• 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