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arXiv:1904.07604 [math.PR]AbstractReferencesReviewsResources

Inequalities for m-Divisible Distributions and Testing of Infinite Divisibility

Lev B. Klebanov, Ashot V. Kakosyan, Irina V. Volchenkova

Published 2019-04-16Version 1

We state some inequalities for m-divisible and infinite divisible characteristic functions. Basing on them we propose a statistical test for a distribution to be infinitely divisible. Keywords: infinite divisible distributions; statistical tests.

Categories: math.PR
Subjects: 60E05, 60E07, 60E10, 60E15
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