Characterizations of discrete compound Poisson distributions

ABSTRACT

The aim of this paper is to give some new characterizations of discrete compound Poisson distributions. Firstly, we give a characterization by the Lévy–Khintchine formula of infinitely divisible distributions under some conditions. The second characterization need to present by row sum of random triangular arrays converges in distribution. And we give an application in probabilistic number theory, the strongly additive function converging to a discrete compound Poisson in distribution. The next characterization, is an extension of Watanabe’s theorem of characterization of homogeneous Poisson process. The last characterization will be illustrated by waiting time distributions, especially the matrix-exponential representation.

KEYWORDS:

• Compound Poisson distributions
• Extension of Watanabe’s theorem
• Infinitely divisible distributions
• Strongly additive function
• Triangular arrays of random variable
• Waiting time distributions

MATHEMATICS SUBJECT CLASSIFICATION:

• 60E05
• 60E07

Acknowledgments

The authors want to offer great appreciation to the referees and Miss Liping Zhan for their comments that have led to significant improvements of this work.