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On a denseness result for quasi-infinitely divisible distributions
Statistics & Probability Letters ( IF 0.9 ) Pub Date : 2021-05-07 , DOI: 10.1016/j.spl.2021.109139
Merve Kutlu

A probability distribution μ on Rd is quasi-infinitely divisible if its characteristic function has the representation μ̂=μ1̂μ2̂ 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 d2.



中文翻译:

关于拟无限可整分布的密度结果

概率分布 μ[Rd 如果其特征函数具有表示形式,则是准无限可整的 μ̂=μ1个̂μ2个̂ 具有无限可整的分布 μ1个μ2个。在林德纳(Lindner)等人中。(2018,Thm.4.1)研究表明,[R 在分布的类别上是密集的 [R关于弱收敛。在本文中,我们证明了上的拟无限可分分布的类[Rd 在分布类别上并不密集 [Rd 关于弱收敛,如果 d2个

更新日期:2021-05-14
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