Uniqueness conjecture for infinitely divisible solutions of the size-bias equation
Uniqueness conjecture for infinitely divisible solutions of the size-bias equation
Let , and let be the Choquet simplex of probability distributions solving the size-bias scaling relation associated with . Write , and let be standard normal. A distribution is infinitely divisible if it is infinitely divisible under convolution. Uniqueness conjecture. The only infinitely divisible distribution in is the lognormal distribution of . The claim singles out the lognormal among the solutions of the size-bias equation; the source gives no resolution.
Sources & referencesView supporting material
Primary source
Richard Arratia, Larry Goldstein and Fred Kochman, “Size bias for one and all”, arXiv:1308.2729 (2018).
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