A criterion and a Cramér-Wold device for quasi-infinite divisibility for discrete multivariate probability laws (Q6136789)
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scientific article; zbMATH DE number 7790267
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A criterion and a Cramér-Wold device for quasi-infinite divisibility for discrete multivariate probability laws |
scientific article; zbMATH DE number 7790267 |
Statements
A criterion and a Cramér-Wold device for quasi-infinite divisibility for discrete multivariate probability laws (English)
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17 January 2024
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Multivariate discrete probability laws are considered. It is known that such laws are quasi-infinitely divisible if and only if their characteristic functions are separated from zero. The Cramér-Wold devices for infinite and quasi-infinite divisibility are formulated: Let \(\xi\) be a discrete random vector with distribution function \(F\) of the form multivariate discrete random vector. Let \(F_c\) denote the distribution function of \((c,\xi)\); \(c \in R^d\). The distribution function \(F\) is (quasi-)infinitely divisible if and only if for any \(c \in R^d\) the distribution function \(F_c\) is (quasi-)infinitely divisible
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characteristic functions
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Cramér-Wold device
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infinitely divisible laws
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multivariate probability laws
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quasi-infinitely divisible laws
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Lévy representation
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