Characterization of positively correlated squared Gaussian processes
Probability
2014-02-26 v1
Abstract
We solve a conjecture raised by Evans in 1991 on the characterization of the positively correlated squared Gaussian vectors. We extend this characterization from squared Gaussian vectors to permanental vectors. As side results, we obtain several equivalent formulations of the property of infinite divisibility for squared Gaussian processes.
Cite
@article{arxiv.1402.6160,
title = {Characterization of positively correlated squared Gaussian processes},
author = {Nathalie Eisenbaum},
journal= {arXiv preprint arXiv:1402.6160},
year = {2014}
}
Comments
Published in at http://dx.doi.org/10.1214/12-AOP807 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)