We give necessary and sufficient conditions for a Gaussian vector with non-zero mean, to have infinitely divisible squares for all scalar multiples of the mean, and show how the this vector is related to the local times of a Markov chain determined by the covariance matrix of the Gaussian vector. Our results add to results of Griffiths, Bapat, Eisenbaum and Kaspi.
"Infinite Divisibility of Gaussian Squares with Non-zero Means." Electron. Commun. Probab. 13 364 - 376, 2008. https://doi.org/10.1214/ECP.v13-1389