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

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.

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Primary source

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

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