research

A characterization of the infinitely divisible squared Gaussian processes

Abstract

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.Comment: 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

    Similar works

    Full text

    thumbnail-image

    Available Versions

    Last time updated on 05/06/2019