Some new approaches to infinite divisibility
Date
2011ISSN
1083-6489Source
Electronic Journal of ProbabilityVolume
16Pages
2359-2374Google Scholar check
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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 R, 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 {Px: 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.