Uniqueness conjecture for infinitely divisible solutions of the size-bias equation

About 13 years old · traced to

Let c>1c>1, and let UcU_c be the Choquet simplex of probability distributions solving the size-bias scaling relation associated with cc. Write c=exp⁡(σ2/2)c=\exp(\sigma^2/2), and let ZZ be standard normal. A distribution is infinitely divisible if it is infinitely divisible under convolution. Uniqueness conjecture. The only infinitely divisible distribution in UcU_c is the lognormal distribution of exp⁡(σZ)\exp(\sigma Z). The claim singles out the lognormal among the solutions of the size-bias equation; the source gives no resolution.

References

Primary source

Richard Arratia, Larry Goldstein and Fred Kochman, “Size bias for one and all”, arXiv:1308.2729 (2018).

Progress summary

Never refreshed

Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.

Solutions 0

No solutions have been posted yet.