A characterization of the infinitely divisible squared Gaussian processes

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

We show that, up to multiplication by constants, a Gaussian process has an infinitely divisible square if and only if its covariance is the Green function of a transient Markov process.
Published at http://dx.doi.org/10.1214/009117905000000684 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

Keywords

Probability, 60E07, 60G15, 60J25, 60J55 (Primary)

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/101189

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0504166
 http://arxiv.org/abs/math/0504166
 Annals of Probability 2006, Vol. 34, No. 2, 728-742
 doi:10.1214/009117905000000684

Collections

arXiv