Abstract
In this article, we give some reviews concerning negative probabilities model and quasi-infinitely divisible at the beginning. We next extend Feller's characterization of discrete infinitely divisible distributions to signed discrete infinitely divisible distributions, which are discrete pseudo compound Poisson (DPCP) distributions with connections to the Lévy-Wiener theorem. This is a special case of an open problem which is proposed by Sato (2014), Chaumont and Yor (2012). An analogous result involving characteristic functions is shown for signed integer-valued infinitely divisible distributions. We show that many distributions are DPCP by the non-zero p.g.f. property, such as the mixed Poisson distribution and fractional Poisson process. DPCP has some bizarre properties, and one is that the parameter λ in the DPCP class cannot be arbitrarily small.
| Original language | English |
|---|---|
| Pages (from-to) | 446-470 |
| Number of pages | 25 |
| Journal | Studia Scientiarum Mathematicarum Hungarica |
| Volume | 54 |
| Issue number | 4 |
| DOIs | |
| State | Published - Dec 2017 |
| Externally published | Yes |
Keywords
- Absolutely convergent Fourier series
- Discrete distribution
- Jørgensen set
- Negative probability
- Pseudo compound Poisson
- Quasi infinitely divisible
- Signed measure
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