A characterization of the infinitely divisible squared Gaussian processes

Details A characterization of the infinitely divisible squared Gaussian processes A characterization of the infinitely divisible squared Gaussian processes

2005-04-08

arxiv.org/abs/math/0504166v3

Annals of Probability 2006, Vol. 34, No. 2, 728-742

Mathematics

Probability

Published at http://dx.doi.org/10.1214/009117905000000684 in the Annals of Probability (http://www.imstat.org/aop/) by the Ins

Scientific paper

10.1214/009117905000000684

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.

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