m a t h b b R^{d}

is quasi-infinitely divisible if its characteristic function has the representation

w i d e h a t m u = w i d e h a t m u_{1} / w i d e h a t m u_{2}

with infinitely divisible distributions

m u_{1}

and

m u_{2}

. In cite[Thm. 4.1]{lindner2018} it was shown that the class of quasi-infinitely divisible distributions on

m a t h b b R

is dense in the class of distributions on

m a t h b b R

with respect to weak convergence. In this paper, we show that the class of quasi-infinitely divisible distributions on

m a t h b b R^{d}

is not dense in the class of distributions on

m a t h b b R^{d}

with respect to weak convergence if

d g e q 2

.

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