Infinite divisibility of Gaussian squares with non-zero means

DOI10.1214/ECP.V13-1389zbMATH Open1189.60080OpenAlexW2116123772MaRDI QIDQ1038892FDOQ1038892

Authors: Michael B. Marcus, Jay Rosen 

Publication date: 20 November 2009

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/232887

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zbMATH Keywords

infinite divisibilityMarkov chainsGaussian vectors

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Gaussian processes (60G15) Continuous-time Markov processes on discrete state spaces (60J27)

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• A characterization of the infinitely divisible squared Gaussian processes
• On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos
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• Existence of a critical point for the infinite divisibility of squares of Gaussian vectors in \(\mathbb R^{2}\) with non-zero mean

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