The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off

References

  1. Bapat, R. B. Infinite divisibility of multivariate gamma distributions and $M$-matrices. Sankhya Ser. A 51 (1989), no. 1, 73--78. MR1065560 (91i:60043)
  2. Eisenbaum, Nathalie. On the infinite divisibility of squared Gaussian processes. Probab. Theory Related Fields 125 (2003), no. 3, 381--392. MR1964459 (2004b:60050)
  3. Eisenbaum, Nathalie. A connection between Gaussian processes and Markov processes. Electron. J. Probab. 10 (2005), no. 6, 202--215 (electronic). MR2120243 (2005m:60071)
  4. Eisenbaum, Nathalie; Kaspi, Haya. A characterization of the infinitely divisible squared Gaussian processes. Ann. Probab. 34 (2006), no. 2, 728--742. MR2223956 (2007d:60012)
  5. Eisenbaum, Nathalie; Kaspi, Haya; Marcus, Michael B.; Rosen, Jay; Shi, Zhan. A Ray-Knight theorem for symmetric Markov processes. Ann. Probab. 28 (2000), no. 4, 1781--1796. MR1813843 (2002j:60138)
  6. Feller, William. An introduction to probability theory and its applications. Vol. II. Second edition John Wiley & Sons, Inc., New York-London-Sydney 1971 xxiv+669 pp. MR0270403 (42 #5292)
  7. Griffiths, R. C. Characterization of infinitely divisible multivariate gamma distributions. J. Multivariate Anal. 15 (1984), no. 1, 13--20. MR0755813 (85m:60027)
  8. Marcus, Michael B.; Rosen, Jay. Markov processes, Gaussian processes, and local times. Cambridge Studies in Advanced Mathematics, 100. Cambridge University Press, Cambridge, 2006. x+620 pp. ISBN: 978-0-521-86300-1; 0-521-86300-7 MR2250510 (2008b:60001)
  9. Marcus, Michael B.; Rosen, Jay. Existence of a critical point for the infinite divisibility of squares of Gaussian vectors in R^2 with non--zero mean, preprint, (2008), arXiv:0806.3188.

Bookmark and Share


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.