Some new approaches to infinite divisibility
read the original abstract
Using an approach based, amongst other things, on Proposition 1 of Kaluza (1928), Goldie (1967) and, using a different approach based especially on zeros of polynomials, Steutel (1967) have proved that each nondegenerate distribution function (d.f.) $F$ (on $\RR$, the real line), satisfying $F(0-) = 0$ and $F(x) = F(0) + (1-F(0)) G(x)$, $x > 0$, where $G$ is the d.f. corresponding to a mixture of exponential distributions, is infinitely divisible. Indeed, Proposition 1 of Kaluza (1928) implies that any nondegenerate discrete probability distribution ${p_x: x= 0,1, ...}$ that is log-convex or, in particular, completely monotone, is compound geometric, and, hence, infinitely divisible. Steutel (1970), Shanbhag & Sreehari (1977) and Steutel & van Harn (2004, Chapter VI) have given certain extensions or variations of one or more of these results. Following a modified version of the C.R. Rao et al. (2009, Section 4) approach based on the Wiener-Hopf factorization, we establish some further results of significance to the literature on infinite divisibility.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.