Infinite divisibility of Gaussian squares with non-zero means

DOI10.1214/ECP.v13-1389zbMath1189.60080OpenAlexW2116123772MaRDI QIDQ1038892

Michael B. Marcus, Jay S. Rosen

Publication date: 20 November 2009

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/232887

zbMATH Keywords

Markov chainsinfinite divisibilityGaussian vectors

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Gaussian processes (60G15) Continuous-time Markov processes on discrete state spaces (60J27)