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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2022 Volume 510, Pages 262–281 (Mi znsl7206)

On representation of the logarithm for arbitrary characteristic function on segments

A. A. Khartov

Smolensk State University

Abstract: We consider a characteristic function of arbitrary probability law. We obtain analogs of the Lévy–Khintchine formula for it on any segment of the form $[-r,r]$ with finite $r>0$, where the characteristic function does not vanish. Using these representations we prove a criterion of belonging of the corresponding distribution function to the new wide class of so called quasi-infinitely divisible distribution functions.

Key words and phrases: characteristic functions, Lévy–Khintchine formula, infinitely divisible distributions, quasi-infinitely divisible distributions.

UDC: 519.21

Received: 06.09.2022



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© Steklov Math. Inst. of RAS, 2025