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A characterization of the infinitely divisible squared Gaussian processes

Nathalie Eisenbaum·Haya Kaspi
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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.

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Nathalie Eisenbaum, Haya Kaspi. 2006-05-26. A characterization of the infinitely divisible squared Gaussian processes. https://doi.org/10.1214/009117905000000684

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