CHARACTERIZATION OF POSITIVELY CORRELATED SQUARED GAUSSIAN PROCESSES

• 成果类型: Article
• 署名作者: Eisenbaum, Nathalie
• 署名单位: Sorbonne Universite; Universite Paris Cite
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/12-AOP807
• 发表日期: 2014
• 页码: 559-575
• 关键词: infinite-divisibility; association; variables

摘要

We solve a conjecture raised by Evans in 1991 on the characterization of the positively correlated squared Gaussian vectors. We extend this characterization from squared Gaussian vectors to permanental vectors. As side results, we obtain several equivalent formulations of the property of infinite divisibility for squared Gaussian processes.