Infinite divisibility of Gaussian squares with non-zero means

DOI10.1214/ECP.V13-1389MaRDI QIDQ1038892zbMATH OpenOpenAlexFDO

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, http://www.emis.de/journals/EJP-ECP/_ejpecp/ECP/viewarticledc63.html

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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