Density of quasi-infinitely divisible random measures

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Let SS be the underlying space, let MS\mathcal{M}^{-}_{S} denote the space of signed measures on SS, and let M^S\hat{\mathcal{M}}^{-}_{S} denote the space of bounded signed measures. Equip these spaces with their vague topologies, and equip M^S\hat{\mathcal{M}}^{-}_{S} additionally with its weak topology. A random measure is quasi-infinitely divisible (QID) if its distribution is quasi-infinitely divisible.

Density conjecture. Real-valued QID random measures are dense in the space of independently scattered real-valued random measures, regarded as random elements of MS\mathcal{M}^{-}_{S} with the vague topology, under convergence in distribution. Likewise, bounded real-valued QID random measures are dense in the space of bounded independently scattered real-valued random measures, regarded as random elements of M^S\hat{\mathcal{M}}^{-}_{S} with either the vague topology or the weak topology, under convergence in distribution.

This conjecture proposes that quasi-infinitely divisible random measures approximate all independently scattered random measures in the indicated distributional topologies. The supplied text does not state whether the conjecture has been proved or disproved.

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Primary source

Riccardo Passeggeri, “Spectral representations of quasi-infinitely divisible processes”, arXiv:1805.05182 (2019).

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