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2023 A criterion and a Cramér–Wold device for quasi-infinite divisibility for discrete multivariate probability laws
Ivan Alexeev, Alexey Khartov
Author Affiliations +
Electron. J. Probab. 28: 1-17 (2023). DOI: 10.1214/23-EJP1032

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 Zd. The Cramér–Wold devices for infinite and quasi-infinite divisibility are proved.

Funding Statement

The work of A. A. Khartov was supported by the Ministry of Science and Higher Education of the Russian Federation, agreement 075-15-2022-289 date 06/04/2022. The work of I. A. Alexeev was supported in part by the Möbius Contest Foundation for Young Scientists.

Citation

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Ivan Alexeev. Alexey Khartov. "A criterion and a Cramér–Wold device for quasi-infinite divisibility for discrete multivariate probability laws." Electron. J. Probab. 28 1 - 17, 2023. https://doi.org/10.1214/23-EJP1032

Information

Received: 8 March 2023; Accepted: 27 September 2023; Published: 2023
First available in Project Euclid: 27 October 2023

MathSciNet: MR4660698
Digital Object Identifier: 10.1214/23-EJP1032

Subjects:
Primary: 60E05 , 60E07 , 60E10

Keywords: characteristic functions , Cramér–Wold device , Infinitely divisible laws , multivariate probability laws , quasi-infinitely divisible laws , the Lévy representation

Vol.28 • 2023
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