Zeta distributions generated by Dirichlet series and their (quasi) infinite divisibility
Abstract
Let a(1) >0, a(n) 0 for n 2 and a(n) = O(n) for any >0, and put Z(σ + it):= Σn=1∞ a(n) n-σ - it where σ , t ∈ R. In the present paper, we show that any zeta distribution whose characteristic function is defined by Zσ (t) :=Z(σ + it)/Z(σ) is pretended infinitely divisible if σ >1 is sufficiently large. Moreover, we prove that if Zσ (t) is an infinitely divisible characteristic function for some σid >1, then Zσ (t) is infinitely divisible for all σ >1. Note that the corresponding L\'evy or quasi-L\'evy measure can be given explicitly. A key of the proof is a corrected version of Theorem 11.14 in Apostol's famous textbook.
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