A characterization of the infinitely divisible squared Gaussian processes

DOI10.1214/009117905000000684zbMath1102.60031arXivmath/0504166OpenAlexW4297847946MaRDI QIDQ2496963

Haya Kaspi, Nathalie Eisenbaum

Publication date: 26 July 2006

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

Full work available at URL: https://arxiv.org/abs/math/0504166

zbMATH Keywords

Markov processeslocal timeinfinite divisibility

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25) Local time and additive functionals (60J55)

Related Items (11)

Representations and isomorphism identities for infinitely divisible processes ⋮ Issues with the Smith-Wilson method ⋮ Limit theorems for filtered long-range dependent random fields ⋮ Permanental Vectors and Selfdecomposability ⋮ A flexible Clayton-like spatial copula with application to bounded support data ⋮ On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos ⋮ Characterization of positively correlated squared Gaussian processes ⋮ Markov loops and renormalization ⋮ On permanental processes ⋮ Stochastic order for alpha-permanental point processes ⋮ Stein characterizations for linear combinations of gamma random variables

Cites Work

• Characterization of infinitely divisible multivariate gamma distributions
• Sample path properties of the local times of strongly symmetric Markov processes via Gaussian processes
• A characterization of the kernel \(\lim_{\lambda\downarrow 0}V_\lambda\) for sub-Markovian resolvents \(V_\lambda\)
• On the infinite divisibility of squared Gaussian processes
• The most visited sites of symmetric stable processes
• On the existence of sub-Markovian resolvents
• Association and infinite divisibility for the Wishart distribution and its diagonal marginals
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