A criterion and a Cramér-Wold device for quasi-infinite divisibility for discrete multivariate probability laws

DOI10.1214/23-EJP1032MaRDI QIDQ6136789zbMATH OpenOpenAlexFDO

Authors Ivan Alexeev, Alexey Khartov

Publication date 17 January 2024

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2210.12313

zbMATH Keywords

characteristic functionsCramér-Wold deviceinfinitely divisible lawsLévy representationmultivariate probability lawsquasi-infinitely divisible laws

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)

Abstract: Multivariate discrete probability laws are considered. We show that such laws are quasi-infinitely divisible if and only if their characteristic functions are separated from zero. We generalize the existing results for the univariate discrete laws and for the multivariate laws on $mathbb{Z}^d$. The Cram'er-Wold devices for infinite and quasi-infinite divisibility were proved.

Review text

Multivariate discrete probability laws are considered. It is known that such laws are quasi-infinitely divisible if and only if their characteristic functions are separated from zero. The Cramér-Wold devices for infinite and quasi-infinite divisibility are formulated: Let \(\xi\) be a discrete random vector with distribution function \(F\) of the form multivariate discrete random vector. Let \(F_c\) denote the distribution function of \((c,\xi)\); \(c \in R^d\). The distribution function \(F\) is (quasi-)infinitely divisible if and only if for any \(c \in R^d\) the distribution function \(F_c\) is (quasi-)infinitely divisible

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Cited in

(4)

• A Cramér-Wold device for infinite divisibility of \(\mathbb{Z}^d \)-valued distributions
• On necessary conditions of rational-infinite divisibility for distributions with non-zero discrete parts
• The class Q and mixture distributions with dominated continuous singular parts
• Extending infinitely divisible distributions: an algebraic approach

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