IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v176y2021ics0167715221001012.html
   My bibliography  Save this article

On a denseness result for quasi-infinitely divisible distributions

Author

Listed:
  • Kutlu, Merve

Abstract

A probability distribution μ on Rd is quasi-infinitely divisible if its characteristic function has the representation μ̂=μ1̂∕μ2̂ with infinitely divisible distributions μ1 and μ2. In Lindner et al. (2018, Thm. 4.1) it was shown that the class of quasi-infinitely divisible distributions on R is dense in the class of distributions on R with respect to weak convergence. In this paper, we show that the class of quasi-infinitely divisible distributions on Rd is not dense in the class of distributions on Rd with respect to weak convergence if d≥2.

Suggested Citation

  • Kutlu, Merve, 2021. "On a denseness result for quasi-infinitely divisible distributions," Statistics & Probability Letters, Elsevier, vol. 176(C).
    • Handle: RePEc:eee:stapro:v:176:y:2021:i:c:s0167715221001012
    DOI: 10.1016/j.spl.2021.109139
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167715221001012
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spl.2021.109139?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Khartov, A.A., 2019. "Compactness criteria for quasi-infinitely divisible distributions on the integers," Statistics & Probability Letters, Elsevier, vol. 153(C), pages 1-6.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Khartov, A.A., 2022. "A criterion of quasi-infinite divisibility for discrete laws," Statistics & Probability Letters, Elsevier, vol. 185(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Khartov, A.A., 2022. "A criterion of quasi-infinite divisibility for discrete laws," Statistics & Probability Letters, Elsevier, vol. 185(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:176:y:2021:i:c:s0167715221001012. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.