Density conjecture for QID distributions with finite quasi-Lévy measure
Density conjecture for QID distributions with finite quasi-Lévy measure
Let . A probability distribution on is QID if it is quasi-infinitely divisible. A quasi-Lévy measure is finite when it has finite total variation, and the Gaussian variance is zero when the Gaussian component vanishes.
Density conjecture. The class of QID distributions on with finite quasi-Lévy measure and zero Gaussian variance is dense in the space of probability distributions on with respect to weak convergence.
This conjecture concerns approximation of arbitrary probability distributions by quasi-infinitely divisible distributions with restricted Lévy–Khintchine characteristics. The supplied context introduces it but gives no evidence of a resolution, so its status remains open.
Sources & referencesView supporting material
Primary source
Riccardo Passeggeri, “A density property for stochastic processes”, arXiv:2010.07752 (2020).
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