Infinite divisibility of Gaussian squares with non-zero means (Q1038892)

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Infinite divisibility of Gaussian squares with non-zero means
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    Statements

    title
    Infinite divisibility of Gaussian squares with non-zero means (English)
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    author
    Michael B. Marcus
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    Jay S. Rosen
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    publication date
    20 November 2009
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    zbMATH Keywords
    Gaussian vectors
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    infinite divisibility
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    Markov chains
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    Identifiers

    DOI
    10.1214/ECP.v13-1389
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    Mathematics Subject Classification ID
    60G15
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    60E07
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    60J27
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    zbMATH DE Number
    5636418
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