Density conjecture for QID distributions with finite quasi-Lévy measure

Let dNd\in\mathbb{N}. A probability distribution on Rd\mathbb{R}^{d} 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 Rd\mathbb{R}^{d} with finite quasi-Lévy measure and zero Gaussian variance is dense in the space of probability distributions on Rd\mathbb{R}^{d} 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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