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

DOI10.1214/23-EJP1032arXiv2210.12313OpenAlexW4387985645MaRDI QIDQ6136789FDOQ6136789

Ivan Alexeev, Alexey Khartov

Publication date: 17 January 2024

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

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.

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

zbMATH Keywords

characteristic functionsinfinitely divisible lawsmultivariate probability lawsquasi-infinitely divisible lawsLévy representationCramér-Wold device

Mathematics Subject Classification ID

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

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