Characterization of positively correlated squared Gaussian processes

DOI10.1214/12-AOP807zbMath1301.60043arXiv1402.6160MaRDI QIDQ2447334

Nathalie Eisenbaum

Publication date: 25 April 2014

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.6160

zbMATH Keywords

Gaussian processGreen functionstochastic orderinginfinite divisibilitypermanental processpositive correlation

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Gaussian processes (60G15) Inequalities; stochastic orderings (60E15)

Related Items (7)

Erratum to: ``Characterization of positively correlated squared Gaussian processes ⋮ Normal approximation for fire incident simulation using permanental Cox processes ⋮ On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos ⋮ A Gaussian expectation product inequality ⋮ Some remarks on associated random fields, random measures and point processes ⋮ Powers of Brownian Green potentials ⋮ On the radius of Gaussian free field excursion clusters

Cites Work

• Characterization of infinitely divisible multivariate gamma distributions
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• A connection between Gaussian processes and Markov processes
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• A characterization of the infinitely divisible squared Gaussian processes
• Association and infinite divisibility for the Wishart distribution and its diagonal marginals
• Hadamard Functions of Inverse M-Matrices
• Markov Processes, Gaussian Processes, and Local Times
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