Some criteria of rational infinite divisibility for distribution functions

arXiv2305.14524MaRDI QIDQ6437726FDOQ6437726

Publication date: 23 May 2023

Abstract: We study distribution functions

F

that have the property of rational infinite divisibility: there exist some infinitely divisible distribution functions

F_{1}

and

F_{2}

such that

F_{1} = F * F_{2}

. We study a class

of such distribution functions, which is a wide natural extension of the well-known class of infinitely divisible distribution functions. We are interested in general criteria of membership of

. The obtained conditions are formulated in terms of characteristic functions and they seem to be convenient for the application.

Mathematics Subject Classification ID

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

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