第二类Wiener混沌中一类二维向量的无限可整除性

IF 0.7 Q3 STATISTICS & PROBABILITY

Modern Stochastics-Theory and Applications Pub Date : 2017-05-26 DOI:10.15559/20-vmsta160

A. Basse-O’Connor, J. Pedersen, V. Rohde

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引用次数: 0

摘要

研究了第二次维纳混沌中一类带分量的二维矢量的无限可整除性。给出了无限可除性的充分必要条件和较易验证的充分条件。对于两个分量都由两个高斯平方和组成的情况进行了更深入的处理，并推测这些向量是无限可除的。

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

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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来源期刊

Modern Stochastics-Theory and Applications STATISTICS & PROBABILITY-

CiteScore

1.30

自引率

50.00%

发文量

审稿时长

10 weeks