A Supplement To The Bose-Dasgupta-Rubin (2002) Review Of Infinitely Divisible Laws And Processes
Abstract
Description
This paper proves that if a discrete distribution is infinitely divisible (ID) with integer-valued components, then it has a mass at the origin, which also implies why certain ID discrete laws do not have gaps in its support. We argue that discrete laws also can be stable and such laws do have domain of attraction. Then we give certain recent developments and references not reported in the Bose Dasgupta Rubin (2002) review in Sankhya, and some examples in the topics; infinite divisibility and stability of discrete laws, random infinite divisibility, operator stable laws, class-L laws, Goldie-Steutel result, max-infinite divisibility and stability, simulation, alternate stable laws, applications and free probability theory.
18 pages, submitted on 22 April 2003. In this version: section.2 revised, new references cited in sections 3 and 5, new references added, 20 pages
18 pages, submitted on 22 April 2003. In this version: section.2 revised, new references cited in sections 3 and 5, new references added, 20 pages