On weak convergence of quasi-infinitely divisible laws

DOI10.2140/PJM.2023.322.341zbMATH Open1514.60029arXiv2204.13667OpenAlexW4377989544MaRDI QIDQ6043863FDOQ6043863

Authors: Alexey Khartov 

Publication date: 25 May 2023

Published in: Pacific Journal of Mathematics (Search for Journal in Brave)

Abstract: We study a new class of so-called quasi-infinitely divisible laws, which is a wide natural extension of the well known class of infinitely divisible laws through the L'evy--Khinchine type representations. We are interested in criteria of weak convergence within this class. Under rather natural assumptions, we state assertions, which connect a weak convergence of quasi-infinitely divisible distribution functions with one special type of convergence of their L'evy--Khinchine spectral functions. The latter convergence is not equivalent to the weak convergence. So we complement known results by Lindner, Pan, and Sato (2018) in this field.

Full work available at URL: https://arxiv.org/abs/2204.13667

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zbMATH Keywords

weak convergencecharacteristic functionsquasi-infinitely divisible lawsLévy-Khinchin formula

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Central limit and other weak theorems (60F05)

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Cited In (5)

• A criterion and a Cramér-Wold device for quasi-infinite divisibility for discrete multivariate probability laws
• A criterion of quasi-infinite divisibility for discrete laws
• On convergence and compactness in variation with a shift of discrete probability laws
• Compactness criteria for quasi-infinitely divisible distributions on the integers
• On representation of the logarithm for arbitrary characteristic function on segments

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