Abstract
We solve a conjecture raised by Evans in 1991 on the characterization of the positively correlated squared Gaussian vectors. We extend this characterization from squared Gaussian vectors to permanental vectors. As side results, we obtain several equivalent formulations of the property of infinite divisibility for squared Gaussian processes.
Citation
Nathalie Eisenbaum. "Characterization of positively correlated squared Gaussian processes." Ann. Probab. 42 (2) 559 - 575, March 2014. https://doi.org/10.1214/12-AOP807
Information
