Some criteria of rational-infinite divisibility for probability laws
We study the class Q of distribution functions F that have the property of rational-infinite divisibility: there exist some infinitely divisible distribution functions F1 and F2 such that F1=F∗F2. The class Q is a wide natural extension of the fundamental class of infinitely divisible distribution functions. We are interested in general conditions to belong to the class Q in terms of characteristic functions. We obtain criteria that seem to be convenient for the application for some cases, and we illustrate it by several examples in the paper.
Authors
- A. A. Khartov
Institutions
- Institute for Information Transmission Problems (RU)
Publication Details
- Journal
- Electronic Journal of Probability
- Published
- 2025-01-01
- DOI
- https://doi.org/10.1214/25-ejp1368
- Citations
- 2
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 4.42