A characterization of the infinitely divisible squared Gaussian processes
arXiv:math/0504166 · doi:10.1214/009117905000000684
Abstract
We show that, up to multiplication by constants, a Gaussian process has an infinitely divisible square if and only if its covariance is the Green function of a transient Markov process.
Published at http://dx.doi.org/10.1214/009117905000000684 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)