正相关平方高斯过程的表征

IF 2.1 1区数学 Q1 STATISTICS & PROBABILITY

Annals of Probability Pub Date : 2014-02-25 DOI:10.1214/12-AOP807

Nathalie Eisenbaum

引用次数: 14

摘要

我们解决了埃文斯在1991年提出的关于正相关高斯向量平方的表征的一个猜想。我们将这个特性从高斯向量的平方扩展到永久向量。作为副结果，我们得到了高斯平方过程无穷可除性的几个等价表达式。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Characterization of positively correlated squared Gaussian processes

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.

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来源期刊

Annals of Probability 数学-统计学与概率论

CiteScore

4.60

自引率

8.70%

发文量

审稿时长

6-12 weeks

期刊介绍： The Annals of Probability publishes research papers in modern probability theory, its relations to other areas of mathematics, and its applications in the physical and biological sciences. Emphasis is on importance, interest, and originality – formal novelty and correctness are not sufficient for publication. The Annals will also publish authoritative review papers and surveys of areas in vigorous development.