Work

A characterization of the infinitely divisible squared Gaussian processes

Year: 2006

Type: article

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.

Source: The Annals of Probability

DOI: 10.1214/009117905000000684

Authors: Nathalie Eisenbaum, Haya Kaspi

Institutions: Centre National de la Recherche Scientifique, Technion – Israel Institute of Technology, Université Pierre-et-Marie-Curie

Language: English

Topic: Stochastic processes and statistical mechanics

Subfield: Mathematical Physics

Field: Mathematics

Domain: Physical Sciences

Open Access status: bronze

OpenAlex ID: W2080727262

FWCI: 1.267

Cites: 10

Cited by: 20

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