Characterization of positively correlated squared Gaussian processes

Abstract

We solve a conjecture raised by Evans in 1991 on the characterization of the positively correlated squared Gaussian vectors. We extend this characterization from squared Gaussian vectors to permanental vectors. As side results, we obtain several equivalent formulations of the property of infinite divisibility for squared Gaussian processes.

Published in at http://dx.doi.org/10.1214/12-AOP807 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

References in corpus (1)

• A characterization of the infinitely divisible squared Gaussian processes

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