A characterization of the infinitely divisible squared Gaussian processes

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dc.creatorEisenbaum, Nathalie
dc.creatorKaspi, Haya
dc.date2005-04-08
dc.date2006-05-26
dc.date.accessioned2026-07-07T06:39:44Z
dc.date.available2026-07-07T06:39:44Z
dc.descriptionWe 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.
dc.descriptionPublished 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)
dc.identifierhttps://arxiv.org/abs/math/0504166
dc.identifierhttp://arxiv.org/abs/math/0504166
dc.identifierAnnals of Probability 2006, Vol. 34, No. 2, 728-742
dc.identifierdoi:10.1214/009117905000000684
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/101189
dc.subjectProbability
dc.subject60E07, 60G15, 60J25, 60J55 (Primary)
dc.titleA characterization of the infinitely divisible squared Gaussian processes
dc.typetext

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