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

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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 are 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.

OriginalsprogEngelsk
TidsskriftModern Stochastics: Theory and Applications
Vol/bind7
Nummer3
Sider (fra-til)267-289
Antal sider23
ISSN2351-6046
DOI
StatusUdgivet - sep. 2020

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