Abstract
We present a notion of semi-self-decomposability for distributions with support in Z +. We show that discrete semi-self-decomposable distributions are infinitely divisible and are characterized by the absolute monotonicity of a specific function. The class of discrete semi-self-decomposable distributions is shown to contain the discrete semistable distributions and the discrete geometric semistable distributions. We identify a proper subclass of semi-self-decomposable distributions that arise as weak limits of subsequences of binomially thinned sums of independent Z +-valued random variables. Multiple semi-self-decomposability on Z + is also discussed.
Similar content being viewed by others
References
Becker-Kern P., Scheffler H.P. (2005). How to find stability in a purely semistable context. Yokohama Mathematical Journal 51, 75–88
Berg C., Forst G. (1983). Multiple self-decomposable probability measures on R + and Z +. Zeitschrift Wahrscheinlichkeitstheorie verwandte Gebiete 62, 147–163
Bouzar N. (2004). Discrete semi-stable distributions. Annals of the Institute of Statistical Mathematics 56, 497–510
Choi G.S. (1994). Criteria for recurrence and transience of semi-stable processes. Nagoya Mathematical Journal 134, 91–106
Christoph G., Schreiber K. (2000). Scaled Sibuya distribution and discrete self-decomposability. Statistics and Probabiliy Letters 48, 181-187
van Harn K., Steutel F.W., Vervaat W. (1982). Self-decomposable discrete distributions and branching processes. Zeitschrift Wahrscheinlichkeitstheorie verwandte Gebiete 61, 97–118
Huillet T., Porzio A., Ben Alaya M. (2001). On Lévy stable and semistable distributions. Fractals 9, 347–364
Maejima M. (2001). Semistable distributions. In: Barndorff-Nielsen O.E., Mikosch T., Resnick S.I. (eds), Lévy processes. Boston, MA, Birkhäuser, pp. 169–183
Maejima M., Naito Y. (1998). Semi-selfdecomposable distributions and a new class of limit theorems. Probability Theory and Related Fields 112, 13–31
Maejima M., Sato K. (1999). Semi-selfsimilar processes. Journal of Theoretical Probability 12, 347–373
Maejima M., Sato K., Watanabe T. (1999). Operator semi-selfdecomposability, (C,Q)-decomposability and related nested classes. Tokyo Journal of Mathematics 22, 473–509
Meerschaert M.M., Scheffler H.P. (2001). Limit distributions for sums of independent random vectors. Wiley, New York
Satheesh S., Nair N.U. (2002). Some classes of distributions on the nonnegative lattice. Journal of the Indian Statistical Association 40, 41–58
Sato K. (1999). Lévy processes and infinitely divisible distributions. Cambridge, UK, Cambridge University Press
Steutel F.W., van Harn K. (1979). Discrete analogues of self-decomposability and stability. Annals of Probability 7, 893–899
Steutel F.W., van Harn K. (2004). Infinite divisibility of probability distributions on the real line. New York-Basel, Marcel Dekker
Yamazato M. (1978). Unimodality of infinitely divisible distributions of class L. Annals of Probability 6, 523–531
Author information
Authors and Affiliations
Corresponding author
About this article
Cite this article
Bouzar, N. Semi-self-decomposable distributions on Z+ . Ann Inst Stat Math 60, 901–917 (2008). https://doi.org/10.1007/s10463-007-0124-6
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10463-007-0124-6