{ "id": "1109.5600", "version": "v1", "published": "2011-09-26T15:20:14.000Z", "updated": "2011-09-26T15:20:14.000Z", "title": "Some new approaches to infinite divisibility", "authors": [ "Theofanis Sapatinas", "Damodar N. Shanbhag", "Arjun K. Gupta" ], "comment": "18 pages, no figures, To appear in the Electronic Journal of Probability", "journal": "Electronic Journal of Probability, Vol. 16, 2359-2374 (2011)", "categories": [ "math.PR" ], "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.", "revisions": [ { "version": "v1", "updated": "2011-09-26T15:20:14.000Z" } ], "analyses": { "subjects": [ "60E05", "62E10" ], "keywords": [ "infinite divisibility", "approaches", "nondegenerate discrete probability distribution", "nondegenerate distribution function", "real line" ], "tags": [ "journal article" ], "note": { "typesetting": "TeX", "pages": 18, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2011arXiv1109.5600S" } } }