Title of article
On the infinite divisibility of squared Gaussian processes
Author/Authors
Eisenbaum، Nathalie نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
-380
From page
381
To page
0
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
Serial Year
2003
Journal title
PROBABILITY THEORY AND RELATED FIELDS
Record number
73163
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