Skip to main content
Log in

Quasi-Infinite Divisibility and Three-Point Probability Laws

  • Published:
Journal of Mathematical Sciences Aims and scope Submit manuscript

Discrete three-point probability laws are considered. Necessary and sufficient conditions for belonging to a new class of quasi-infinitely divisible laws are obtained. The results are formulated in terms of the points and their probabilities, as well as in terms of the property of separability from zero of characteristic functions.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. V. M. Zolotarev, Modern Theory of Summation of Random Variables, Nauka, Moscow (1986).

    MATH  Google Scholar 

  2. B. M. Levitan, Almost Periodic Functions, GITTL, Moscow (1953).

    MATH  Google Scholar 

  3. Yu. V. Linnik and I. V. Ostrovskij, Decompositions of Random Variables and Vectors, Nauka, Moscow (1972)

    Google Scholar 

  4. E. Lukacs, Characteristic Functions, Nauka, Moscow (1979)

    MATH  Google Scholar 

  5. V. V. Petrov, Limit Theorems for Sums of Independent Random Variables, Nauka, Moscow (1987)

    MATH  Google Scholar 

  6. R. Cuppens, Decomposition of Multivariate Probabilities. Academic Press, New York–London (1975).

  7. N. Demni and Z. Mouayn, “Analysis of generalized Poisson distributions associated with higher Landau levels,” Infin. Dimens. Anal. Quantum Probab. Relat. Top., 18, No. 4, 1550028.13 (2015).

  8. A. A. Khartov, “Compactness criteria for quasi-infinitely divisible distributions on the integers,” Statist. Probab. Letters, 153, 1–6 (2019).

    Article  MathSciNet  MATH  Google Scholar 

  9. A. Lindner, L. Pan, and K. Sato, “On quasi-infinitely divisible distributions,” Trans. Amer. Math. Soc., 370, 8483–8520 (2018).

    Article  MathSciNet  MATH  Google Scholar 

  10. A. Lindner and K. Sato, “Properties of stationary distributions of a sequence of generalized Ornstein-Uhlenbeck processes,” Math. Nachr., 284, No. 17–18, 2225–2248 (2011).

    Article  MathSciNet  MATH  Google Scholar 

  11. K. Sato, L´evy Processes and Infinitely Divisible Distributions, Cambridge University Press, Cambridge (2013).

    Google Scholar 

  12. F. W. Steutel and K. van Harn, Infinite Divisibility of Probability Distributions on the Real Line, Marcel Dekker Inc., New York (2004).

    MATH  Google Scholar 

  13. H. Zhang, Y. Liu, and B. Li, “Notes on discrete compound Poisson model with applications to risk theory,” Insurance Math. Econom., 59, 325–336 (2014).

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to A. A. Khartov.

Additional information

Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 495, 2020, pp. 305–316.

Rights and permissions

Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Khartov, A.A., Alexeev, I.A. Quasi-Infinite Divisibility and Three-Point Probability Laws. J Math Sci 268, 731–738 (2022). https://doi.org/10.1007/s10958-022-06242-8

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10958-022-06242-8

Navigation