A characterization of the infinitely divisible squared Gaussian processes

• 成果类型: Article
• 署名作者: Eisenbaum, Nathalie; Kaspi, Haya
• 署名单位: Sorbonne Universite; Technion Israel Institute of Technology
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/009117905000000684
• 发表日期: 2006
• 页码: 728-742
• 关键词: multivariate gamma-distributions; sub-markovian resolvents

摘要

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.