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A characterization of signed discrete infinitely divisible distributions

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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 languageEnglish
Pages (from-to)446-470
Number of pages25
JournalStudia Scientiarum Mathematicarum Hungarica
Volume54
Issue number4
DOIs
StatePublished - Dec 2017
Externally publishedYes

Keywords

  • Absolutely convergent Fourier series
  • Discrete distribution
  • Jørgensen set
  • Negative probability
  • Pseudo compound Poisson
  • Quasi infinitely divisible
  • Signed measure

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