On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos

DOI10.15559/20-VMSTA160zbMath1459.60038arXiv1705.09508OpenAlexW3082831798MaRDI QIDQ2218141

Yanyan Li

Publication date: 14 January 2021

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.09508

zbMATH Keywords

infinite divisibilitysecond Wiener chaossums of Gaussian squares

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Infinitely divisible distributions; stable distributions (60E07) Gaussian processes (60G15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Characterization of infinitely divisible multivariate gamma distributions
• On the structure of the Wishart distribution
• On the infinite divisibility of squared Gaussian processes
• Characterization of positively correlated squared Gaussian processes
• A characterization of the infinitely divisible squared Gaussian processes
• Association and infinite divisibility for the Wishart distribution and its diagonal marginals
• Convergence of integrated processes of arbitrary Hermite rank
• Non-central limit theorems for non-linear functional of Gaussian fields
• Gaussian Hilbert Spaces
• Markov Processes, Gaussian Processes, and Local Times

This page was built for publication: On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos