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arXiv 2011.08530math.PR
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A Cramér--Wold device for infinite divisibility of $\mathbb{Z}^d$-valued distributions

David Berger, Alexander Lindner

英文摘要:

We show that a Cramér--Wold device holds for infinite divisibility of $\mathbb{Z}^d$-valued distributions, i.e. that the distribution of a $\mathbb{Z}^d$-valued random vector $X$ is infinitely divisible if and only if $\mathcal{L}(a^T X)$ is infinitely divisible for all $a\in \mathbb{R}^d$, and that this in turn is equivalent to infinite divisibility of $\mathcal{L}(a^T X)$ for all $a\in \mathbb{N}_0^d$. A key tool for proving this is a Lévy--Khintchine type representation with a signed Lévy measure for the characteristic function of a $\mathbb{Z}^d$-valued distribution, provided the characteristic function is zero-free.

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