On Sibuya-like distributions in branching and birth-and-death processes

Abstract

We report some properties of heavy-tailed Sibuya-like distributions related to thinning, self-decomposability and branching processes. Extension of the thinning operation of on-negative integer-valued random variables to scaling by arbitrary positive number leads to a new class of probability distributions with generating function $Q(w)$ expressible as a Laplace transform $\varphi(1-w)$ and probability mass function $p_n$ satisfying simple one step recurrence relation between $p_{n+1}$ and $p_n$. We show that the compound Poisson-Sibuya and the shifted Sibuya distributions belong to this class. Using the fact that the same Markov property is present in stationary solutions of the birth and death equations we identify the Sibuya distribution and some of its variants as particular solutions of these equations. We also establish condition when integer-valued non-negative heavy-tailed random variable has finite $r$-th absolute moment ($0 < r < a < 1$).