Title of article :
On the infinite divisibility of squared Gaussian processes
Author/Authors :
Eisenbaum، Nathalie نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Abstract :
We show that fractional Brownian motions with index in (0,1] satisfy a remarkable property: their squares are infinitely divisible. We also prove that a large class of Gaussian processes are sharing this property. This property then allows the construction of two-parameters families of processes having the additivity property of the squared Bessel processes.
Keywords :
Recurrent stationary random walks , Recurrent cocycles
Journal title :
PROBABILITY THEORY AND RELATED FIELDS
Journal title :
PROBABILITY THEORY AND RELATED FIELDS