{"title":"第二类Wiener混沌中一类二维向量的无限可整除性","authors":"A. Basse-O’Connor, J. Pedersen, V. Rohde","doi":"10.15559/20-vmsta160","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":42685,"journal":{"name":"Modern Stochastics-Theory and Applications","volume":"24 1","pages":""},"PeriodicalIF":0.7000,"publicationDate":"2017-05-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos\",\"authors\":\"A. Basse-O’Connor, J. Pedersen, V. Rohde\",\"doi\":\"10.15559/20-vmsta160\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":42685,\"journal\":{\"name\":\"Modern Stochastics-Theory and Applications\",\"volume\":\"24 1\",\"pages\":\"\"},\"PeriodicalIF\":0.7000,\"publicationDate\":\"2017-05-26\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Modern Stochastics-Theory and Applications\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.15559/20-vmsta160\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Modern Stochastics-Theory and Applications","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.15559/20-vmsta160","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
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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