On the infinite divisibility of distributions of some inverse subordinators
classification
🧮 math.PR
keywords
inversedistributionsdivisibleinfinitelysubordinatorsdistributiondivisibilityinfinite
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We consider the infinite divisibility of distributions of some well-known inverse subordinators. Using a tail probability bound, we establish that distributions of many of the inverse subordinators used in the literature are not infinitely divisible. We further show that the distribution of a renewal process time-changed by an inverse stable subordinator is not infinitely divisible, which in particular implies that the distribution of the fractional Poisson process is not infinitely divisible.
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