Inequalities for m-Divisible Distributions and Testing of Infinite Divisibility

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

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arXiv · 1904.07604

Inequalities for m-Divisible Distributions and Testing of Infinite Divisibility

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

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Abstract

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.

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Lev B. Klebanov, Ashot V. Kakosyan, Irina V. Volchenkova. 2019-04-16. Inequalities for m-Divisible Distributions and Testing of Infinite Divisibility. https://arxiv.org/abs/1904.07604

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