Translator Disclaimer
2008 Infinite Divisibility of Gaussian Squares with Non-zero Means
Michael Marcus, Jay Rosen
Author Affiliations +
Electron. Commun. Probab. 13: 364-376 (2008). DOI: 10.1214/ECP.v13-1389

Abstract

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.

Citation

Download Citation

Michael Marcus. Jay Rosen. "Infinite Divisibility of Gaussian Squares with Non-zero Means." Electron. Commun. Probab. 13 364 - 376, 2008. https://doi.org/10.1214/ECP.v13-1389

Information

Accepted: 27 June 2008; Published: 2008
First available in Project Euclid: 6 June 2016

zbMATH: 1189.60080
MathSciNet: MR2415144
Digital Object Identifier: 10.1214/ECP.v13-1389

Subjects:
Primary: 60G15
Secondary: 60E07, 60J27

JOURNAL ARTICLE
13 PAGES


SHARE
Back to Top