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Discrete semi-self-decomposability induced by semigroups. (English) Zbl 1225.60027

Summary: A continuous semigroup of probability generating functions \(F\) is used to introduce a notion of semi-selfdecomposability, called \(F\)-semi-selfdecomposability, for distributions with support on the nonnegative integers. \(F\)-semi-selfdecomposable distributions are infinitely divisible and are characterized by the absolute monotonicity of a specific function. The class of \(F\)-semi-selfdecomposable laws is shown to contain the \(F\)-semistable distributions and the geometric \(F\)-semistable distributions. A generalization of discrete random stability is also explored.

MSC:

60E07 Infinitely divisible distributions; stable distributions
60F05 Central limit and other weak theorems
60E10 Characteristic functions; other transforms