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arXiv · 1705.09508

On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos

Andreas Basse-O'Connor·Jan Pedersen·Victor Rohde
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Abstract

Infinite divisibility of a class of two-dimensional vectors with components in the second Wiener chaos is studied. Necessary and sufficient conditions for infinite divisibility is presented as well as more easily verifiable sufficient conditions. The case where both components consist of a sum of two Gaussian squares is treated in more depth, and it is conjectured that such vectors are infinitely divisible.

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Andreas Basse-O'Connor, Jan Pedersen, Victor Rohde. 2017-05-26. On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos. https://arxiv.org/abs/1705.09508

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